Uses of Class
net.finmath.modelling.descriptor.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
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Uses of InterestRateSwapLegProductDescriptor in net.finmath.modelling.productfactory
Modifier and TypeMethodDescriptionInterestRateMonteCarloProductFactory.SwapLegMonteCarlo.getDescriptor()
ModifierConstructorDescriptionSwapLegMonteCarlo
(InterestRateSwapLegProductDescriptor descriptor, LocalDate referenceDate) Create product from descriptor.