org.drip.sample.cross

Class FloatFloatFloatFloat

java.lang.Object

org.drip.sample.cross.FloatFloatFloatFloat

public class FloatFloatFloatFloat
extends java.lang.Object

FloatFloatFloatFloat demonstrates the construction, the usage, and the eventual valuation of the Cross Currency Basis Swap built out of a pair of float-float swaps.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
FloatFloatFloatFloat()

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

FloatFloatFloatFloat

public FloatFloatFloatFloat()

Method Detail

main

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

Throws:

java.lang.Exception