Package 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.

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = Product Components/Baskets for Credit, FRA, FX, Govvie, Rates, and Option AssetClasses
• Package = Fixed Income Product Customization Parameters

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	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	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

Constructor Details

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 Details

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