Uses of Class
net.finmath.modelling.descriptor.InterestRateSwapLegProductDescriptor
Packages that use InterestRateSwapLegProductDescriptor
Package
Description
Provides interface specification and implementation of products, e.g., calibration products.
Provides classes to build products from descriptors.
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Uses of InterestRateSwapLegProductDescriptor in net.finmath.marketdata.products
Methods in net.finmath.marketdata.products that return InterestRateSwapLegProductDescriptor -
Uses of InterestRateSwapLegProductDescriptor in net.finmath.modelling.productfactory
Methods in net.finmath.modelling.productfactory that return InterestRateSwapLegProductDescriptorModifier and TypeMethodDescriptionInterestRateMonteCarloProductFactory.SwapLegMonteCarlo.getDescriptor()
Constructors in net.finmath.modelling.productfactory with parameters of type InterestRateSwapLegProductDescriptorModifierConstructorDescriptionSwapLegMonteCarlo(InterestRateSwapLegProductDescriptor descriptor, LocalDate referenceDate)
Create product from descriptor.