Class TU1KeyRateDuration

java.lang.Object
org.drip.sample.treasuryfuturesrisk.TU1KeyRateDuration

public class TU1KeyRateDuration
extends java.lang.Object
TU1KeyRateDuration demonstrates the Computation of the Key Rate Duration for the TU1 Treasury Futures.



Author:
Lakshmi Krishnamurthy
  • Constructor Summary

    Constructors
    Constructor Description
    TU1KeyRateDuration()  
  • 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

    • TU1KeyRateDuration

      public TU1KeyRateDuration()
  • 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