org.drip.sample.cms

Class FloatFloatVarianceAnalysis

java.lang.Object

org.drip.sample.cms.FloatFloatVarianceAnalysis

public class FloatFloatVarianceAnalysis
extends java.lang.Object

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

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
FloatFloatVarianceAnalysis()

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

FloatFloatVarianceAnalysis

public FloatFloatVarianceAnalysis()

Method Detail

main

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

Throws:

java.lang.Exception