org.drip.sample.forward

Class IBOR6MCubicPolyVanilla

java.lang.Object

org.drip.sample.forward.IBOR6MCubicPolyVanilla

public class IBOR6MCubicPolyVanilla
extends java.lang.Object

This Sample illustrates the Construction and Usage of the IBOR 6M Forward Curve Using Vanilla Cubic Polynomial.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
IBOR6MCubicPolyVanilla()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astrArgs)
static ForwardCurve	Make6MForward(JulianDate dtValue, java.lang.String strCurrency, java.lang.String strTenor, boolean bPrintMetric)

Methods inherited from class java.lang.Object

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

Constructor Detail

IBOR6MCubicPolyVanilla

public IBOR6MCubicPolyVanilla()

Method Detail

Make6MForward

public static final ForwardCurve Make6MForward(JulianDate dtValue,
                                               java.lang.String strCurrency,
                                               java.lang.String strTenor,
                                               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