Package net.finmath.smartcontract.product.xml

Class Repo

java.lang.Object
net.finmath.smartcontract.product.xml.Product
net.finmath.smartcontract.product.xml.Repo
public class Repo extends Product
A Repo, modeled as an FpML:Product. Note: this Repo model is a candidate model for further industry input.

Java class for Repo complex type.

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

 <complexType name="Repo">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Product">
       <sequence>
         <choice>
           <element name="fixedRateSchedule" type="{http://www.fpml.org/FpML-5/confirmation}Schedule"/>
           <element name="floatingRateCalculation" type="{http://www.fpml.org/FpML-5/confirmation}FloatingRateCalculation"/>
         </choice>
         <element name="dayCountFraction" type="{http://www.fpml.org/FpML-5/confirmation}DayCountFraction"/>
         <choice>
           <element name="duration" type="{http://www.fpml.org/FpML-5/confirmation}RepoDurationEnum"/>
           <sequence>
             <element name="callingParty" type="{http://www.fpml.org/FpML-5/confirmation}CallingPartyEnum"/>
             <element name="callDate" type="{http://www.fpml.org/FpML-5/confirmation}AdjustableOrRelativeDate" minOccurs="0"/>
             <choice minOccurs="0">
               <element name="noticePeriod" type="{http://www.fpml.org/FpML-5/confirmation}AdjustableOffset"/>
               <element name="partyNoticePeriod" type="{http://www.fpml.org/FpML-5/confirmation}PartyNoticePeriod" maxOccurs="2"/>
             </choice>
           </sequence>
         </choice>
         <element name="initialMargin" type="{http://www.fpml.org/FpML-5/confirmation}InitialMargin" minOccurs="0"/>
         <element name="nearLeg" type="{http://www.fpml.org/FpML-5/confirmation}RepoNearLeg"/>
         <element name="farLeg" type="{http://www.fpml.org/FpML-5/confirmation}RepoFarLeg" minOccurs="0"/>
         <choice>
           <group ref="{http://www.fpml.org/FpML-5/confirmation}BondEquity.model" maxOccurs="unbounded"/>
           <element name="triParty" type="{http://www.fpml.org/FpML-5/confirmation}TriParty"/>
         </choice>
       </sequence>
     </extension>
   </complexContent>
 </complexType>

  • Field Details

  • Constructor Details

    • Repo

      public Repo()

  • Method Details

    • getFixedRateSchedule

      public Schedule getFixedRateSchedule()
      Gets the value of the fixedRateSchedule property.
      Returns:
      possible object is Schedule

    • setFixedRateSchedule

      public void setFixedRateSchedule​(Schedule value)
      Sets the value of the fixedRateSchedule property.
      Parameters:
      value - allowed object is Schedule

    • getFloatingRateCalculation

      public FloatingRateCalculation getFloatingRateCalculation()
      Gets the value of the floatingRateCalculation property.
      Returns:
      possible object is FloatingRateCalculation

    • setFloatingRateCalculation

      public void setFloatingRateCalculation​(FloatingRateCalculation value)
      Sets the value of the floatingRateCalculation property.
      Parameters:
      value - allowed object is FloatingRateCalculation

    • getDayCountFraction

      public DayCountFraction getDayCountFraction()
      Gets the value of the dayCountFraction property.
      Returns:
      possible object is DayCountFraction

    • setDayCountFraction

      public void setDayCountFraction​(DayCountFraction value)
      Sets the value of the dayCountFraction property.
      Parameters:
      value - allowed object is DayCountFraction

    • getDuration

      public RepoDurationEnum getDuration()
      Gets the value of the duration property.
      Returns:
      possible object is RepoDurationEnum

    • setDuration

      public void setDuration​(RepoDurationEnum value)
      Sets the value of the duration property.
      Parameters:
      value - allowed object is RepoDurationEnum

    • getCallingParty

      public CallingPartyEnum getCallingParty()
      Gets the value of the callingParty property.
      Returns:
      possible object is CallingPartyEnum

    • setCallingParty

      public void setCallingParty​(CallingPartyEnum value)
      Sets the value of the callingParty property.
      Parameters:
      value - allowed object is CallingPartyEnum

    • getCallDate

      public AdjustableOrRelativeDate getCallDate()
      Gets the value of the callDate property.
      Returns:
      possible object is AdjustableOrRelativeDate

    • setCallDate

      public void setCallDate​(AdjustableOrRelativeDate value)
      Sets the value of the callDate property.
      Parameters:
      value - allowed object is AdjustableOrRelativeDate

    • getNoticePeriod

      public AdjustableOffset getNoticePeriod()
      Gets the value of the noticePeriod property.
      Returns:
      possible object is AdjustableOffset

    • setNoticePeriod

      public void setNoticePeriod​(AdjustableOffset value)
      Sets the value of the noticePeriod property.
      Parameters:
      value - allowed object is AdjustableOffset

    • getPartyNoticePeriod

      public List<PartyNoticePeriod> getPartyNoticePeriod()
      Gets the value of the partyNoticePeriod property.

      This accessor method returns a reference to the live list, not a snapshot. Therefore any modification you make to the returned list will be present inside the Jakarta XML Binding object. This is why there is not a set method for the partyNoticePeriod property.

      For example, to add a new item, do as follows: 

          getPartyNoticePeriod().add(newItem);

      Objects of the following type(s) are allowed in the list PartyNoticePeriod

    • getInitialMargin

      public InitialMargin getInitialMargin()
      Gets the value of the initialMargin property.
      Returns:
      possible object is InitialMargin

    • setInitialMargin

      public void setInitialMargin​(InitialMargin value)
      Sets the value of the initialMargin property.
      Parameters:
      value - allowed object is InitialMargin

    • getNearLeg

      public RepoNearLeg getNearLeg()
      Gets the value of the nearLeg property.
      Returns:
      possible object is RepoNearLeg

    • setNearLeg

      public void setNearLeg​(RepoNearLeg value)
      Sets the value of the nearLeg property.
      Parameters:
      value - allowed object is RepoNearLeg

    • getFarLeg

      public RepoFarLeg getFarLeg()
      Gets the value of the farLeg property.
      Returns:
      possible object is RepoFarLeg

    • setFarLeg

      public void setFarLeg​(RepoFarLeg value)
      Sets the value of the farLeg property.
      Parameters:
      value - allowed object is RepoFarLeg

    • getBondEquityModel

      public List<UnderlyingAsset> getBondEquityModel()
      A list of the financial instruments that the repo contract may reference. Gets the value of the bondEquityModel property.

      This accessor method returns a reference to the live list, not a snapshot. Therefore any modification you make to the returned list will be present inside the Jakarta XML Binding object. This is why there is not a set method for the bondEquityModel property.

      For example, to add a new item, do as follows: 

          getBondEquityModel().add(newItem);

      Objects of the following type(s) are allowed in the list Bond ConvertibleBond EquityAsset

    • getTriParty

      public TriParty getTriParty()
      Gets the value of the triParty property.
      Returns:
      possible object is TriParty

    • setTriParty

      public void setTriParty​(TriParty value)
      Sets the value of the triParty property.
      Parameters:
      value - allowed object is TriParty