org.drip.sample.treasuryfuturesapi

Class KeyRateDuration

java.lang.Object

org.drip.sample.treasuryfuturesapi.KeyRateDuration

public class KeyRateDuration
extends java.lang.Object

KeyRateDuration demonstrates the Invocation and Examination of the Key Rate Duration Computation for the specified Treasury Futures.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
KeyRateDuration()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] args)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

KeyRateDuration

public KeyRateDuration()

Method Detail

main

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

Throws:

java.lang.Exception