org.drip.sample.overnight

Class CustomOvernightCurveReconciler

java.lang.Object

org.drip.sample.overnight.CustomOvernightCurveReconciler

public class CustomOvernightCurveReconciler
extends java.lang.Object

CustomOvernightCurveReconciler demonstrates the multi-stretch transition custom Overnight curve construction, turns application, discount factor extraction, and calibration quote recovery.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
CustomOvernightCurveReconciler()

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

CustomOvernightCurveReconciler

public CustomOvernightCurveReconciler()

Method Detail

main

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

Throws:

java.lang.Exception