Class InterestRateSwapProductDescriptor

    • Constructor Detail

      • 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.