Package net.finmath.smartcontract.product.xml

Class FloatingRate

java.lang.Object

net.finmath.smartcontract.product.xml.Rate

net.finmath.smartcontract.product.xml.FloatingRate

Direct Known Subclasses:

FloatingRateCalculation

public class FloatingRate
extends Rate

A type defining a floating rate.

Java class for FloatingRate complex type.

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

 <complexType name="FloatingRate">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Rate">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}FloatingRateIndex.model"/>
         <element name="floatingRateMultiplierSchedule" type="{http://www.fpml.org/FpML-5/confirmation}Schedule" minOccurs="0"/>
         <element name="spreadSchedule" type="{http://www.fpml.org/FpML-5/confirmation}SpreadSchedule" maxOccurs="unbounded" minOccurs="0"/>
         <element name="rateTreatment" type="{http://www.fpml.org/FpML-5/confirmation}RateTreatmentEnum" minOccurs="0"/>
         <element name="capRateSchedule" type="{http://www.fpml.org/FpML-5/confirmation}StrikeSchedule" maxOccurs="unbounded" minOccurs="0"/>
         <element name="floorRateSchedule" type="{http://www.fpml.org/FpML-5/confirmation}StrikeSchedule" maxOccurs="unbounded" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected List<StrikeSchedule>	capRateSchedule
protected FloatingRateIndex	floatingRateIndex
protected Schedule	floatingRateMultiplierSchedule
protected List<StrikeSchedule>	floorRateSchedule
protected Period	indexTenor
protected RateTreatmentEnum	rateTreatment
protected List<SpreadSchedule>	spreadSchedule

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

id

Constructor Summary

Constructors

Constructor	Description
FloatingRate()

Method Summary

Modifier and Type	Method	Description
List<StrikeSchedule>	getCapRateSchedule()	Gets the value of the capRateSchedule property.
FloatingRateIndex	getFloatingRateIndex()	Gets the value of the floatingRateIndex property.
Schedule	getFloatingRateMultiplierSchedule()	Gets the value of the floatingRateMultiplierSchedule property.
List<StrikeSchedule>	getFloorRateSchedule()	Gets the value of the floorRateSchedule property.
Period	getIndexTenor()	Gets the value of the indexTenor property.
RateTreatmentEnum	getRateTreatment()	Gets the value of the rateTreatment property.
List<SpreadSchedule>	getSpreadSchedule()	Gets the value of the spreadSchedule property.
void	setFloatingRateIndex(FloatingRateIndex value)	Sets the value of the floatingRateIndex property.
void	setFloatingRateMultiplierSchedule(Schedule value)	Sets the value of the floatingRateMultiplierSchedule property.
void	setIndexTenor(Period value)	Sets the value of the indexTenor property.
void	setRateTreatment(RateTreatmentEnum value)	Sets the value of the rateTreatment property.

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

getId, setId

Methods inherited from class java.lang.Object

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

Field Details

floatingRateIndex

protected FloatingRateIndex floatingRateIndex

indexTenor

protected Period indexTenor

floatingRateMultiplierSchedule

protected Schedule floatingRateMultiplierSchedule

spreadSchedule

protected List<SpreadSchedule> spreadSchedule

rateTreatment

protected RateTreatmentEnum rateTreatment

capRateSchedule

protected List<StrikeSchedule> capRateSchedule

floorRateSchedule

protected List<StrikeSchedule> floorRateSchedule

Constructor Details

FloatingRate

public FloatingRate()

Method Details

getFloatingRateIndex

public FloatingRateIndex getFloatingRateIndex()

Gets the value of the floatingRateIndex property.

Returns:

possible object is FloatingRateIndex

setFloatingRateIndex

public void setFloatingRateIndex(FloatingRateIndex value)

Sets the value of the floatingRateIndex property.

Parameters:

value - allowed object is FloatingRateIndex

getIndexTenor

public Period getIndexTenor()

Gets the value of the indexTenor property.

Returns:

possible object is Period

setIndexTenor

public void setIndexTenor(Period value)

Sets the value of the indexTenor property.

Parameters:

value - allowed object is Period

getFloatingRateMultiplierSchedule

public Schedule getFloatingRateMultiplierSchedule()

Gets the value of the floatingRateMultiplierSchedule property.

Returns:

possible object is Schedule

setFloatingRateMultiplierSchedule

public void setFloatingRateMultiplierSchedule(Schedule value)

Sets the value of the floatingRateMultiplierSchedule property.

Parameters:

value - allowed object is Schedule

getSpreadSchedule

public List<SpreadSchedule> getSpreadSchedule()

Gets the value of the spreadSchedule property.

This accessor method returns a reference to the live list, not a snapshot. Therefore any modification you make to the returned list will be present inside the Jakarta XML Binding object. This is why there is not a set method for the spreadSchedule property.

For example, to add a new item, do as follows:

    getSpreadSchedule().add(newItem);
 

Objects of the following type(s) are allowed in the list SpreadSchedule

getRateTreatment

public RateTreatmentEnum getRateTreatment()

Gets the value of the rateTreatment property.

Returns:

possible object is RateTreatmentEnum

setRateTreatment

public void setRateTreatment(RateTreatmentEnum value)

Sets the value of the rateTreatment property.

Parameters:

value - allowed object is RateTreatmentEnum

getCapRateSchedule

public List<StrikeSchedule> getCapRateSchedule()

Gets the value of the capRateSchedule property.

This accessor method returns a reference to the live list, not a snapshot. Therefore any modification you make to the returned list will be present inside the Jakarta XML Binding object. This is why there is not a set method for the capRateSchedule property.

For example, to add a new item, do as follows:

    getCapRateSchedule().add(newItem);
 

Objects of the following type(s) are allowed in the list StrikeSchedule

getFloorRateSchedule

public List<StrikeSchedule> getFloorRateSchedule()

Gets the value of the floorRateSchedule property.

This accessor method returns a reference to the live list, not a snapshot. Therefore any modification you make to the returned list will be present inside the Jakarta XML Binding object. This is why there is not a set method for the floorRateSchedule property.

For example, to add a new item, do as follows:

    getFloorRateSchedule().add(newItem);
 

Objects of the following type(s) are allowed in the list StrikeSchedule