Package net.finmath.smartcontract.product.xml

Class FloatingRateOptionBase

java.lang.Object

net.finmath.smartcontract.product.xml.AccrualOptionBase

net.finmath.smartcontract.product.xml.FloatingRateOptionBase

Direct Known Subclasses:

FloatingRateAccrual, FloatingRateOption

public abstract class FloatingRateOptionBase
extends AccrualOptionBase

Specifies the abstract type underlying a floating rate cash accrual option.

Java class for FloatingRateOptionBase complex type.

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

 <complexType name="FloatingRateOptionBase">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}AccrualOptionBase">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}FloatingRateIndexLoan.model"/>
         <element name="spread" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
         <element name="pikSpread" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected FloatingRateIndexLoan	floatingRateIndex
protected Period	indexTenor
protected BigDecimal	pikSpread
protected BigDecimal	spread

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

accrualOptionId, dayCountFraction, paymentFrequency

Constructor Summary

Constructors

Constructor	Description
FloatingRateOptionBase()

Method Summary

Modifier and Type	Method	Description
FloatingRateIndexLoan	getFloatingRateIndex()	Gets the value of the floatingRateIndex property.
Period	getIndexTenor()	Gets the value of the indexTenor property.
BigDecimal	getPikSpread()	Gets the value of the pikSpread property.
BigDecimal	getSpread()	Gets the value of the spread property.
void	setFloatingRateIndex(FloatingRateIndexLoan value)	Sets the value of the floatingRateIndex property.
void	setIndexTenor(Period value)	Sets the value of the indexTenor property.
void	setPikSpread(BigDecimal value)	Sets the value of the pikSpread property.
void	setSpread(BigDecimal value)	Sets the value of the spread property.

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

floatingRateIndex

protected FloatingRateIndexLoan floatingRateIndex

indexTenor

protected Period indexTenor

spread

protected BigDecimal spread

pikSpread

protected BigDecimal pikSpread

Constructor Details

FloatingRateOptionBase

public FloatingRateOptionBase()

Method Details

getFloatingRateIndex

public FloatingRateIndexLoan getFloatingRateIndex()

Gets the value of the floatingRateIndex property.

Returns:

possible object is FloatingRateIndexLoan

setFloatingRateIndex

public void setFloatingRateIndex(FloatingRateIndexLoan value)

Sets the value of the floatingRateIndex property.

Parameters:

value - allowed object is FloatingRateIndexLoan

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

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

getPikSpread

public BigDecimal getPikSpread()

Gets the value of the pikSpread property.

Returns:

possible object is BigDecimal

setPikSpread

public void setPikSpread(BigDecimal value)

Sets the value of the pikSpread property.

Parameters:

value - allowed object is BigDecimal