CDXRefDataHolder.java
package org.drip.product.creator;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*
* GENERATED on Sat Jul 07 14:30:49 EDT 2012 ---- DO NOT DELETE
*/
/*!
* Copyright (C) 2020 Lakshmi Krishnamurthy
* Copyright (C) 2019 Lakshmi Krishnamurthy
* Copyright (C) 2018 Lakshmi Krishnamurthy
* Copyright (C) 2017 Lakshmi Krishnamurthy
* Copyright (C) 2016 Lakshmi Krishnamurthy
* Copyright (C) 2015 Lakshmi Krishnamurthy
* Copyright (C) 2014 Lakshmi Krishnamurthy
* Copyright (C) 2013 Lakshmi Krishnamurthy
* Copyright (C) 2012 Lakshmi Krishnamurthy
*
* This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
* asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
* analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
* equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
* numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
* and computational support.
*
* https://lakshmidrip.github.io/DROP/
*
* DROP is composed of three modules:
*
* - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
* - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
* - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
*
* DROP Product Core implements libraries for the following:
* - Fixed Income Analytics
* - Loan Analytics
* - Transaction Cost Analytics
*
* DROP Portfolio Core implements libraries for the following:
* - Asset Allocation Analytics
* - Asset Liability Management Analytics
* - Capital Estimation Analytics
* - Exposure Analytics
* - Margin Analytics
* - XVA Analytics
*
* DROP Computational Core implements libraries for the following:
* - Algorithm Support
* - Computation Support
* - Function Analysis
* - Model Validation
* - Numerical Analysis
* - Numerical Optimizer
* - Spline Builder
* - Statistical Learning
*
* Documentation for DROP is Spread Over:
*
* - Main => https://lakshmidrip.github.io/DROP/
* - Wiki => https://github.com/lakshmiDRIP/DROP/wiki
* - GitHub => https://github.com/lakshmiDRIP/DROP
* - Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
* - Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html
* - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
* - Release Versions => https://lakshmidrip.github.io/DROP/version.html
* - Community Credits => https://lakshmidrip.github.io/DROP/credits.html
* - Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues
* - JUnit => https://lakshmidrip.github.io/DROP/junit/index.html
* - Jacoco => https://lakshmidrip.github.io/DROP/jacoco/index.html
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
*
* You may obtain a copy of the License at
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
*
* See the License for the specific language governing permissions and
* limitations under the License.
*/
public class CDXRefDataHolder {
public static org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.product.params.CDXRefDataParams>
_mapCDXRefData = new
org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.product.params.CDXRefDataParams>();
public static
org.drip.analytics.support.CaseInsensitiveTreeMap<java.util.Map<org.drip.analytics.date.JulianDate,
java.lang.Integer>> _mmCDXRDBFirstCouponSeries = new
org.drip.analytics.support.CaseInsensitiveTreeMap<java.util.Map<org.drip.analytics.date.JulianDate,
java.lang.Integer>>();
public static org.drip.analytics.support.CaseInsensitiveTreeMap<java.util.Map<java.lang.Integer,
org.drip.analytics.date.JulianDate>> _mmCDXRDBSeriesFirstCoupon = new
org.drip.analytics.support.CaseInsensitiveTreeMap<java.util.Map<java.lang.Integer,
org.drip.analytics.date.JulianDate>>();
private static final boolean UpdateCDXRefDataMap (
final java.lang.String strCDXName,
final org.drip.product.params.CDXRefDataParams cdxrd)
{
if (null == cdxrd) {
System.out.println ("No CDX ref data for " + strCDXName);
return false;
}
_mapCDXRefData.put (strCDXName, cdxrd);
java.util.Map<org.drip.analytics.date.JulianDate, java.lang.Integer> mapFirstCouponSeries =
_mmCDXRDBFirstCouponSeries.get (cdxrd._strIndexClass + "." + cdxrd._strIndexGroupName);
if (null == mapFirstCouponSeries)
mapFirstCouponSeries = new java.util.TreeMap<org.drip.analytics.date.JulianDate, java.lang.Integer>();
mapFirstCouponSeries.put (cdxrd._dtMaturity.subtractTenor (cdxrd._iIndexLifeSpan + "Y"),
cdxrd._iIndexSeries);
_mmCDXRDBFirstCouponSeries.put (cdxrd._strIndexClass + "." + cdxrd._strIndexGroupName,
mapFirstCouponSeries);
java.util.Map<java.lang.Integer, org.drip.analytics.date.JulianDate> mapSeriesFirstCoupon =
_mmCDXRDBSeriesFirstCoupon.get (cdxrd._strIndexClass + "." + cdxrd._strIndexGroupName);
if (null == mapSeriesFirstCoupon)
mapSeriesFirstCoupon = new java.util.TreeMap<java.lang.Integer, org.drip.analytics.date.JulianDate>();
mapSeriesFirstCoupon.put (cdxrd._iIndexSeries, cdxrd._dtMaturity.subtractTenor (cdxrd._iIndexLifeSpan
+ "Y"));
_mmCDXRDBSeriesFirstCoupon.put (cdxrd._strIndexClass + "." + cdxrd._strIndexGroupName,
mapSeriesFirstCoupon);
return true;
}
private static final boolean InitCDXRefDataSet1()
{
UpdateCDXRefDataMap ("DJCDX.NA HY 3TR4DEC2009.5Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("211271", "4664353",
"DJCDX-NAHY3TR4DEC2009 - 0507", "JPMC HYDI BB MAY 07 SWP",
"HYDI_BB_MAY_07_SWP", 2452410, 2454236, 0.026500000000000003, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65EWAB2", "DJCDX", 1, "NA HY 3TR4DEC2009", null, "HY", 1, 5,
null, 0.95652, 44, 0, "NYC", false, false, false, null, "Hydi"));
UpdateCDXRefDataMap ("TRACXNA.100.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("220733", "5252636",
"TRACXNA-100S2V1 - 0309", "Dow Jones TRAC-X NA SERIES 2 March 2009",
"TRACX_NA_IG_S2_05Y_3/09_SWP", 2452916, 2454911, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65EUAB6", "TRACXNA", 2, "100", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "Trac-X"));
UpdateCDXRefDataMap ("TRACXNA.HIBE.5Y.2.0",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("220735", "5252962",
"TRACXNA-HIBES2V1 - 0309", "Dow Jones TRAC-X NA SERIES 2 HIGH BETA March 2009",
"TRACX_NA_IG_S2_HB_05Y_3/09_SWP", 2452916, 2454911, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65EWAB2", "TRACXNA", 2, "HIBE", null, "IG", 0, 5,
null, 1, 40, 0, "NYC", false, false, true, null, "Trac-X"));
UpdateCDXRefDataMap ("TRACXNA.100.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("220828", "5275164",
"TRACXNA-100S2V1 - 0314", "Dow Jones TRAC-X NA SERIES 2 March 2014",
"TRACX_NA_IG_S2_10Y_3/14_SWP", 2452916, 2456737, 0.01, "USD",
"ACT/360", false, 0.3, 4, "2I65EUAB6", "TRACXNA", 2, "100", null, "IG", 1, 10,
null, 1, 99, 0, "NYC", false, false, true, null, "Trac-X"));
UpdateCDXRefDataMap ("TRACXNA.TMT.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("220941", "5287863",
"TRACXNA-TMTS2V1 - 0309", "Dow Jones TRAC-X NA SERIES 2 TMT March 2009",
"TRAC-X NORTH AMERICA SERIES 2 TMT 03/09 FLOAT", 2452916, 2454913, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65EYAB8", "TRACXNA", 2, "TMT", "TMT", "IG", 1, 5,
null, 1, 27, 0, "NYC", false, false, true, "ITRXET52", "TMT"));
UpdateCDXRefDataMap ("TRACXNA.TMT.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("220942", "5287871",
"TRACXNA-TMTS2V1 - 0314", "TRAC-X NORTH AMERICA SERIES 2 TMT FLOAT 10 YEAR",
"TRAC-X North America Series 2 TMT 03/14 Float", 2452916, 2456737, 0.01, "USD",
"ACT/360", false, 0.5, 4, "2I65EYAB8", "TRACXNA", 2, "TMT", "TMT", "IG", 1, 10,
null, 1, 27, 0, "NYC", false, false, true, "ITRXET02", "TMT"));
UpdateCDXRefDataMap ("TRACXNA.FIN.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("221216", "5298237",
"TRACXNA-FINS2V1 - 0309", "Dow Jones TRAC-X NA SERIES 2 FINANCIAL March 2009",
"TRAC-X NA SERIES 2 FINL SECTOR 5 YR", 2452950, 2454913, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65EZAB5", "TRACXNA", 2, "FIN", null, "IG", 1, 5,
