org.drip.sample.credit

Class BuiltInCDSPortfolioDefinitions

java.lang.Object

org.drip.sample.credit.BuiltInCDSPortfolioDefinitions

public class BuiltInCDSPortfolioDefinitions
extends java.lang.Object

BuiltInCDSPortfolioDefinitions displays the Built-in CDS Portfolios. It shows the following: - Construct the CDX.NA.IG 5Y Series 17 index by name and series. - Construct the on-the-run CDX.NA.IG 5Y Series index. - List all the built-in CDX's - their names and descriptions. - Construct the on-the run CDX.EM 5Y corresponding to T - 1Y. - Construct the on-the run ITRAXX.ENERGY 5Y corresponding to T - 7Y. - Retrieve the full set of date/index series set for ITRAXX.ENERGY.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
BuiltInCDSPortfolioDefinitions()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astrArgs)

Methods inherited from class java.lang.Object

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

Constructor Detail

BuiltInCDSPortfolioDefinitions

public BuiltInCDSPortfolioDefinitions()

Method Detail

main

public static final void main(java.lang.String[] astrArgs)
                       throws java.lang.Exception

Throws:

java.lang.Exception