Uses of Class
net.finmath.modelling.descriptor.InterestRateSwapLegProductDescriptor

Packages that use InterestRateSwapLegProductDescriptor

Package	Description
net.finmath.marketdata.products	Provides interface specification and implementation of products, e.g., calibration products.
net.finmath.modelling.productfactory	Provides classes to build products from descriptors.

Uses of InterestRateSwapLegProductDescriptor in net.finmath.marketdata.products

Classes in net.finmath.marketdata.products that implement interfaces with type arguments of type InterestRateSwapLegProductDescriptor

Modifier and Type	Class	Description
class	SwapLeg	Implements the valuation of a swap leg with unit notional of 1 using curves (discount curve, forward curve).

Methods in net.finmath.marketdata.products that return InterestRateSwapLegProductDescriptor

Modifier and Type	Method	Description
InterestRateSwapLegProductDescriptor	SwapLeg.getDescriptor()

Uses of InterestRateSwapLegProductDescriptor in net.finmath.modelling.productfactory

Classes in net.finmath.modelling.productfactory that implement interfaces with type arguments of type InterestRateSwapLegProductDescriptor

Modifier and Type	Class	Description
static class	InterestRateMonteCarloProductFactory.SwapLegMonteCarlo	Monte-Carlo method based implementation of a interest rate swap leg from a product descriptor.

Methods in net.finmath.modelling.productfactory that return InterestRateSwapLegProductDescriptor

Modifier and Type	Method	Description
InterestRateSwapLegProductDescriptor	InterestRateMonteCarloProductFactory.SwapLegMonteCarlo.getDescriptor()

Constructors in net.finmath.modelling.productfactory with parameters of type InterestRateSwapLegProductDescriptor

Modifier	Constructor	Description
	SwapLegMonteCarlo(InterestRateSwapLegProductDescriptor descriptor, LocalDate referenceDate)	Create product from descriptor.