Package net.finmath.smartcontract.product.xml

Class FloatingRateDefinition

java.lang.Object

net.finmath.smartcontract.product.xml.FloatingRateDefinition

public class FloatingRateDefinition
extends Object

A type defining parameters associated with a floating rate reset. This type forms part of the cashflows representation of a stream.

Java class for FloatingRateDefinition complex type.

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

 <complexType name="FloatingRateDefinition">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="calculatedRate" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
         <element name="rateObservation" type="{http://www.fpml.org/FpML-5/confirmation}RateObservation" maxOccurs="unbounded" minOccurs="0"/>
         <element name="floatingRateMultiplier" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
         <element name="spread" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
         <element name="capRate" type="{http://www.fpml.org/FpML-5/confirmation}Strike" maxOccurs="unbounded" minOccurs="0"/>
         <element name="floorRate" type="{http://www.fpml.org/FpML-5/confirmation}Strike" maxOccurs="unbounded" minOccurs="0"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected BigDecimal	calculatedRate
protected List<Strike>	capRate
protected BigDecimal	floatingRateMultiplier
protected List<Strike>	floorRate
protected List<RateObservation>	rateObservation
protected BigDecimal	spread

Constructor Summary

Constructors

Constructor	Description
FloatingRateDefinition()

Method Summary

Modifier and Type	Method	Description
BigDecimal	getCalculatedRate()	Gets the value of the calculatedRate property.
List<Strike>	getCapRate()	Gets the value of the capRate property.
BigDecimal	getFloatingRateMultiplier()	Gets the value of the floatingRateMultiplier property.
List<Strike>	getFloorRate()	Gets the value of the floorRate property.
List<RateObservation>	getRateObservation()	Gets the value of the rateObservation property.
BigDecimal	getSpread()	Gets the value of the spread property.
void	setCalculatedRate(BigDecimal value)	Sets the value of the calculatedRate property.
void	setFloatingRateMultiplier(BigDecimal value)	Sets the value of the floatingRateMultiplier property.
void	setSpread(BigDecimal value)	Sets the value of the spread property.

Methods inherited from class java.lang.Object

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

Field Details

calculatedRate

protected BigDecimal calculatedRate

rateObservation

protected List<RateObservation> rateObservation

floatingRateMultiplier

protected BigDecimal floatingRateMultiplier

spread

protected BigDecimal spread

capRate

protected List<Strike> capRate

floorRate

protected List<Strike> floorRate

Constructor Details

FloatingRateDefinition

public FloatingRateDefinition()

Method Details

getCalculatedRate

public BigDecimal getCalculatedRate()

Gets the value of the calculatedRate property.

Returns:

possible object is BigDecimal

setCalculatedRate

public void setCalculatedRate(BigDecimal value)

Sets the value of the calculatedRate property.

Parameters:

value - allowed object is BigDecimal

getRateObservation

public List<RateObservation> getRateObservation()

Gets the value of the rateObservation 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 rateObservation property.

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

    getRateObservation().add(newItem);
 

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

getFloatingRateMultiplier

public BigDecimal getFloatingRateMultiplier()

Gets the value of the floatingRateMultiplier property.

Returns:

possible object is BigDecimal

setFloatingRateMultiplier

public void setFloatingRateMultiplier(BigDecimal value)

Sets the value of the floatingRateMultiplier property.

Parameters:

value - allowed object is BigDecimal

getSpread

public BigDecimal getSpread()

Gets the value of the spread property.

Returns:

possible object is BigDecimal

setSpread

public void setSpread(BigDecimal value)

Sets the value of the spread property.

Parameters:

value - allowed object is BigDecimal

getCapRate

public List<Strike> getCapRate()

Gets the value of the capRate 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 capRate property.

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

    getCapRate().add(newItem);
 

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

getFloorRate

public List<Strike> getFloorRate()

Gets the value of the floorRate 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 floorRate property.

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

    getFloorRate().add(newItem);
 

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