JPY3M6MUSD3M6M

java.lang.Object

org.drip.sample.dual.JPY3M6MUSD3M6M

public class JPY3M6MUSD3M6M
extends java.lang.Object

JPY3M6MUSD3M6M demonstrates the setup and construction of the USD 3M Forward Curve from JPY3M6MUSD3M6M CCBS, JPY 3M, JPY 6M, and USD 6M Quotes.

Module = Product Core Module
Library = Fixed Income Analytics
Project = DROP API Construction and Usage
Package = G7 Standard Cross Currency Swap

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

JPY3M6MUSD3M6M()
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
- JPY3M6MUSD3M6M
  
  public JPY3M6MUSD3M6M()
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