Package net.finmath.smartcontract.product.xml

Class YieldCurveValuation

java.lang.Object

net.finmath.smartcontract.product.xml.Valuation

net.finmath.smartcontract.product.xml.PricingStructureValuation

net.finmath.smartcontract.product.xml.YieldCurveValuation

public class YieldCurveValuation
extends PricingStructureValuation

The values of a yield curve, including possibly inputs and outputs (dfs, forwards, zero rates).

Java class for YieldCurveValuation complex type.

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

 <complexType name="YieldCurveValuation">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}PricingStructureValuation">
       <sequence>
         <element name="inputs" type="{http://www.fpml.org/FpML-5/confirmation}QuotedAssetSet" minOccurs="0"/>
         <element name="zeroCurve" type="{http://www.fpml.org/FpML-5/confirmation}ZeroRateCurve" minOccurs="0"/>
         <element name="forwardCurve" type="{http://www.fpml.org/FpML-5/confirmation}ForwardRateCurve" maxOccurs="unbounded" minOccurs="0"/>
         <element name="discountFactorCurve" type="{http://www.fpml.org/FpML-5/confirmation}TermCurve" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected TermCurve	discountFactorCurve
protected List<ForwardRateCurve>	forwardCurve
protected QuotedAssetSet	inputs
protected ZeroRateCurve	zeroCurve

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

baseDate, buildDateTime, endDate, inputDataDate, spotDate

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

definitionRef, id, objectReference, valuationScenarioReference

Constructor Summary

Constructors

Constructor	Description
YieldCurveValuation()

Method Summary

Modifier and Type	Method	Description
TermCurve	getDiscountFactorCurve()	Gets the value of the discountFactorCurve property.
List<ForwardRateCurve>	getForwardCurve()	Gets the value of the forwardCurve property.
QuotedAssetSet	getInputs()	Gets the value of the inputs property.
ZeroRateCurve	getZeroCurve()	Gets the value of the zeroCurve property.
void	setDiscountFactorCurve(TermCurve value)	Sets the value of the discountFactorCurve property.
void	setInputs(QuotedAssetSet value)	Sets the value of the inputs property.
void	setZeroCurve(ZeroRateCurve value)	Sets the value of the zeroCurve property.

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

getBaseDate, getBuildDateTime, getEndDate, getInputDataDate, getSpotDate, setBaseDate, setBuildDateTime, setEndDate, setInputDataDate, setSpotDate

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

getDefinitionRef, getId, getObjectReference, getValuationScenarioReference, setDefinitionRef, setId, setObjectReference, setValuationScenarioReference

Methods inherited from class java.lang.Object

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

Field Details

inputs

protected QuotedAssetSet inputs

zeroCurve

protected ZeroRateCurve zeroCurve

forwardCurve

protected List<ForwardRateCurve> forwardCurve

discountFactorCurve

protected TermCurve discountFactorCurve

Constructor Details

YieldCurveValuation

public YieldCurveValuation()

Method Details

getInputs

public QuotedAssetSet getInputs()

Gets the value of the inputs property.

Returns:

possible object is QuotedAssetSet

setInputs

public void setInputs(QuotedAssetSet value)

Sets the value of the inputs property.

Parameters:

value - allowed object is QuotedAssetSet

getZeroCurve

public ZeroRateCurve getZeroCurve()

Gets the value of the zeroCurve property.

Returns:

possible object is ZeroRateCurve

setZeroCurve

public void setZeroCurve(ZeroRateCurve value)

Sets the value of the zeroCurve property.

Parameters:

value - allowed object is ZeroRateCurve

getForwardCurve

public List<ForwardRateCurve> getForwardCurve()

Gets the value of the forwardCurve property.

This accessor method returns a reference to the live list, not a snapshot. Therefore any modification you make to the returned list will be present inside the Jakarta XML Binding object. This is why there is not a set method for the forwardCurve property.

For example, to add a new item, do as follows:

    getForwardCurve().add(newItem);
 

Objects of the following type(s) are allowed in the list ForwardRateCurve

getDiscountFactorCurve

public TermCurve getDiscountFactorCurve()

Gets the value of the discountFactorCurve property.

Returns:

possible object is TermCurve

setDiscountFactorCurve

public void setDiscountFactorCurve(TermCurve value)

Sets the value of the discountFactorCurve property.

Parameters:

value - allowed object is TermCurve