/** * 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; import javax.xml.bind.annotation.XmlEnumValue; import com.opengamma.util.money.Currency; @XmlAccessorType(XmlAccessType.FIELD) public abstract class SwapLeg { public enum Direction { @XmlEnumValue(value = "Pay") PAY, @XmlEnumValue(value = "Receive") RECEIVE } public enum InterestCalculation { @XmlEnumValue(value = "Adjusted") ADJUSTED } public enum ScheduleGenerationDirection { @XmlEnumValue(value = "Backward") BACKWARD } @XmlElement(name = "payReceive") private Direction _direction; @XmlElement(name = "currency") private Currency _currency; @XmlElement(name = "notional") private BigDecimal _notional; @XmlElement(name = "frequency") private String _frequency; @XmlElement(name = "dayCount") private String _dayCount; @XmlElement(name = "interestCalculation") private InterestCalculation _interestCalculation; @XmlElement(name = "businessDayConvention") private String _businessDayConvention; @XmlElement(name = "scheduleGenerationDirection") private ScheduleGenerationDirection _scheduleGenerationDirection; @XmlElement(name = "endOfMonth") private boolean _isEndOfMonth; @XmlElement(name = "isIMM") private boolean _isImm; @XmlElementWrapper(name = "paymentCalendars") @XmlElement(name = "calendar") private Set<Calendar> _paymentCalendars; @XmlElement(name = "stubPeriodType") private StubPeriodType _stubPeriodType; public Direction getDirection() { return _direction; } public void setDirection(Direction direction) { this._direction = direction; } public Currency getCurrency() { return _currency; } public void setCurrency(Currency currency) { this._currency = currency; } public BigDecimal getNotional() { return _notional; } public void setNotional(BigDecimal notional) { this._notional = notional; } public String getFrequency() { return _frequency; } public void setFrequency(String frequency) { this._frequency = frequency; } public String getDayCount() { return _dayCount; } public void setDayCount(String dayCount) { this._dayCount = dayCount; } public InterestCalculation getInterestCalculation() { return _interestCalculation; } public void setInterestCalculation(InterestCalculation interestCalculation) { _interestCalculation = interestCalculation; } public String getBusinessDayConvention() { return _businessDayConvention; } public void setBusinessDayConvention(String businessDayConvention) { this._businessDayConvention = businessDayConvention; } public ScheduleGenerationDirection getScheduleGenerationDirection() { return _scheduleGenerationDirection; } public void setScheduleGenerationDirection(ScheduleGenerationDirection scheduleGenerationDirection) { this._scheduleGenerationDirection = scheduleGenerationDirection; } public boolean isEndOfMonth() { return _isEndOfMonth; } public void setEndOfMonth(boolean endOfMonth) { _isEndOfMonth = endOfMonth; } public boolean isImm() { return _isImm; } public void setImm(boolean imm) { _isImm = imm; } public Set<Calendar> getPaymentCalendars() { return _paymentCalendars; } public void setPaymentCalendars(Set<Calendar> paymentCalendars) { this._paymentCalendars = paymentCalendars; } public StubPeriodType getStubPeriodType() { return _stubPeriodType; } public void setStubPeriodType(StubPeriodType stubPeriodType) { _stubPeriodType = stubPeriodType; } }