Package 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 Description
    BuiltInCDSPortfolioDefinitions()  

  • Method Summary

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

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • BuiltInCDSPortfolioDefinitions

      public BuiltInCDSPortfolioDefinitions()

  • Method Details

    • main

      public static final void main​(java.lang.String[] astrArgs) throws java.lang.Exception
      Entry Point
      Parameters:
      astrArgs - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation