org.drip.sample.collateral

Class DomesticCollateralForeignForexAnalysis

java.lang.Object

org.drip.sample.collateral.DomesticCollateralForeignForexAnalysis

public class DomesticCollateralForeignForexAnalysis
extends java.lang.Object

DomesticCollateralForeignForexAnalysis contains an analysis of the correlation and volatility impact on the price of a Domestic Collateralized ForeignPay-out Forex Contract.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
DomesticCollateralForeignForexAnalysis()

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

DomesticCollateralForeignForexAnalysis

public DomesticCollateralForeignForexAnalysis()

Method Detail

main

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

Throws:

java.lang.Exception