org.drip.sample.fra

Class MultiCurveFRAStandardAnalysis

java.lang.Object

org.drip.sample.fra.MultiCurveFRAStandardAnalysis

public class MultiCurveFRAStandardAnalysis
extends java.lang.Object

MultiCurveFRAStandardAnalysis contains an Analysis of the Correlation and the Volatility Impact on the Standard FRA.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
MultiCurveFRAStandardAnalysis()

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

MultiCurveFRAStandardAnalysis

public MultiCurveFRAStandardAnalysis()

Method Detail

main

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

Throws:

java.lang.Exception