org.drip.sample.treasuryfuturesrisk

Class OE1KeyRateDuration

java.lang.Object

org.drip.sample.treasuryfuturesrisk.OE1KeyRateDuration

public class OE1KeyRateDuration
extends java.lang.Object

OE1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the OE1 Treasury Futures.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
OE1KeyRateDuration()

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

OE1KeyRateDuration

public OE1KeyRateDuration()

Method Detail

main

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

Throws:

java.lang.Exception