Package net.finmath.smartcontract.product.xml

Class FixedRateAccrual

java.lang.Object
net.finmath.smartcontract.product.xml.AccrualOptionBase
net.finmath.smartcontract.product.xml.FixedRateOptionBase
net.finmath.smartcontract.product.xml.FixedRateAccrual
public class FixedRateAccrual extends FixedRateOptionBase
A full definition of the fixed rate accrual characteristics of a loan contract. This structure defines both the underlying base rate as well as any additional margins and costs associated with the loan contract.

Java class for FixedRateAccrual complex type.

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

 <complexType name="FixedRateAccrual">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}FixedRateOptionBase">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}PeriodWithDays.model"/>
         <sequence minOccurs="0">
           <element name="penaltySpread" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
           <element name="defaultSpread" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
           <element name="mandatoryCostRate" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
           <element name="allInRate" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
         </sequence>
         <element name="paymentProjection" type="{http://www.fpml.org/FpML-5/confirmation}PaymentProjection" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>