Package net.finmath.smartcontract.product.xml

Class ResetFrequency

java.lang.Object

net.finmath.smartcontract.product.xml.Frequency

net.finmath.smartcontract.product.xml.ResetFrequency

public class ResetFrequency
extends Frequency

A type defining the reset frequency. In the case of a weekly reset, also specifies the day of the week that the reset occurs. If the reset frequency is greater than the calculation period frequency the this implies that more or more reset dates is established for each calculation period and some form of rate averaginhg is applicable. The specific averaging method of calculation is specified in FloatingRateCalculation. In case the reset 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 ResetFrequency complex type.

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

 <complexType name="ResetFrequency">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Frequency">
       <sequence>
         <element name="weeklyRollConvention" type="{http://www.fpml.org/FpML-5/confirmation}WeeklyRollConventionEnum" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected String	weeklyRollConvention

Fields inherited from class net.finmath.smartcontract.product.xml.Frequency

id, period, periodMultiplier

Constructor Summary

Constructors

Constructor	Description
ResetFrequency()

Method Summary

Modifier and Type	Method	Description
String	getWeeklyRollConvention()	Gets the value of the weeklyRollConvention property.
void	setWeeklyRollConvention(String value)	Sets the value of the weeklyRollConvention property.

Methods inherited from class net.finmath.smartcontract.product.xml.Frequency

getId, getPeriod, getPeriodMultiplier, setId, setPeriod, setPeriodMultiplier

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

weeklyRollConvention

protected String weeklyRollConvention

Constructor Details

ResetFrequency

public ResetFrequency()

Method Details

getWeeklyRollConvention

public String getWeeklyRollConvention()

Gets the value of the weeklyRollConvention property.

Returns:

possible object is String

setWeeklyRollConvention

public void setWeeklyRollConvention(String value)

Sets the value of the weeklyRollConvention property.

Parameters:

value - allowed object is String