org.drip.sample.fixfloatoption

Class MultiCurvePayerReceiver

java.lang.Object

org.drip.sample.fixfloatoption.MultiCurvePayerReceiver

public class MultiCurvePayerReceiver
extends java.lang.Object

MultiCurvePayerReceiver contains the demonstration of the Multi-Curve Payer/Receiver Fix-Float IRS European Option Sample.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
MultiCurvePayerReceiver()

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

MultiCurvePayerReceiver

public MultiCurvePayerReceiver()

Method Detail

main

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

Throws:

java.lang.Exception