net.finmath.smartcontract.simulation.products

Class IRSwapGenerator

java.lang.Object

net.finmath.smartcontract.simulation.products.IRSwapGenerator

public class IRSwapGenerator
extends Object

Scenario Generator provides static method for generating an analytic swap object

Author:

Peter Kohl-Landgraf, Christian Fries

Constructor Summary

Constructors

Constructor and Description
IRSwapGenerator()

Method Summary

Modifier and Type	Method and Description
static Swap	generateAnalyticSwapObject(LocalDate startDate, String maturityLabel, 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

Constructor Detail

IRSwapGenerator

public IRSwapGenerator()

Method Detail

generateAnalyticSwapObject

public static final Swap generateAnalyticSwapObject(LocalDate startDate,
                                                    String maturityLabel,
                                                    double fixRate,
                                                    boolean isReceiveFix,
                                                    String forwardCurveName,
                                                    String discountCurveName)