CDSCashFlowMeasures

java.lang.Object

org.drip.sample.credit.CDSCashFlowMeasures

public class CDSCashFlowMeasures
extends java.lang.Object

CDSCashFlowMeasures contains a demo of the CDS Measures and Cash flow Generation Sample. It illustrates the following:

Credit Curve Creation: From flat Hazard Rate, and from an array of dates and their corresponding survival probabilities.
Create Credit Curve from CDS instruments, and recover the input measure quotes.
Create an SNAC CDS, price it, and display the coupon/loss cash flow.

Module = Product Core Module
Library = Fixed Income Analytics
Project = DROP API Construction and Usage
Package = Single Name Portfolio CDS Analytics

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

CDSCashFlowMeasures()
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
- CDSCashFlowMeasures
  
  public CDSCashFlowMeasures()
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