Package net.finmath.smartcontract.product.xml

Class ZeroRateCurve

java.lang.Object

net.finmath.smartcontract.product.xml.ZeroRateCurve

public class ZeroRateCurve
extends Object

A curve used to model a set of zero-coupon interest rates.

Java class for ZeroRateCurve complex type.

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

 <complexType name="ZeroRateCurve">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="compoundingFrequency" type="{http://www.fpml.org/FpML-5/confirmation}CompoundingFrequency"/>
         <element name="rateCurve" type="{http://www.fpml.org/FpML-5/confirmation}TermCurve"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected CompoundingFrequency	compoundingFrequency
protected TermCurve	rateCurve

Constructor Summary

Constructors

Constructor	Description
ZeroRateCurve()

Method Summary

Modifier and Type	Method	Description
CompoundingFrequency	getCompoundingFrequency()	Gets the value of the compoundingFrequency property.
TermCurve	getRateCurve()	Gets the value of the rateCurve property.
void	setCompoundingFrequency(CompoundingFrequency value)	Sets the value of the compoundingFrequency property.
void	setRateCurve(TermCurve value)	Sets the value of the rateCurve property.

Methods inherited from class java.lang.Object

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

Field Details

compoundingFrequency

protected CompoundingFrequency compoundingFrequency

rateCurve

protected TermCurve rateCurve

Constructor Details

ZeroRateCurve

public ZeroRateCurve()

Method Details

getCompoundingFrequency

public CompoundingFrequency getCompoundingFrequency()

Gets the value of the compoundingFrequency property.

Returns:

possible object is CompoundingFrequency

setCompoundingFrequency

public void setCompoundingFrequency(CompoundingFrequency value)

Sets the value of the compoundingFrequency property.

Parameters:

value - allowed object is CompoundingFrequency

getRateCurve

public TermCurve getRateCurve()

Gets the value of the rateCurve property.

Returns:

possible object is TermCurve

setRateCurve

public void setRateCurve(TermCurve value)

Sets the value of the rateCurve property.

Parameters:

value - allowed object is TermCurve