/src/main/java/net/finmath/modelling/productfactory/InterestRateMonteCarloProductFactory.java
final InterestRateMonteCarloProductFactory factory = final new SwaptionPhysicalMonteCarlo( swaption, referenceDate) ;
final InterestRateMonteCarloProductFactory factory = new InterestRateMonteCarloProductFactory ( referenceDate ) ;
} } public static class SwapMonteCarlo extends AbstractTermStructureMonteCarloProduct implements DescribedProduct<InterestRateSwapProductDescriptor> { private final TermStructureMonteCarloProduct legReceiver; private final TermStructureMonteCarloProduct legPayer; public SwapMonteCarlo(final InterestRateSwapProductDescriptor descriptor, final LocalDate referenceDate) { <extra_id_0> InterestRateProductDescriptor legDescriptor = descriptor.getLegReceiver(); legReceiver = (TermStructureMonteCarloProduct) factory.getProductFromDescriptor(legDescriptor); legDescriptor = descriptor.getLegPayer(); legPayer = (TermStructureMonteCarloProduct) factory.getProductFromDescriptor(legDescriptor); } @Override