Package org.drip.market.otc

Class CreditIndexConventionContainer

java.lang.Object

org.drip.market.otc.CreditIndexConventionContainer

public class CreditIndexConventionContainer
extends java.lang.Object

CreditIndexConventionContainer contains the Conventions of the Credit Index of an OTC Index CDS Contract.

• Module = Product Core Module
• Library = Fixed Income Analytics Library
• Project = Static Market Fields - the Definitions, the OTC/Exchange Traded Products, and Treasury Settings
• Package = OTC Dual Stream Option Container

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
CreditIndexConventionContainer()

Method Summary

Modifier and Type	Method	Description
static CreditIndexConvention	ConventionFromFullName(java.lang.String strCreditIndexFullName)	Retrieve the OTC Credit Index Convention Instance from the Full Index Name
static boolean	Init()	Initialize the Credit Index Conventions Container with the pre-set CDX Contract Settings

Methods inherited from class java.lang.Object

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

Constructor Details

CreditIndexConventionContainer

public CreditIndexConventionContainer()

Method Details

Init

public static final boolean Init()

Initialize the Credit Index Conventions Container with the pre-set CDX Contract Settings

Returns:

TRUE - The Credit Index Conventions Container successfully initialized

ConventionFromFullName

public static final CreditIndexConvention ConventionFromFullName(java.lang.String strCreditIndexFullName)

Retrieve the OTC Credit Index Convention Instance from the Full Index Name

Parameters:

strCreditIndexFullName - The Credit index Full Name

Returns:

The OTC Credit Index Convention Instance