org.drip.product.params

Class CDXIdentifier

java.lang.Object

org.drip.product.params.CDXIdentifier

public class CDXIdentifier
extends java.lang.Object

CDXIdentifier implements the creation and the static details of the all the NA, EU, SovX, EMEA, and ASIA standardized CDS indexes. It contains the index, the tenor, the series, and the version of a given CDX. It exports serialization into and de-serialization out of byte arrays.

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field and Description
int	_iSeries
int	_iVersion
java.lang.String	_strIndex
java.lang.String	_strTenor

Constructor Summary

Constructors

Constructor and Description
CDXIdentifier(int iSeries, int iVersion, java.lang.String strIndex, java.lang.String strTenor) Create the CDX identifier from the CDX index, series, tenor, and the version

Method Summary

Modifier and Type	Method and Description
static CDXIdentifier	CreateCDXIdentifierFromCode(java.lang.String strCode) Create the CDX Identifier from the CDX Code
java.lang.String	getCode() Return the CDX code string composed off of the index, tenor, series, and the version

Methods inherited from class java.lang.Object

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

Field Detail

_iSeries

public int _iSeries

_iVersion

public int _iVersion

_strIndex

public java.lang.String _strIndex

_strTenor

public java.lang.String _strTenor

Constructor Detail

CDXIdentifier

public CDXIdentifier(int iSeries,
                     int iVersion,
                     java.lang.String strIndex,
                     java.lang.String strTenor)
              throws java.lang.Exception

Create the CDX identifier from the CDX index, series, tenor, and the version

Parameters:

iSeries - CDX Series

iVersion - CDX Version

strIndex - CDX Index

strTenor - CDX Tenor

Throws:

java.lang.Exception - Thrown if inputs are invalid

Method Detail

CreateCDXIdentifierFromCode

public static final CDXIdentifier CreateCDXIdentifierFromCode(java.lang.String strCode)

Create the CDX Identifier from the CDX Code

Parameters:

strCode - The CDX Code

Returns:

CDXIdentifier output

getCode

public java.lang.String getCode()

Return the CDX code string composed off of the index, tenor, series, and the version

Returns:

The CDX Code string