Package org.drip.template.state
Class OvernightState
java.lang.Object
org.drip.template.state.OvernightState
public class OvernightState
extends java.lang.Object
OvernightState sets up the Calibration and the Construction of the Overnight Latent State and
examine the Emitted Metrics.
- Module = Product Core Module
- Library = Fixed Income Analytics
- Project = Pricing/Risk Templates for Fixed Income Component Products
- Package = Standard Latent State Construction Template
- Author:
- Lakshmi Krishnamurthy
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Constructor Summary
Constructors Constructor Description OvernightState()
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Method Summary
Modifier and Type Method Description static void
main(java.lang.String[] argumentArray)
Entry PointMethods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Constructor Details
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OvernightState
public OvernightState()
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Method Details
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main
public static final void main(java.lang.String[] argumentArray) throws java.lang.ExceptionEntry Point- Parameters:
argumentArray
- Argument Array- Throws:
java.lang.Exception
- Propagate the Exception Upwards
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