net.finmath.montecarlo.interestrate.products

Class SwaptionFactory

java.lang.Object

net.finmath.montecarlo.interestrate.products.SwaptionFactory

public class SwaptionFactory
extends java.lang.Object

A factory (helper class) to create swaptions extending AbstractLIBORMonteCarloProduct according to some (simplified) specifications. The class is useful if you like to create, e.g., calibration products depending on some parameters.

Constructor Summary

Constructors

Constructor and Description
SwaptionFactory()

Method Summary

Modifier and Type	Method and Description
static AbstractLIBORMonteCarloProduct	createSwaption(java.lang.String className, double swaprate, TimeDiscretizationInterface swapTenor, java.lang.String valueUnitAsString)

Methods inherited from class java.lang.Object

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

Constructor Detail

SwaptionFactory

public SwaptionFactory()

Method Detail

createSwaption

public static AbstractLIBORMonteCarloProduct createSwaption(java.lang.String className,
                                                            double swaprate,
                                                            TimeDiscretizationInterface swapTenor,
                                                            java.lang.String valueUnitAsString)