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 Details

  • 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