org.drip.sample.dual

Class CCBSDiscountCurve

java.lang.Object

org.drip.sample.dual.CCBSDiscountCurve

public class CCBSDiscountCurve
extends java.lang.Object

CCBSDiscountCurve demonstrates the setup and construction of the Forward Curve from the CCBS Quotes.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CCBSDiscountCurve()

Method Summary

Modifier and Type	Method and Description
static void	MakeDiscountCurve(java.lang.String strReferenceCurrency, java.lang.String strDerivedCurrency, JulianDate dtValue, MergedDiscountForwardCurve dcReference, ForwardCurve fc6MReference, ForwardCurve fc3MReference, double dblRefDerFX, SegmentCustomBuilderControl scbc, java.lang.String[] astrTenor, double[] adblCrossCurrencyBasis, double[] adblSwapRate, boolean bBasisOnDerivedLeg)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CCBSDiscountCurve

public CCBSDiscountCurve()

Method Detail

MakeDiscountCurve

public static final void MakeDiscountCurve(java.lang.String strReferenceCurrency,
                                           java.lang.String strDerivedCurrency,
                                           JulianDate dtValue,
                                           MergedDiscountForwardCurve dcReference,
                                           ForwardCurve fc6MReference,
                                           ForwardCurve fc3MReference,
                                           double dblRefDerFX,
                                           SegmentCustomBuilderControl scbc,
                                           java.lang.String[] astrTenor,
                                           double[] adblCrossCurrencyBasis,
                                           double[] adblSwapRate,
                                           boolean bBasisOnDerivedLeg)
                                    throws java.lang.Exception

Throws:

java.lang.Exception