Package net.finmath.smartcontract.product

Class IRSwapGenerator

java.lang.Object

net.finmath.smartcontract.product.IRSwapGenerator

public class IRSwapGenerator
extends Object

Generates an interest rate swap. This is used for testing and visualization. Alternative way to generate the swap is via the parser.

Author:

Peter Kohl-Landgraf, Christian Fries

Method Summary

Modifier and Type	Method	Description
static net.finmath.marketdata.products.Swap	generateAnalyticSwapObject(LocalDate startDate, String maturityLabel, double notional, double fixRate, boolean isReceiveFix, String forwardCurveName, String discountCurveName)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

generateAnalyticSwapObject

public static net.finmath.marketdata.products.Swap generateAnalyticSwapObject(LocalDate startDate,
 String maturityLabel,
 double notional,
 double fixRate,
 boolean isReceiveFix,
 String forwardCurveName,
 String discountCurveName)