org.drip.sample.forwardratefuturespnl

Class IR1Attribution

java.lang.Object

org.drip.sample.forwardratefuturespnl.IR1Attribution

public class IR1Attribution
extends java.lang.Object

IR1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the IR1 Series.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
IR1Attribution()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] args)

Methods inherited from class java.lang.Object

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

Constructor Detail

IR1Attribution

public IR1Attribution()

Method Detail

main

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

Throws:

java.lang.Exception