Package net.finmath.smartcontract.product.xml

Class MakeWholeAmount

java.lang.Object

net.finmath.smartcontract.product.xml.SwapCurveValuation

net.finmath.smartcontract.product.xml.MakeWholeAmount

public class MakeWholeAmount
extends SwapCurveValuation

A complex type to specify the amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date (Typically applicable to the convertible bond options).

Java class for MakeWholeAmount complex type.

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

 <complexType name="MakeWholeAmount">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}SwapCurveValuation">
       <sequence>
         <element name="interpolationMethod" type="{http://www.fpml.org/FpML-5/confirmation}InterpolationMethod" minOccurs="0"/>
         <element name="earlyCallDate" type="{http://www.fpml.org/FpML-5/confirmation}IdentifiedDate"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected IdentifiedDate	earlyCallDate
protected InterpolationMethod	interpolationMethod

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

floatingRateIndex, indexTenor, side, spread

Constructor Summary

Constructors

Constructor	Description
MakeWholeAmount()

Method Summary

Modifier and Type	Method	Description
IdentifiedDate	getEarlyCallDate()	Gets the value of the earlyCallDate property.
InterpolationMethod	getInterpolationMethod()	Gets the value of the interpolationMethod property.
void	setEarlyCallDate(IdentifiedDate value)	Sets the value of the earlyCallDate property.
void	setInterpolationMethod(InterpolationMethod value)	Sets the value of the interpolationMethod property.

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

getFloatingRateIndex, getIndexTenor, getSide, getSpread, setFloatingRateIndex, setIndexTenor, setSide, setSpread

Methods inherited from class java.lang.Object

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

Field Details

interpolationMethod

protected InterpolationMethod interpolationMethod

earlyCallDate

protected IdentifiedDate earlyCallDate

Constructor Details

MakeWholeAmount

public MakeWholeAmount()

Method Details

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

getEarlyCallDate

public IdentifiedDate getEarlyCallDate()

Gets the value of the earlyCallDate property.

Returns:

possible object is IdentifiedDate

setEarlyCallDate

public void setEarlyCallDate(IdentifiedDate value)

Sets the value of the earlyCallDate property.

Parameters:

value - allowed object is IdentifiedDate