Package net.finmath.smartcontract.product.xml

Class YieldCurve

java.lang.Object

net.finmath.smartcontract.product.xml.PricingStructure

net.finmath.smartcontract.product.xml.YieldCurve

public class YieldCurve
extends PricingStructure

A generic yield curve object, which can be valued in a variety of ways.

Java class for YieldCurve complex type.

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

 <complexType name="YieldCurve">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}PricingStructure">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}YieldCurveCharacteristics.model" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected String	algorithm
protected ForecastRateIndex	forecastRateIndex

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

currency, id, name

Constructor Summary

Constructors

Constructor	Description
YieldCurve()

Method Summary

Modifier and Type	Method	Description
String	getAlgorithm()	Gets the value of the algorithm property.
ForecastRateIndex	getForecastRateIndex()	Gets the value of the forecastRateIndex property.
void	setAlgorithm(String value)	Sets the value of the algorithm property.
void	setForecastRateIndex(ForecastRateIndex value)	Sets the value of the forecastRateIndex property.

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

getCurrency, getId, getName, setCurrency, setId, setName

Methods inherited from class java.lang.Object

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

Field Details

algorithm

protected String algorithm

forecastRateIndex

protected ForecastRateIndex forecastRateIndex

Constructor Details

YieldCurve

public YieldCurve()

Method Details

getAlgorithm

public String getAlgorithm()

Gets the value of the algorithm property.

Returns:

possible object is String

setAlgorithm

public void setAlgorithm(String value)

Sets the value of the algorithm property.

Parameters:

value - allowed object is String

getForecastRateIndex

public ForecastRateIndex getForecastRateIndex()

Gets the value of the forecastRateIndex property.

Returns:

possible object is ForecastRateIndex

setForecastRateIndex

public void setForecastRateIndex(ForecastRateIndex value)

Sets the value of the forecastRateIndex property.

Parameters:

value - allowed object is ForecastRateIndex