null, 0.999999, 9, 0, "NYC", false, false, true, null, "Trac-X"));
UpdateCDXRefDataMap ("TRACXNA.HIBE.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("221255", "5301777",
"TRACXNA-HIBES2V1 - 0314", "Dow Jones TRAC-X NA SERIES 2 High Beta March 2014",
"TRACX_NA_IG_S2_HB_10Y_3/14_SWP", 2452916, 2456737, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65EWAB2", "TRACXNA", 2, "HIBE", null, "IG", 1, 10,
null, 1, 40, 0, "NYC", false, false, true, null, "Trac-X"));
UpdateCDXRefDataMap ("DJCDX.NA IG.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223176", "5455022",
"DJCDX-NAIGS2V1 - 0909", "Dow Jones CDX.NA.IG.2 SEP 2009",
"DJCDX_NA_IG_S2_05Y_9/09", 2453088, 2455095, 0.006, "USD",
"ACT/360", false, 0.3, 4, "2I65BYAA3", "DJCDX", 2, "NA IG", null, "IG", 1, 5,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223177", "5455200",
"DJCDX-NAIGHVOLS2V1 - 0909", "Dow Jones CDX.NA.IG HVOL.2",
"DJCDX_NA_IG_S2_HVOL_05Y_9/09", 2453088, 2455095, 0.0115, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AA1", "DJCDX", 2, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223178", "5455219",
"DJCDX-NAIGS2V1 - 0914", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_10Y_9/14", 2453088, 2456921, 0.008, "USD",
"ACT/360", false, 0.3, 4, "2I65BYAA3", "DJCDX", 2, "NA IG", null, "IG", 1, 10,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223179", "5455227",
"DJCDX-NAIGHVOLS2V1 - 0914", "Dow Jones CDX.NA.IG HVOL.2",
"DJCDX_NA_IG_S2_HVOL_10Y_9/14", 2453088, 2456921, 0.013000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AA1", "DJCDX", 2, "NA IG HVOL", null, "HV", 1, 10,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJTRAC.XNA HY.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223200", "5458102",
"DJTRAC-XNAHYS2V1 - 0307", "DOW JONES TRAC-X NA HIGH YIELD SERIES 2 MARCH 2007",
"TRACX_NA_HY_S2_100_SWP_6/07", 2452978, 2454180, 0.035, "USD",
"ACT/360", false, 0.3, 4, "2I65EUAB6", "DJTRAC", 2, "XNA HY", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "Trac-X"));
UpdateCDXRefDataMap ("TRACXNA. HY HB.3Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223203", "5458153",
"TRACXNA-HYHB-S2V1 - 0307", "DOW JONES TRAC-X NA HIGH YIELD SERIES 2 HIGH BETA MARCH 2007",
"TRACX_NA_HY_S2_HB_SWP_6/07", 2452978, 2454180, 0.061500000000000006, "USD",
"ACT/360", false, 0.3, 4, "2I65EWAB2", "TRACXNA", 2, "HY HB", null, "HY", 1, 3,
null, 1, 33, 0, "NYC", false, false, false, null, "Trac-X"));
UpdateCDXRefDataMap ("DJCDX.NA IG.5Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223403", "5455766",
"DJCDX-NAIGS1V1 - 0309", "Dow Jones CDX.NA.IG Mar 2009",
"DJCDX_NA_IG_S1_05Y_3/09", 2452934, 2454911, 0.006, "USD",
"ACT/360", false, 0.3, 4, "2I65BYAC9", "DJCDX", 1, "NA IG", null, "IG", 1, 5,
null, 0.996, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.5Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223404", "5455758",
"DJCDX-NAIGHVOLS1V1 - 0309", "Dow Jones CDX.NA.IG HVOL.1",
"DJCDX_NA_IG_S1_HIVOL_05Y_3/09", 2452934, 2454911, 0.0125, "USD",
"ACT/360", false, 0.3, 4, "2I65B3AC7", "DJCDX", 1, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG CONS.5Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223405", "5455723",
"DJCDX-NAIGCONSS1V1 - 0309", "Dow Jones CDX.NA.IG CONS",
"DJCDX_NA_IG_S1_CONS_05Y_3/09", 2452934, 2454911, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65B0AC3", "DJCDX", 1, "NA IG CONS", null, "IG", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG ENRG.5Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223406", "5455707",
"DJCDX-NAIGENRGS1V1 - 0309", "Dow Jones CDX.NA.IG ENRG",
"DJCDX_NA_IG_S1_ENRG_05Y_3/09", 2452934, 2454911, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65B1AC1", "DJCDX", 1, "NA IG ENRG", null, "IG", 1, 5,
null, 1, 15, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG FIN.5Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223407", "5455715",
"DJCDX-NAIGFINS1V1 - 0309", "Dow Jones CDX.NA.IG FIN",
"DJCDX_NA_IG_S1_FIN_05Y_3/09", 2452934, 2454911, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65B2AC9", "DJCDX", 1, "NA IG FIN", null, "IG", 1, 5,
null, 1, 23, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG INDU.5Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223408", "5455685",
"DJCDX-NAIGINDUS1V1 - 0309", "Dow Jones CDX.NA.IG INDU",
"DJCDX_NA_IG_S1_INDU_05Y_3/09", 2452934, 2454911, 0.006, "USD",
"ACT/360", false, 0.3, 4, "2I65B4AC5", "DJCDX", 1, "NA IG INDU", null, "IG", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG TMT.5Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223409", "5455677",
"DJCDX-NAIGTMTS1V1 - 0309", "Dow Jones CDX.NA.IG TMT",
"DJCDX_NA_IG_S1_TMT_05Y_3/09", 2452934, 2454913, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65DJAC0", "DJCDX", 1, "NA IG TMT", null, "IG", 1, 5,
null, 1, 27, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.10Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223410", "5455669",
"DJCDX-NAIGS1V1 - 0314", "Dow Jones CDX.NA.IG",
"DJCDX_NA_IG_S1_10Y_3/14", 2452934, 2456737, 0.007, "USD",
"ACT/360", false, 0.3, 4, "2I65BYAC9", "DJCDX", 1, "NA IG", null, "IG", 1, 10,
null, 0.996, 124, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.NCYC.5Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223614", "5487668",
"ITRAXX-NCYCS1V1 - 0914", "iTraxx Europe Consumer Non-Cyclical Series 1 Version 1",
"DOW JONES ITRAXX EUROPE CONSUMER NON-CYCLICAL SERIES 1 VERSION 1 EUR SEN MMR I03 CDS", 2453179, 2456921, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I666YAA7", "ITRAXX", 1, "NCYC", null, "IG", 1, 5,
null, 1, 16, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.NCYC.5Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223614", "5487668",
"ITRAXX-NCYCS1V1 - 0914", "iTraxx Europe Consumer Non-Cyclical Series 1 Version 1",
"DOW JONES ITRAXX EUROPE CONSUMER NON-CYCLICAL SERIES 1 VERSION 1 EUR SEN MMR I03 CDS", 2453179, 2456921, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I666YAA7", "ITRAXX", 1, "NCYC", null, "IG", 1, 5,
null, 1, 16, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.IND.5Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223615", "5487676",
"ITRAXX-INDS1V1 - 0914", "iTraxx Europe Industrials Series 1 Version 1",
"DOW JONES ITRAXX EUROPE INDUSTRIALS SERIES 1 VERSION 1 EUR SEN MMR I03 CDS", 2453179, 2456921, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I667HAA3", "ITRAXX", 1, "IND", null, "IG", 1, 5,
null, 1, 20, 0, "LON", false, false, true, "ITRXEI51", "i-Traxx-European"));
UpdateCDXRefDataMap ("DJCDX.NA IG.2Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223835", "5539668",
"DJCDX-NAIGS2V1 - 0906", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_02Y_9/06", 2453088, 2453999, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAA3", "DJCDX", 2, "NA IG", null, "IG", 1, 2,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.3Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223836", "5539676",
"DJCDX-NAIGS2V1 - 0907", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_03Y_9/07", 2453088, 2454364, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAA3", "DJCDX", 2, "NA IG", null, "IG", 1, 3,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.7Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223837", "5539684",
"DJCDX-NAIGS2V1 - 0911", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_07Y_9/11", 2453088, 2455825, 0.006, "USD",
"ACT/360", false, 0.3, 4, "2I65BYAA3", "DJCDX", 2, "NA IG", null, "IG", 1, 7,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V9TST.5Y.3.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223950", "5581265",
"DJCDX-NAHYS3V9-TST - 1209", "DOW JONES CDX NA HY 3 TRUST 1 DECEMBER 2009",
