Package org.drip.sample.ois

Class IndexFundCurvesReconciliation

java.lang.Object
org.drip.sample.ois.IndexFundCurvesReconciliation
public class IndexFundCurvesReconciliation
extends java.lang.Object
IndexFundCurvesReconciliation demonstrates the Construction, Usage, Coupon Extraction and Measure Generation for an OIS Product Sample using the Index and the Fund Curves, and their Reconciliation.



Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    IndexFundCurvesReconciliation()  

  • 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

    • IndexFundCurvesReconciliation

      public IndexFundCurvesReconciliation()

  • 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