Class SwaptionFactory

java.lang.Object
net.finmath.montecarlo.interestrate.products.SwaptionFactory

public class SwaptionFactory extends Object
A factory (helper class) to create swaptions extending AbstractTermStructureMonteCarloProduct according to some (simplified) specifications. The class is useful if you like to create, e.g., calibration products depending on some parameters.
Version:
1.0
Author:
Christian Fries