Package net.finmath.smartcontract.product.xml

Class ForwardRateCurve

java.lang.Object

net.finmath.smartcontract.product.xml.ForwardRateCurve

public class ForwardRateCurve
extends Object

A curve used to model a set of forward interest rates. Used for forecasting interest rates as part of a pricing calculation.

Java class for ForwardRateCurve complex type.

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

 <complexType name="ForwardRateCurve">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="assetReference" type="{http://www.fpml.org/FpML-5/confirmation}AssetReference" minOccurs="0"/>
         <element name="rateCurve" type="{http://www.fpml.org/FpML-5/confirmation}TermCurve"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected AssetReference	assetReference
protected TermCurve	rateCurve

Constructor Summary

Constructors

Constructor	Description
ForwardRateCurve()

Method Summary

Modifier and Type	Method	Description
AssetReference	getAssetReference()	Gets the value of the assetReference property.
TermCurve	getRateCurve()	Gets the value of the rateCurve property.
void	setAssetReference(AssetReference value)	Sets the value of the assetReference property.
void	setRateCurve(TermCurve value)	Sets the value of the rateCurve property.

Methods inherited from class java.lang.Object

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

Field Details

assetReference

protected AssetReference assetReference

rateCurve

protected TermCurve rateCurve

Constructor Details

ForwardRateCurve

public ForwardRateCurve()

Method Details

getAssetReference

public AssetReference getAssetReference()

Gets the value of the assetReference property.

Returns:

possible object is AssetReference

setAssetReference

public void setAssetReference(AssetReference value)

Sets the value of the assetReference property.

Parameters:

value - allowed object is AssetReference

getRateCurve

public TermCurve getRateCurve()

Gets the value of the rateCurve property.

Returns:

possible object is TermCurve

setRateCurve

public void setRateCurve(TermCurve value)

Sets the value of the rateCurve property.

Parameters:

value - allowed object is TermCurve