Uses of Record Class
com.quantfinlib.rates.InterestRateSwap

Packages that use InterestRateSwap

Package	Description
com.quantfinlib.rates	Fixed income: curves, bonds, swaps, day counts and calendars, with market conventions.

Uses of InterestRateSwap in com.quantfinlib.rates

Methods in com.quantfinlib.rates that return InterestRateSwap

Modifier and Type	Method	Description
InterestRateSwap	InterestRateSwap.withQuote(double quote)

Methods in com.quantfinlib.rates with parameters of type InterestRateSwap

Modifier and Type	Method	Description
static double	RatesOptions.swaption(DiscountCurve discount, DiscountCurve projection, InterestRateSwap underlying, double strike, double vol, boolean payer, RatesOptions.VolModel model)	Swaption on underlying (its fixed rate is ignored; strike is used), expiring at the swap start: A_d * model(F, K) with F the multi-curve par rate and A_d the OIS annuity.