org.drip.sample.forward

Class IBOR3MCubicPolyVanilla

java.lang.Object

org.drip.sample.forward.IBOR3MCubicPolyVanilla

public class IBOR3MCubicPolyVanilla
extends java.lang.Object

This Sample illustrates the Construction and Usage of the IBOR 3M Forward Curve Using Vanilla Cubic Polynomial.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
IBOR3MCubicPolyVanilla()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astrArgs)
static ForwardCurve	Make3MForward(java.lang.String strTenor, java.lang.String strCurrency, JulianDate dtValue, MergedDiscountForwardCurve dcEONIA, ForwardCurve fc6M, SegmentCustomBuilderControl scbc, boolean bPrintMetric)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

IBOR3MCubicPolyVanilla

public IBOR3MCubicPolyVanilla()

Method Detail

Make3MForward

public static final ForwardCurve Make3MForward(java.lang.String strTenor,
                                               java.lang.String strCurrency,
                                               JulianDate dtValue,
                                               MergedDiscountForwardCurve dcEONIA,
                                               ForwardCurve fc6M,
                                               SegmentCustomBuilderControl scbc,
                                               boolean bPrintMetric)
                                        throws java.lang.Exception

Throws:

java.lang.Exception

main

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

Throws:

java.lang.Exception