org.drip.sample.forward

Class IBOR6MQuarticPolyVanilla

java.lang.Object

org.drip.sample.forward.IBOR6MQuarticPolyVanilla

public class IBOR6MQuarticPolyVanilla
extends java.lang.Object

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

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
IBOR6MQuarticPolyVanilla()

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)

Methods inherited from class java.lang.Object

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

Constructor Detail

IBOR6MQuarticPolyVanilla

public IBOR6MQuarticPolyVanilla()

Method Detail

Make6MForward

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