Package org.drip.sample.bond

Class RelativeValueMeasuresGeneration

java.lang.Object
org.drip.sample.bond.RelativeValueMeasuresGeneration
public class RelativeValueMeasuresGeneration
extends java.lang.Object
RelativeValueMeasuresGeneration is a Bond RV Measures Generation Sample demonstrating the invocation and usage of Bond RV Measures functionality. It shows the following:
  • Create the discount/treasury curve from rates/treasury instruments.
  • Compute the work-out date given the price.
  • Compute and display the base RV measures to the work-out date.
  • Compute and display the bumped RV measures to the work-out date.




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    RelativeValueMeasuresGeneration()  

  • 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

    • RelativeValueMeasuresGeneration

      public RelativeValueMeasuresGeneration()

  • 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