"DJ CDX.NA.HY.3 T1 Fixed", 2453196, 2455186, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCH1-TST", "DJCDX", 3, "NA HY V9TST", null, "HY", 9, 5,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY BBV2TST.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223969", "5581273",
"DJCDX-NAHYBBS3V2-TST - 1209", "DOW JONES CDX NA HY 3 TRUST 2 DECEMBER 2009",
"DJCDX_NA_HY_S3_BB__FXD", 2453196, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.3, 4, "2I65BVAI2 FXD", "DJCDX", 3, "NA HY BBV2TST", null, "HY", 2, 5,
null, 0.9535, 42, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY B.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223976", "5581281",
"DJCDX-NAHYBS3V1 - 1209", "DOW JONES CDX NA HY 3 TRUST 3 DECEMBER 2009",
"DJ CDX.NA.HY.3 T3 Fixed", 2453196, 2455186, 0.04, "USD",
"ACT/360", false, 0.3, 4, "2I65BSAB4", "DJCDX", 3, "NA HY B", null, "HY", 1, 5,
null, 1, 44, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY BV6 TST.5Y.3.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223983", "5581311",
"DJCDX-NAHYBS3V6 TST - 1209", "DOW JONES CDX NA HY 3 TRUST 4 DECEMBER 2009",
"DJ CDX.NA.HY.3 T4 Fixed", 2453196, 2455186, 0.0625, "USD",
"ACT/360", false, 0.3, 4, "2I65BSCJ5-TST", "DJCDX", 3, "NA HY BV6 TST", null, "HY", 6, 5,
null, 0.8863500000000001, 44, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.2Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223996", "5582156",
"DJCDX-NAIGHVOL2 - 0906", "Dow Jones CDX.NA.IG HVOL.2",
"DJCDX_NA_IG_S2_HVOL_02Y_9/06", 2453088, 2453999, 0.0115, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AA1", "DJCDX", 2, "NA IG HVOL", null, "HV", 1, 2,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.3Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("223997", "5582164",
"DJCDX-NAIGHVOL2V1 - 0907", "Dow Jones CDX.NA.IG.HVOL.2",
"DJCDX_NA_IG_S2_HVOL_03Y_9/07", 2453088, 2454364, 0.0115, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AA1", "DJCDX", 2, "NA IG HVOL", null, "HV", 1, 3,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.CORP.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("224356", "5662761",
"ITRAXX-CORPS2V1 - 0310", "iTraxx Europe Corporate Series 2 Version 1",
"DOW JONES ITRAXX EUR CORP SER 2 1 EUR SEN MMR I03 CDS", 2453269, 2455276, 0.0045000000000000005, "EUR",
"ACT/360", false, 0.5, 4, "2I667MAB0", "ITRAXX", 2, "CORP", "COR", "IG", 1, 5,
null, 1, 53, 0, "LON", false, false, true, null, "COR"));
UpdateCDXRefDataMap ("DJCDX.EM.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("224420", "5673372",
"DJCDX-EMS2V1 - 1209", "Dow Jones CDX.EM.2",
"DJ CDX EM 2 12/09", 2453270, 2455186, 0.026000000000000002, "USD",
"ACT/360", false, 0.25, 4, "2I65BZAB8", "DJCDX", 2, "EM", null, "EM", 1, 5,
null, 1, 14, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("224421", "5673917",
"DJCDX-NAIGS3V1 - 0310", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_05Y_3/10", 2453270, 2455276, 0.005, "USD",
"ACT/360", false, 0.3, 4, "2I65BYAB1", "DJCDX", 3, "NA IG", null, "IG", 1, 5,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.10Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("224422", "5673925",
"DJCDX-NAIGS3V1 - 0315", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_10Y_3/15", 2453270, 2457102, 0.007, "USD",
"ACT/360", false, 0.3, 4, "2I65BYAB1", "DJCDX", 3, "NA IG", null, "IG", 1, 10,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("224423", "5673933",
"DJCDX-NAIGHVOLS3V1 - 0310", "Dow Jones CDX.NA.IG.HVOL.3",
"DJCDX_NA_IG_S3_HVOL_05Y_3/10", 2453270, 2455276, 0.0105, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AB9", "DJCDX", 3, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.10Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("224424", "5673976",
"DJCDX-NAIGHVOLS3V1 - 0315", "Dow Jones CDX.NA.IG.HVOL.3",
"DJCDX_NA_IG_S3_HVOL_10Y_3/15", 2453270, 2457102, 0.0125, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AB9", "DJCDX", 3, "NA IG HVOL", null, "HV", 1, 10,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.3Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("224441", "5675901",
"DJCDX-NAIGS3V1 - 0308", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_03Y_3/08", 2453270, 2454546, 0.0035, "USD",
"ACT/360", false, 0.3, 4, "2I65BYAB1", "DJCDX", 3, "NA IG", null, "IG", 1, 3,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.2Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("224444", "5675898",
"DJCDX-NAIGS3V1 - 0307", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_02Y_3/07", 2453270, 2454180, 0.0025, "USD",
"ACT/360", false, 0.3, 4, "2I65BYAB1", "DJCDX", 3, "NA IG", null, "IG", 1, 2,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.7Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("224446", "5675936",
"DJCDX-NAIGS3V1 - 0312", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_07Y_3/12", 2453270, 2456007, 0.006, "USD",
"ACT/360", false, 0.3, 4, "2I65BYAB1", "DJCDX", 3, "NA IG", null, "IG", 1, 7,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.ASIAREST.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("224456", "5678218",
"ITRAXX-ASIARESTS2V1 - 0310", "iTraxx Rest of Asia Series Number 2 Version 1",
"DJ ITRAXX REST OF ASIA SERIES 2 USD SEN RES I99CMS CDS", 2453269, 2455276, 0.007500000000000001, "USD",
"ACT/360", false, 0.3, 4, "2I668GAB2", "ITRAXX", 2, "ASIAREST", null, "IG", 1, 5,
null, 1, 13, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.7Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("224477", "5681073",
"DJCDX-NAIGHVOLS3V1 - 0312", "Dow Jones CDX.NA.IG.HVOL.3",
"DJCDX_NA_IG_S3_HVOL_07Y_3/12", 2453270, 2456007, 0.0115, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AB9", "DJCDX", 3, "NA IG HVOL", null, "HV", 1, 7,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG V1 ALLPTS.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225382", "5885531",
"DJCDX-NAIGS3V1 ALLPTS - 0310", "Dow Jones CDX.NA.IG.3.ALLPTS",
"DJCDX_NA_IG_S3_ALLPTS", 2453270, 2455276, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAB1 ALLPTS", "DJCDX", 3, "NA IG V1 ALLPTS", null, "IG", 1, 5,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.2Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225412", "5890705",
"DJCDX-NAIGS4V1 - 0607", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_02Y_6/07", 2453451, 2454272, 0.0015, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAD7", "DJCDX", 4, "NA IG", null, "IG", 1, 2,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.3Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225413", "5890721",
"DJCDX-NAIGS4V1 - 0608", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_03Y_6/08", 2453451, 2454638, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAD7", "DJCDX", 4, "NA IG", null, "IG", 1, 3,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225415", "5890233",
"DJCDX-NAIGS4V1 - 0610", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_05Y_6/10", 2453451, 2455368, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAD7", "DJCDX", 4, "NA IG", null, "IG", 1, 5,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.7Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225416", "5890764",
"DJCDX-NAIGS4V1 - 0612", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_07Y_6/12", 2453451, 2456099, 0.0055000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAD7", "DJCDX", 4, "NA IG", null, "IG", 1, 7,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.10Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225417", "5890772",
"DJCDX-NAIGS4V1 - 0615", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_10Y_6/15", 2453451, 2457194, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAD7", "DJCDX", 4, "NA IG", null, "IG", 1, 10,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225422", "5890306",
"DJCDX-NAIGHVOLS4V1 - 0610", "DOW JONES CDX.NA.IG.HVOL.4",
