Examples.Libor
Class PathTiming

java.lang.Object
  extended byExamples.Libor.PathTiming

public class PathTiming
extends java.lang.Object

Computes 10000 full Libor paths (X-Libor only) in dimensions n=10,20,...,80 and plots the time taken for each run.


Constructor Summary
PathTiming()
           
 
Method Summary
static void main(java.lang.String[] args)
           
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

PathTiming

public PathTiming()
Method Detail

main

public static void main(java.lang.String[] args)