Package net.finmath.smartcontract.product.xml

Class InterestRateStream

java.lang.Object
net.finmath.smartcontract.product.xml.Leg
net.finmath.smartcontract.product.xml.InterestRateStream
public class InterestRateStream extends Leg
A type defining the components specifiying an interest rate stream, including both a parametric and cashflow representation for the stream of payments.

Java class for InterestRateStream complex type.

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

 <complexType name="InterestRateStream">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Leg">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}PayerReceiver.model"/>
         <element name="calculationPeriodDates" type="{http://www.fpml.org/FpML-5/confirmation}CalculationPeriodDates"/>
         <element name="paymentDates" type="{http://www.fpml.org/FpML-5/confirmation}PaymentDates"/>
         <element name="resetDates" type="{http://www.fpml.org/FpML-5/confirmation}ResetDates" minOccurs="0"/>
         <element name="calculationPeriodAmount" type="{http://www.fpml.org/FpML-5/confirmation}CalculationPeriodAmount"/>
         <element name="stubCalculationPeriodAmount" type="{http://www.fpml.org/FpML-5/confirmation}StubCalculationPeriodAmount" minOccurs="0"/>
         <element name="principalExchanges" type="{http://www.fpml.org/FpML-5/confirmation}PrincipalExchanges" minOccurs="0"/>
         <element name="cashflows" type="{http://www.fpml.org/FpML-5/confirmation}Cashflows" minOccurs="0"/>
         <element name="settlementProvision" type="{http://www.fpml.org/FpML-5/confirmation}SettlementProvision" minOccurs="0"/>
         <element name="formula" type="{http://www.fpml.org/FpML-5/confirmation}Formula" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>