| Package | Description |
|---|---|
| net.finmath.marketdata.products |
Provides interface specification and implementation of products, e.g., calibration products.
|
| net.finmath.modelling.productfactory |
Provides classes to build products from descriptors.
|
| Modifier and Type | Method and Description |
|---|---|
InterestRateSwapLegProductDescriptor |
SwapLeg.getDescriptor() |
| Modifier and Type | Method and Description |
|---|---|
InterestRateSwapLegProductDescriptor |
InterestRateMonteCarloProductFactory.SwapLegMonteCarlo.getDescriptor() |
| Constructor and Description |
|---|
SwapLegMonteCarlo(InterestRateSwapLegProductDescriptor descriptor,
LocalDate referenceDate)
Create product from descriptor.
|
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