Package net.finmath.smartcontract.product.xml

Class CreditCurveValuation

java.lang.Object

net.finmath.smartcontract.product.xml.Valuation

net.finmath.smartcontract.product.xml.PricingStructureValuation

net.finmath.smartcontract.product.xml.CreditCurveValuation

public class CreditCurveValuation
extends PricingStructureValuation

A set of credit curve values, which can include pricing inputs (which are typically credit spreads), default probabilities, and recovery rates.

Java class for CreditCurveValuation complex type.

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

 <complexType name="CreditCurveValuation">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}PricingStructureValuation">
       <sequence>
         <element name="inputs" type="{http://www.fpml.org/FpML-5/confirmation}QuotedAssetSet" minOccurs="0"/>
         <element name="defaultProbabilityCurve" type="{http://www.fpml.org/FpML-5/confirmation}DefaultProbabilityCurve" minOccurs="0"/>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}RecoveryRate.model" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected DefaultProbabilityCurve	defaultProbabilityCurve
protected QuotedAssetSet	inputs
protected BigDecimal	recoveryRate
protected TermCurve	recoveryRateCurve

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

baseDate, buildDateTime, endDate, inputDataDate, spotDate

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

definitionRef, id, objectReference, valuationScenarioReference

Constructor Summary

Constructors

Constructor	Description
CreditCurveValuation()

Method Summary

Modifier and Type	Method	Description
DefaultProbabilityCurve	getDefaultProbabilityCurve()	Gets the value of the defaultProbabilityCurve property.
QuotedAssetSet	getInputs()	Gets the value of the inputs property.
BigDecimal	getRecoveryRate()	Gets the value of the recoveryRate property.
TermCurve	getRecoveryRateCurve()	Gets the value of the recoveryRateCurve property.
void	setDefaultProbabilityCurve(DefaultProbabilityCurve value)	Sets the value of the defaultProbabilityCurve property.
void	setInputs(QuotedAssetSet value)	Sets the value of the inputs property.
void	setRecoveryRate(BigDecimal value)	Sets the value of the recoveryRate property.
void	setRecoveryRateCurve(TermCurve value)	Sets the value of the recoveryRateCurve property.

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

getBaseDate, getBuildDateTime, getEndDate, getInputDataDate, getSpotDate, setBaseDate, setBuildDateTime, setEndDate, setInputDataDate, setSpotDate

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

getDefinitionRef, getId, getObjectReference, getValuationScenarioReference, setDefinitionRef, setId, setObjectReference, setValuationScenarioReference

Methods inherited from class java.lang.Object

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

Field Details

inputs

protected QuotedAssetSet inputs

defaultProbabilityCurve

protected DefaultProbabilityCurve defaultProbabilityCurve

recoveryRate

protected BigDecimal recoveryRate

recoveryRateCurve

protected TermCurve recoveryRateCurve

Constructor Details

CreditCurveValuation

public CreditCurveValuation()

Method Details

getInputs

public QuotedAssetSet getInputs()

Gets the value of the inputs property.

Returns:

possible object is QuotedAssetSet

setInputs

public void setInputs(QuotedAssetSet value)

Sets the value of the inputs property.

Parameters:

value - allowed object is QuotedAssetSet

getDefaultProbabilityCurve

public DefaultProbabilityCurve getDefaultProbabilityCurve()

Gets the value of the defaultProbabilityCurve property.

Returns:

possible object is DefaultProbabilityCurve

setDefaultProbabilityCurve

public void setDefaultProbabilityCurve(DefaultProbabilityCurve value)

Sets the value of the defaultProbabilityCurve property.

Parameters:

value - allowed object is DefaultProbabilityCurve

getRecoveryRate

public BigDecimal getRecoveryRate()

Gets the value of the recoveryRate property.

Returns:

possible object is BigDecimal

setRecoveryRate

public void setRecoveryRate(BigDecimal value)

Sets the value of the recoveryRate property.

Parameters:

value - allowed object is BigDecimal

getRecoveryRateCurve

public TermCurve getRecoveryRateCurve()

Gets the value of the recoveryRateCurve property.

Returns:

possible object is TermCurve

setRecoveryRateCurve

public void setRecoveryRateCurve(TermCurve value)

Sets the value of the recoveryRateCurve property.

Parameters:

value - allowed object is TermCurve