Package org.drip.template.statebump

Class OvernightStateShifted

java.lang.Object
org.drip.template.statebump.OvernightStateShifted
public class OvernightStateShifted
extends java.lang.Object
OvernightStateShifted demonstrates the Generation of the Tenor Bumped Overnight Curves.


Module Product Core Module
Library Fixed Income Analytics
Project Pricing/Risk Templates for Fixed Income Component Products
Package Shifted Latent State Construction Template
Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    OvernightStateShifted()  

  • 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

    • OvernightStateShifted

      public OvernightStateShifted()

  • Method Details

    • main

      public static final void main​(java.lang.String[] astrArgs) throws java.lang.Exception
      Entry Point
      Parameters:
      astrArgs - Argument Array
      Throws:
      java.lang.Exception - Propagate the Exception Upwards