Package net.finmath.smartcontract.product.xml

Class Fra

java.lang.Object
net.finmath.smartcontract.product.xml.Product
net.finmath.smartcontract.product.xml.Fra
public class Fra extends Product
A type defining a Forward Rate Agreement (FRA) product.

Java class for Fra complex type.

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

 <complexType name="Fra">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Product">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}BuyerSeller.model"/>
         <sequence>
           <element name="adjustedEffectiveDate" type="{http://www.fpml.org/FpML-5/confirmation}RequiredIdentifierDate"/>
           <element name="adjustedTerminationDate" type="{http://www.w3.org/2001/XMLSchema}date"/>
         </sequence>
         <element name="paymentDate" type="{http://www.fpml.org/FpML-5/confirmation}AdjustableDate"/>
         <element name="fixingDateOffset" type="{http://www.fpml.org/FpML-5/confirmation}RelativeDateOffset"/>
         <element name="dayCountFraction" type="{http://www.fpml.org/FpML-5/confirmation}DayCountFraction"/>
         <element name="calculationPeriodNumberOfDays" type="{http://www.w3.org/2001/XMLSchema}positiveInteger"/>
         <element name="notional" type="{http://www.fpml.org/FpML-5/confirmation}Money"/>
         <element name="fixedRate" type="{http://www.fpml.org/FpML-5/confirmation}IdentifiedRate"/>
         <element name="floatingRateIndex" type="{http://www.fpml.org/FpML-5/confirmation}FloatingRateIndex"/>
         <element name="indexTenor" type="{http://www.fpml.org/FpML-5/confirmation}Period" maxOccurs="unbounded"/>
         <element name="fraDiscounting" type="{http://www.fpml.org/FpML-5/confirmation}FraDiscountingEnum"/>
         <element name="additionalPayment" type="{http://www.fpml.org/FpML-5/confirmation}Payment" maxOccurs="unbounded" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>