org.fpml.fpml_5.confirmation.FxForwardVolatilityAgreement Maven / Gradle / Ivy
//
// This file was generated by the JavaTM Architecture for XML Binding(JAXB) Reference Implementation, v2.3.2
// See https://javaee.github.io/jaxb-v2/
// Any modifications to this file will be lost upon recompilation of the source schema.
// Generated on: 2024.04.04 at 04:56:21 PM UTC
//
package org.fpml.fpml_5.confirmation;
import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.List;
import javax.xml.bind.annotation.XmlAccessType;
import javax.xml.bind.annotation.XmlAccessorType;
import javax.xml.bind.annotation.XmlElement;
import javax.xml.bind.annotation.XmlSchemaType;
import javax.xml.bind.annotation.XmlType;
import javax.xml.datatype.XMLGregorianCalendar;
/**
* Describes a contract on future levels of implied volatility. The main characteristic of this product is that the underlying is a straddle (underlying options) with a specific tenor starting from the fixing (effective or pricing) date, and are priced on that fixing date using a level of volatility that is agreed at the time of execution of the volatility agreement.
*
* Java class for FxForwardVolatilityAgreement complex type.
*
*
The following schema fragment specifies the expected content contained within this class.
*
*
* <complexType name="FxForwardVolatilityAgreement">
* <complexContent>
* <extension base="{http://www.fpml.org/FpML-5/confirmation}Product">
* <sequence>
* <group ref="{http://www.fpml.org/FpML-5/confirmation}BuyerSeller.model"/>
* <element name="quotedCurrencyPair" type="{http://www.fpml.org/FpML-5/confirmation}QuotedCurrencyPair"/>
* <element name="fixingDate" type="{http://www.w3.org/2001/XMLSchema}date"/>
* <element name="fixingTime" type="{http://www.fpml.org/FpML-5/confirmation}BusinessCenterTime" minOccurs="0"/>
* <element name="forwardVolatilityStrikePrice" type="{http://www.fpml.org/FpML-5/confirmation}PositiveDecimal"/>
* <element name="straddle" type="{http://www.fpml.org/FpML-5/confirmation}FxStraddle"/>
* <element name="additionalPayment" type="{http://www.fpml.org/FpML-5/confirmation}Payment" maxOccurs="unbounded" minOccurs="0"/>
* </sequence>
* </extension>
* </complexContent>
* </complexType>
*
*
*
*/
@XmlAccessorType(XmlAccessType.FIELD)
@XmlType(name = "FxForwardVolatilityAgreement", propOrder = {
"buyerPartyReference",
"buyerAccountReference",
"sellerPartyReference",
"sellerAccountReference",
"quotedCurrencyPair",
"fixingDate",
"fixingTime",
"forwardVolatilityStrikePrice",
"straddle",
"additionalPayment"
})
public class FxForwardVolatilityAgreement
extends Product
{
@XmlElement(required = true)
protected PartyReference buyerPartyReference;
protected AccountReference buyerAccountReference;
@XmlElement(required = true)
protected PartyReference sellerPartyReference;
protected AccountReference sellerAccountReference;
@XmlElement(required = true)
protected QuotedCurrencyPair quotedCurrencyPair;
@XmlElement(required = true)
@XmlSchemaType(name = "date")
protected XMLGregorianCalendar fixingDate;
protected BusinessCenterTime fixingTime;
@XmlElement(required = true)
protected BigDecimal forwardVolatilityStrikePrice;
@XmlElement(required = true)
protected FxStraddle straddle;
protected List additionalPayment;
/**
* Gets the value of the buyerPartyReference property.
*
* @return
* possible object is
* {@link PartyReference }
*
*/
public PartyReference getBuyerPartyReference() {
return buyerPartyReference;
}
/**
* Sets the value of the buyerPartyReference property.
*
* @param value
* allowed object is
* {@link PartyReference }
*
*/
public void setBuyerPartyReference(PartyReference value) {
this.buyerPartyReference = value;
}
/**
* Gets the value of the buyerAccountReference property.
