org.drip.sample.bloomberg

Class SWPM_NEW

java.lang.Object

org.drip.sample.bloomberg.SWPM_NEW

public class SWPM_NEW
extends java.lang.Object

SWPM_NEW contains the sample demonstrating the replication of Bloomberg's Latest SWPM Functionality.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
SWPM_NEW()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astrArgs)
static ForwardCurve	MakeForwardCurve(JulianDate dtValue, MergedDiscountForwardCurve dcOvernight, java.lang.String strForwardTenor)

Methods inherited from class java.lang.Object

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

Constructor Detail

SWPM_NEW

public SWPM_NEW()

Method Detail

MakeForwardCurve

public static final ForwardCurve MakeForwardCurve(JulianDate dtValue,
                                                  MergedDiscountForwardCurve dcOvernight,
                                                  java.lang.String strForwardTenor)
                                           throws java.lang.Exception

Throws:

java.lang.Exception

main

public static final void main(java.lang.String[] astrArgs)
                       throws java.lang.Exception

Throws:

java.lang.Exception