Package org.drip.sample.cms

Class FixFloatMetricComparison

java.lang.Object

org.drip.sample.cms.FixFloatMetricComparison

public class FixFloatMetricComparison
extends java.lang.Object

FixFloatMetricComparison demonstrates the Construction and Valuation of an In-Advance and In-Arrears Variants of the CMS Fix-Float Swap.

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = DROP API Construction and Usage
• Package = Dual Stream Constant Maturity Swap

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
FixFloatMetricComparison()

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

FixFloatMetricComparison

public FixFloatMetricComparison()

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