org.drip.sample.fixfloat

Class StepUpStepDown

java.lang.Object

org.drip.sample.fixfloat.StepUpStepDown

public class StepUpStepDown
extends java.lang.Object

StepUpStepDown demonstrates the construction and Valuation of in-advance step-up and step-down swaps.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
StepUpStepDown()

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

StepUpStepDown

public StepUpStepDown()

Method Detail

main

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

Throws:

java.lang.Exception