/src/main/java/net/finmath/modelling/productfactory/InterestRateMonteCarloProductFactory.java
final AbstractTermStructureMonteCarloProduct swap = ( AbstractTermStructureMonteCarloProduct) new InterestRateMonteCarloProductFactory( descriptor).getProductFromDescriptor( referenceDate.getUnderlyingSwap( ) ) ;
final AbstractTermStructureMonteCarloProduct swap = ( AbstractTermStructureMonteCarloProduct ) new InterestRateMonteCarloProductFactory ( referenceDate ) .getProductFromDescriptor ( descriptor.getUnderlyingSwap ( ) ) ;
private final InterestRateSwaptionProductDescriptor descriptor; private final Option swaption; public SwaptionPhysicalMonteCarlo(final InterestRateSwaptionProductDescriptor descriptor, final LocalDate referenceDate) { super(); this.descriptor = descriptor; final double excercise = FloatingpointDate.getFloatingPointDateFromDate(referenceDate, descriptor.getExcerciseDate()); <extra_id_0> swaption = new Option(excercise, descriptor.getStrikeRate(), swap); } @Override public InterestRateSwaptionProductDescriptor getDescriptor() { return descriptor; }