public class BondRVMeasuresAPI
extends java.lang.Object
BondRVMeasuresAPI is a Simple Bond RV Measures API Sample demonstrating the invocation and usage of Bond
RV Measures functionality. It shows the following:
- Create the discount/treasury curve from rates/treasury instruments.
- Compute the work-out date given the price.
- Compute and display the base RV measures to the work-out date.
- Compute and display the bumped RV measures to the work-out date.