org.drip.sample.multicurve

Class FixFloatSwapIMM

java.lang.Object

org.drip.sample.multicurve.FixFloatSwapIMM

public class FixFloatSwapIMM
extends java.lang.Object

FixFloatSwapIMM contains a full valuation run on the IMM Fix-Float Swap Product.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
FixFloatSwapIMM()

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

FixFloatSwapIMM

public FixFloatSwapIMM()

Method Detail

main

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

Throws:

java.lang.Exception