org.drip.sample.ois

Class IndexFundCurvesReconciliation

java.lang.Object

org.drip.sample.ois.IndexFundCurvesReconciliation

public class IndexFundCurvesReconciliation
extends java.lang.Object

IndexFundCurvesReconciliation demonstrates the Construction, Usage, Coupon Extraction and Measure Generation for an OIS Product Sample using the Index and the Fund Curves, and their Reconciliation.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
IndexFundCurvesReconciliation()

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

IndexFundCurvesReconciliation

public IndexFundCurvesReconciliation()

Method Detail

main

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

Throws:

java.lang.Exception