Package net.finmath.smartcontract.product.xml

Class InterestLeg

java.lang.Object

net.finmath.smartcontract.product.xml.Leg

net.finmath.smartcontract.product.xml.DirectionalLeg

net.finmath.smartcontract.product.xml.InterestLeg

public class InterestLeg
extends DirectionalLeg

A type describing the fixed income leg of the equity swap.

Java class for InterestLeg complex type.

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

 <complexType name="InterestLeg">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}DirectionalLeg">
       <sequence>
         <element name="interestLegCalculationPeriodDates" type="{http://www.fpml.org/FpML-5/confirmation}InterestLegCalculationPeriodDates"/>
         <element name="notional" type="{http://www.fpml.org/FpML-5/confirmation}ReturnSwapNotional"/>
         <element name="interestAmount" type="{http://www.fpml.org/FpML-5/confirmation}LegAmount"/>
         <element name="interestCalculation" type="{http://www.fpml.org/FpML-5/confirmation}InterestCalculation"/>
         <element name="stubCalculationPeriod" type="{http://www.fpml.org/FpML-5/confirmation}StubCalculationPeriod" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected LegAmount	interestAmount
protected InterestCalculation	interestCalculation
protected InterestLegCalculationPeriodDates	interestLegCalculationPeriodDates
protected ReturnSwapNotional	notional
protected StubCalculationPeriod	stubCalculationPeriod

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

effectiveDate, legIdentifier, payerAccountReference, payerPartyReference, receiverAccountReference, receiverPartyReference, terminationDate

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

id

Constructor Summary

Constructors

Constructor	Description
InterestLeg()

Method Summary

Modifier and Type	Method	Description
LegAmount	getInterestAmount()	Gets the value of the interestAmount property.
InterestCalculation	getInterestCalculation()	Gets the value of the interestCalculation property.
InterestLegCalculationPeriodDates	getInterestLegCalculationPeriodDates()	Gets the value of the interestLegCalculationPeriodDates property.
ReturnSwapNotional	getNotional()	Gets the value of the notional property.
StubCalculationPeriod	getStubCalculationPeriod()	Gets the value of the stubCalculationPeriod property.
void	setInterestAmount(LegAmount value)	Sets the value of the interestAmount property.
void	setInterestCalculation(InterestCalculation value)	Sets the value of the interestCalculation property.
void	setInterestLegCalculationPeriodDates(InterestLegCalculationPeriodDates value)	Sets the value of the interestLegCalculationPeriodDates property.
void	setNotional(ReturnSwapNotional value)	Sets the value of the notional property.
void	setStubCalculationPeriod(StubCalculationPeriod value)	Sets the value of the stubCalculationPeriod property.

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

getEffectiveDate, getLegIdentifier, getPayerAccountReference, getPayerPartyReference, getReceiverAccountReference, getReceiverPartyReference, getTerminationDate, setEffectiveDate, setPayerAccountReference, setPayerPartyReference, setReceiverAccountReference, setReceiverPartyReference, setTerminationDate

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

getId, setId

Methods inherited from class java.lang.Object

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

Field Details

interestLegCalculationPeriodDates

protected InterestLegCalculationPeriodDates interestLegCalculationPeriodDates

notional

protected ReturnSwapNotional notional

interestAmount

protected LegAmount interestAmount

interestCalculation

protected InterestCalculation interestCalculation

stubCalculationPeriod

protected StubCalculationPeriod stubCalculationPeriod

Constructor Details

InterestLeg

public InterestLeg()

Method Details

getInterestLegCalculationPeriodDates

public InterestLegCalculationPeriodDates getInterestLegCalculationPeriodDates()

Gets the value of the interestLegCalculationPeriodDates property.

Returns:

possible object is InterestLegCalculationPeriodDates

setInterestLegCalculationPeriodDates

public void setInterestLegCalculationPeriodDates(InterestLegCalculationPeriodDates value)

Sets the value of the interestLegCalculationPeriodDates property.

Parameters:

value - allowed object is InterestLegCalculationPeriodDates

getNotional

public ReturnSwapNotional getNotional()

Gets the value of the notional property.

Returns:

possible object is ReturnSwapNotional

setNotional

public void setNotional(ReturnSwapNotional value)

Sets the value of the notional property.

Parameters:

value - allowed object is ReturnSwapNotional

getInterestAmount

public LegAmount getInterestAmount()

Gets the value of the interestAmount property.

Returns:

possible object is LegAmount

setInterestAmount

public void setInterestAmount(LegAmount value)

Sets the value of the interestAmount property.

Parameters:

value - allowed object is LegAmount

getInterestCalculation

public InterestCalculation getInterestCalculation()

Gets the value of the interestCalculation property.

Returns:

possible object is InterestCalculation

setInterestCalculation

public void setInterestCalculation(InterestCalculation value)

Sets the value of the interestCalculation property.

Parameters:

value - allowed object is InterestCalculation

getStubCalculationPeriod

public StubCalculationPeriod getStubCalculationPeriod()

Gets the value of the stubCalculationPeriod property.

Returns:

possible object is StubCalculationPeriod

setStubCalculationPeriod

public void setStubCalculationPeriod(StubCalculationPeriod value)

Sets the value of the stubCalculationPeriod property.

Parameters:

value - allowed object is StubCalculationPeriod