Package | Description |
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org.drip.product.params |
Modifier and Type | Field and Description |
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TsyBmkSet |
TreasuryBenchmark._tsyBmkSet
Treasury Benchmark Set
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Constructor and Description |
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TreasuryBenchmark(TsyBmkSet tsyBmkSet,
java.lang.String strIRTSY,
java.lang.String strIREDSF)
Create the TreasuryBenchmark object from the treasury benchmark set, and the names of the
treasury and the EDF IR curves.
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