org.drip.sample.fixfloat

Class JurisdictionOTCIndexSwaps

java.lang.Object

org.drip.sample.fixfloat.JurisdictionOTCIndexSwaps

public class JurisdictionOTCIndexSwaps
extends java.lang.Object

JurisdictionOTCIndexSwaps contains curve construction and valuation of the common Jurisdiction-specific OTC IRS.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
JurisdictionOTCIndexSwaps()

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

JurisdictionOTCIndexSwaps

public JurisdictionOTCIndexSwaps()

Method Detail

main

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

Throws:

java.lang.Exception