IR1Attribution

java.lang.Object

org.drip.sample.forwardratefuturespnl.IR1Attribution

public class IR1Attribution
extends java.lang.Object

IR1Attribution demonstrates the Invocation of the Historical PnL Horizon PnL Attribution analysis for the IR1 Series.

Module = Product Core Module
Library = Fixed Income Analytics
Project = DROP API Construction and Usage
Package = Forward Rate Futures PnL Attribution

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

IR1Attribution()
Method Summary

Modifier and Type Method Description

static void main(java.lang.String[] args)
Entry Point

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- IR1Attribution
  
  public IR1Attribution()
Method Details
- main
  
  public static final void main(java.lang.String[] args) throws java.lang.Exception
  
  Entry Point
  
  Parameters:
  
  args - Command Line Argument Array
  
  Throws:
  
  java.lang.Exception - Thrown on Error/Exception Situation