org.drip.sample.multicurve

Class FixFloatForwardCurve

java.lang.Object

org.drip.sample.multicurve.FixFloatForwardCurve

public class FixFloatForwardCurve
extends java.lang.Object

FixFloatForwardCurve contains the sample demonstrating the full functionality behind creating highly customized spline based forward curves from fix-float swaps and the discount curves.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
FixFloatForwardCurve()

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

FixFloatForwardCurve

public FixFloatForwardCurve()

Method Detail

main

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

Throws:

java.lang.Exception