Package net.finmath.smartcontract.product.xml

Class SwapCurveValuation

java.lang.Object

net.finmath.smartcontract.product.xml.SwapCurveValuation

Direct Known Subclasses:

MakeWholeAmount

public class SwapCurveValuation
extends Object

A complex type to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.

Java class for SwapCurveValuation complex type.

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

 <complexType name="SwapCurveValuation">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}FloatingRateIndex.model"/>
         <element name="spread" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
         <element name="side" type="{http://www.fpml.org/FpML-5/confirmation}QuotationSideEnum" minOccurs="0"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected FloatingRateIndex	floatingRateIndex
protected Period	indexTenor
protected QuotationSideEnum	side
protected BigDecimal	spread

Constructor Summary

Constructors

Constructor	Description
SwapCurveValuation()

Method Summary

Modifier and Type	Method	Description
FloatingRateIndex	getFloatingRateIndex()	Gets the value of the floatingRateIndex property.
Period	getIndexTenor()	Gets the value of the indexTenor property.
QuotationSideEnum	getSide()	Gets the value of the side property.
BigDecimal	getSpread()	Gets the value of the spread property.
void	setFloatingRateIndex(FloatingRateIndex value)	Sets the value of the floatingRateIndex property.
void	setIndexTenor(Period value)	Sets the value of the indexTenor property.
void	setSide(QuotationSideEnum value)	Sets the value of the side property.
void	setSpread(BigDecimal value)	Sets the value of the spread property.

Methods inherited from class java.lang.Object

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

Field Details

floatingRateIndex

protected FloatingRateIndex floatingRateIndex

indexTenor

protected Period indexTenor

spread

protected BigDecimal spread

side

protected QuotationSideEnum side

Constructor Details

SwapCurveValuation

public SwapCurveValuation()

Method Details

getFloatingRateIndex

public FloatingRateIndex getFloatingRateIndex()

Gets the value of the floatingRateIndex property.

Returns:

possible object is FloatingRateIndex

setFloatingRateIndex

public void setFloatingRateIndex(FloatingRateIndex value)

Sets the value of the floatingRateIndex property.

Parameters:

value - allowed object is FloatingRateIndex

getIndexTenor

public Period getIndexTenor()

Gets the value of the indexTenor property.

Returns:

possible object is Period

setIndexTenor

public void setIndexTenor(Period value)

Sets the value of the indexTenor property.

Parameters:

value - allowed object is Period

getSpread

public BigDecimal getSpread()

Gets the value of the spread property.

Returns:

possible object is BigDecimal

setSpread

public void setSpread(BigDecimal value)

Sets the value of the spread property.

Parameters:

value - allowed object is BigDecimal

getSide

public QuotationSideEnum getSide()

Gets the value of the side property.

Returns:

possible object is QuotationSideEnum

setSide

public void setSide(QuotationSideEnum value)

Sets the value of the side property.

Parameters:

value - allowed object is QuotationSideEnum