Class EUR3M6MUSD3M6M

java.lang.Object
org.drip.sample.dual.EUR3M6MUSD3M6M

public class EUR3M6MUSD3M6M
extends java.lang.Object
EUR3M6MUSD3M6M demonstrates the setup and construction of the USD 3M Forward Curve from EUR3M6MUSD3M6M CCBS, EUR 3M, EUR 6M, and USD 6M Quotes.



Author:
Lakshmi Krishnamurthy
  • Constructor Summary

    Constructors
    Constructor Description
    EUR3M6MUSD3M6M()  
  • 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

    • EUR3M6MUSD3M6M

      public EUR3M6MUSD3M6M()
  • 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