org.drip.sample.capfloor

Class FRAStdCapFloor

java.lang.Object

org.drip.sample.capfloor.FRAStdCapFloor

public class FRAStdCapFloor
extends java.lang.Object

FRAStdCapFloor demonstrates the creation, invocation, usage, and valuation of the FRA Cap/Floor.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
FRAStdCapFloor()

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

FRAStdCapFloor

public FRAStdCapFloor()

Method Detail

main

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

Throws:

java.lang.Exception