*
* @return
* possible object is
* {@link AccountReference }
*
*/
public AccountReference getBuyerAccountReference() {
return buyerAccountReference;
}
/**
* Sets the value of the buyerAccountReference property.
*
* @param value
* allowed object is
* {@link AccountReference }
*
*/
public void setBuyerAccountReference(AccountReference value) {
this.buyerAccountReference = value;
}
/**
* Gets the value of the sellerPartyReference property.
*
* @return
* possible object is
* {@link PartyReference }
*
*/
public PartyReference getSellerPartyReference() {
return sellerPartyReference;
}
/**
* Sets the value of the sellerPartyReference property.
*
* @param value
* allowed object is
* {@link PartyReference }
*
*/
public void setSellerPartyReference(PartyReference value) {
this.sellerPartyReference = value;
}
/**
* Gets the value of the sellerAccountReference property.
*
* @return
* possible object is
* {@link AccountReference }
*
*/
public AccountReference getSellerAccountReference() {
return sellerAccountReference;
}
/**
* Sets the value of the sellerAccountReference property.
*
* @param value
* allowed object is
* {@link AccountReference }
*
*/
public void setSellerAccountReference(AccountReference value) {
this.sellerAccountReference = value;
}
/**
* Gets the value of the quotedCurrencyPair property.
*
* @return
* possible object is
* {@link QuotedCurrencyPair }
*
*/
public QuotedCurrencyPair getQuotedCurrencyPair() {
return quotedCurrencyPair;
}
/**
* Sets the value of the quotedCurrencyPair property.
*
* @param value
* allowed object is
* {@link QuotedCurrencyPair }
*
*/
public void setQuotedCurrencyPair(QuotedCurrencyPair value) {
this.quotedCurrencyPair = value;
}
/**
* Gets the value of the fixingDate property.
*
* @return
* possible object is
* {@link XMLGregorianCalendar }
*
*/
public XMLGregorianCalendar getFixingDate() {
return fixingDate;
}
/**
* Sets the value of the fixingDate property.
*
* @param value
* allowed object is
* {@link XMLGregorianCalendar }
*
*/
public void setFixingDate(XMLGregorianCalendar value) {
this.fixingDate = value;
}
/**
* Gets the value of the fixingTime property.
*
* @return
* possible object is
* {@link BusinessCenterTime }
*
*/
public BusinessCenterTime getFixingTime() {
return fixingTime;
}
/**
* Sets the value of the fixingTime property.
*
* @param value
* allowed object is
* {@link BusinessCenterTime }
*
*/
public void setFixingTime(BusinessCenterTime value) {
this.fixingTime = value;
}
/**
* Gets the value of the forwardVolatilityStrikePrice property.
*
* @return
* possible object is
* {@link BigDecimal }
*
*/
public BigDecimal getForwardVolatilityStrikePrice() {
return forwardVolatilityStrikePrice;
}
/**
* Sets the value of the forwardVolatilityStrikePrice property.
*
* @param value
* allowed object is
* {@link BigDecimal }
*
*/
public void setForwardVolatilityStrikePrice(BigDecimal value) {
this.forwardVolatilityStrikePrice = value;
}
/**
* Gets the value of the straddle property.
*
* @return
* possible object is
* {@link FxStraddle }
*
*/
public FxStraddle getStraddle() {
return straddle;
}
/**
* Sets the value of the straddle property.
*
* @param value
* allowed object is
* {@link FxStraddle }
*
*/
public void setStraddle(FxStraddle value) {
this.straddle = value;
}
/**
* Gets the value of the additionalPayment property.
*
*
* This accessor method returns a reference to the live list,
* not a snapshot. Therefore any modification you make to the
* returned list will be present inside the JAXB object.
* This is why there is not a set method for the additionalPayment property.
*
*
* For example, to add a new item, do as follows:
*
* getAdditionalPayment().add(newItem);
*
*
*
*
* Objects of the following type(s) are allowed in the list
* {@link Payment }
*
*
*/
public List getAdditionalPayment() {
if (additionalPayment == null) {
additionalPayment = new ArrayList();
}
return this.additionalPayment;
}
}
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