InterestRateMonteCarloProductFactory (finmath lib 5.0.4 API)

java.lang.Object
- net.finmath.modelling.productfactory.InterestRateMonteCarloProductFactory

All Implemented Interfaces:

ProductFactory<InterestRateProductDescriptor>
```
public class InterestRateMonteCarloProductFactory
extends Object
implements ProductFactory<InterestRateProductDescriptor>
```
Product factory of interest rate derivatives for use with a Monte-Carlo method based model.

Author:

Christian Fries, Roland Bachl

Nested Class Summary

Nested Classes
Modifier and Type	Class	Description
`static class`	`InterestRateMonteCarloProductFactory.SwapLegMonteCarlo`	Monte-Carlo method based implementation of a interest rate swap leg from a product descriptor.
`static class`	`InterestRateMonteCarloProductFactory.SwapMonteCarlo`	Monte-Carlo method based implementation of a interest rate swap from a product descriptor.
`static class`	`InterestRateMonteCarloProductFactory.SwaptionPhysicalMonteCarlo`	Monte-Carlo method based implementation of a physically settled interest rate swaption from a product descriptor.

Constructor Summary

Constructors
Constructor Description

InterestRateMonteCarloProductFactory(LocalDate referenceDate)
Initialize the factory with the given referenceDate.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`DescribedProduct<? extends InterestRateProductDescriptor>`	`getProductFromDescriptor(ProductDescriptor descriptor)`	Constructs the product from a given product descriptor.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - InterestRateMonteCarloProductFactory
```
public InterestRateMonteCarloProductFactory(LocalDate referenceDate)
```
    Initialize the factory with the given referenceDate.
    
    Parameters:
    
    referenceDate - To be used when converting absolute dates to relative dates in double.
- Method Detail
  - getProductFromDescriptor
```
public DescribedProduct<? extends InterestRateProductDescriptor> getProductFromDescriptor(ProductDescriptor descriptor)
```
    Description copied from interface: ProductFactory
    
    Constructs the product from a given product descriptor.
    
    Specified by:
    
    getProductFromDescriptor in interface ProductFactory<InterestRateProductDescriptor>
    
    Parameters:
    
    descriptor - A product descriptor.
    
    Returns:
    
    An instance of the product describable by this descriptor.