BasketAggregateMeasuresGeneration

java.lang.Object

org.drip.sample.bond.BasketAggregateMeasuresGeneration

public class BasketAggregateMeasuresGeneration
extends java.lang.Object

BasketAggregateMeasuresGeneration contains a demo of the bond basket Measure generation Sample. It shows the following:

Build the IR Curve from the Rates' instruments.
Build the Component Credit Curve from the CDS instruments.
Create the basket market parameters and add the named discount curve and the credit curves to it.
Create the bond basket from the component bonds and their weights.
Construct the Valuation and the Pricing Parameters.
Generate the bond basket measures from the valuation, the pricer, and the market parameters.

Module = Product Core Module
Library = Fixed Income Analytics
Project = DROP API Construction and Usage
Package = Bullet, EOS Bond Metrics + Curve

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

BasketAggregateMeasuresGeneration()
Method Summary

Modifier and Type Method Description

static void main(java.lang.String[] astrArgs)
Entry Point

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- BasketAggregateMeasuresGeneration
  
  public BasketAggregateMeasuresGeneration()
Method Details
- main
  
  public static final void main(java.lang.String[] astrArgs) throws java.lang.Exception
  
  Entry Point
  
  Parameters:
  
  astrArgs - Command Line Argument Array
  
  Throws:
  
  java.lang.Exception - Thrown on Error/Exception Situation