org.drip.sample.fra

Class FRAStandardOption

java.lang.Object

org.drip.sample.fra.FRAStandardOption

public class FRAStandardOption
extends java.lang.Object

FRAStandardOption contains the demonstration of the Valuation of an Option on a Multi-Curve FRA Standard.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
FRAStandardOption()

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

FRAStandardOption

public FRAStandardOption()

Method Detail

main

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

Throws:

java.lang.Exception