Package org.drip.sample.cross

Class CrossFloatCrossFloat

java.lang.Object
org.drip.sample.cross.CrossFloatCrossFloat
public class CrossFloatCrossFloat
extends java.lang.Object
CrossFloatCrossFloat demonstrates the construction, usage, and eventual valuation of the Mark-to-market float-float swap with a 3M EUR Floater leg that pays in USD, and a 6M EUR Floater leg that pays in USD. Comparison is done across MTM and non-MTM fixed Leg Counterparts.



Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    CrossFloatCrossFloat()  

  • 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

    • CrossFloatCrossFloat

      public CrossFloatCrossFloat()

  • 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