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

Packages that use InterestRateSwaptionProductDescriptor

Package	Description
net.finmath.modelling.productfactory	Provides classes to build products from descriptors.

Uses of InterestRateSwaptionProductDescriptor in net.finmath.modelling.productfactory

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

Modifier and Type	Class	Description
static class	InterestRateMonteCarloProductFactory.SwaptionPhysicalMonteCarlo	Monte-Carlo method based implementation of a physically settled interest rate swaption from a product descriptor.

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

Modifier and Type	Method	Description
InterestRateSwaptionProductDescriptor	InterestRateMonteCarloProductFactory.SwaptionPhysicalMonteCarlo.getDescriptor()

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

Modifier	Constructor	Description
	SwaptionPhysicalMonteCarlo(InterestRateSwaptionProductDescriptor descriptor, LocalDate referenceDate)	Create product from descriptor.