MultiStreamSwapMeasures

java.lang.Object

org.drip.sample.funding.MultiStreamSwapMeasures

public class MultiStreamSwapMeasures
extends java.lang.Object

MultiStreamSwapMeasures illustrates the creation, invocation, and usage of the MultiStreamSwap. It shows how to:

Create the Discount Curve from the rates instruments.
Set up the valuation and the market parameters.
Create the Rates Basket from the fixed/float streams.
Value the Rates Basket.

Module = Product Core Module
Library = Fixed Income Analytics
Project = DROP API Construction and Usage
Package = Shape Preserving Local Funding Curve

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

MultiStreamSwapMeasures()
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
- MultiStreamSwapMeasures
  
  public MultiStreamSwapMeasures()
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