org.drip.sample.credit

Class CDSValuationMetrics

java.lang.Object

org.drip.sample.credit.CDSValuationMetrics

public class CDSValuationMetrics
extends java.lang.Object

CDSValuationMetrics contains the Demonstration of Valuing a Payer/Receiver CDS European Option Sample.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CDSValuationMetrics()

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

CDSValuationMetrics

public CDSValuationMetrics()

Method Detail

main

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

Throws:

java.lang.Exception