org.drip.sample.fixfloatpnl

Class SGDIRSAttribution

java.lang.Object

org.drip.sample.fixfloatpnl.SGDIRSAttribution

public class SGDIRSAttribution
extends java.lang.Object

SGDIRSAttribution generates the Historical PnL Attribution for SGD IRS.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
SGDIRSAttribution()

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

SGDIRSAttribution

public SGDIRSAttribution()

Method Detail

main

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

Throws:

java.lang.Exception