Module net.finmath.lib

Package net.finmath.modelling

Interface InterestRateProductDescriptor

All Superinterfaces:

ProductDescriptor

All Known Implementing Classes:

InterestRateSwapLegProductDescriptor, InterestRateSwapProductDescriptor, InterestRateSwaptionProductDescriptor

public interface InterestRateProductDescriptor
extends ProductDescriptor

Marker interface for interest rate product descriptors.

Version:

1.0

Author:

Christian Fries, Roland Bachl

Method Summary

Methods inherited from interface net.finmath.modelling.ProductDescriptor

name, version