org.drip.sample.fundinghistorical

Class GBPShapePreserving1YForward

java.lang.Object

org.drip.sample.fundinghistorical.GBPShapePreserving1YForward

public class GBPShapePreserving1YForward
extends java.lang.Object

GBPShapePreserving1YForward Generates the Historical GBP Shape Preserving Funding Curve Native 1Y Compounded Forward Rate.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
GBPShapePreserving1YForward()

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

GBPShapePreserving1YForward

public GBPShapePreserving1YForward()

Method Detail

main

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

Throws:

java.lang.Exception