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 InterestRateProductDescriptor
getLegPayer()
Return the descriptor of the payer leg of this swap.InterestRateProductDescriptor
getLegReceiver()
Return the descriptor of the receiver leg of this swap.String
name()
Return the name of the model represented by this descriptor.Integer
version()
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:ProductDescriptor
Return the version of the model description.- Specified by:
version
in interfaceProductDescriptor
- Returns:
- Version number.
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name
public String name()
Description copied from interface:ProductDescriptor
Return the name of the model represented by this descriptor.- Specified by:
name
in interfaceProductDescriptor
- Returns:
- Name of the model.
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