org.drip.sample.ois

Class CrossOvernightFloatingStream

java.lang.Object

org.drip.sample.ois.CrossOvernightFloatingStream

public class CrossOvernightFloatingStream
extends java.lang.Object

CrossOvernightStream demonstrates the construction, customization, and valuation of Cross-Currency Overnight Floating Streams.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CrossOvernightFloatingStream()

Method Summary

Modifier and Type	Method and Description
static java.util.Map<java.lang.String,java.lang.Double>	CompoundingRun(ForwardLabel fri)
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

CrossOvernightFloatingStream

public CrossOvernightFloatingStream()

Method Detail

CompoundingRun

public static final java.util.Map<java.lang.String,java.lang.Double> CompoundingRun(ForwardLabel fri)
                                                                             throws java.lang.Exception

Throws:

java.lang.Exception

main

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

Throws:

java.lang.Exception