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 classInterestRateSwapLegProductDescriptorProduct descriptor for an interest rate swap leg.classInterestRateSwapProductDescriptorProduct descriptor for an interest rate swap.classInterestRateSwaptionProductDescriptorProduct descriptor for an interest rate swaption.Methods in net.finmath.modelling.descriptor that return InterestRateProductDescriptor Modifier and Type Method Description InterestRateProductDescriptorInterestRateSwapProductDescriptor. getLegPayer()Return the descriptor of the payer leg of this swap.InterestRateProductDescriptorInterestRateSwapProductDescriptor. 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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