/**
* 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;
}
}