"DJCDX_NA_IG_S4_HVOL_05Y_6/10", 2453451, 2455368, 0.009000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AD5", "DJCDX", 4, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.10Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225424", "5890861",
"DJCDX-NAIGHVOLS4V1 - 0615", "Dow Jones CDX.NA.IG.HVOL.4",
"DJCDX_NA_IG_S4_HVOL_10Y_6/15", 2453451, 2457194, 0.0115, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AD5", "DJCDX", 4, "NA IG HVOL", null, "HV", 1, 10,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.EM.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225427", "5890217",
"DJCDX-EMS3V1 - 0610", "Dow Jones CDX.EM.3",
"DOW JONES CDX EM 3", 2453451, 2455368, 0.021, "USD",
"ACT/360", true, 0.25, 2, "2I65BZAC6", "DJCDX", 3, "EM", null, "EM", 1, 5,
null, 1, 14, 0, "LON", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG CONS.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225430", "5890268",
"DJCDX-NAIGCONSS4V1 - 0610", "Dow Jones CDX.NA.IG.CONS.4",
"DOW JONES CDX NA IG CONS 4 06/10", 2453451, 2455368, 0.004, "USD",
"ACT/360", false, 0.5, 4, "2I65B0AD1", "DJCDX", 4, "NA IG CONS", null, "IG", 1, 5,
null, 1, 34, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG ENRG.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225432", "5890276",
"DJCDX-NAIGENRGS4V1 - 0610", "Dow Jones CDX.NA.IG.ENRG.4",
"DJCDX_NA_IG_S4_ENRG_05Y_6/10", 2453451, 2455368, 0.004, "USD",
"ACT/360", false, 0.5, 4, "2I65B1AD9", "DJCDX", 4, "NA IG ENRG", null, "IG", 1, 5,
null, 1, 15, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG FIN.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225433", "5890292",
"DJCDX-NAIGFINS4V1 - 0610", "Dow Jones CDX.NA.IG.FIN.4",
"DJCDX_NA_IG_S4_FIN_05Y_6/10", 2453451, 2455368, 0.004, "USD",
"ACT/360", false, 0.5, 4, "2I65B2AD7", "DJCDX", 4, "NA IG FIN", null, "IG", 1, 5,
null, 1, 23, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG INDU.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225434", "5890314",
"DJCDX-NAIGINDUS4V1 - 0610", "Dow Jones CDX.NA.IG.INDU.4",
"DJCDX_NA_IG_S4_INDU_05Y_6/10", 2453451, 2455368, 0.004, "USD",
"ACT/360", false, 0.5, 4, "2I65B4AD3", "DJCDX", 4, "NA IG INDU", null, "IG", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG TMT.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225435", "5890322",
"DJCDX-NAIGTMTS4V1 - 0610", "Dow Jones CDX.NA.IG.TMT.4",
"DOW JONES CDX NA IG TMT 4 06/10", 2453451, 2455368, 0.004, "USD",
"ACT/360", false, 0.5, 4, "2I65DJAD8", "DJCDX", 4, "NA IG TMT", null, "IG", 1, 5,
null, 1, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.EM.10Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225453", "5895324",
"DJCDX-EMS3V1 - 0615", "Dow Jones CDX.EM.3",
"DOW JONES CDX EM 3 06 15", 2453451, 2457194, 0.026000000000000002, "USD",
"ACT/360", false, 0.25, 4, "2I65BZAC6", "DJCDX", 3, "EM", null, "EM", 1, 10,
null, 1, 14, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.EMDIV.5Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225542", "5910471",
"DJCDX-EMDIVS1V1 - 0610", "Dow Jones CDX.EM.DIVERSIFIED.1",
"DOW JONES CDX DIVER INDEX 06/20/10", 2453465, 2455368, 0.016, "USD",
"ACT/360", true, 0.25, 2, "2165EKAA7", "DJCDX", 1, "EMDIV", null, "EM", 1, 5,
null, 1, 40, 0, "LON", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY 4V9TST.5Y.4.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225586", "5926661",
"DJCDX-NAHY4V9-TST - 0610", "DOW JONES CDX NA HY 4 TST1 100 FIXED 6/10",
"DOW JONES CDX NA HY 4 TST1 100 FIXED 6/10", 2453475, 2455368, 0.036000000000000004, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCI9-TST", "DJCDX", 4, "NA HY 4V9TST", null, "HY", 9, 5,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BBV6 FXD 38/43.5Y.4.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225588", "5926688",
"CDX-NAHYBBS4V6 FXD 38/43 - 0610", "DOW JONES CDX.NA.HY.BB.4",
"CDX_NA_HY_S04_BB__FXD_38/43", 2453196, 2455368, 0.022500000000000003, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BVBQ3 FXD", "CDX", 4, "NA HY BBV6 FXD 38/43", null, "HY", 6, 5,
null, 0.88371, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDXNAHYBS4V5 FXD 36/40.CDXNA HY BV5 FXD 36/40.5Y.4.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225589", "5926696",
"CDXNAHYBS4V5 FXD 36/40 - 0610", "DOW JONES CDX NA HY 4 TST3 B FIXED 6/10",
"CDX_NA_HY_S04_B___FXD_36/40", 2453196, 2455368, 0.04, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BSCT3-FXD", "CDXNAHYBS4V5 FXD 36/40", 4, "CDXNA HY BV5 FXD 36/40", null, "HY", 5, 5,
null, 0.9, 40, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDXNA. HY NONBB.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225590", "5926726",
"CDXNA-HYNONBB-S4V2 - 0610", "DOW JONES CDX NAHY S4 NON-BB S",
"DJCDX_NA_HY_S4 NON-BB SWP", 2453475, 2455368, 0.021, "USD",
"ACT/360", false, 0.3, 4, "2I65BVAC5-NonBB", "CDXNA", 4, "HY NONBB", null, "HY", 2, 5,
null, 0.97675, 42, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225591", "5920566",
"DJCDX-NAHYS4V1 - 0610", "Dow Jones CDX.NA.HY.4",
"DJCDX_NA_HY_S4_100_SWP", 2453475, 2455368, 0.036000000000000004, "USD",
"ACT/360", false, 0.3, 4, "2I65BRAE0", "DJCDX", 4, "NA HY", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY BB.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225592", "5920574",
"DJCDX-NAHYBBS4V1 - 0610", "DOW JONES CDX.NA.HY.BB.4",
"DJCDX_NA_HY_S4_BB__SWP", 2453475, 2455368, 0.021, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BVAC5", "DJCDX", 4, "NA HY BB", null, "HY", 1, 5,
null, 1, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY B.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225594", "5920582",
"DJCDX-NAHYBS4V1 - 0610", "DOW JONES CDX.NA.HY.B.4",
"DJCDX_NA_HY_S4_B___SWP", 2453475, 2455368, 0.034, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BSAE8", "DJCDX", 4, "NA HY B", null, "HY", 1, 5,
null, 1, 40, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY HB.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("225596", "5920590",
"DJCDX-NAHYHBS4V1 - 0610", "DOW JONES CDX.NA.HY.HB.4",
"DJCDX_NA_HY_S4_HB__SWP", 2453475, 2455368, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWAB5", "DJCDX", 4, "NA HY HB", null, "HY", 1, 5,
null, 1, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("228883", "5975492",
"DJCDX-NAHYS3V3 - 1209", "Dow Jones CDX.NA.HY.3",
"DJCDX_NA_HY_S3_100_SWP_99/100", 2453196, 2455186, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAG5", "DJCDX", 3, "NA HY", null, "HY", 3, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY HB.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("228884", "5975522",
"DJCDX-NAHYHBS3V2 - 1209", "DOW JONES CDX NAHY S3HB S 29/30",
"DJCDX_NA_HY_S3_HB__SWP_29/30", 2453196, 2455186, 0.0625, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWAD1", "DJCDX", 3, "NA HY HB", null, "HY", 1, 5,
null, 0.9666, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY B.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("228885", "5975573",
"DJCDX-NAHYBS3V2 - 1209", "Dow Jones CDX.NA.HY.B.3",
"DJCDX_NA_HY_S3_B___SWP_43/44", 2453196, 2455186, 0.04, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BSAD0", "DJCDX", 3, "NA HY B", null, "HY", 2, 5,
null, 0.9772700000000001, 44, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("228893", "5975581",
"DJCDX-NAHYS4V2 - 0610", "DOW JONES CDX.NA.HY.4",
"DJCDX_NA_HY_S4_100_SWP_99/100", 2453475, 2455368, 0.036000000000000004, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAF7", "DJCDX", 4, "NA HY", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY HB.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("228895", "5975514",
"DJCDX-NAHYHBS4V2 - 0610", "Dow Jones CDX.NA.HY.HB.4",
"DJCDX_NA_HY_S4_HB__SWP_29/30", 2453475, 2455368, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWAC3", "DJCDX", 4, "NA HY HB", null, "HY", 2, 5,
