Class StubValue

java.lang.Object
net.finmath.smartcontract.product.xml.StubValue
Direct Known Subclasses:
Stub

public class StubValue extends Object
A type defining how a stub calculation period amount is calculated. A single floating rate tenor different to that used for the regular part of the calculation periods schedule may be specified, or two floating rate tenors many be specified. If two floating rate tenors are specified then Linear Interpolation (in accordance with the 2000 ISDA Definitions, Section 8.3 Interpolation) is assumed to apply. Alternatively, an actual known stub rate or stub amount may be specified.

Java class for StubValue complex type.

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

 <complexType name="StubValue">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <choice>
         <element name="floatingRate" type="{http://www.fpml.org/FpML-5/confirmation}StubFloatingRate" maxOccurs="2"/>
         <element name="stubRate" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
         <element name="stubAmount" type="{http://www.fpml.org/FpML-5/confirmation}Money"/>
       </choice>
     </restriction>
   </complexContent>
 </complexType>