Class ObservationFrequency
java.lang.Object
net.finmath.smartcontract.product.xml.Period
net.finmath.smartcontract.product.xml.ObservationFrequency
A type defining the frequency at which calculation period end dates occur
within the regular part of the calculation period schedule and thier roll date convention. In case the
calculation frequency is of value T (term), the period is defined by the
swap\swapStream\calculationPerioDates\effectiveDate and the
swap\swapStream\calculationPerioDates\terminationDate.
Java class for ObservationFrequency complex type.
The following schema fragment specifies the expected content contained within this class.
<complexType name="ObservationFrequency"> <complexContent> <extension base="{http://www.fpml.org/FpML-5/confirmation}Period"> <sequence> <element name="periodConvention" type="{http://www.fpml.org/FpML-5/confirmation}RollConventionEnum" minOccurs="0"/> </sequence> </extension> </complexContent> </complexType>
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Field Summary
Fields inherited from class net.finmath.smartcontract.product.xml.Period
id, period, periodMultiplier
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Constructor Summary
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Method Summary
Modifier and TypeMethodDescriptionGets the value of the periodConvention property.void
setPeriodConvention
(String value) Sets the value of the periodConvention property.Methods inherited from class net.finmath.smartcontract.product.xml.Period
getId, getPeriod, getPeriodMultiplier, setId, setPeriod, setPeriodMultiplier
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Field Details
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periodConvention
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Constructor Details
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ObservationFrequency
public ObservationFrequency()
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Method Details
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getPeriodConvention
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setPeriodConvention
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