org.drip.sample.collateral

Class ForeignCollateralizedZeroCoupon

java.lang.Object

org.drip.sample.collateral.ForeignCollateralizedZeroCoupon

public class ForeignCollateralizedZeroCoupon
extends java.lang.Object

ForeignCollateralizedZeroCoupon contains an analysis of the correlation and volatility impact on the single cash flow discount factor of a Foreign Collateralized Zero Coupon.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ForeignCollateralizedZeroCoupon()

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

ForeignCollateralizedZeroCoupon

public ForeignCollateralizedZeroCoupon()

Method Detail

main

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

Throws:

java.lang.Exception