org.drip.sample.credit

Class CDSCashFlowMeasures

java.lang.Object

org.drip.sample.credit.CDSCashFlowMeasures

public class CDSCashFlowMeasures
extends java.lang.Object

CDSCashFlowMeasures contains a demo of the CDS Measures and Cash flow Generation Sample. It illustrates the following: - Credit Curve Creation: From flat Hazard Rate, and from an array of dates and their corresponding survival probabilities. - Create Credit Curve from CDS instruments, and recover the input measure quotes. - Create an SNAC CDS, price it, and display the coupon/loss cash flow.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CDSCashFlowMeasures()

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

CDSCashFlowMeasures

public CDSCashFlowMeasures()

Method Detail

main

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

Throws:

java.lang.Exception