Package org.drip.sample.bond

Class CoreCashFlowMeasures

java.lang.Object
org.drip.sample.bond.CoreCashFlowMeasures
public class CoreCashFlowMeasures
extends java.lang.Object
CoreCashFlowMeasures contains a demo of the Bond Core Measures and the Cash Flow Sample. It generates the Core and the RV measures for essentially the same bond (with identical cash flows) constructed in three different ways:

  • As a fixed rate bond.
  • As a floater.
  • As a bond constructed from a set of custom coupon and principal flows.


It shows these measures reconcile where they should.



Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    CoreCashFlowMeasures()  

  • 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

    • CoreCashFlowMeasures

      public CoreCashFlowMeasures()

  • 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