org.drip.sample.forward

Class IBOR12MCubicKLKHyperbolic

java.lang.Object

org.drip.sample.forward.IBOR12MCubicKLKHyperbolic

public class IBOR12MCubicKLKHyperbolic
extends java.lang.Object

This Sample illustrates the Construction and Usage of the IBOR 12M Forward Curve Using Vanilla Cubic KLK Hyperbolic Tension B-Splines.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
IBOR12MCubicKLKHyperbolic()

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

IBOR12MCubicKLKHyperbolic

public IBOR12MCubicKLKHyperbolic()

Method Detail

main

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

Throws:

java.lang.Exception