Class InterestRateMonteCarloProductFactory.SwapMonteCarlo

All Implemented Interfaces:
DescribedProduct<InterestRateSwapProductDescriptor>, Product, TermStructureMonteCarloProduct, MonteCarloProduct
Enclosing class:
InterestRateMonteCarloProductFactory

public static class InterestRateMonteCarloProductFactory.SwapMonteCarlo extends AbstractTermStructureMonteCarloProduct implements DescribedProduct<InterestRateSwapProductDescriptor>
Monte-Carlo method based implementation of a interest rate swap from a product descriptor.
Author:
Christian Fries, Roland Bachl