org.drip.sample.cms

Class FixFloatVarianceAnalysis

java.lang.Object

org.drip.sample.cms.FixFloatVarianceAnalysis

public class FixFloatVarianceAnalysis
extends java.lang.Object

FixFloatVarianceAnalysis demonstrates the Construction and Valuation Impact of Volatility and Correlation on the CMS Fix-Float Swap.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
FixFloatVarianceAnalysis()

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

FixFloatVarianceAnalysis

public FixFloatVarianceAnalysis()

Method Detail

main

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

Throws:

java.lang.Exception