net.finmath.smartcontract.product.xml.CreditCurveValuation Maven / Gradle / Ivy
//
// This file was generated by the Eclipse Implementation of JAXB, v3.0.0
// See https://eclipse-ee4j.github.io/jaxb-ri
// Any modifications to this file will be lost upon recompilation of the source schema.
// Generated on: 2024.12.05 at 10:53:57 AM CET
//
package net.finmath.smartcontract.product.xml;
import java.math.BigDecimal;
import jakarta.xml.bind.annotation.XmlAccessType;
import jakarta.xml.bind.annotation.XmlAccessorType;
import jakarta.xml.bind.annotation.XmlType;
/**
* A set of credit curve values, which can include pricing inputs (which are
* typically credit spreads), default probabilities, and recovery rates.
*
*
* Java class for CreditCurveValuation complex type.
*
*
The following schema fragment specifies the expected content contained within this class.
*
*
* <complexType name="CreditCurveValuation">
* <complexContent>
* <extension base="{http://www.fpml.org/FpML-5/confirmation}PricingStructureValuation">
* <sequence>
* <element name="inputs" type="{http://www.fpml.org/FpML-5/confirmation}QuotedAssetSet" minOccurs="0"/>
* <element name="defaultProbabilityCurve" type="{http://www.fpml.org/FpML-5/confirmation}DefaultProbabilityCurve" minOccurs="0"/>
* <group ref="{http://www.fpml.org/FpML-5/confirmation}RecoveryRate.model" minOccurs="0"/>
* </sequence>
* </extension>
* </complexContent>
* </complexType>
*
*
*
*/
@XmlAccessorType(XmlAccessType.FIELD)
@XmlType(name = "CreditCurveValuation", propOrder = {
"inputs",
"defaultProbabilityCurve",
"recoveryRate",
"recoveryRateCurve"
})
public class CreditCurveValuation
extends PricingStructureValuation
{
protected QuotedAssetSet inputs;
protected DefaultProbabilityCurve defaultProbabilityCurve;
protected BigDecimal recoveryRate;
protected TermCurve recoveryRateCurve;
/**
* Gets the value of the inputs property.
*
* @return
* possible object is
* {@link QuotedAssetSet }
*
*/
public QuotedAssetSet getInputs() {
return inputs;
}
/**
* Sets the value of the inputs property.
*
* @param value
* allowed object is
* {@link QuotedAssetSet }
*
*/
public void setInputs(QuotedAssetSet value) {
this.inputs = value;
}
/**
* Gets the value of the defaultProbabilityCurve property.
*
* @return
* possible object is
* {@link DefaultProbabilityCurve }
*
*/
public DefaultProbabilityCurve getDefaultProbabilityCurve() {
return defaultProbabilityCurve;
}
/**
* Sets the value of the defaultProbabilityCurve property.
*
* @param value
* allowed object is
* {@link DefaultProbabilityCurve }
*
*/
public void setDefaultProbabilityCurve(DefaultProbabilityCurve value) {
this.defaultProbabilityCurve = value;
}
/**
* Gets the value of the recoveryRate property.
*
* @return
* possible object is
* {@link BigDecimal }
*
*/
public BigDecimal getRecoveryRate() {
return recoveryRate;
}
/**
* Sets the value of the recoveryRate property.
*
* @param value
* allowed object is
* {@link BigDecimal }
*
*/
public void setRecoveryRate(BigDecimal value) {
this.recoveryRate = value;
}
/**
* Gets the value of the recoveryRateCurve property.
*
* @return
* possible object is
* {@link TermCurve }
*
*/
public TermCurve getRecoveryRateCurve() {
return recoveryRateCurve;
}
/**
* Sets the value of the recoveryRateCurve property.
*
* @param value
* allowed object is
* {@link TermCurve }
*
*/
public void setRecoveryRateCurve(TermCurve value) {
this.recoveryRateCurve = value;
}
}
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