Class InterestRateSwaptionProductDescriptor

java.lang.Object
net.finmath.modelling.descriptor.InterestRateSwaptionProductDescriptor
All Implemented Interfaces:
InterestRateProductDescriptor, ProductDescriptor

public class InterestRateSwaptionProductDescriptor
extends Object
implements InterestRateProductDescriptor
Product descriptor for an interest rate swaption.
Author:
Christian Fries, Roland Bachl