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

Packages that use InterestRateSwapProductDescriptor

Package	Description
net.finmath.marketdata.products	Provides interface specification and implementation of products, e.g., calibration products.
net.finmath.modelling.descriptor	Provides interface separating implementation from specification (of models and products)
net.finmath.modelling.descriptor.xmlparser	Provides xml parsers to construct descriptors from XML
net.finmath.modelling.productfactory	Provides classes to build products from descriptors.

Uses of InterestRateSwapProductDescriptor in net.finmath.marketdata.products

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

Modifier and Type	Class	Description
class	Swap	Implements the valuation of a swap using curves (discount curve, forward curve).

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

Modifier and Type	Method	Description
InterestRateSwapProductDescriptor	Swap.getDescriptor()

Uses of InterestRateSwapProductDescriptor in net.finmath.modelling.descriptor

Methods in net.finmath.modelling.descriptor that return InterestRateSwapProductDescriptor

Modifier and Type	Method	Description
InterestRateSwapProductDescriptor	InterestRateSwaptionProductDescriptor.getUnderlyingSwap()	Return the descriptor of the underlying swap.

Constructors in net.finmath.modelling.descriptor with parameters of type InterestRateSwapProductDescriptor

Modifier	Constructor	Description
	InterestRateSwaptionProductDescriptor(InterestRateSwapProductDescriptor swap, LocalDate excerciseDate, double strikeRate)	Construct the descriptor of a swaption from the descriptor of a swap plus option parameters.

Uses of InterestRateSwapProductDescriptor in net.finmath.modelling.descriptor.xmlparser

Methods in net.finmath.modelling.descriptor.xmlparser that return InterestRateSwapProductDescriptor

Modifier and Type	Method	Description
InterestRateSwapProductDescriptor	FIPXMLParser.getSwapProductDescriptor(File file)	Parse a product descriptor from a file containing a swap trade.

Uses of InterestRateSwapProductDescriptor in net.finmath.modelling.productfactory

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

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

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

Modifier and Type	Method	Description
InterestRateSwapProductDescriptor	InterestRateMonteCarloProductFactory.SwapMonteCarlo.getDescriptor()

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

Modifier	Constructor	Description
	SwapMonteCarlo(InterestRateSwapProductDescriptor descriptor, LocalDate referenceDate)	Create product from descriptor.