org.drip.sample.credithistorical

Class CDXNAIGS205YMetrics

java.lang.Object

org.drip.sample.credithistorical.CDXNAIGS205YMetrics

public class CDXNAIGS205YMetrics
extends java.lang.Object

CDXNAIGS205YMetrics generates the Historical Credit Survival/Recovery Metrics for the Index Contract CDX NA IG S20 5Y.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CDXNAIGS205YMetrics()

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

CDXNAIGS205YMetrics

public CDXNAIGS205YMetrics()

Method Detail

main

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

Throws:

java.lang.Exception