Package net.finmath.smartcontract.product.xml

Class InterestRateStream

java.lang.Object
net.finmath.smartcontract.product.xml.Leg
net.finmath.smartcontract.product.xml.InterestRateStream
public class InterestRateStream extends Leg
A type defining the components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments.

Java class for InterestRateStream complex type.

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

 <complexType name="InterestRateStream">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Leg">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}PayerReceiver.model"/>
         <element name="calculationPeriodDates" type="{http://www.fpml.org/FpML-5/confirmation}CalculationPeriodDates"/>
         <element name="paymentDates" type="{http://www.fpml.org/FpML-5/confirmation}PaymentDates"/>
         <element name="resetDates" type="{http://www.fpml.org/FpML-5/confirmation}ResetDates" minOccurs="0"/>
         <element name="calculationPeriodAmount" type="{http://www.fpml.org/FpML-5/confirmation}CalculationPeriodAmount"/>
         <element name="stubCalculationPeriodAmount" type="{http://www.fpml.org/FpML-5/confirmation}StubCalculationPeriodAmount" minOccurs="0"/>
         <element name="principalExchanges" type="{http://www.fpml.org/FpML-5/confirmation}PrincipalExchanges" minOccurs="0"/>
         <element name="cashflows" type="{http://www.fpml.org/FpML-5/confirmation}Cashflows" minOccurs="0"/>
         <element name="settlementProvision" type="{http://www.fpml.org/FpML-5/confirmation}SettlementProvision" minOccurs="0"/>
         <element name="formula" type="{http://www.fpml.org/FpML-5/confirmation}Formula" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>

  • Field Details

  • Constructor Details

    • InterestRateStream

      public InterestRateStream()

  • Method Details

    • getPayerPartyReference

      public PartyReference getPayerPartyReference()
      Gets the value of the payerPartyReference property.
      Returns:
      possible object is PartyReference

    • setPayerPartyReference

      public void setPayerPartyReference​(PartyReference value)
      Sets the value of the payerPartyReference property.
      Parameters:
      value - allowed object is PartyReference

    • getPayerAccountReference

      public AccountReference getPayerAccountReference()
      Gets the value of the payerAccountReference property.
      Returns:
      possible object is AccountReference

    • setPayerAccountReference

      public void setPayerAccountReference​(AccountReference value)
      Sets the value of the payerAccountReference property.
      Parameters:
      value - allowed object is AccountReference

    • getReceiverPartyReference

      public PartyReference getReceiverPartyReference()
      Gets the value of the receiverPartyReference property.
      Returns:
      possible object is PartyReference

    • setReceiverPartyReference

      public void setReceiverPartyReference​(PartyReference value)
      Sets the value of the receiverPartyReference property.
      Parameters:
      value - allowed object is PartyReference

    • getReceiverAccountReference

      public AccountReference getReceiverAccountReference()
      Gets the value of the receiverAccountReference property.
      Returns:
      possible object is AccountReference

    • setReceiverAccountReference

      public void setReceiverAccountReference​(AccountReference value)
      Sets the value of the receiverAccountReference property.
      Parameters:
      value - allowed object is AccountReference

    • getCalculationPeriodDates

      public CalculationPeriodDates getCalculationPeriodDates()
      Gets the value of the calculationPeriodDates property.
      Returns:
      possible object is CalculationPeriodDates

    • setCalculationPeriodDates

      public void setCalculationPeriodDates​(CalculationPeriodDates value)
      Sets the value of the calculationPeriodDates property.
      Parameters:
      value - allowed object is CalculationPeriodDates

    • getPaymentDates

      public PaymentDates getPaymentDates()
      Gets the value of the paymentDates property.
      Returns:
      possible object is PaymentDates

    • setPaymentDates

      public void setPaymentDates​(PaymentDates value)
      Sets the value of the paymentDates property.
      Parameters:
      value - allowed object is PaymentDates

    • getResetDates

      public ResetDates getResetDates()
      Gets the value of the resetDates property.
      Returns:
      possible object is ResetDates

    • setResetDates

      public void setResetDates​(ResetDates value)
      Sets the value of the resetDates property.
      Parameters:
      value - allowed object is ResetDates

    • getCalculationPeriodAmount

      public CalculationPeriodAmount getCalculationPeriodAmount()
      Gets the value of the calculationPeriodAmount property.
      Returns:
      possible object is CalculationPeriodAmount

    • setCalculationPeriodAmount

      public void setCalculationPeriodAmount​(CalculationPeriodAmount value)
      Sets the value of the calculationPeriodAmount property.
      Parameters:
      value - allowed object is CalculationPeriodAmount

    • getStubCalculationPeriodAmount

      public StubCalculationPeriodAmount getStubCalculationPeriodAmount()
      Gets the value of the stubCalculationPeriodAmount property.
      Returns:
      possible object is StubCalculationPeriodAmount

    • setStubCalculationPeriodAmount

      public void setStubCalculationPeriodAmount​(StubCalculationPeriodAmount value)
      Sets the value of the stubCalculationPeriodAmount property.
      Parameters:
      value - allowed object is StubCalculationPeriodAmount

    • getPrincipalExchanges

      public PrincipalExchanges getPrincipalExchanges()
      Gets the value of the principalExchanges property.
      Returns:
      possible object is PrincipalExchanges

    • setPrincipalExchanges

      public void setPrincipalExchanges​(PrincipalExchanges value)
      Sets the value of the principalExchanges property.
      Parameters:
      value - allowed object is PrincipalExchanges

    • getCashflows

      public Cashflows getCashflows()
      Gets the value of the cashflows property.
      Returns:
      possible object is Cashflows

    • setCashflows

      public void setCashflows​(Cashflows value)
      Sets the value of the cashflows property.
      Parameters:
      value - allowed object is Cashflows

    • getSettlementProvision

      public SettlementProvision getSettlementProvision()
      Gets the value of the settlementProvision property.
      Returns:
      possible object is SettlementProvision

    • setSettlementProvision

      public void setSettlementProvision​(SettlementProvision value)
      Sets the value of the settlementProvision property.
      Parameters:
      value - allowed object is SettlementProvision

    • getFormula

      public Formula getFormula()
      Gets the value of the formula property.
      Returns:
      possible object is Formula

    • setFormula

      public void setFormula​(Formula value)
      Sets the value of the formula property.
      Parameters:
      value - allowed object is Formula