Package net.finmath.smartcontract.product.xml

Class FloatingRateAccrual

java.lang.Object
net.finmath.smartcontract.product.xml.AccrualOptionBase
net.finmath.smartcontract.product.xml.FloatingRateOptionBase
net.finmath.smartcontract.product.xml.FloatingRateAccrual
public class FloatingRateAccrual extends FloatingRateOptionBase
A full definition of the 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 FloatingRateAccrual complex type.

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

 <complexType name="FloatingRateAccrual">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}FloatingRateOptionBase">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}PeriodWithDays.model"/>
         <sequence minOccurs="0">
           <sequence>
             <element name="rateFixingDate" type="{http://www.w3.org/2001/XMLSchema}date"/>
             <element name="baseRate" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
           </sequence>
           <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>
         </sequence>
         <element name="paymentProjection" type="{http://www.fpml.org/FpML-5/confirmation}PaymentProjection" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>