/**
* 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;
}
}