java.lang.Object
net.finmath.modelling.descriptor.xmlparser.FPMLParser
All Implemented Interfaces:
XMLParser

public class FPMLParser extends Object implements XMLParser
Class for parsing trades saved in FpML to product descriptors.
Author:
Christian Fries, Roland Bachl
  • Constructor Details

    • FPMLParser

      public FPMLParser(String homePartyId, String forwardCurveName, String discountCurveName)
      Construct the parser.
      Parameters:
      homePartyId - Id of the agent doing the valuation.
      forwardCurveName - Name of the forward curve to be given to the descriptors.
      discountCurveName - Name of the discount curve to be given to the descriptors.
    • FPMLParser

      public FPMLParser(String homePartyId, String discountCurveName)
      Construct the parser.
      Parameters:
      homePartyId - Id of the agent doing the valuation.
      discountCurveName - Name of the discount curve to be given to the descriptors.
  • Method Details