Package net.finmath.smartcontract.product.xml

Class CalculationPeriodFrequency

java.lang.Object

net.finmath.smartcontract.product.xml.Frequency

net.finmath.smartcontract.product.xml.CalculationPeriodFrequency

public class CalculationPeriodFrequency
extends Frequency

A type defining the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and thier roll date convention. In case the calculation frequency is of value T (term), the period is defined by the swap\swapStream\calculationPerioDates\effectiveDate and the swap\swapStream\calculationPerioDates\terminationDate.

Java class for CalculationPeriodFrequency complex type.

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

 <complexType name="CalculationPeriodFrequency">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Frequency">
       <sequence>
         <element name="rollConvention" type="{http://www.fpml.org/FpML-5/confirmation}RollConventionEnum"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected String	rollConvention

Fields inherited from class net.finmath.smartcontract.product.xml.Frequency

id, period, periodMultiplier

Constructor Summary

Constructors

Constructor	Description
CalculationPeriodFrequency()

Method Summary

Modifier and Type	Method	Description
String	getRollConvention()	Gets the value of the rollConvention property.
void	setRollConvention(String value)	Sets the value of the rollConvention property.

Methods inherited from class net.finmath.smartcontract.product.xml.Frequency

getId, getPeriod, getPeriodMultiplier, setId, setPeriod, setPeriodMultiplier

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

rollConvention

protected String rollConvention

Constructor Details

CalculationPeriodFrequency

public CalculationPeriodFrequency()

Method Details

getRollConvention

public String getRollConvention()

Gets the value of the rollConvention property.

Returns:

possible object is String

setRollConvention

public void setRollConvention(String value)

Sets the value of the rollConvention property.

Parameters:

value - allowed object is String