Package net.finmath.smartcontract.product.xml

Class InterestCalculation

java.lang.Object

net.finmath.smartcontract.product.xml.InterestAccrualsMethod

net.finmath.smartcontract.product.xml.InterestCalculation

public class InterestCalculation
extends InterestAccrualsMethod

Specifies the calculation method of the interest rate leg of the return swap. Includes the floating or fixed rate calculation definitions, along with the determination of the day count fraction.

Java class for InterestCalculation complex type.

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

 <complexType name="InterestCalculation">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}InterestAccrualsMethod">
       <sequence>
         <element name="dayCountFraction" type="{http://www.fpml.org/FpML-5/confirmation}DayCountFraction"/>
         <element name="compounding" type="{http://www.fpml.org/FpML-5/confirmation}Compounding" minOccurs="0"/>
         <sequence minOccurs="0">
           <element name="interpolationMethod" type="{http://www.fpml.org/FpML-5/confirmation}InterpolationMethod"/>
           <element name="interpolationPeriod" type="{http://www.fpml.org/FpML-5/confirmation}InterpolationPeriodEnum" minOccurs="0"/>
         </sequence>
       </sequence>
       <attribute name="id" type="{http://www.w3.org/2001/XMLSchema}ID" />
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected Compounding	compounding
protected DayCountFraction	dayCountFraction
protected String	id
protected InterpolationMethod	interpolationMethod
protected InterpolationPeriodEnum	interpolationPeriod

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

fixedRate, floatingRateCalculation

Constructor Summary

Constructors

Constructor	Description
InterestCalculation()

Method Summary

Modifier and Type	Method	Description
Compounding	getCompounding()	Gets the value of the compounding property.
DayCountFraction	getDayCountFraction()	Gets the value of the dayCountFraction property.
String	getId()	Gets the value of the id property.
InterpolationMethod	getInterpolationMethod()	Gets the value of the interpolationMethod property.
InterpolationPeriodEnum	getInterpolationPeriod()	Gets the value of the interpolationPeriod property.
void	setCompounding(Compounding value)	Sets the value of the compounding property.
void	setDayCountFraction(DayCountFraction value)	Sets the value of the dayCountFraction property.
void	setId(String value)	Sets the value of the id property.
void	setInterpolationMethod(InterpolationMethod value)	Sets the value of the interpolationMethod property.
void	setInterpolationPeriod(InterpolationPeriodEnum value)	Sets the value of the interpolationPeriod property.

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

getFixedRate, getFloatingRateCalculation, setFixedRate, setFloatingRateCalculation

Methods inherited from class java.lang.Object

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

Field Details

dayCountFraction

protected DayCountFraction dayCountFraction

compounding

protected Compounding compounding

interpolationMethod

protected InterpolationMethod interpolationMethod

interpolationPeriod

protected InterpolationPeriodEnum interpolationPeriod

id

protected String id

Constructor Details

InterestCalculation

public InterestCalculation()

Method Details

getDayCountFraction

public DayCountFraction getDayCountFraction()

Gets the value of the dayCountFraction property.

Returns:

possible object is DayCountFraction

setDayCountFraction

public void setDayCountFraction(DayCountFraction value)

Sets the value of the dayCountFraction property.

Parameters:

value - allowed object is DayCountFraction

getCompounding

public Compounding getCompounding()

Gets the value of the compounding property.

Returns:

possible object is Compounding

setCompounding

public void setCompounding(Compounding value)

Sets the value of the compounding property.

Parameters:

value - allowed object is Compounding

getInterpolationMethod

public InterpolationMethod getInterpolationMethod()

Gets the value of the interpolationMethod property.

Returns:

possible object is InterpolationMethod

setInterpolationMethod

public void setInterpolationMethod(InterpolationMethod value)

Sets the value of the interpolationMethod property.

Parameters:

value - allowed object is InterpolationMethod

getInterpolationPeriod

public InterpolationPeriodEnum getInterpolationPeriod()

Gets the value of the interpolationPeriod property.

Returns:

possible object is InterpolationPeriodEnum

setInterpolationPeriod

public void setInterpolationPeriod(InterpolationPeriodEnum value)

Sets the value of the interpolationPeriod property.

Parameters:

value - allowed object is InterpolationPeriodEnum

getId

public String getId()

Gets the value of the id property.

Returns:

possible object is String

setId

public void setId(String value)

Sets the value of the id property.

Parameters:

value - allowed object is String