org.drip.sample.bond

Class RelativeValueMeasuresGeneration

java.lang.Object

org.drip.sample.bond.RelativeValueMeasuresGeneration

public class RelativeValueMeasuresGeneration
extends java.lang.Object

RelativeValueMeasuresGeneration is a Bond RV Measures Generation Sample demonstrating the invocation and usage of Bond RV Measures functionality. It shows the following: - Create the discount/treasury curve from rates/treasury instruments. - Compute the work-out date given the price. - Compute and display the base RV measures to the work-out date. - Compute and display the bumped RV measures to the work-out date.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
RelativeValueMeasuresGeneration()

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

RelativeValueMeasuresGeneration

public RelativeValueMeasuresGeneration()

Method Detail

main

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

Throws:

java.lang.Exception