Package org.drip.template.statebump

Class SurvivalRecoveryStateShifted

java.lang.Object
org.drip.template.statebump.SurvivalRecoveryStateShifted
public class SurvivalRecoveryStateShifted
extends java.lang.Object
SurvivalRecoveryStateShifted demonstrates the Generation of the Tenor Bumped Credit 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
    SurvivalRecoveryStateShifted()  

  • Method Summary

    Modifier and Type Method Description
    static void main​(java.lang.String[] argumentArray)
    Entry Point

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • SurvivalRecoveryStateShifted

      public SurvivalRecoveryStateShifted()

  • Method Details

    • main

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