Package net.finmath.smartcontract.product.xml

Class FloatingRateCalculation

java.lang.Object

net.finmath.smartcontract.product.xml.Rate

net.finmath.smartcontract.product.xml.FloatingRate

net.finmath.smartcontract.product.xml.FloatingRateCalculation

Direct Known Subclasses:

InflationRateCalculation

public class FloatingRateCalculation
extends FloatingRate

A type defining the floating rate and definitions relating to the calculation of floating rate amounts.

Java class for FloatingRateCalculation complex type.

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

 <complexType name="FloatingRateCalculation">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}FloatingRate">
       <sequence>
         <element name="initialRate" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
         <element name="finalRateRounding" type="{http://www.fpml.org/FpML-5/confirmation}Rounding" minOccurs="0"/>
         <element name="averagingMethod" type="{http://www.fpml.org/FpML-5/confirmation}AveragingMethodEnum" minOccurs="0"/>
         <element name="negativeInterestRateTreatment" type="{http://www.fpml.org/FpML-5/confirmation}NegativeInterestRateTreatmentEnum" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected AveragingMethodEnum	averagingMethod
protected Rounding	finalRateRounding
protected BigDecimal	initialRate
protected NegativeInterestRateTreatmentEnum	negativeInterestRateTreatment

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

capRateSchedule, floatingRateIndex, floatingRateMultiplierSchedule, floorRateSchedule, indexTenor, rateTreatment, spreadSchedule

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

id

Constructor Summary

Constructors

Constructor	Description
FloatingRateCalculation()

Method Summary

Modifier and Type	Method	Description
AveragingMethodEnum	getAveragingMethod()	Gets the value of the averagingMethod property.
Rounding	getFinalRateRounding()	Gets the value of the finalRateRounding property.
BigDecimal	getInitialRate()	Gets the value of the initialRate property.
NegativeInterestRateTreatmentEnum	getNegativeInterestRateTreatment()	Gets the value of the negativeInterestRateTreatment property.
void	setAveragingMethod(AveragingMethodEnum value)	Sets the value of the averagingMethod property.
void	setFinalRateRounding(Rounding value)	Sets the value of the finalRateRounding property.
void	setInitialRate(BigDecimal value)	Sets the value of the initialRate property.
void	setNegativeInterestRateTreatment(NegativeInterestRateTreatmentEnum value)	Sets the value of the negativeInterestRateTreatment property.

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

getCapRateSchedule, getFloatingRateIndex, getFloatingRateMultiplierSchedule, getFloorRateSchedule, getIndexTenor, getRateTreatment, getSpreadSchedule, setFloatingRateIndex, setFloatingRateMultiplierSchedule, setIndexTenor, setRateTreatment

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

initialRate

protected BigDecimal initialRate

finalRateRounding

protected Rounding finalRateRounding

averagingMethod

protected AveragingMethodEnum averagingMethod

negativeInterestRateTreatment

protected NegativeInterestRateTreatmentEnum negativeInterestRateTreatment

Constructor Details

FloatingRateCalculation

public FloatingRateCalculation()

Method Details

getInitialRate

public BigDecimal getInitialRate()

Gets the value of the initialRate property.

Returns:

possible object is BigDecimal

setInitialRate

public void setInitialRate(BigDecimal value)

Sets the value of the initialRate property.

Parameters:

value - allowed object is BigDecimal

getFinalRateRounding

public Rounding getFinalRateRounding()

Gets the value of the finalRateRounding property.

Returns:

possible object is Rounding

setFinalRateRounding

public void setFinalRateRounding(Rounding value)

Sets the value of the finalRateRounding property.

Parameters:

value - allowed object is Rounding

getAveragingMethod

public AveragingMethodEnum getAveragingMethod()

Gets the value of the averagingMethod property.

Returns:

possible object is AveragingMethodEnum

setAveragingMethod

public void setAveragingMethod(AveragingMethodEnum value)

Sets the value of the averagingMethod property.

Parameters:

value - allowed object is AveragingMethodEnum

getNegativeInterestRateTreatment

public NegativeInterestRateTreatmentEnum getNegativeInterestRateTreatment()

Gets the value of the negativeInterestRateTreatment property.

Returns:

possible object is NegativeInterestRateTreatmentEnum

setNegativeInterestRateTreatment

public void setNegativeInterestRateTreatment(NegativeInterestRateTreatmentEnum value)

Sets the value of the negativeInterestRateTreatment property.

Parameters:

value - allowed object is NegativeInterestRateTreatmentEnum