Uses of Class
net.finmath.modelling.descriptor.InterestRateSwapLegProductDescriptor
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Packages that use InterestRateSwapLegProductDescriptor 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. -
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Uses of InterestRateSwapLegProductDescriptor in net.finmath.marketdata.products
Methods in net.finmath.marketdata.products that return InterestRateSwapLegProductDescriptor Modifier and Type Method Description InterestRateSwapLegProductDescriptorSwapLeg. getDescriptor() -
Uses of InterestRateSwapLegProductDescriptor in net.finmath.modelling.productfactory
Methods in net.finmath.modelling.productfactory that return InterestRateSwapLegProductDescriptor Modifier and Type Method Description InterestRateSwapLegProductDescriptorInterestRateMonteCarloProductFactory.SwapLegMonteCarlo. getDescriptor()Constructors in net.finmath.modelling.productfactory with parameters of type InterestRateSwapLegProductDescriptor Constructor Description SwapLegMonteCarlo(InterestRateSwapLegProductDescriptor descriptor, LocalDate referenceDate)Create product from descriptor.
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