org.drip.service.env

Class StandardCDXManager

java.lang.Object

org.drip.service.env.StandardCDXManager

public class StandardCDXManager
extends java.lang.Object

StandardCDXManager implements the creation and the static details of the all the NA, EU, SovX, EMEA, and ASIA standardized CDS indices. It exposes the following functionality: - Retrieve the full set of pre-set/pre-loaded CDX names/descriptions. - Retrieve all the CDX's given an index name. - Get the index, index series, and the effective/maturity dates for a given CDX. - Get all the on-the-runs for an index, date, and tenor. - Retrieve the full basket product corresponding to NA/EU/ASIA IG/HY/EM and other available standard CDX. - Build a custom CDX product.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
StandardCDXManager()

Method Summary

Modifier and Type	Method and Description
static CaseInsensitiveTreeMap<java.lang.String>	GetCDXDescriptions() Retrieve the name/description map for all the CDS indices
static java.util.Set<java.lang.String>	GetCDXNames() Retrieve the comprehensive set of pre-set and pre-loaded CDX index names
static java.util.Map<JulianDate,java.lang.Integer>	GetCDXSeriesMap(java.lang.String strCDXName) Return the full set of CDX series/first coupon date pairs for the given CDX
static BasketProduct	GetOnTheRun(java.lang.String strIndex, JulianDate dt, java.lang.String strTenor) Retrieve the on-the-run for the index and tenor corresponding to the specified date
static CaseInsensitiveTreeMap<java.lang.String>	GetPreLoadedCDXDescriptions() Retrieve the name/description map for all the pre-loaded CDS indices
static java.util.Map<JulianDate,java.lang.Integer>	GetPreLoadedCDXSeriesMap(java.lang.String strCDXName) Return the full set of pre-loaded CDX series/first coupon date pairs for the given CDX
static java.util.Set<java.lang.String>	GetPreLoadedIndexNames() Retrieve a set of all the pre-loaded CDX index names
static CaseInsensitiveTreeMap<java.lang.String>	GetPresetCDXDescriptions() Retrieve the name/description map for all the pre-set CDS indices
static java.util.Map<JulianDate,java.lang.Integer>	GetPresetCDXSeriesMap(java.lang.String strCDXName) Return the full set of pre-set CDX series/first coupon date pairs for the given CDX
static java.util.Set<java.lang.String>	GetPresetIndexNames() Retrieve a set of all the pre-set CDX index names
static boolean	InitStandardCDXSeries()
static void	main(java.lang.String[] astrArgs)
static BasketProduct	MakeStandardCDX(java.lang.String strIndex, int iSeries, java.lang.String strTenor) Create a standard CDX from the index code, the index series, and the tenor.

Methods inherited from class java.lang.Object

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

Constructor Detail

StandardCDXManager

public StandardCDXManager()

Method Detail

InitStandardCDXSeries

public static final boolean InitStandardCDXSeries()

MakeStandardCDX

public static final BasketProduct MakeStandardCDX(java.lang.String strIndex,
                                                  int iSeries,
                                                  java.lang.String strTenor)

Create a standard CDX from the index code, the index series, and the tenor.

Parameters:

strIndex - The Index Code (CDX.NA.IG, CDX.NA.HY, etc)

iSeries - Index Series Number

strTenor - The specific tenor - typical common ones are 3Y, 5Y, 7Y, and 10Y

Returns:

The CDX Basket Product

GetOnTheRun

public static final BasketProduct GetOnTheRun(java.lang.String strIndex,
                                              JulianDate dt,
                                              java.lang.String strTenor)

Retrieve the on-the-run for the index and tenor corresponding to the specified date

Parameters:

strIndex - CDX/ITRAXX index

dt - Specified date

strTenor - Tenor

Returns:

CDX/ITRAXX Basket Product

GetPresetIndexNames

public static final java.util.Set<java.lang.String> GetPresetIndexNames()

Retrieve a set of all the pre-set CDX index names

Returns:

Set of the pre-set CDX index names

GetPreLoadedIndexNames

public static final java.util.Set<java.lang.String> GetPreLoadedIndexNames()

Retrieve a set of all the pre-loaded CDX index names

Returns:

Set of the pre-loaded CDX index names

GetCDXNames

public static final java.util.Set<java.lang.String> GetCDXNames()

Retrieve the comprehensive set of pre-set and pre-loaded CDX index names

Returns:

Set of the pre-set and the pre-loaded CDX index names

GetPresetCDXSeriesMap

public static final java.util.Map<JulianDate,java.lang.Integer> GetPresetCDXSeriesMap(java.lang.String strCDXName)

Return the full set of pre-set CDX series/first coupon date pairs for the given CDX

Parameters:

strCDXName - CDX Name

Returns:

Map of the CDX series/first coupon dates

GetPreLoadedCDXSeriesMap

public static final java.util.Map<JulianDate,java.lang.Integer> GetPreLoadedCDXSeriesMap(java.lang.String strCDXName)

Return the full set of pre-loaded CDX series/first coupon date pairs for the given CDX

Parameters:

strCDXName - CDX Name

Returns:

Map of the CDX series/first coupon dates

GetCDXSeriesMap

public static final java.util.Map<JulianDate,java.lang.Integer> GetCDXSeriesMap(java.lang.String strCDXName)

Return the full set of CDX series/first coupon date pairs for the given CDX

Parameters:

strCDXName - CDX Name

Returns:

Map of the CDX series/first coupon dates

GetPresetCDXDescriptions

public static final CaseInsensitiveTreeMap<java.lang.String> GetPresetCDXDescriptions()

Retrieve the name/description map for all the pre-set CDS indices

Returns:

Name/description map for all the pre-set CDS indices

GetPreLoadedCDXDescriptions

public static final CaseInsensitiveTreeMap<java.lang.String> GetPreLoadedCDXDescriptions()

Retrieve the name/description map for all the pre-loaded CDS indices

Returns:

Name/description map for all the pre-loaded CDS indices

GetCDXDescriptions

public static final CaseInsensitiveTreeMap<java.lang.String> GetCDXDescriptions()

Retrieve the name/description map for all the CDS indices

Returns:

Name/description map for all the CDS indices

main

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

Throws:

java.lang.Exception