Package net.finmath.smartcontract.product.xml

Class FloatingRateAccrual

java.lang.Object
net.finmath.smartcontract.product.xml.AccrualOptionBase
net.finmath.smartcontract.product.xml.FloatingRateOptionBase
net.finmath.smartcontract.product.xml.FloatingRateAccrual
public class FloatingRateAccrual extends FloatingRateOptionBase
A full definition of the accrual characteristics of a loan contract. This structure defines both the underlying base rate as well as any additional margins and costs associated with the loan contract.

Java class for FloatingRateAccrual complex type.

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

 <complexType name="FloatingRateAccrual">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}FloatingRateOptionBase">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}PeriodWithDays.model"/>
         <sequence minOccurs="0">
           <sequence>
             <element name="rateFixingDate" type="{http://www.w3.org/2001/XMLSchema}date"/>
             <element name="baseRate" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
           </sequence>
           <sequence minOccurs="0">
             <element name="penaltySpread" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
             <element name="defaultSpread" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
             <element name="mandatoryCostRate" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
             <element name="allInRate" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
           </sequence>
         </sequence>
         <element name="paymentProjection" type="{http://www.fpml.org/FpML-5/confirmation}PaymentProjection" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>

  • Field Details

  • Constructor Details

    • FloatingRateAccrual

      public FloatingRateAccrual()

  • Method Details

    • getStartDate

      public XMLGregorianCalendar getStartDate()
      Gets the value of the startDate property.
      Returns:
      possible object is XMLGregorianCalendar

    • setStartDate

      public void setStartDate​(XMLGregorianCalendar value)
      Sets the value of the startDate property.
      Parameters:
      value - allowed object is XMLGregorianCalendar

    • getEndDate

      public XMLGregorianCalendar getEndDate()
      Gets the value of the endDate property.
      Returns:
      possible object is XMLGregorianCalendar

    • setEndDate

      public void setEndDate​(XMLGregorianCalendar value)
      Sets the value of the endDate property.
      Parameters:
      value - allowed object is XMLGregorianCalendar

    • getNumberOfDays

      public BigDecimal getNumberOfDays()
      Gets the value of the numberOfDays property.
      Returns:
      possible object is BigDecimal

    • setNumberOfDays

      public void setNumberOfDays​(BigDecimal value)
      Sets the value of the numberOfDays property.
      Parameters:
      value - allowed object is BigDecimal

    • getRateFixingDate

      public XMLGregorianCalendar getRateFixingDate()
      Gets the value of the rateFixingDate property.
      Returns:
      possible object is XMLGregorianCalendar

    • setRateFixingDate

      public void setRateFixingDate​(XMLGregorianCalendar value)
      Sets the value of the rateFixingDate property.
      Parameters:
      value - allowed object is XMLGregorianCalendar

    • getBaseRate

      public BigDecimal getBaseRate()
      Gets the value of the baseRate property.
      Returns:
      possible object is BigDecimal

    • setBaseRate

      public void setBaseRate​(BigDecimal value)
      Sets the value of the baseRate property.
      Parameters:
      value - allowed object is BigDecimal

    • getPenaltySpread

      public BigDecimal getPenaltySpread()
      Gets the value of the penaltySpread property.
      Returns:
      possible object is BigDecimal

    • setPenaltySpread

      public void setPenaltySpread​(BigDecimal value)
      Sets the value of the penaltySpread property.
      Parameters:
      value - allowed object is BigDecimal

    • getDefaultSpread

      public BigDecimal getDefaultSpread()
      Gets the value of the defaultSpread property.
      Returns:
      possible object is BigDecimal

    • setDefaultSpread

      public void setDefaultSpread​(BigDecimal value)
      Sets the value of the defaultSpread property.
      Parameters:
      value - allowed object is BigDecimal

    • getMandatoryCostRate

      public BigDecimal getMandatoryCostRate()
      Gets the value of the mandatoryCostRate property.
      Returns:
      possible object is BigDecimal

    • setMandatoryCostRate

      public void setMandatoryCostRate​(BigDecimal value)
      Sets the value of the mandatoryCostRate property.
      Parameters:
      value - allowed object is BigDecimal

    • getAllInRate

      public BigDecimal getAllInRate()
      Gets the value of the allInRate property.
      Returns:
      possible object is BigDecimal

    • setAllInRate

      public void setAllInRate​(BigDecimal value)
      Sets the value of the allInRate property.
      Parameters:
      value - allowed object is BigDecimal

    • getPaymentProjection

      public PaymentProjection getPaymentProjection()
      Gets the value of the paymentProjection property.
      Returns:
      possible object is PaymentProjection

    • setPaymentProjection

      public void setPaymentProjection​(PaymentProjection value)
      Sets the value of the paymentProjection property.
      Parameters:
      value - allowed object is PaymentProjection