Uses of Interface
net.finmath.modelling.InterestRateProductDescriptor
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Packages that use InterestRateProductDescriptor Package Description net.finmath.modelling.descriptor Provides interface separating implementation from specification (of models and products)net.finmath.modelling.productfactory Provides classes to build products from descriptors. -
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Uses of InterestRateProductDescriptor in net.finmath.modelling.descriptor
Classes in net.finmath.modelling.descriptor that implement InterestRateProductDescriptor Modifier and Type Class Description class
InterestRateSwapLegProductDescriptor
Product descriptor for an interest rate swap leg.class
InterestRateSwapProductDescriptor
Product descriptor for an interest rate swap.class
InterestRateSwaptionProductDescriptor
Product descriptor for an interest rate swaption.Methods in net.finmath.modelling.descriptor that return InterestRateProductDescriptor Modifier and Type Method Description InterestRateProductDescriptor
InterestRateSwapProductDescriptor. getLegPayer()
Return the descriptor of the payer leg of this swap.InterestRateProductDescriptor
InterestRateSwapProductDescriptor. getLegReceiver()
Return the descriptor of the receiver leg of this swap.Constructors in net.finmath.modelling.descriptor with parameters of type InterestRateProductDescriptor Constructor Description InterestRateSwapProductDescriptor(InterestRateProductDescriptor legReceiver, InterestRateProductDescriptor legPayer)
Construct a swap product descriptor from the descriptors of its legs. -
Uses of InterestRateProductDescriptor in net.finmath.modelling.productfactory
Methods in net.finmath.modelling.productfactory that return types with arguments of type InterestRateProductDescriptor Modifier and Type Method Description DescribedProduct<? extends InterestRateProductDescriptor>
InterestRateAnalyticProductFactory. getProductFromDescriptor(ProductDescriptor descriptor)
DescribedProduct<? extends InterestRateProductDescriptor>
InterestRateMonteCarloProductFactory. getProductFromDescriptor(ProductDescriptor descriptor)
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