Package org.drip.sample.forward

Class IBOR12MCubicPolyVanilla

java.lang.Object

org.drip.sample.forward.IBOR12MCubicPolyVanilla

public class IBOR12MCubicPolyVanilla
extends java.lang.Object

IBOR12MCubicPolyVanilla illustrates the Construction and Usage of the IBOR 12M Forward Curve Using Vanilla Cubic Polynomial.

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = DROP API Construction and Usage
• Package = IBOR Spline Forward Curve Construction

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
IBOR12MCubicPolyVanilla()

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

IBOR12MCubicPolyVanilla

public IBOR12MCubicPolyVanilla()

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