Package net.finmath.smartcontract.product.xml

Class NotionalStepRule

java.lang.Object
net.finmath.smartcontract.product.xml.NotionalStepRule
public class NotionalStepRule extends Object
A type defining a parametric representation of the notional step schedule, i.e. parameters used to generate the notional balance on each step date. The step change in notional can be expressed in terms of either a fixed amount or as a percentage of either the initial notional or previous notional amount. This parametric representation is intended to cover the more common amortizing/accreting.

Java class for NotionalStepRule complex type.

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

 <complexType name="NotionalStepRule">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="calculationPeriodDatesReference" type="{http://www.fpml.org/FpML-5/confirmation}CalculationPeriodDatesReference"/>
         <element name="stepFrequency" type="{http://www.fpml.org/FpML-5/confirmation}Frequency"/>
         <element name="firstNotionalStepDate" type="{http://www.w3.org/2001/XMLSchema}date"/>
         <element name="lastNotionalStepDate" type="{http://www.w3.org/2001/XMLSchema}date"/>
         <choice>
           <element name="notionalStepAmount" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
           <sequence>
             <element name="notionalStepRate" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
             <element name="stepRelativeTo" type="{http://www.fpml.org/FpML-5/confirmation}StepRelativeToEnum"/>
           </sequence>
         </choice>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>