org.drip.sample.cross

Class CrossFloatCrossFloat

java.lang.Object

org.drip.sample.cross.CrossFloatCrossFloat

public class CrossFloatCrossFloat
extends java.lang.Object

CrossFloatCrossFloat demonstrates the construction, usage, and eventual valuation of the Mark-to-market float-float swap with a 3M EUR Floater leg that pays in USD, and a 6M EUR Floater leg that pays in USD. Comparison is done across MTM and non-MTM fixed Leg Counterparts.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CrossFloatCrossFloat()

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

CrossFloatCrossFloat

public CrossFloatCrossFloat()

Method Detail

main

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

Throws:

java.lang.Exception