Class ObservationFrequency

java.lang.Object
net.finmath.smartcontract.product.xml.Period
net.finmath.smartcontract.product.xml.ObservationFrequency

public class ObservationFrequency extends Period
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>