Uses of Interface
net.finmath.modelling.InterestRateProductDescriptor
Packages that use InterestRateProductDescriptor
Package
Description
Provides interface separating implementation from specification (of models and products)
Provides classes to build products from descriptors.
-
Uses of InterestRateProductDescriptor in net.finmath.modelling.descriptor
Classes in net.finmath.modelling.descriptor that implement InterestRateProductDescriptorModifier and TypeClassDescriptionclass
Product descriptor for an interest rate swap leg.class
Product descriptor for an interest rate swap.class
Product descriptor for an interest rate swaption.Methods in net.finmath.modelling.descriptor that return InterestRateProductDescriptorModifier and TypeMethodDescriptionInterestRateSwapProductDescriptor.getLegPayer()
Return the descriptor of the payer leg of this swap.InterestRateSwapProductDescriptor.getLegReceiver()
Return the descriptor of the receiver leg of this swap.Constructors in net.finmath.modelling.descriptor with parameters of type InterestRateProductDescriptorModifierConstructorDescriptionInterestRateSwapProductDescriptor(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 InterestRateProductDescriptorModifier and TypeMethodDescriptionDescribedProduct<? extends InterestRateProductDescriptor>
InterestRateAnalyticProductFactory.getProductFromDescriptor(ProductDescriptor descriptor)
DescribedProduct<? extends InterestRateProductDescriptor>
InterestRateMonteCarloProductFactory.getProductFromDescriptor(ProductDescriptor descriptor)