Package net.finmath.smartcontract.product.xml

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>

  • Field Details

    • periodConvention

      protected String periodConvention

  • Constructor Details

    • ObservationFrequency

      public ObservationFrequency()

  • Method Details

    • getPeriodConvention

      public String getPeriodConvention()
      Gets the value of the periodConvention property.
      Returns:
      possible object is String

    • setPeriodConvention

      public void setPeriodConvention​(String value)
      Sets the value of the periodConvention property.
      Parameters:
      value - allowed object is String