null, 0.9666, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V15 FXD 87/100.5Y.3.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("228899", "5978637",
"CDX-NAHYS3V15 FXD 87/100 - 1209", "Dow Jones CDX.NA.HY.3",
"CDX_NA_HY_S03_100_FXD_87/100", 2453196, 2455186, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGT1 FXD", "CDX", 3, "NA HY V15 FXD 87/100", null, "HY", 15, 5,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HBV8 FXD 23/30.5Y.3.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("228900", "5978645",
"CDX-NAHYHBS3V8 FXD 23/30 - 1209", "Dow Jones CDX.NA.HY.HB.3",
"CDX_NA_HY_S03_HB__FXD_23/30", 2453196, 2455186, 0.0625, "USD",
"ACT/360", false, 0.3, 4, "2I65BWEA3 FXD", "CDX", 3, "NA HY HBV8 FXD 23/30", null, "HY", 8, 5,
null, 0.7665000000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDXNAHYBS3V8 FXD 37/44.CDXNA HY BV8 FXD 37/44.5Y.3.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("228901", "5978661",
"CDXNAHYBS3V8 FXD 37/44 - 1209", "Dow Jones CDX.NA.HY.B.3",
"CDX_NA_HY_S03_B___FXD_37/44", 2453196, 2455186, 0.04, "USD",
"ACT/360", false, 0.3, 4, "2I65BSEC8 FXD", "CDXNAHYBS3V8 FXD 37/44", 3, "CDXNA HY BV8 FXD 37/44", null, "HY", 8, 5,
null, 0.8409000000000001, 44, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V16 FXD 86/100.5Y.4.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("228909", "5978998",
"CDX-NAHYS4V16 FXD 86/100 - 0610", "Dow Jones CDX.NA.HY.4",
"CDX_NA_HY_S04_100_FXD_86/100", 2453475, 2455368, 0.036000000000000004, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRGU8 FXD", "CDX", 4, "NA HY V16 FXD 86/100", null, "HY", 16, 5,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("228994", "6000843",
"DJCDX-NAHYS2V2 - 0909", "Dow Jones CDX.NA.HY.2",
"DJIBOXX_NA_HY_S2_100_SWP_99/100", 2453088, 2455095, 0.043000000000000003, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAL4", "DJCDX", 2, "NA HY", null, "HY", 2, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet2()
{
UpdateCDXRefDataMap ("DJIBOXX.NA HY.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229323", "7025890",
"DJIBOXX-NA-HY-S2V2 - 0909", "Dow Jones IBOXX.NA.HY.2",
"DJIBOXX_NA_HY_S2_100_SWP_98/100", 2453088, 2455095, 0.043000000000000003, "USD",
"ACT/360", false, 0.35000000000000003, 4, "DJIBOXX-NA-HY-S2V2", "DJIBOXX", 2, "NA HY", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.EMDIV.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229340", "7034288",
"DJCDX-EMDIVS2V1 - 1210", "Dow Jones CDX.EM.DIVERSIFIED.2",
"DOW JONES CDX EM DIVER 2 5YR", 2453635, 2455551, 0.013000000000000001, "USD",
"ACT/360", true, 0.25, 2, "2165EKAB5", "DJCDX", 2, "EMDIV", null, "EM", 1, 5,
null, 1, 40, 0, "LON", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.EM.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229341", "7034237",
"DJCDX-EMS4V1 - 1210", "Dow Jones CDX.EM.4",
"DOW JONES CDX EM 4 5YR", 2453635, 2455551, 0.018000000000000002, "USD",
"ACT/360", true, 0.25, 2, "2I65BZAD4", "DJCDX", 4, "EM", null, "EM", 1, 5,
null, 1, 15, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.EM.10Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229342", "7034180",
"DJCDX-EMS4V1 - 1215", "Dow Jones CDX.EM.4",
"DOW JONES CDX EM 4 10YR", 2453635, 2457377, 0.0235, "USD",
"ACT/360", false, 0.25, 4, "2I65BZAD4", "DJCDX", 4, "EM", null, "EM", 1, 10,
null, 1, 15, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG CONS.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229343", "7034202",
"DJCDX-NAIGCONSS5V1 - 1210", "Dow Jones CDX.NA.IG.CONS.5",
"DJCDX_NA_IG_S5_CONS_12/10", 2453635, 2455551, 0.0055000000000000005, "USD",
"ACT/360", false, 0.5, 4, "2I65B0AE9", "DJCDX", 5, "NA IG CONS", null, "IG", 1, 5,
null, 1, 37, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG ENRG.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229344", "7034253",
"DJCDX-NAIGENRGS5V1 - 1210", "Dow Jones CDX.NA.IG.ENRG.5",
"DJCDX_NA_IG_S5_ENRG_12/10", 2453635, 2455551, 0.0035, "USD",
"ACT/360", false, 0.5, 4, "2I65B1AE7", "DJCDX", 5, "NA IG ENRG", null, "IG", 1, 5,
null, 1, 14, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG FIN.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229345", "7034296",
"DJCDX-NAIGFINS5V1 - 1210", "Dow Jones CDX.NA.IG.FIN.5",
"DJCDX_NA_IG_S5_FIN_12/10", 2453635, 2455551, 0.0035, "USD",
"ACT/360", false, 0.5, 4, "2I65B2AE5", "DJCDX", 5, "NA IG FIN", null, "IG", 1, 5,
null, 1, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG INDU.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229346", "7034342",
"DJCDX-NAIGINDUS5V1 - 1210", "Dow Jones CDX.NA.IG.INDU.5",
"DJCDX_NA_IG_S5_INDU_12/10", 2453635, 2455551, 0.005, "USD",
"ACT/360", false, 0.5, 4, "2I65B4AE1", "DJCDX", 5, "NA IG INDU", null, "IG", 1, 5,
null, 1, 28, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG TMT.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229347", "7034407",
"DJCDX-NAIGTMTS5V1 - 1210", "Dow Jones CDX.NA.IG.TMT.5",
"DJCDX_NA_IG_S5_TMT_12/10", 2453635, 2455551, 0.0045000000000000005, "USD",
"ACT/360", false, 0.5, 4, "2I65DJAE6", "DJCDX", 5, "NA IG TMT", null, "IG", 1, 5,
null, 1, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.1Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229348", "7034474",
"DJCDX-NAIGS5V1 - 1206", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_01Y_12/06", 2453635, 2454090, 0.001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAE5", "DJCDX", 5, "NA IG", null, "IG", 1, 1,
null, 1, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.3Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229350", "7034156",
"DJCDX-NAIGS5V1 - 1208", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_03Y_12/08", 2453635, 2454821, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAE5", "DJCDX", 5, "NA IG", null, "IG", 1, 3,
null, 1, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.4Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229351", "7034482",
"DJCDX-NAIGS5V1 - 1209", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_04Y_12/09", 2453635, 2455186, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAE5", "DJCDX", 5, "NA IG", null, "IG", 1, 4,
null, 1, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229352", "7034490",
"DJCDX-NAIGS5V1 - 1210", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_05Y_12/10", 2453635, 2455551, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAE5", "DJCDX", 5, "NA IG", null, "IG", 1, 5,
null, 1, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.7Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229353", "7034326",
"DJCDX-NAIGS5V1 - 1212", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_07Y_12/12", 2453635, 2456282, 0.0055000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAE5", "DJCDX", 5, "NA IG", null, "IG", 1, 7,
null, 1, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.10Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229354", "7034334",
"DJCDX-NAIGS5V1 - 1215", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_10Y_12/15", 2453635, 2457377, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAE5", "DJCDX", 5, "NA IG", null, "IG", 1, 10,
null, 1, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.1Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229355", "7034369",
"DJCDX-NAIGHVOLS5V1 - 1206", "Dow Jones CDX.NA.IG.HVOL.5",
"DJCDX_NA_IG_S5_HVOL_01Y_12/06", 2453635, 2454090, 0.0025, "USD",
"ACT/360", false, 0.5, 4, "2I65B3AE3", "DJCDX", 5, "NA IG HVOL", null, "HV", 1, 1,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.2Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229356", "7034385",
"DJCDX-NAIGHVOLS5V1 - 1207", "Dow Jones CDX.NA.IG.HVOL.5",
"DJCDX_NA_IG_S5_HVOL_02Y_12/07", 2453635, 2454455, 0.004, "USD",
"ACT/360", false, 0.5, 4, "2I65B3AE3", "DJCDX", 5, "NA IG HVOL", null, "HV", 1, 2,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.3Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229357", "7034059",
