org.drip.sample.fedfund

Class OvernightFedFundLIBORSwap

java.lang.Object

org.drip.sample.fedfund.OvernightFedFundLIBORSwap

public class OvernightFedFundLIBORSwap
extends java.lang.Object

OvernightFedFundLIBORSwap demonstrates the Construction, the Valuation, and Bloomberg Metrics Analysis for the Composite Fed Fund vs. LIBOR Basis Swaps.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
OvernightFedFundLIBORSwap()

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

OvernightFedFundLIBORSwap

public OvernightFedFundLIBORSwap()

Method Detail

main

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

Throws:

java.lang.Exception