MultiCurvePayerReceiver

java.lang.Object

org.drip.sample.fixfloatoption.MultiCurvePayerReceiver

public class MultiCurvePayerReceiver
extends java.lang.Object

MultiCurvePayerReceiver contains the demonstration of the Multi-Curve Payer/Receiver Fix-Float IRS European Option Sample.

Module = Product Core Module
Library = Fixed Income Analytics
Project = DROP API Construction and Usage
Package = Fix Float Payer Receiver Options

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

MultiCurvePayerReceiver()
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
- MultiCurvePayerReceiver
  
  public MultiCurvePayerReceiver()
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