Package net.finmath.smartcontract.product.xml

Class DefaultProbabilityCurve

java.lang.Object

net.finmath.smartcontract.product.xml.Valuation

net.finmath.smartcontract.product.xml.PricingStructureValuation

net.finmath.smartcontract.product.xml.DefaultProbabilityCurve

public class DefaultProbabilityCurve
extends PricingStructureValuation

A set of default probabilities.

Java class for DefaultProbabilityCurve complex type.

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

 <complexType name="DefaultProbabilityCurve">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}PricingStructureValuation">
       <sequence>
         <element name="baseYieldCurve" type="{http://www.fpml.org/FpML-5/confirmation}PricingStructureReference"/>
         <element name="defaultProbabilities" type="{http://www.fpml.org/FpML-5/confirmation}TermCurve" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected PricingStructureReference	baseYieldCurve
protected TermCurve	defaultProbabilities

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
DefaultProbabilityCurve()

Method Summary

Modifier and Type	Method	Description
PricingStructureReference	getBaseYieldCurve()	Gets the value of the baseYieldCurve property.
TermCurve	getDefaultProbabilities()	Gets the value of the defaultProbabilities property.
void	setBaseYieldCurve(PricingStructureReference value)	Sets the value of the baseYieldCurve property.
void	setDefaultProbabilities(TermCurve value)	Sets the value of the defaultProbabilities 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

baseYieldCurve

protected PricingStructureReference baseYieldCurve

defaultProbabilities

protected TermCurve defaultProbabilities

Constructor Details

DefaultProbabilityCurve

public DefaultProbabilityCurve()

Method Details

getBaseYieldCurve

public PricingStructureReference getBaseYieldCurve()

Gets the value of the baseYieldCurve property.

Returns:

possible object is PricingStructureReference

setBaseYieldCurve

public void setBaseYieldCurve(PricingStructureReference value)

Sets the value of the baseYieldCurve property.

Parameters:

value - allowed object is PricingStructureReference

getDefaultProbabilities

public TermCurve getDefaultProbabilities()

Gets the value of the defaultProbabilities property.

Returns:

possible object is TermCurve

setDefaultProbabilities

public void setDefaultProbabilities(TermCurve value)

Sets the value of the defaultProbabilities property.

Parameters:

value - allowed object is TermCurve