Package net.finmath.smartcontract.product.xml

Class InflationRateCalculation

java.lang.Object

net.finmath.smartcontract.product.xml.Rate

net.finmath.smartcontract.product.xml.FloatingRate

net.finmath.smartcontract.product.xml.FloatingRateCalculation

net.finmath.smartcontract.product.xml.InflationRateCalculation

public class InflationRateCalculation
extends FloatingRateCalculation

A type defining the components specifiying an Inflation Rate Calculation

Java class for InflationRateCalculation complex type.

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

 <complexType name="InflationRateCalculation">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}FloatingRateCalculation">
       <sequence>
         <element name="inflationLag" type="{http://www.fpml.org/FpML-5/confirmation}Offset"/>
         <element name="indexSource" type="{http://www.fpml.org/FpML-5/confirmation}RateSourcePage"/>
         <element name="mainPublication" type="{http://www.fpml.org/FpML-5/confirmation}MainPublication" minOccurs="0"/>
         <element name="interpolationMethod" type="{http://www.fpml.org/FpML-5/confirmation}InterpolationMethod"/>
         <element name="initialIndexLevel" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
         <element name="fallbackBondApplicable" type="{http://www.w3.org/2001/XMLSchema}boolean"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected boolean	fallbackBondApplicable
protected RateSourcePage	indexSource
protected Offset	inflationLag
protected BigDecimal	initialIndexLevel
protected InterpolationMethod	interpolationMethod
protected MainPublication	mainPublication

Fields inherited from class net.finmath.smartcontract.product.xml.FloatingRateCalculation

averagingMethod, finalRateRounding, initialRate, negativeInterestRateTreatment

Fields inherited from class net.finmath.smartcontract.product.xml.FloatingRate

capRateSchedule, floatingRateIndex, floatingRateMultiplierSchedule, floorRateSchedule, indexTenor, rateTreatment, spreadSchedule

Fields inherited from class net.finmath.smartcontract.product.xml.Rate

id

Constructor Summary

Constructors

Constructor	Description
InflationRateCalculation()

Method Summary

Modifier and Type	Method	Description
RateSourcePage	getIndexSource()	Gets the value of the indexSource property.
Offset	getInflationLag()	Gets the value of the inflationLag property.
BigDecimal	getInitialIndexLevel()	Gets the value of the initialIndexLevel property.
InterpolationMethod	getInterpolationMethod()	Gets the value of the interpolationMethod property.
MainPublication	getMainPublication()	Gets the value of the mainPublication property.
boolean	isFallbackBondApplicable()	Gets the value of the fallbackBondApplicable property.
void	setFallbackBondApplicable(boolean value)	Sets the value of the fallbackBondApplicable property.
void	setIndexSource(RateSourcePage value)	Sets the value of the indexSource property.
void	setInflationLag(Offset value)	Sets the value of the inflationLag property.
void	setInitialIndexLevel(BigDecimal value)	Sets the value of the initialIndexLevel property.
void	setInterpolationMethod(InterpolationMethod value)	Sets the value of the interpolationMethod property.
void	setMainPublication(MainPublication value)	Sets the value of the mainPublication property.

Methods inherited from class net.finmath.smartcontract.product.xml.FloatingRateCalculation

getAveragingMethod, getFinalRateRounding, getInitialRate, getNegativeInterestRateTreatment, setAveragingMethod, setFinalRateRounding, setInitialRate, setNegativeInterestRateTreatment

Methods inherited from class net.finmath.smartcontract.product.xml.FloatingRate

getCapRateSchedule, getFloatingRateIndex, getFloatingRateMultiplierSchedule, getFloorRateSchedule, getIndexTenor, getRateTreatment, getSpreadSchedule, setFloatingRateIndex, setFloatingRateMultiplierSchedule, setIndexTenor, setRateTreatment

Methods inherited from class net.finmath.smartcontract.product.xml.Rate

getId, setId

Methods inherited from class java.lang.Object

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

Field Details

inflationLag

protected Offset inflationLag

indexSource

protected RateSourcePage indexSource

mainPublication

protected MainPublication mainPublication

interpolationMethod

protected InterpolationMethod interpolationMethod

initialIndexLevel

protected BigDecimal initialIndexLevel

fallbackBondApplicable

protected boolean fallbackBondApplicable

Constructor Details

InflationRateCalculation

public InflationRateCalculation()

Method Details

getInflationLag

public Offset getInflationLag()

Gets the value of the inflationLag property.

Returns:

possible object is Offset

setInflationLag

public void setInflationLag(Offset value)

Sets the value of the inflationLag property.

Parameters:

value - allowed object is Offset

getIndexSource

public RateSourcePage getIndexSource()

Gets the value of the indexSource property.

Returns:

possible object is RateSourcePage

setIndexSource

public void setIndexSource(RateSourcePage value)

Sets the value of the indexSource property.

Parameters:

value - allowed object is RateSourcePage

getMainPublication

public MainPublication getMainPublication()

Gets the value of the mainPublication property.

Returns:

possible object is MainPublication

setMainPublication

public void setMainPublication(MainPublication value)

Sets the value of the mainPublication property.

Parameters:

value - allowed object is MainPublication

getInterpolationMethod

public InterpolationMethod getInterpolationMethod()

Gets the value of the interpolationMethod property.

Returns:

possible object is InterpolationMethod

setInterpolationMethod

public void setInterpolationMethod(InterpolationMethod value)

Sets the value of the interpolationMethod property.

Parameters:

value - allowed object is InterpolationMethod

getInitialIndexLevel

public BigDecimal getInitialIndexLevel()

Gets the value of the initialIndexLevel property.

Returns:

possible object is BigDecimal

setInitialIndexLevel

public void setInitialIndexLevel(BigDecimal value)

Sets the value of the initialIndexLevel property.

Parameters:

value - allowed object is BigDecimal

isFallbackBondApplicable

public boolean isFallbackBondApplicable()

Gets the value of the fallbackBondApplicable property.

setFallbackBondApplicable

public void setFallbackBondApplicable(boolean value)

Sets the value of the fallbackBondApplicable property.