org.drip.sample.fundinghistorical

Class ILSShapePreserving1YStart

java.lang.Object

org.drip.sample.fundinghistorical.ILSShapePreserving1YStart

public class ILSShapePreserving1YStart
extends java.lang.Object

ILSShapePreserving1YStart Generates the Historical ILS Shape Preserving Funding Curve Native Compounded Forward Rate starting at 1Y Tenor.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ILSShapePreserving1YStart()

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

ILSShapePreserving1YStart

public ILSShapePreserving1YStart()

Method Detail

main

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

Throws:

java.lang.Exception