Module net.finmath.lib
Package net.finmath.modelling.descriptor
Class InterestRateSwapProductDescriptor
- java.lang.Object
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- net.finmath.modelling.descriptor.InterestRateSwapProductDescriptor
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- 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
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Constructor Summary
Constructors Constructor Description InterestRateSwapProductDescriptor(InterestRateProductDescriptor legReceiver, InterestRateProductDescriptor legPayer)Construct a swap product descriptor from the descriptors of its legs.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description InterestRateProductDescriptorgetLegPayer()Return the descriptor of the payer leg of this swap.InterestRateProductDescriptorgetLegReceiver()Return the descriptor of the receiver leg of this swap.Stringname()Return the name of the model represented by this descriptor.Integerversion()Return the version of the model description.
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Constructor Detail
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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.
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Method Detail
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getLegReceiver
public InterestRateProductDescriptor getLegReceiver()
Return the descriptor of the receiver leg of this swap.- Returns:
- The leg descriptor.
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getLegPayer
public InterestRateProductDescriptor getLegPayer()
Return the descriptor of the payer leg of this swap.- Returns:
- The leg descriptor.
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version
public Integer version()
Description copied from interface:ProductDescriptorReturn the version of the model description.- Specified by:
versionin interfaceProductDescriptor- Returns:
- Version number.
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name
public String name()
Description copied from interface:ProductDescriptorReturn the name of the model represented by this descriptor.- Specified by:
namein interfaceProductDescriptor- Returns:
- Name of the model.
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