"DJCDX-NAIGHVOLS5V1 - 1208", "Dow Jones CDX.NA.IG.HVOL.5",
"DJCDX_NA_IG_S5_HVOL_03Y_12/08", 2453635, 2454821, 0.0055000000000000005, "USD",
"ACT/360", false, 0.5, 4, "2I65B3AE3", "DJCDX", 5, "NA IG HVOL", null, "HV", 1, 3,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.4Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229358", "7034210",
"DJCDX-IGHVS5V1 - 1209", "Dow Jones CDX.NA.IG.HVOL.5",
"DJCDX_NA_IG_S5_HVOL_04Y_12/09", 2453635, 2455186, 0.006, "USD",
"ACT/360", false, 0.5, 4, "2I65B3AE3", "DJCDX", 5, "NA IG HVOL", null, "HV", 1, 4,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229359", "7034512",
"DJCDX-NAIGHVOLS5V1 - 1210", "Dow Jones CDX.NA.IG.HVOL.5",
"DJCDX_NA_IG_S5_HVOL_05Y_12/10", 2453635, 2455551, 0.0085, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AE3", "DJCDX", 5, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.7Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229360", "7034555",
"DJCDX-NAIGHVOLS5V1 - 1212", "Dow Jones CDX.NA.IG.HVOL.5",
"DJCDX_NA_IG_S5_HVOL_07Y_12/12", 2453635, 2456282, 0.0105, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AE3", "DJCDX", 5, "NA IG HVOL", null, "HV", 1, 7,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.10Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229361", "7034091",
"DJCDX-NAIGHVOLS5V1 - 1215", "Dow Jones CDX.NA.IG.HVOL.5",
"DJCDX_NA_IG_S5_HVOL_10Y_12/15", 2453635, 2457377, 0.012, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AE3", "DJCDX", 5, "NA IG HVOL", null, "HV", 1, 10,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229362", "7033761",
"DJCDX-NAHYS5V1 - 1210", "Dow Jones CDX.NA.HY.5",
"DJCDX_NA_HY_S5_100_SWP", 2453651, 2455551, 0.0395, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAH3", "DJCDX", 5, "NA HY", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V18 FXD 85/100.5Y.5.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229363", "7033788",
"CDX-NAHYS5V18 FXD 85/100 - 1210", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_FXD_85/100", 2453651, 2455566, 0.0395, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRGZ7 FXD", "CDX", 5, "NA HY V18 FXD 85/100", null, "HY", 18, 5,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY BB.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229364", "7033796",
"DJCDX-NAHYBBS5V1 - 1210", "Dow Jones CDX.NA.HY.BB.5",
"DJCDX_NA_HY_S5_BB_SWP", 2453651, 2455551, 0.025, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BVAE1", "DJCDX", 5, "NA HY BB", null, "HY", 1, 5,
null, 1, 41, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BBV6 FXD 36/41.5Y.5.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229365", "7033818",
"CDX-NAHYBBS5V6 FXD 36/41 - 1210", "Dow Jones CDX.NA.HY.BB.5",
"CDX_NA_HY_S05_BB__FXD_36/41", 2453651, 2455566, 0.025, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BVBS9 FXD", "CDX", 5, "NA HY BBV6 FXD 36/41", null, "HY", 6, 5,
null, 0.87804, 41, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY B.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229366", "7033826",
"DJCDX-NAHYBS5V1 - 1210", "Dow Jones CDX.NA.HY.B.5",
"DJCDX_NA_HY_S5_B_SWP", 2453651, 2455551, 0.034, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BSAH1", "DJCDX", 5, "NA HY B", null, "HY", 1, 5,
null, 1, 42, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BV6 FXD 37/42.5Y.5.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229367", "7033834",
"CDX-NAHYBS5V6 FXD 37/42 - 1210", "Dow Jones CDX.NA.HY.5 B",
"CDX_NA_HY_S05_B___FXD_37/42", 2453651, 2455566, 0.034, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BSDT2 FXD", "CDX", 5, "NA HY BV6 FXD 37/42", null, "HY", 6, 5,
null, 0.881, 42, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY HB.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229368", "7033842",
"DJCDX-NAHYHBS5V1 - 1210", "Dow Jones CDX.NA.HY.HB.5",
"DJCDX_NA_HY_S5_HB_SWP", 2453651, 2455551, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWAE9", "DJCDX", 5, "NA HY HB", null, "HY", 1, 5,
null, 1, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HBV14 FXD 19/30.5Y.5.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229369", "7033850",
"CDX-NAHYHBS5V14 FXD 19/30 - 1210", "Dow Jones CDX.NA.HY.HB.5",
"CDX_NA_HY_S05_HB__FXD_19/30", 2453651, 2455551, 0.0395, "USD",
"ACT/360", false, 0.5, 4, "2I65BWEK1 FXD", "CDX", 5, "NA HY HBV14 FXD 19/30", null, "HY", 14, 5,
null, 0.6332, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG V1 ALLPTS.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229371", "7036663",
"DJCDX-NAIGS5V1 ALLPTS - 1210", "DOW JONES CDX NA IG S5 - ALLPTS",
"DJCDX_NA_IG_S5_ALLPTS", 2453635, 2455551, 0.001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAE5 ALLPTS", "DJCDX", 5, "NA IG V1 ALLPTS", null, "IG", 1, 5,
null, 1, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NAXO.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229372", "7036647",
"DJCDX-NAXOS5V1 - 1210", "Dow Jones CDX.NA.XO.5",
"DJCDX_NA_XO_S5_05Y_12/10", 2453635, 2455551, 0.02, "USD",
"ACT/360", false, 0.4, 4, "1D764IAA5", "DJCDX", 5, "NAXO", null, "XO", 1, 5,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NAXOHVOL.3Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229380", "7038194",
"DJCDX-NAXOHVOLS5V1 - 1208", "Dow Jones CDX.NA.XO.HVOL.5",
"DJCDX_NA_XO_S5_HVOL", 2453635, 2454821, 0.02, "USD",
"ACT/360", false, 0.5, 4, "1D764IAB3-HV", "DJCDX", 5, "NAXOHVOL", null, "XO", 1, 3,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NAXO.3Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229388", "7044402",
"DJCDX-NAXOS5V1 - 1208", "Dow Jones CDX.NA.XO.5",
"DJ_CDX_NA_XO_S5_03YR_12/08", 2453635, 2454821, 0.02, "USD",
"ACT/360", false, 0.5, 4, "1D764IAA5", "DJCDX", 5, "NAXO", null, "XO", 1, 3,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NAXO.7Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229389", "7044429",
"DJCDX-NAXOS5V1 - 1212", "Dow Jones CDX.NA.XO.5",
"DJ_CDX_NA_XO_S5_07YR_12/12", 2453635, 2456282, 0.02, "USD",
"ACT/360", false, 0.5, 4, "1D764IAA5", "DJCDX", 5, "NAXO", null, "XO", 1, 7,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NAXO.10Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229390", "7044445",
"DJCDX-NAXOS5V1 - 1215", "Dow Jones CDX.NA.XO.5",
"DJ_CDX_NA_XO_S5_10YR_12/15", 2453635, 2457377, 0.024, "USD",
"ACT/360", false, 0.5, 4, "1D764IAA5", "DJCDX", 5, "NAXO", null, "XO", 1, 10,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229412", "7051166",
"DJCDX-NAIGS2V2 - 0909", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_05Y_9/09_124/125", 2453088, 2455095, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAG0", "DJCDX", 2, "NA IG", null, "IG", 2, 5,
null, 0.9920000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229413", "7050887",
"DJCDX-NAIGHVOLS2V2 - 0909", "Dow Jones CDX.NA.IG HVOL.2",
"DJCDX_NA_IG_S2_HVOL_05Y_9/09_29/30", 2453088, 2455095, 0.0115, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AG8", "DJCDX", 2, "NA IG HVOL", null, "HV", 2, 5,
null, 0.9667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.10Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229414", "7050895",
"DJCDX-NAIGS2V2 - 0914", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_10Y_9/14_124/125", 2453088, 2456921, 0.008, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAG0", "DJCDX", 2, "NA IG", null, "IG", 2, 10,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.10Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229415", "7050917",
"DJCDX-NAIGHVOLS2V2 - 0914", "Dow Jones CDX.NA.IG HVOL.2",
"DJCDX_NA_IG_S2_HVOL_10Y_9/14_29/30", 2453088, 2456921, 0.013000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AG8", "DJCDX", 2, "NA IG HVOL", null, "HV", 2, 10,
