org.drip.sample.cross

Class CrossFixedPlainFloat

java.lang.Object

org.drip.sample.cross.CrossFixedPlainFloat

public class CrossFixedPlainFloat
extends java.lang.Object

CrossFixedPlainFloat demonstrates the construction, usage, and eventual valuation of a fix-float swap with a EUR Fixed leg that pays in USD, and a USD Floating Leg. Comparison is done across MTM and non-MTM fixed Leg Counterparts.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CrossFixedPlainFloat()

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

CrossFixedPlainFloat

public CrossFixedPlainFloat()

Method Detail

main

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

Throws:

java.lang.Exception