org.drip.sample.fixfloatoption

Class MultiCurvePayerReceiverAnalysis

java.lang.Object

org.drip.sample.fixfloatoption.MultiCurvePayerReceiverAnalysis

public class MultiCurvePayerReceiverAnalysis
extends java.lang.Object

MultiCurvePayerReceiverAnalysis contains the demonstration of the custom volatility-correlation analysis of Multi-Curve Receiver/Payer Fix-Float Swap European Option sample.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
MultiCurvePayerReceiverAnalysis()

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

MultiCurvePayerReceiverAnalysis

public MultiCurvePayerReceiverAnalysis()

Method Detail

main

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

Throws:

java.lang.Exception