null, 0.9667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.10Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229416", "7050925",
"DJCDX-NAIGS1V2 - 0314", "Dow Jones CDX.NA.IG",
"DJCDX_NA_IG_S1_10Y_3/14_124/125", 2452934, 2456737, 0.007, "USD",
"ACT/360", false, 0.5, 4, "2I65BYAH8", "DJCDX", 1, "NA IG", null, "IG", 2, 10,
null, 0.9920000000000001, 124, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG INDU.5Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229417", "7050933",
"DJCDX-NAIGINDUS1V2 - 0309", "Dow Jones CDX.NA.IG INDU",
"DJCDX_NA_IG_S1_INDU_05Y_3/09_29/30", 2452934, 2454911, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65B4AH4", "DJCDX", 1, "NA IG INDU", null, "IG", 2, 5,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.2Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229418", "7050992",
"DJCDX-NAIGS2V2 - 0906", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_02Y_9/06_124/125", 2453088, 2453999, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAG0", "DJCDX", 2, "NA IG", null, "IG", 2, 2,
null, 0.9920000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.3Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229419", "7051034",
"DJCDX-NAIGS2V2 - 0907", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_03Y_9/07_124/125", 2453088, 2454364, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAG0", "DJCDX", 2, "NA IG", null, "IG", 2, 3,
null, 0.9920000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.7Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229420", "7051069",
"DJCDX-NAIGS2V2 - 0911", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_07Y_9/11_124/125", 2453088, 2455825, 0.006, "USD",
"ACT/360", false, 0.5, 4, "2I65BYAG0", "DJCDX", 2, "NA IG", null, "IG", 2, 7,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL2.2Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229421", "7051085",
"DJCDX-NAIGHVOL2V2 - 0906", "Dow Jones CDX.NA.IG HVOL.2",
"DJCDX_NA_IG_S2_HVOL_02Y_9/06_29/30", 2453088, 2453999, 0.0115, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AG8", "DJCDX", 2, "NA IG HVOL2", null, "HV", 2, 2,
null, 0.9667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL2.3Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229422", "7051093",
"DJCDX-NAIGHVOL2V2 - 0907", "Dow Jones CDX.NA.IG.HVOL.2",
"DJCDX_NA_IG_S2_HVOL_03Y_9/07_29/30", 2453088, 2454364, 0.0115, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AG8", "DJCDX", 2, "NA IG HVOL2", null, "HV", 2, 3,
null, 0.9667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.7Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229423", "7051107",
"DJCDX-NAIGHVOLS2V2 - 0911", "Dow Jones CDX.NA.IG.HVOL.2",
"DJCDX_NA_IG_S2_HVOL_07Y_9/11_29/30", 2453088, 2455825, 0.0115, "USD",
"ACT/360", false, 0.5, 4, "2I65B3AG8", "DJCDX", 2, "NA IG HVOL", null, "HV", 2, 7,
null, 0.9667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.10Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229425", "7051123",
"DJCDX-NAIGS3V2 - 0315", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_10Y_3/15_124/125", 2453270, 2457102, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAF2", "DJCDX", 3, "NA IG", null, "IG", 2, 10,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229426", "7051131",
"DJCDX-NAIGHVOLS3V2 - 0310", "Dow Jones CDX.NA.IG.HVOL.3",
"DJCDX_NA_IG_S3_HVOL_05Y_3/10_29/30", 2453270, 2455278, 0.0105, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AF0", "DJCDX", 3, "NA IG HVOL", null, "HV", 2, 5,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.10Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229427", "7052278",
"DJCDX-NAIGHVOLS3V2 - 0315", "Dow Jones CDX.NA.IG.HVOL.3",
"DJCDX_NA_IG_S3_HVOL_10Y_3/15_29/30", 2453270, 2457102, 0.0125, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AF0", "DJCDX", 3, "NA IG HVOL", null, "HV", 2, 10,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.1Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229428", "7052286",
"DJCDX-NAIGS3V2 - 0306", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_01Y_3/06_124/125", 2453270, 2453815, 0.0015, "USD",
"ACT/360", false, 0.5, 4, "2I65BYAF2", "DJCDX", 3, "NA IG", null, "IG", 2, 1,
null, 0.9920000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.2Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229429", "7052294",
"DJCDX-NAIGS3V2 - 0307", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_02Y_3/07_124/125", 2453270, 2454180, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAF2", "DJCDX", 3, "NA IG", null, "IG", 2, 2,
null, 0.9920000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG 3.4Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229430", "7052308",
"DJCDX-NAIG3V2 - 0308", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_03Y_3/08_124/125", 2453270, 2454546, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAF2", "DJCDX", 3, "NA IG 3", null, "IG", 2, 4,
null, 0.9920000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.4Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229431", "7052316",
"DJCDX-NAIGS3V2 - 0309", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_04Y_3/09_124/125", 2453270, 2454911, 0.0045000000000000005, "USD",
"ACT/360", false, 0.5, 4, "2I65BYAF2", "DJCDX", 3, "NA IG", null, "IG", 2, 4,
null, 0.9920000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.7Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229432", "7052324",
"DJCDX-NAIGS3V2 - 0312", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_07Y_3/12_124/125", 2453270, 2456007, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAF2", "DJCDX", 3, "NA IG", null, "IG", 2, 7,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.1Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229433", "7052340",
"DJCDX-NAIGHVOL3V2 - 0307", "Dow Jones CDX.NA.IG.HVOL.3",
"DJCDX_NA_IG_S3_HVOL_01Y_3/06_29/30", 2453270, 2454180, 0.005, "USD",
"ACT/360", false, 0.5, 4, "2I65B3AF0", "DJCDX", 3, "NA IG HVOL", null, "HV", 2, 1,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229436", "7055080",
"DJCDX-NAIGHVOL3V2 - 0309", "Dow Jones CDX.NA.IG.HVOL.3",
"DJCDX_NA_IG_S3_HVOL_04Y_3/09_29/30", 2453270, 2454911, 0.009000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AF0", "DJCDX", 3, "NA IG HVOL", null, "HV", 2, 5,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.7Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229437", "7055099",
"DJCDX-NAIGHVOLS3V2 - 0312", "Dow Jones CDX.NA.IG.HVOL.3",
"DJCDX_NA_IG_S3_HVOL_07Y_3/12_29/30", 2453270, 2456007, 0.0115, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AF0", "DJCDX", 3, "NA IG HVOL", null, "HV", 2, 7,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOLV1 ALLPTS.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229439", "7055110",
"DJCDX-NAIGHVOLS3V1 ALLPTS - 0310", "Dow Jones CDX.NA.IG.HVOL.3.ALLPTS",
"DJCDX_NA_IG_S3_HVOL_ALLPTS_29/30", 2453270, 2455276, 0.0105, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AB9 ALLPTS", "DJCDX", 3, "NA IG HVOLV1 ALLPTS", null, "HV", 1, 5,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY HB.5Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229441", "7055153",
"DJCDX-NAHYHBS4V3 - 0610", "Dow Jones CDX.NA.HY.HB.4",
"DJCDX_NA_HY_S4_HB__SWP_28/30", 2453475, 2455368, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWAG4", "DJCDX", 4, "NA HY HB", null, "HY", 3, 5,
null, 0.9331999999999999, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.5Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229451", "7050941",
"DJCDX-NAIGHVOLS1V2 - 0309", "Dow Jones CDX.NA.IG HVOL.1",
"DJCDX_NA_IG_S1_HIVOL_05Y_3/09_29/30", 2452934, 2454911, 0.0125, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AH6", "DJCDX", 1, "NA IG HVOL", null, "HV", 2, 5,
null, 0.9413, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.5Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229452", "7050984",
