org.drip.sample.fedfund

Class FedFundOvernightCompounding

java.lang.Object

org.drip.sample.fedfund.FedFundOvernightCompounding

public class FedFundOvernightCompounding
extends java.lang.Object

FedFundOvernightCompounding demonstrates in detail the methodology behind the overnight compounding used in the Overnight fund Floating Stream Accrual.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
FedFundOvernightCompounding()

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

FedFundOvernightCompounding

public FedFundOvernightCompounding()

Method Detail

main

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

Throws:

java.lang.Exception