org.drip.sample.credithistorical

Class CDXNAIGS245YMetrics

java.lang.Object

org.drip.sample.credithistorical.CDXNAIGS245YMetrics

public class CDXNAIGS245YMetrics
extends java.lang.Object

CDXNAIGS245YMetrics generates the Historical Credit Survival/Recovery Metrics for the Index Contract CDX NA IG S24 5Y.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CDXNAIGS245YMetrics()

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

CDXNAIGS245YMetrics

public CDXNAIGS245YMetrics()

Method Detail

main

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

Throws:

java.lang.Exception