org.drip.template.state

Class ForwardVolatilityState

java.lang.Object

org.drip.template.state.ForwardVolatilityState

public class ForwardVolatilityState
extends java.lang.Object

ForwardVolatilityState sets up the Calibration and the Construction of the Volatility Latent State for the Forward Latent State and examine the Emitted Metrics.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
ForwardVolatilityState()

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

ForwardVolatilityState

public ForwardVolatilityState()

Method Detail

main

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

Throws:

java.lang.Exception