Class ZeroRateCurve

java.lang.Object
net.finmath.smartcontract.product.xml.ZeroRateCurve

public class ZeroRateCurve extends Object
A curve used to model a set of zero-coupon interest rates.

Java class for ZeroRateCurve complex type.

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

 <complexType name="ZeroRateCurve">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="compoundingFrequency" type="{http://www.fpml.org/FpML-5/confirmation}CompoundingFrequency"/>
         <element name="rateCurve" type="{http://www.fpml.org/FpML-5/confirmation}TermCurve"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>