Uses of Class
net.finmath.modelling.descriptor.InterestRateSwapProductDescriptor
Package
Description
Provides interface specification and implementation of products, e.g., calibration products.
Provides interface separating implementation from specification (of models and products)
Provides xml parsers to construct descriptors from XML
Provides classes to build products from descriptors.
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Uses of InterestRateSwapProductDescriptor in net.finmath.marketdata.products
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Uses of InterestRateSwapProductDescriptor in net.finmath.modelling.descriptor
Modifier and TypeMethodDescriptionInterestRateSwaptionProductDescriptor.getUnderlyingSwap()
Return the descriptor of the underlying swap.ModifierConstructorDescriptionInterestRateSwaptionProductDescriptor
(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
Modifier and TypeMethodDescriptionFIPXMLParser.getSwapProductDescriptor
(File file) Parse a product descriptor from a file containing a swap trade. -
Uses of InterestRateSwapProductDescriptor in net.finmath.modelling.productfactory
Modifier and TypeMethodDescriptionInterestRateMonteCarloProductFactory.SwapMonteCarlo.getDescriptor()
ModifierConstructorDescriptionSwapMonteCarlo
(InterestRateSwapProductDescriptor descriptor, LocalDate referenceDate) Create product from descriptor.