Package org.drip.service.json

Class ForwardRateFuturesProcessor

java.lang.Object
org.drip.service.json.ForwardRateFuturesProcessor
public class ForwardRateFuturesProcessor
extends java.lang.Object
ForwardRateFuturesProcessor Sets up and executes a JSON Based In/Out Forward Rate Futures Valuation Processor. It provides the following Functions:
  • JSON Based in/out Funding Futures Curve Metrics Thunker

Module Computational Core Module
Library Computation Support
Project Environment, Product/Definition Containers, and Scenario/State Manipulation APIs
Package JSON Based Valuation Request Service

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    ForwardRateFuturesProcessor()  

  • Method Summary

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • ForwardRateFuturesProcessor

      public ForwardRateFuturesProcessor()