org.drip.sample.treasurypnl

Class GILTBenchmarkAttribution

java.lang.Object

org.drip.sample.treasurypnl.GILTBenchmarkAttribution

public class GILTBenchmarkAttribution
extends java.lang.Object

GILTBenchmarkAttribution demonstrates the Computation of the PnL Time Series Metrics for the GILT Benchmark Bond Series.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
GILTBenchmarkAttribution()

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

GILTBenchmarkAttribution

public GILTBenchmarkAttribution()

Method Detail

main

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

Throws:

java.lang.Exception