| Package | Description |
|---|---|
| net.finmath.modelling.descriptor |
Provides interface separating implementation from specification (of models and products)
|
| net.finmath.modelling.productfactory |
Provides classes to build products from descriptors.
|
| Modifier and Type | Class and Description |
|---|---|
class |
InterestRateSwapLegProductDescriptor
Product descriptor for an interest rate swap leg.
|
class |
InterestRateSwapProductDescriptor
Product descriptor for an interest rate swap.
|
class |
InterestRateSwaptionProductDescriptor
Product descriptor for an interest rate swaption.
|
| Modifier and Type | Method and Description |
|---|---|
InterestRateProductDescriptor |
InterestRateSwapProductDescriptor.getLegPayer()
Return the descriptor of the payer leg of this swap.
|
InterestRateProductDescriptor |
InterestRateSwapProductDescriptor.getLegReceiver()
Return the descriptor of the receiver leg of this swap.
|
| Constructor and Description |
|---|
InterestRateSwapProductDescriptor(InterestRateProductDescriptor legReceiver,
InterestRateProductDescriptor legPayer)
Construct a swap product descriptor from the descriptors of its legs.
|
| Modifier and Type | Method and Description |
|---|---|
DescribedProduct<? extends InterestRateProductDescriptor> |
InterestRateAnalyticProductFactory.getProductFromDescriptor(ProductDescriptor descriptor) |
DescribedProduct<? extends InterestRateProductDescriptor> |
InterestRateMonteCarloProductFactory.getProductFromDescriptor(ProductDescriptor descriptor) |
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