Package org.drip.sample.fedfund

Class OvernightFedFundLIBORSwap

java.lang.Object
org.drip.sample.fedfund.OvernightFedFundLIBORSwap
public class OvernightFedFundLIBORSwap
extends java.lang.Object
OvernightFedFundLIBORSwap demonstrates the Construction, the Valuation, and Bloomberg Metrics Analysis for the Composite Fed Fund vs. LIBOR Basis Swaps.



Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    OvernightFedFundLIBORSwap()  

  • 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

    • OvernightFedFundLIBORSwap

      public OvernightFedFundLIBORSwap()

  • 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