OE1KeyRateDuration

java.lang.Object

org.drip.sample.treasuryfuturesrisk.OE1KeyRateDuration

public class OE1KeyRateDuration
extends java.lang.Object

OE1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the OE1 Treasury Futures.

Module = Product Core Module
Library = Fixed Income Analytics
Project = DROP API Construction and Usage
Package = Treasury Futures Key Rate Duration

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

OE1KeyRateDuration()
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
- OE1KeyRateDuration
  
  public OE1KeyRateDuration()
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