net.finmath.smartcontract.product.xml.WeatherLeg Maven / Gradle / Ivy
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Project to support the implementation a of smart derivative contract.
//
// This file was generated by the Eclipse Implementation of JAXB, v3.0.0
// See https://eclipse-ee4j.github.io/jaxb-ri
// Any modifications to this file will be lost upon recompilation of the source schema.
// Generated on: 2024.12.05 at 10:53:57 AM CET
//
package net.finmath.smartcontract.product.xml;
import jakarta.xml.bind.annotation.XmlAccessType;
import jakarta.xml.bind.annotation.XmlAccessorType;
import jakarta.xml.bind.annotation.XmlElement;
import jakarta.xml.bind.annotation.XmlType;
/**
* A weather leg of a Commodity Swap defines Weather Index Swap transactions.
* Weather Index Swap transactions are OTC derivative transactions which settle financially based on an
* index calculated from observations of temperature, precipitation and other weather-related measurements
* at weather stations throughout the world. Sub-Annex C of the 2005 ISDA Commodity Definitions provides
* definitions and terms for a number of types of weather indices. These indices include: HDD (heating
* degree days), CDD (cooling degree days), CPD (critical precipitation days). Weather Index Swap
* transactions result in a cash flow to one of the two counterparties each Calculation Period depending on
* the relationship between the Settlement Level and the Weather Index Level. A Weather Index swap
* transaction always consists of a commodity swap element as a parent to two weatherLeg elements.
*
*
* Java class for WeatherLeg complex type.
*
*
The following schema fragment specifies the expected content contained within this class.
*
*
* <complexType name="WeatherLeg">
* <complexContent>
* <extension base="{http://www.fpml.org/FpML-5/confirmation}FinancialSwapLeg">
* <sequence>
* <element name="weatherIndexLevel" type="{http://www.fpml.org/FpML-5/confirmation}WeatherIndex"/>
* <group ref="{http://www.fpml.org/FpML-5/confirmation}WeatherCalculationPeriod.model"/>
* <element name="weatherNotionalAmount" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeMoney"/>
* <element name="calculation" type="{http://www.fpml.org/FpML-5/confirmation}WeatherLegCalculation"/>
* <element name="paymentDates" type="{http://www.fpml.org/FpML-5/confirmation}CommodityRelativePaymentDates"/>
* <element name="weatherIndexData" type="{http://www.fpml.org/FpML-5/confirmation}WeatherIndexData"/>
* </sequence>
* </extension>
* </complexContent>
* </complexType>
*
*
*
*/
@XmlAccessorType(XmlAccessType.FIELD)
@XmlType(name = "WeatherLeg", propOrder = {
"weatherIndexLevel",
"weatherCalculationPeriods",
"weatherCalculationPeriodsReference",
"weatherNotionalAmount",
"calculation",
"paymentDates",
"weatherIndexData"
})
public class WeatherLeg
extends FinancialSwapLeg
{
@XmlElement(required = true)
protected WeatherIndex weatherIndexLevel;
protected WeatherCalculationPeriods weatherCalculationPeriods;
protected CalculationPeriodsReference weatherCalculationPeriodsReference;
@XmlElement(required = true)
protected NonNegativeMoney weatherNotionalAmount;
@XmlElement(required = true)
protected WeatherLegCalculation calculation;
@XmlElement(required = true)
protected CommodityRelativePaymentDates paymentDates;
@XmlElement(required = true)
protected WeatherIndexData weatherIndexData;
/**
* Gets the value of the weatherIndexLevel property.
*
* @return
* possible object is
* {@link WeatherIndex }
*
*/
public WeatherIndex getWeatherIndexLevel() {
return weatherIndexLevel;
}
/**
* Sets the value of the weatherIndexLevel property.
*
* @param value
* allowed object is
* {@link WeatherIndex }
*
*/
public void setWeatherIndexLevel(WeatherIndex value) {
this.weatherIndexLevel = value;
}
/**
* Gets the value of the weatherCalculationPeriods property.
*
* @return
* possible object is
* {@link WeatherCalculationPeriods }
*
*/
public WeatherCalculationPeriods getWeatherCalculationPeriods() {
return weatherCalculationPeriods;
}
/**
* Sets the value of the weatherCalculationPeriods property.
*
* @param value
* allowed object is
* {@link WeatherCalculationPeriods }
*
*/
public void setWeatherCalculationPeriods(WeatherCalculationPeriods value) {
this.weatherCalculationPeriods = value;
}
/**
* Gets the value of the weatherCalculationPeriodsReference property.
*
* @return
* possible object is
* {@link CalculationPeriodsReference }
*
*/
public CalculationPeriodsReference getWeatherCalculationPeriodsReference() {
return weatherCalculationPeriodsReference;
}
/**
* Sets the value of the weatherCalculationPeriodsReference property.
*
* @param value
* allowed object is
* {@link CalculationPeriodsReference }
*
*/
public void setWeatherCalculationPeriodsReference(CalculationPeriodsReference value) {
this.weatherCalculationPeriodsReference = value;
}
/**
* Gets the value of the weatherNotionalAmount property.
*
* @return
* possible object is
* {@link NonNegativeMoney }
*
*/
public NonNegativeMoney getWeatherNotionalAmount() {
return weatherNotionalAmount;
}
/**
* Sets the value of the weatherNotionalAmount property.
*
* @param value
* allowed object is
* {@link NonNegativeMoney }
*
*/
public void setWeatherNotionalAmount(NonNegativeMoney value) {
this.weatherNotionalAmount = value;
}
/**
* Gets the value of the calculation property.
*
* @return
* possible object is
* {@link WeatherLegCalculation }
*
*/
public WeatherLegCalculation getCalculation() {
return calculation;
}
/**
* Sets the value of the calculation property.
*
* @param value
* allowed object is
* {@link WeatherLegCalculation }
*
*/
public void setCalculation(WeatherLegCalculation value) {
this.calculation = value;
}
/**
* Gets the value of the paymentDates property.
*
* @return
* possible object is
* {@link CommodityRelativePaymentDates }
*
*/
public CommodityRelativePaymentDates getPaymentDates() {
return paymentDates;
}
/**
* Sets the value of the paymentDates property.
*
* @param value
* allowed object is
* {@link CommodityRelativePaymentDates }
*
*/
public void setPaymentDates(CommodityRelativePaymentDates value) {
this.paymentDates = value;
}
/**
* Gets the value of the weatherIndexData property.
*
* @return
* possible object is
* {@link WeatherIndexData }
*
*/
public WeatherIndexData getWeatherIndexData() {
return weatherIndexData;
}
/**
* Sets the value of the weatherIndexData property.
*
* @param value
* allowed object is
* {@link WeatherIndexData }
*
*/
public void setWeatherIndexData(WeatherIndexData value) {
this.weatherIndexData = value;
}
}
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