org.drip.sample.bond

Class CoreCashFlowMeasures

java.lang.Object

org.drip.sample.bond.CoreCashFlowMeasures

public class CoreCashFlowMeasures
extends java.lang.Object

CoreCashFlowMeasures contains a demo of the Bond Core Measures and the Cash Flow Sample. It generates the Core and the RV measures for essentially the same bond (with identical cash flows) constructed in three different ways: - As a fixed rate bond. - As a floater. - As a bond constructed from a set of custom coupon and principal flows. It shows these measures reconcile where they should.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CoreCashFlowMeasures()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astrArgs)

Methods inherited from class java.lang.Object

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

Constructor Detail

CoreCashFlowMeasures

public CoreCashFlowMeasures()

Method Detail

main

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

Throws:

java.lang.Exception