Module net.finmath.lib

Package net.finmath.modelling.descriptor

Class InterestRateSwapProductDescriptor

java.lang.Object

net.finmath.modelling.descriptor.InterestRateSwapProductDescriptor

All Implemented Interfaces:

InterestRateProductDescriptor, ProductDescriptor

public class InterestRateSwapProductDescriptor
extends Object
implements InterestRateProductDescriptor

Product descriptor for an interest rate swap.

Version:

1.0

Author:

Christian Fries, Roland Bachl

Constructor Summary

Constructors

Constructor	Description
InterestRateSwapProductDescriptor(InterestRateProductDescriptor legReceiver, InterestRateProductDescriptor legPayer)	Construct a swap product descriptor from the descriptors of its legs.

Method Summary

Modifier and Type	Method	Description
InterestRateProductDescriptor	getLegPayer()	Return the descriptor of the payer leg of this swap.
InterestRateProductDescriptor	getLegReceiver()	Return the descriptor of the receiver leg of this swap.
String	name()	Return the name of the model represented by this descriptor.
Integer	version()	Return the version of the model description.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

InterestRateSwapProductDescriptor

public InterestRateSwapProductDescriptor(InterestRateProductDescriptor legReceiver, InterestRateProductDescriptor legPayer)

Construct a swap product descriptor from the descriptors of its legs.

Parameters:

legReceiver - The descriptor of the receiver leg.

legPayer - The descriptor of the payer leg.

Method Details

getLegReceiver

public InterestRateProductDescriptor getLegReceiver()

Return the descriptor of the receiver leg of this swap.

Returns:

The leg descriptor.

getLegPayer

public InterestRateProductDescriptor getLegPayer()

Return the descriptor of the payer leg of this swap.

Returns:

The leg descriptor.

version

public Integer version()

Description copied from interface: ProductDescriptor

Return the version of the model description.

Specified by:

version in interface ProductDescriptor

Returns:

Version number.

name

public String name()

Description copied from interface: ProductDescriptor

Return the name of the model represented by this descriptor.

Specified by:

name in interface ProductDescriptor

Returns:

Name of the model.