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 Details

  • 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