org.drip.sample.multicurve

Class FixFloatSwap

java.lang.Object

org.drip.sample.multicurve.FixFloatSwap

public class FixFloatSwap
extends java.lang.Object

FixFloatSwap contains a full valuation run on the Multi-Curve Fix-Float IRS Product.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
FixFloatSwap()

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

FixFloatSwap

public FixFloatSwap()

Method Detail

main

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

Throws:

java.lang.Exception