Package net.finmath.smartcontract.product.xml

Class RateObservation

java.lang.Object

net.finmath.smartcontract.product.xml.RateObservation

public class RateObservation
extends Object

A type defining parameters associated with an individual observation or fixing. This type forms part of the cashflow representation of a stream.

Java class for RateObservation complex type.

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

 <complexType name="RateObservation">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="resetDate" type="{http://www.w3.org/2001/XMLSchema}date" minOccurs="0"/>
         <element name="adjustedFixingDate" type="{http://www.w3.org/2001/XMLSchema}date" minOccurs="0"/>
         <element name="observedRate" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
         <element name="treatedRate" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
         <element name="observationWeight" type="{http://www.w3.org/2001/XMLSchema}positiveInteger"/>
         <element name="rateReference" type="{http://www.fpml.org/FpML-5/confirmation}RateReference" minOccurs="0"/>
         <element name="forecastRate" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
         <element name="treatedForecastRate" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
       </sequence>
       <attribute name="id" type="{http://www.w3.org/2001/XMLSchema}ID" />
     </restriction>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected XMLGregorianCalendar	adjustedFixingDate
protected BigDecimal	forecastRate
protected String	id
protected BigInteger	observationWeight
protected BigDecimal	observedRate
protected RateReference	rateReference
protected XMLGregorianCalendar	resetDate
protected BigDecimal	treatedForecastRate
protected BigDecimal	treatedRate

Constructor Summary

Constructors

Constructor	Description
RateObservation()

Method Summary

Modifier and Type	Method	Description
XMLGregorianCalendar	getAdjustedFixingDate()	Gets the value of the adjustedFixingDate property.
BigDecimal	getForecastRate()	Gets the value of the forecastRate property.
String	getId()	Gets the value of the id property.
BigInteger	getObservationWeight()	Gets the value of the observationWeight property.
BigDecimal	getObservedRate()	Gets the value of the observedRate property.
RateReference	getRateReference()	Gets the value of the rateReference property.
XMLGregorianCalendar	getResetDate()	Gets the value of the resetDate property.
BigDecimal	getTreatedForecastRate()	Gets the value of the treatedForecastRate property.
BigDecimal	getTreatedRate()	Gets the value of the treatedRate property.
void	setAdjustedFixingDate(XMLGregorianCalendar value)	Sets the value of the adjustedFixingDate property.
void	setForecastRate(BigDecimal value)	Sets the value of the forecastRate property.
void	setId(String value)	Sets the value of the id property.
void	setObservationWeight(BigInteger value)	Sets the value of the observationWeight property.
void	setObservedRate(BigDecimal value)	Sets the value of the observedRate property.
void	setRateReference(RateReference value)	Sets the value of the rateReference property.
void	setResetDate(XMLGregorianCalendar value)	Sets the value of the resetDate property.
void	setTreatedForecastRate(BigDecimal value)	Sets the value of the treatedForecastRate property.
void	setTreatedRate(BigDecimal value)	Sets the value of the treatedRate property.

Methods inherited from class java.lang.Object

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

Field Details

resetDate

protected XMLGregorianCalendar resetDate

adjustedFixingDate

protected XMLGregorianCalendar adjustedFixingDate

observedRate

protected BigDecimal observedRate

treatedRate

protected BigDecimal treatedRate

observationWeight

protected BigInteger observationWeight

rateReference

protected RateReference rateReference

forecastRate

protected BigDecimal forecastRate

treatedForecastRate

protected BigDecimal treatedForecastRate

id

protected String id

Constructor Details

RateObservation

public RateObservation()

Method Details

getResetDate

public XMLGregorianCalendar getResetDate()

Gets the value of the resetDate property.

Returns:

possible object is XMLGregorianCalendar

setResetDate

public void setResetDate(XMLGregorianCalendar value)

Sets the value of the resetDate property.

Parameters:

value - allowed object is XMLGregorianCalendar

getAdjustedFixingDate

public XMLGregorianCalendar getAdjustedFixingDate()

Gets the value of the adjustedFixingDate property.

Returns:

possible object is XMLGregorianCalendar

setAdjustedFixingDate

public void setAdjustedFixingDate(XMLGregorianCalendar value)

Sets the value of the adjustedFixingDate property.

Parameters:

value - allowed object is XMLGregorianCalendar

getObservedRate

public BigDecimal getObservedRate()

Gets the value of the observedRate property.

Returns:

possible object is BigDecimal

setObservedRate

public void setObservedRate(BigDecimal value)

Sets the value of the observedRate property.

Parameters:

value - allowed object is BigDecimal

getTreatedRate

public BigDecimal getTreatedRate()

Gets the value of the treatedRate property.

Returns:

possible object is BigDecimal

setTreatedRate

public void setTreatedRate(BigDecimal value)

Sets the value of the treatedRate property.

Parameters:

value - allowed object is BigDecimal

getObservationWeight

public BigInteger getObservationWeight()

Gets the value of the observationWeight property.

Returns:

possible object is BigInteger

setObservationWeight

public void setObservationWeight(BigInteger value)

Sets the value of the observationWeight property.

Parameters:

value - allowed object is BigInteger

getRateReference

public RateReference getRateReference()

Gets the value of the rateReference property.

Returns:

possible object is RateReference

setRateReference

public void setRateReference(RateReference value)

Sets the value of the rateReference property.

Parameters:

value - allowed object is RateReference

getForecastRate

public BigDecimal getForecastRate()

Gets the value of the forecastRate property.

Returns:

possible object is BigDecimal

setForecastRate

public void setForecastRate(BigDecimal value)

Sets the value of the forecastRate property.

Parameters:

value - allowed object is BigDecimal

getTreatedForecastRate

public BigDecimal getTreatedForecastRate()

Gets the value of the treatedForecastRate property.

Returns:

possible object is BigDecimal

setTreatedForecastRate

public void setTreatedForecastRate(BigDecimal value)

Sets the value of the treatedForecastRate property.

Parameters:

value - allowed object is BigDecimal

getId

public String getId()

Gets the value of the id property.

Returns:

possible object is String

setId

public void setId(String value)

Sets the value of the id property.

Parameters:

value - allowed object is String