Package net.finmath.smartcontract.product.xml

Class FloatingLegCalculation

java.lang.Object

net.finmath.smartcontract.product.xml.FloatingLegCalculation

Direct Known Subclasses:

FloatingStrikePrice

public class FloatingLegCalculation
extends Object

A type to capture details relevant to the calculation of the floating price.

Java class for FloatingLegCalculation complex type.

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

 <complexType name="FloatingLegCalculation">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="pricingDates" type="{http://www.fpml.org/FpML-5/confirmation}CommodityPricingDates"/>
         <element name="averagingMethod" type="{http://www.fpml.org/FpML-5/confirmation}AveragingMethodEnum" minOccurs="0"/>
         <element name="conversionFactor" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
         <element name="rounding" type="{http://www.fpml.org/FpML-5/confirmation}Rounding" minOccurs="0"/>
         <choice minOccurs="0">
           <element name="spread" type="{http://www.fpml.org/FpML-5/confirmation}CommoditySpread"/>
           <element name="spreadSchedule" type="{http://www.fpml.org/FpML-5/confirmation}CommoditySpreadSchedule" maxOccurs="unbounded"/>
           <element name="spreadPercentage" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
         </choice>
         <element name="fx" type="{http://www.fpml.org/FpML-5/confirmation}CommodityFx" minOccurs="0"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected AveragingMethodEnum	averagingMethod
protected BigDecimal	conversionFactor
protected CommodityFx	fx
protected CommodityPricingDates	pricingDates
protected Rounding	rounding
protected CommoditySpread	spread
protected BigDecimal	spreadPercentage
protected List<CommoditySpreadSchedule>	spreadSchedule

Constructor Summary

Constructors

Constructor	Description
FloatingLegCalculation()

Method Summary

Modifier and Type	Method	Description
AveragingMethodEnum	getAveragingMethod()	Gets the value of the averagingMethod property.
BigDecimal	getConversionFactor()	Gets the value of the conversionFactor property.
CommodityFx	getFx()	Gets the value of the fx property.
CommodityPricingDates	getPricingDates()	Gets the value of the pricingDates property.
Rounding	getRounding()	Gets the value of the rounding property.
CommoditySpread	getSpread()	Gets the value of the spread property.
BigDecimal	getSpreadPercentage()	Gets the value of the spreadPercentage property.
List<CommoditySpreadSchedule>	getSpreadSchedule()	Gets the value of the spreadSchedule property.
void	setAveragingMethod(AveragingMethodEnum value)	Sets the value of the averagingMethod property.
void	setConversionFactor(BigDecimal value)	Sets the value of the conversionFactor property.
void	setFx(CommodityFx value)	Sets the value of the fx property.
void	setPricingDates(CommodityPricingDates value)	Sets the value of the pricingDates property.
void	setRounding(Rounding value)	Sets the value of the rounding property.
void	setSpread(CommoditySpread value)	Sets the value of the spread property.
void	setSpreadPercentage(BigDecimal value)	Sets the value of the spreadPercentage property.

Methods inherited from class java.lang.Object

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

Field Details

pricingDates

protected CommodityPricingDates pricingDates

averagingMethod

protected AveragingMethodEnum averagingMethod

conversionFactor

protected BigDecimal conversionFactor

rounding

protected Rounding rounding

spread

protected CommoditySpread spread

spreadSchedule

protected List<CommoditySpreadSchedule> spreadSchedule

spreadPercentage

protected BigDecimal spreadPercentage

fx

protected CommodityFx fx

Constructor Details

FloatingLegCalculation

public FloatingLegCalculation()

Method Details

getPricingDates

public CommodityPricingDates getPricingDates()

Gets the value of the pricingDates property.

Returns:

possible object is CommodityPricingDates

setPricingDates

public void setPricingDates(CommodityPricingDates value)

Sets the value of the pricingDates property.

Parameters:

value - allowed object is CommodityPricingDates

getAveragingMethod

public AveragingMethodEnum getAveragingMethod()

Gets the value of the averagingMethod property.

Returns:

possible object is AveragingMethodEnum

setAveragingMethod

public void setAveragingMethod(AveragingMethodEnum value)

Sets the value of the averagingMethod property.

Parameters:

value - allowed object is AveragingMethodEnum

getConversionFactor

public BigDecimal getConversionFactor()

Gets the value of the conversionFactor property.

Returns:

possible object is BigDecimal

setConversionFactor

public void setConversionFactor(BigDecimal value)

Sets the value of the conversionFactor property.

Parameters:

value - allowed object is BigDecimal

getRounding

public Rounding getRounding()

Gets the value of the rounding property.

Returns:

possible object is Rounding

setRounding

public void setRounding(Rounding value)

Sets the value of the rounding property.

Parameters:

value - allowed object is Rounding

getSpread

public CommoditySpread getSpread()

Gets the value of the spread property.

Returns:

possible object is CommoditySpread

setSpread

public void setSpread(CommoditySpread value)

Sets the value of the spread property.

Parameters:

value - allowed object is CommoditySpread

getSpreadSchedule

public List<CommoditySpreadSchedule> getSpreadSchedule()

Gets the value of the spreadSchedule 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 spreadSchedule property.

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

    getSpreadSchedule().add(newItem);
 

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

getSpreadPercentage

public BigDecimal getSpreadPercentage()

Gets the value of the spreadPercentage property.

Returns:

possible object is BigDecimal

setSpreadPercentage

public void setSpreadPercentage(BigDecimal value)

Sets the value of the spreadPercentage property.

Parameters:

value - allowed object is BigDecimal

getFx

public CommodityFx getFx()

Gets the value of the fx property.

Returns:

possible object is CommodityFx

setFx

public void setFx(CommodityFx value)

Sets the value of the fx property.

Parameters:

value - allowed object is CommodityFx