Package net.finmath.smartcontract.product.xml

Class CalculationPeriod

java.lang.Object
net.finmath.smartcontract.product.xml.CalculationPeriod
public class CalculationPeriod extends Object
A type defining the parameters used in the calculation of a fixed or floating rate calculation period amount. This type forms part of cashflows representation of a swap stream.

Java class for CalculationPeriod complex type.

The following schema fragment specifies the expected content contained within this class. 

 <complexType name="CalculationPeriod">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="unadjustedStartDate" type="{http://www.w3.org/2001/XMLSchema}date" minOccurs="0"/>
         <element name="unadjustedEndDate" type="{http://www.w3.org/2001/XMLSchema}date" minOccurs="0"/>
         <element name="adjustedStartDate" type="{http://www.w3.org/2001/XMLSchema}date" minOccurs="0"/>
         <element name="adjustedEndDate" type="{http://www.w3.org/2001/XMLSchema}date" minOccurs="0"/>
         <element name="calculationPeriodNumberOfDays" type="{http://www.w3.org/2001/XMLSchema}positiveInteger" minOccurs="0"/>
         <choice>
           <element name="notionalAmount" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
           <element name="fxLinkedNotionalAmount" type="{http://www.fpml.org/FpML-5/confirmation}FxLinkedNotionalAmount"/>
         </choice>
         <choice>
           <element name="floatingRateDefinition" type="{http://www.fpml.org/FpML-5/confirmation}FloatingRateDefinition"/>
           <element name="fixedRate" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
         </choice>
         <element name="dayCountYearFraction" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
         <element name="forecastAmount" type="{http://www.fpml.org/FpML-5/confirmation}Money" minOccurs="0"/>
         <element name="forecastRate" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
       </sequence>
       <attribute name="id" type="{http://www.w3.org/2001/XMLSchema}ID" />
     </restriction>
   </complexContent>
 </complexType>