/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.integration.tool.portfolio.xml.v1_0.jaxb; import java.math.BigDecimal; import java.util.Set; import javax.xml.bind.annotation.XmlAccessType; import javax.xml.bind.annotation.XmlAccessorType; import javax.xml.bind.annotation.XmlElement; import javax.xml.bind.annotation.XmlElementWrapper; @XmlAccessorType(XmlAccessType.FIELD) public class FloatingLeg extends SwapLeg { public enum ResetType { InAdvance, InArrears } public enum StubPeriodCouponAdjustment { LegIndex, AverageOfNearestIndices, ClosestButNotLongerThanLegIndex, ClosestButNotShorterThanLegIndex } @XmlElement(name = "resetFrequency") private String _resetFrequency; @XmlElement(name = "compoundingMethod") private String _compoundingMethod; @XmlElement(name = "resetLag") private String _resetLag; @XmlElement(name = "resetType") private ResetType _resetType; @XmlElement(name = "stubPeriodCouponAdjustment") private StubPeriodCouponAdjustment _stubPeriodCouponAdjustment; @XmlElementWrapper(name = "fixingCalendars") @XmlElement(name = "calendar") private Set<Calendar> _fixingCalendars; private FixingIndex fixingIndex; @XmlElement(name = "spread") private BigDecimal _spread; @XmlElement(name = "gearing") private BigDecimal _gearing; /* <resetFrequency></resetFrequency> <!-- not supported at the moment as frequencies must match --> <compoundingMethod></compoundingMethod> <!-- we're assuming that resetLag == settlementLag at the moment --> <resetLag></resetLag> <!-- In Advance or In Arrears. Only support In advance at the mo --> <resetType>InAdvance</resetType> <!-- same as payment calendar at the moment --> <fixingCalendar></fixingCalendar> <fixingIndex> <id scheme="BLOOMBERG_TICKER">US0003M Curncy</id> <!-- OIS|CMS|IBOR --> <rateType>IBOR</rateType> </fixingIndex>*/ public String getResetFrequency() { return _resetFrequency; } public void setResetFrequency(String resetFrequency) { this._resetFrequency = resetFrequency; } public String getCompoundingMethod() { return _compoundingMethod; } public void setCompoundingMethod(String compoundingMethod) { this._compoundingMethod = compoundingMethod; } public String getResetLag() { return _resetLag; } public void setResetLag(String resetLag) { this._resetLag = resetLag; } public ResetType getResetType() { return _resetType; } public void setResetType(ResetType resetType) { _resetType = resetType; } public StubPeriodCouponAdjustment getStubPeriodCouponAdjustment() { return _stubPeriodCouponAdjustment; } public void setStubPeriodCouponAdjustment(StubPeriodCouponAdjustment stubPeriodCouponAdjustment) { _stubPeriodCouponAdjustment = stubPeriodCouponAdjustment; } public Set<Calendar> getFixingCalendars() { return _fixingCalendars; } public void setFixingCalendars(Set<Calendar> fixingCalendars) { this._fixingCalendars = fixingCalendars; } public FixingIndex getFixingIndex() { return fixingIndex; } public void setFixingIndex(FixingIndex fixingIndex) { this.fixingIndex = fixingIndex; } public BigDecimal getSpread() { return _spread; } public void setSpread(BigDecimal spread) { this._spread = spread; } public BigDecimal getGearing() { return _gearing; } public void setGearing(BigDecimal gearing) { this._gearing = gearing; } }