Class Repo
Java class for Repo complex type.
The following schema fragment specifies the expected content contained within this class.
<complexType name="Repo">
<complexContent>
<extension base="{http://www.fpml.org/FpML-5/confirmation}Product">
<sequence>
<choice>
<element name="fixedRateSchedule" type="{http://www.fpml.org/FpML-5/confirmation}Schedule"/>
<element name="floatingRateCalculation" type="{http://www.fpml.org/FpML-5/confirmation}FloatingRateCalculation"/>
</choice>
<element name="dayCountFraction" type="{http://www.fpml.org/FpML-5/confirmation}DayCountFraction"/>
<choice>
<element name="duration" type="{http://www.fpml.org/FpML-5/confirmation}RepoDurationEnum"/>
<sequence>
<element name="callingParty" type="{http://www.fpml.org/FpML-5/confirmation}CallingPartyEnum"/>
<element name="callDate" type="{http://www.fpml.org/FpML-5/confirmation}AdjustableOrRelativeDate" minOccurs="0"/>
<choice minOccurs="0">
<element name="noticePeriod" type="{http://www.fpml.org/FpML-5/confirmation}AdjustableOffset"/>
<element name="partyNoticePeriod" type="{http://www.fpml.org/FpML-5/confirmation}PartyNoticePeriod" maxOccurs="2"/>
</choice>
</sequence>
</choice>
<element name="initialMargin" type="{http://www.fpml.org/FpML-5/confirmation}InitialMargin" minOccurs="0"/>
<element name="nearLeg" type="{http://www.fpml.org/FpML-5/confirmation}RepoNearLeg"/>
<element name="farLeg" type="{http://www.fpml.org/FpML-5/confirmation}RepoFarLeg" minOccurs="0"/>
<choice>
<group ref="{http://www.fpml.org/FpML-5/confirmation}BondEquity.model" maxOccurs="unbounded"/>
<element name="triParty" type="{http://www.fpml.org/FpML-5/confirmation}TriParty"/>
</choice>
</sequence>
</extension>
</complexContent>
</complexType>
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Field Summary
FieldsModifier and TypeFieldDescriptionprotected List<UnderlyingAsset> protected AdjustableOrRelativeDateprotected CallingPartyEnumprotected DayCountFractionprotected RepoDurationEnumprotected RepoFarLegprotected Scheduleprotected FloatingRateCalculationprotected InitialMarginprotected RepoNearLegprotected AdjustableOffsetprotected List<PartyNoticePeriod> protected TriPartyFields inherited from class net.finmath.smartcontract.product.xml.Product
assetClass, id, primaryAssetClass, productId, productType, secondaryAssetClass -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionA list of the financial instruments that the repo contract may reference.Gets the value of the callDate property.Gets the value of the callingParty property.Gets the value of the dayCountFraction property.Gets the value of the duration property.Gets the value of the farLeg property.Gets the value of the fixedRateSchedule property.Gets the value of the floatingRateCalculation property.Gets the value of the initialMargin property.Gets the value of the nearLeg property.Gets the value of the noticePeriod property.Gets the value of the partyNoticePeriod property.Gets the value of the triParty property.voidSets the value of the callDate property.voidsetCallingParty(CallingPartyEnum value) Sets the value of the callingParty property.voidSets the value of the dayCountFraction property.voidsetDuration(RepoDurationEnum value) Sets the value of the duration property.voidsetFarLeg(RepoFarLeg value) Sets the value of the farLeg property.voidsetFixedRateSchedule(Schedule value) Sets the value of the fixedRateSchedule property.voidSets the value of the floatingRateCalculation property.voidsetInitialMargin(InitialMargin value) Sets the value of the initialMargin property.voidsetNearLeg(RepoNearLeg value) Sets the value of the nearLeg property.voidsetNoticePeriod(AdjustableOffset value) Sets the value of the noticePeriod property.voidsetTriParty(TriParty value) Sets the value of the triParty property.Methods inherited from class net.finmath.smartcontract.product.xml.Product
getAssetClass, getId, getPrimaryAssetClass, getProductId, getProductType, getSecondaryAssetClass, setId, setPrimaryAssetClass
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Field Details
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fixedRateSchedule
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floatingRateCalculation
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dayCountFraction
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duration
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callingParty
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callDate
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noticePeriod
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partyNoticePeriod
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initialMargin
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nearLeg
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farLeg
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bondEquityModel
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triParty
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Constructor Details
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Repo
public Repo()
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Method Details
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getFixedRateSchedule
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setFixedRateSchedule
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getFloatingRateCalculation
Gets the value of the floatingRateCalculation property.- Returns:
- possible object is
FloatingRateCalculation
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setFloatingRateCalculation
Sets the value of the floatingRateCalculation property.- Parameters:
value- allowed object isFloatingRateCalculation
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getDayCountFraction
Gets the value of the dayCountFraction property.- Returns:
- possible object is
DayCountFraction
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setDayCountFraction
Sets the value of the dayCountFraction property.- Parameters:
value- allowed object isDayCountFraction
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getDuration
Gets the value of the duration property.- Returns:
- possible object is
RepoDurationEnum
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setDuration
Sets the value of the duration property.- Parameters:
value- allowed object isRepoDurationEnum
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getCallingParty
Gets the value of the callingParty property.- Returns:
- possible object is
CallingPartyEnum
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setCallingParty
Sets the value of the callingParty property.- Parameters:
value- allowed object isCallingPartyEnum
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getCallDate
Gets the value of the callDate property.- Returns:
- possible object is
AdjustableOrRelativeDate
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setCallDate
Sets the value of the callDate property.- Parameters:
value- allowed object isAdjustableOrRelativeDate
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getNoticePeriod
Gets the value of the noticePeriod property.- Returns:
- possible object is
AdjustableOffset
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setNoticePeriod
Sets the value of the noticePeriod property.- Parameters:
value- allowed object isAdjustableOffset
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getPartyNoticePeriod
Gets the value of the partyNoticePeriod 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
setmethod for the partyNoticePeriod property.For example, to add a new item, do as follows:
getPartyNoticePeriod().add(newItem);Objects of the following type(s) are allowed in the list
PartyNoticePeriod -
getInitialMargin
Gets the value of the initialMargin property.- Returns:
- possible object is
InitialMargin
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setInitialMargin
Sets the value of the initialMargin property.- Parameters:
value- allowed object isInitialMargin
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getNearLeg
Gets the value of the nearLeg property.- Returns:
- possible object is
RepoNearLeg
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setNearLeg
Sets the value of the nearLeg property.- Parameters:
value- allowed object isRepoNearLeg
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getFarLeg
Gets the value of the farLeg property.- Returns:
- possible object is
RepoFarLeg
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setFarLeg
Sets the value of the farLeg property.- Parameters:
value- allowed object isRepoFarLeg
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getBondEquityModel
A list of the financial instruments that the repo contract may reference. Gets the value of the bondEquityModel 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
setmethod for the bondEquityModel property.For example, to add a new item, do as follows:
getBondEquityModel().add(newItem);Objects of the following type(s) are allowed in the list
BondConvertibleBondEquityAsset -
getTriParty
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setTriParty
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