Package net.finmath.smartcontract.product.xml

Class FloatingRateOption

java.lang.Object

net.finmath.smartcontract.product.xml.AccrualOptionBase

net.finmath.smartcontract.product.xml.FloatingRateOptionBase

net.finmath.smartcontract.product.xml.FloatingRateOption

public class FloatingRateOption
extends FloatingRateOptionBase

Represents the accruing floating rate option associated within a facility.

Java class for FloatingRateOption complex type.

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

 <complexType name="FloatingRateOption">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}FloatingRateOptionBase">
       <sequence>
         <element name="currency" type="{http://www.fpml.org/FpML-5/confirmation}Currency"/>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}Period.model"/>
         <sequence>
           <element name="baseRateLimits" type="{http://www.fpml.org/FpML-5/confirmation}RateLimits" minOccurs="0"/>
           <element name="allInRateLimits" type="{http://www.fpml.org/FpML-5/confirmation}RateLimits" minOccurs="0"/>
         </sequence>
         <element name="borrowerPartyReference" type="{http://www.fpml.org/FpML-5/confirmation}PartyReference" maxOccurs="unbounded" minOccurs="0"/>
         <sequence>
           <element name="drawdownNoticeDays" type="{http://www.w3.org/2001/XMLSchema}nonNegativeInteger" minOccurs="0"/>
           <element name="fxRateSetNoticeDays" type="{http://www.w3.org/2001/XMLSchema}nonNegativeInteger" minOccurs="0"/>
           <element name="rateSetNoticeDays" type="{http://www.w3.org/2001/XMLSchema}nonNegativeInteger" minOccurs="0"/>
         </sequence>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected RateLimits	allInRateLimits
protected RateLimits	baseRateLimits
protected List<PartyReference>	borrowerPartyReference
protected Currency	currency
protected BigInteger	drawdownNoticeDays
protected XMLGregorianCalendar	endDate
protected BigInteger	fxRateSetNoticeDays
protected BigInteger	rateSetNoticeDays
protected XMLGregorianCalendar	startDate

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

floatingRateIndex, indexTenor, pikSpread, spread

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

accrualOptionId, dayCountFraction, paymentFrequency

Constructor Summary

Constructors

Constructor	Description
FloatingRateOption()

Method Summary

Modifier and Type	Method	Description
RateLimits	getAllInRateLimits()	Gets the value of the allInRateLimits property.
RateLimits	getBaseRateLimits()	Gets the value of the baseRateLimits property.
List<PartyReference>	getBorrowerPartyReference()	Gets the value of the borrowerPartyReference property.
Currency	getCurrency()	Gets the value of the currency property.
BigInteger	getDrawdownNoticeDays()	Gets the value of the drawdownNoticeDays property.
XMLGregorianCalendar	getEndDate()	Gets the value of the endDate property.
BigInteger	getFxRateSetNoticeDays()	Gets the value of the fxRateSetNoticeDays property.
BigInteger	getRateSetNoticeDays()	Gets the value of the rateSetNoticeDays property.
XMLGregorianCalendar	getStartDate()	Gets the value of the startDate property.
void	setAllInRateLimits(RateLimits value)	Sets the value of the allInRateLimits property.
void	setBaseRateLimits(RateLimits value)	Sets the value of the baseRateLimits property.
void	setCurrency(Currency value)	Sets the value of the currency property.
void	setDrawdownNoticeDays(BigInteger value)	Sets the value of the drawdownNoticeDays property.
void	setEndDate(XMLGregorianCalendar value)	Sets the value of the endDate property.
void	setFxRateSetNoticeDays(BigInteger value)	Sets the value of the fxRateSetNoticeDays property.
void	setRateSetNoticeDays(BigInteger value)	Sets the value of the rateSetNoticeDays property.
void	setStartDate(XMLGregorianCalendar value)	Sets the value of the startDate property.

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

getFloatingRateIndex, getIndexTenor, getPikSpread, getSpread, setFloatingRateIndex, setIndexTenor, setPikSpread, setSpread

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

getAccrualOptionId, getDayCountFraction, getPaymentFrequency, setAccrualOptionId, setDayCountFraction, setPaymentFrequency

Methods inherited from class java.lang.Object

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

Field Details

currency

protected Currency currency

startDate

protected XMLGregorianCalendar startDate

endDate

protected XMLGregorianCalendar endDate

baseRateLimits

protected RateLimits baseRateLimits

allInRateLimits

protected RateLimits allInRateLimits

borrowerPartyReference

protected List<PartyReference> borrowerPartyReference

drawdownNoticeDays

protected BigInteger drawdownNoticeDays

fxRateSetNoticeDays

protected BigInteger fxRateSetNoticeDays

rateSetNoticeDays

protected BigInteger rateSetNoticeDays

Constructor Details

FloatingRateOption

public FloatingRateOption()

Method Details

getCurrency

public Currency getCurrency()

Gets the value of the currency property.

Returns:

possible object is Currency

setCurrency

public void setCurrency(Currency value)

Sets the value of the currency property.

Parameters:

value - allowed object is Currency

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

getBaseRateLimits

public RateLimits getBaseRateLimits()

Gets the value of the baseRateLimits property.

Returns:

possible object is RateLimits

setBaseRateLimits

public void setBaseRateLimits(RateLimits value)

Sets the value of the baseRateLimits property.

Parameters:

value - allowed object is RateLimits

getAllInRateLimits

public RateLimits getAllInRateLimits()

Gets the value of the allInRateLimits property.

Returns:

possible object is RateLimits

setAllInRateLimits

public void setAllInRateLimits(RateLimits value)

Sets the value of the allInRateLimits property.

Parameters:

value - allowed object is RateLimits

getBorrowerPartyReference

public List<PartyReference> getBorrowerPartyReference()

Gets the value of the borrowerPartyReference 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 borrowerPartyReference property.

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

    getBorrowerPartyReference().add(newItem);
 

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

getDrawdownNoticeDays

public BigInteger getDrawdownNoticeDays()

Gets the value of the drawdownNoticeDays property.

Returns:

possible object is BigInteger

setDrawdownNoticeDays

public void setDrawdownNoticeDays(BigInteger value)

Sets the value of the drawdownNoticeDays property.

Parameters:

value - allowed object is BigInteger

getFxRateSetNoticeDays

public BigInteger getFxRateSetNoticeDays()

Gets the value of the fxRateSetNoticeDays property.

Returns:

possible object is BigInteger

setFxRateSetNoticeDays

public void setFxRateSetNoticeDays(BigInteger value)

Sets the value of the fxRateSetNoticeDays property.

Parameters:

value - allowed object is BigInteger

getRateSetNoticeDays

public BigInteger getRateSetNoticeDays()

Gets the value of the rateSetNoticeDays property.

Returns:

possible object is BigInteger

setRateSetNoticeDays

public void setRateSetNoticeDays(BigInteger value)

Sets the value of the rateSetNoticeDays property.

Parameters:

value - allowed object is BigInteger