org.drip.sample.dual

Class CHF3M6MUSD3M6M

java.lang.Object

org.drip.sample.dual.CHF3M6MUSD3M6M

public class CHF3M6MUSD3M6M
extends java.lang.Object

CHF3M6MUSD3M6M demonstrates the setup and construction of the USD 3M Forward Curve from CHF3M6MUSD3M6M CCBS, CHF 3M, CHF 6M, and USD 6M Quotes.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CHF3M6MUSD3M6M()

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

CHF3M6MUSD3M6M

public CHF3M6MUSD3M6M()

Method Detail

main

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

Throws:

java.lang.Exception