Class SwapCurveValuation
java.lang.Object
net.finmath.smartcontract.product.xml.SwapCurveValuation
- Direct Known Subclasses:
MakeWholeAmount
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>
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Field Summary
Modifier and TypeFieldDescriptionprotected FloatingRateIndex
protected Period
protected QuotationSideEnum
protected BigDecimal
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Constructor Summary
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Method Summary
Modifier and TypeMethodDescriptionGets the value of the floatingRateIndex property.Gets the value of the indexTenor property.getSide()
Gets the value of the side property.Gets the value of the spread property.void
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.
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Field Details
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floatingRateIndex
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indexTenor
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spread
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side
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Constructor Details
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SwapCurveValuation
public SwapCurveValuation()
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Method Details
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getFloatingRateIndex
Gets the value of the floatingRateIndex property.- Returns:
- possible object is
FloatingRateIndex
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setFloatingRateIndex
Sets the value of the floatingRateIndex property.- Parameters:
value
- allowed object isFloatingRateIndex
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getIndexTenor
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setIndexTenor
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getSpread
Gets the value of the spread property.- Returns:
- possible object is
BigDecimal
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setSpread
Sets the value of the spread property.- Parameters:
value
- allowed object isBigDecimal
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getSide
Gets the value of the side property.- Returns:
- possible object is
QuotationSideEnum
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setSide
Sets the value of the side property.- Parameters:
value
- allowed object isQuotationSideEnum
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