Nothing
######################################################################
# Create the base Swap class
#
# This is used to represent the swap product and it will contained to all the swap-like classes
Swap = setRefClass("Swap",
fields = list(pay_leg_type = "character",
pay_leg_ref = "character",
pay_leg_tenor= "character",
pay_leg_rate = "numeric",
rec_leg_type = "character",
rec_leg_tenor= "character",
rec_leg_ref = "character",
rec_leg_rate = "numeric"
),
methods = list(
isBasisSwap = function() {
if(length(pay_leg_type)!=0&&length(rec_leg_type)!=0)
{
if(pay_leg_type==rec_leg_type)
{
if(pay_leg_type=="Float"||pay_leg_type=="Commodity"||pay_leg_type=="Equity") return(TRUE)
}
}
return(FALSE)
}
))
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