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>

  • Field Details

  • Constructor Details

    • NotionalStepRule

      public NotionalStepRule()

  • Method Details

    • getCalculationPeriodDatesReference

      public CalculationPeriodDatesReference getCalculationPeriodDatesReference()
      Gets the value of the calculationPeriodDatesReference property.
      Returns:
      possible object is CalculationPeriodDatesReference

    • setCalculationPeriodDatesReference

      public void setCalculationPeriodDatesReference​(CalculationPeriodDatesReference value)
      Sets the value of the calculationPeriodDatesReference property.
      Parameters:
      value - allowed object is CalculationPeriodDatesReference

    • getStepFrequency

      public Frequency getStepFrequency()
      Gets the value of the stepFrequency property.
      Returns:
      possible object is Frequency

    • setStepFrequency

      public void setStepFrequency​(Frequency value)
      Sets the value of the stepFrequency property.
      Parameters:
      value - allowed object is Frequency

    • getFirstNotionalStepDate

      public XMLGregorianCalendar getFirstNotionalStepDate()
      Gets the value of the firstNotionalStepDate property.
      Returns:
      possible object is XMLGregorianCalendar

    • setFirstNotionalStepDate

      public void setFirstNotionalStepDate​(XMLGregorianCalendar value)
      Sets the value of the firstNotionalStepDate property.
      Parameters:
      value - allowed object is XMLGregorianCalendar

    • getLastNotionalStepDate

      public XMLGregorianCalendar getLastNotionalStepDate()
      Gets the value of the lastNotionalStepDate property.
      Returns:
      possible object is XMLGregorianCalendar

    • setLastNotionalStepDate

      public void setLastNotionalStepDate​(XMLGregorianCalendar value)
      Sets the value of the lastNotionalStepDate property.
      Parameters:
      value - allowed object is XMLGregorianCalendar

    • getNotionalStepAmount

      public BigDecimal getNotionalStepAmount()
      Gets the value of the notionalStepAmount property.
      Returns:
      possible object is BigDecimal

    • setNotionalStepAmount

      public void setNotionalStepAmount​(BigDecimal value)
      Sets the value of the notionalStepAmount property.
      Parameters:
      value - allowed object is BigDecimal

    • getNotionalStepRate

      public BigDecimal getNotionalStepRate()
      Gets the value of the notionalStepRate property.
      Returns:
      possible object is BigDecimal

    • setNotionalStepRate

      public void setNotionalStepRate​(BigDecimal value)
      Sets the value of the notionalStepRate property.
      Parameters:
      value - allowed object is BigDecimal

    • getStepRelativeTo

      public StepRelativeToEnum getStepRelativeTo()
      Gets the value of the stepRelativeTo property.
      Returns:
      possible object is StepRelativeToEnum

    • setStepRelativeTo

      public void setStepRelativeTo​(StepRelativeToEnum value)
      Sets the value of the stepRelativeTo property.
      Parameters:
      value - allowed object is StepRelativeToEnum