Uses of Class
net.finmath.modelling.descriptor.InterestRateSwaptionProductDescriptor
Package
Description
Provides classes to build products from descriptors.
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Uses of InterestRateSwaptionProductDescriptor in net.finmath.modelling.productfactory
Modifier and TypeMethodDescriptionInterestRateMonteCarloProductFactory.SwaptionPhysicalMonteCarlo.getDescriptor()
ModifierConstructorDescriptionSwaptionPhysicalMonteCarlo
(InterestRateSwaptionProductDescriptor descriptor, LocalDate referenceDate) Create product from descriptor.