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 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