org.drip.sample.bond

Class RegressionSplineBondCurve

java.lang.Object

org.drip.sample.bond.RegressionSplineBondCurve

public class RegressionSplineBondCurve
extends java.lang.Object

RegressionSplineBondCurve demonstrates the Functionality behind the Regression Spline based OLS best-fit Construction of a Bond Discount Curve Based on Input Price/Yield.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
RegressionSplineBondCurve()

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

RegressionSplineBondCurve

public RegressionSplineBondCurve()

Method Detail

main

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

Throws:

java.lang.Exception