Package net.finmath.smartcontract.product.flowschedule

Class FlowScheduleSwapLegPeriod

java.lang.Object
net.finmath.smartcontract.product.flowschedule.FlowScheduleSwapLegPeriod
public class FlowScheduleSwapLegPeriod extends Object
Object for structuring the flow schedule of a swap leg period as an XML string. Contains the rolled-out schedule for the period and information on cash-flow.
Author:
Raphael Prandtl

  • Constructor Details

    • FlowScheduleSwapLegPeriod

      public FlowScheduleSwapLegPeriod()

  • Method Details

    • getFixingDate

      public LocalDateTime getFixingDate()

    • setFixingDate

      public void setFixingDate​(LocalDateTime fixingDate)

    • getPeriodStartDate

      public LocalDateTime getPeriodStartDate()

    • setPeriodStartDate

      public void setPeriodStartDate​(LocalDateTime periodStartDate)

    • getPeriodEndDate

      public LocalDateTime getPeriodEndDate()

    • setPeriodEndDate

      public void setPeriodEndDate​(LocalDateTime periodEndDate)

    • getPaymentDate

      public LocalDateTime getPaymentDate()

    • setPaymentDate

      public void setPaymentDate​(LocalDateTime paymentDate)

    • getNotional

      public double getNotional()

    • setNotional

      public void setNotional​(double notional)

    • getRate

      public double getRate()

    • setRate

      public void setRate​(double rate)

    • getFlow

      public double getFlow()

    • setFlow

      public void setFlow​(double flow)

    • getNpv

      public double getNpv()

    • setNpv

      public void setNpv​(double npv)