org.drip.sample.dual

Class GBP3M6MUSD3M6M

java.lang.Object

org.drip.sample.dual.GBP3M6MUSD3M6M

public class GBP3M6MUSD3M6M
extends java.lang.Object

GBP3M6MUSD3M6M demonstrates the setup and construction of the USD 3M Forward Curve from GBP3M6MUSD3M6M CCBS, GBP 3M, GBP 6M, and USD 6M Quotes.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
GBP3M6MUSD3M6M()

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

GBP3M6MUSD3M6M

public GBP3M6MUSD3M6M()

Method Detail

main

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

Throws:

java.lang.Exception