"DJCDX-NAIGS1V2 - 0309", "Dow Jones CDX.NA.IG",
"DJCDX_NA_IG_S1_5Y_3/09_124/125", 2452934, 2454911, 0.006, "USD",
"ACT/360", false, 0.5, 4, "2I65BYAH8", "DJCDX", 1, "NA IG", null, "IG", 2, 5,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY BB.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229454", "7055145",
"DJCDX-NAHYBBS4V2 - 0610", "DOW JONES CDX.NA.HY.BB.4",
"DJCDX_NA_HY_S4_BB_SWP_42/43", 2453475, 2455368, 0.021, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BVAF8", "DJCDX", 4, "NA HY BB", null, "HY", 2, 5,
null, 0.97674, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229455", "7055161",
"DJCDX-NAHYS4V3 - 0610", "DOW JONES CDX.NA.HY.4",
"DJCDX_NA_HY_S4_100_SWP_98/100", 2453475, 2455368, 0.036000000000000004, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAJ9", "DJCDX", 4, "NA HY", null, "HY", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229462", "7062664",
"DJCDX-NAHYS5V2 - 1210", "Dow Jones CDX.NA.HY.5",
"DJCDX_NA_HY_S5_100_SWP_99/100", 2453651, 2455551, 0.0395, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAI1", "DJCDX", 5, "NA HY", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY HB.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229463", "7062672",
"DJCDX-NAHYHBS5V2 - 1210", "Dow Jones CDX.NA.HY.HB.5",
"DJCDX_NA_HY_S5_HB_SWP_29/30", 2453651, 2455551, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWAF6", "DJCDX", 5, "NA HY HB", null, "HY", 2, 5,
null, 0.9666, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY 100 S.3Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229532", "7175760",
"DJCDX-NAHYS5-100 S-V2 - 1208", "Dow Jones CDX.NA.HY.5 12/08 99/100",
"DJCDX_NA_HY_S5_100_SWP_03Y_12/08_99/100", 2453651, 2454821, 0.0395, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAI1", "DJCDX", 5, "NA HY 100 S", null, "HY", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229549", "7191995",
"DJCDX-NAHYS3V4 - 1209", "Dow Jones CDX.NA.HY.3 100 S 98/100",
"DJCDX_NA_HY_S3_100_SWP_98/100", 2453196, 2455186, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAM2", "DJCDX", 3, "NA HY", null, "HY", 4, 5,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY HB.5Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229550", "7192002",
"DJCDX-NAHYHBS3V3 - 1209", "Dow Jones CDX.NA.HY.3 HB S 28/30",
"DJCDX_NA_HY_S3_HB__SWP_28/30", 2453196, 2455186, 0.0625, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWAH2", "DJCDX", 3, "NA HY HB", null, "HY", 3, 5,
null, 0.9331999999999999, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.4.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229552", "7192029",
"DJCDX-NAHYS4V4 - 0610", "Dow Jones CDX.NA.HY.4",
"DJCDX_NA_HY_S4_100_SWP_97/100", 2453475, 2455368, 0.036000000000000004, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAN0", "DJCDX", 4, "NA HY", null, "HY", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY HB.5Y.4.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229553", "7192150",
"DJCDX-NAHYHBS4V4 - 0610", "Dow Jones CDX.NA.HY.HB.4",
"DJCDX_NA_HY_S4_HB__SWP_27/30", 2453475, 2455368, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWAI0", "DJCDX", 4, "NA HY HB", null, "HY", 4, 5,
null, 0.8998, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V2 ALLPTS.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229554", "7192169",
"DJCDX-NAHYS4V2 ALLPTS - 0610", "Dow Jones CDX.NA.HY.4.ALLPTS",
"DJCDX_NA_HY_S4-ALL PTS_99/100", 2453475, 2455368, 0, "USD",
"ACT/360", false, 0.5, 4, "2I65BRAF7 ALLPTS", "DJCDX", 4, "NA HY V2 ALLPTS", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY 100 S.3Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229555", "7192177",
"DJCDX-NAHYS5-100 S-V3 - 1208", "Dow Jones CDX.NA.HY.5 100S 12/8 98/100",
"DJCDX_NA_HY_S5_100_SWP_03Y_12/08_98/100", 2453651, 2454821, 0.0395, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAO7", "DJCDX", 5, "NA HY 100 S", null, "HY", 3, 3,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229556", "7192185",
"DJCDX-NAHYS5V3 - 1210", "Dow Jones CDX.NA.HY.5",
"DJCDX_NA_HY_S5_100_SWP_98/100", 2453651, 2455551, 0.0395, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAO7", "DJCDX", 5, "NA HY", null, "HY", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V3 ALLPTS.5Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229557", "7192428",
"DJCDX-NAHYS5V3 ALLPTS - 1210", "Dow Jones CDX.NA.HY.5.ALLPTS",
"DJCDX_NA_HY_S5_ALLPTS_98/100", 2453651, 2455551, 0, "USD",
"ACT/360", false, 0.5, 4, "2I65BRAO7 ALLPTS", "DJCDX", 5, "NA HY V3 ALLPTS", null, "HY", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJIBOXX.NA HY.5Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229558", "7192436",
"DJIBOXX-NA-HY-S2V3 - 0909", "Dow Jones CDX.NA.HY.2",
"DJIBOXX_NA_HY_S2_100_SWP_97/100", 2453088, 2455095, 0.043000000000000003, "USD",
"ACT/360", false, 0.35000000000000003, 4, "DJIBOXX-NA-HY-S2V3", "DJIBOXX", 2, "NA HY", null, "HY", 3, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BBV5 FXD 39/43.5Y.3.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229627", "7203713",
"CDX-NAHYBBS3V5 FXD 39/43 - 1209", "Dow Jones CDX.NA.HY.BB.3",
"CDX_NA_HY_S03_BB__FXD_39/43", 2453196, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBN0 FXD", "CDX", 3, "NA HY BBV5 FXD 39/43", null, "HY", 5, 5,
null, 0.90697, 43, 0, "NYC", false, false, false, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet3()
{
UpdateCDXRefDataMap ("TRACXNA.V2 SWP EUR.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229635", "7203780",
"TRACXNA-S2V2 SWP EUR - 0309", "DOW JONES TRACX NAIG S2 3/09 S EUR",
"TRACX_NA_IG_S2_05Y_3/09_SWP_EUR", 2452916, 2454911, 0.01, "USD",
"ACT/360", false, 0, 4, "2I65EUAB6-EUR", "TRACXNA", 2, "V2 SWP EUR", null, "IG", 2, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "Trac-X"));
UpdateCDXRefDataMap ("DJCDX.NA IG.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229672", "7206674",
"DJCDX-NAIGS3V2 - 0310", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_05Y_3/10_124/125", 2453270, 2455276, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAF2", "DJCDX", 3, "NA IG", null, "IG", 2, 5,
null, 0.9920000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG V2 EUR.2Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229674", "7206690",
"DJCDX-NAIGS3V2 EUR - 0310", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_05Y_3/10_124/125_EUR", 2453270, 2455276, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYAF2 EUR", "DJCDX", 3, "NA IG V2 EUR", null, "IG", 3, 2,
null, 0.9920000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG V1 EUR.1Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229725", "7209738",
"DJCDX-NAIGS3V1 EUR - 0310", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_05Y_3/10_EUR", 2453270, 2455276, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYAB1 EUR", "DJCDX", 3, "NA IG V1 EUR", null, "IG", 2, 1,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG V1 EUR.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("229726", "7209746",
"DJCDX-NAIGS4V1 EUR - 0610", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_05Y_6/10_EUR", 2453451, 2455368, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYAD7 EUR", "DJCDX", 4, "NA IG V1 EUR", null, "IG", 1, 5,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DUMMY.DUMMY.1Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("240558", "8786291",
"DUMMY - 1216", "CH CMBX-NA-AAA 3",
"CH CMBX-NA-AAA 3 MR", 2454216, 2457748, 8.0E-4, "USD",
"ACT/360", false, 0, 4, "DUMMY", "DUMMY", 3, "DUMMY", null, "IG", 1, 1,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DUMMY AJ.DUMMY AJ.1Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("242918", "9049208",
"DUMMY AJ - 1216", "CH.CMBX.NA.AJ.4",
"CH.CMBX.NA.AJ.4 MR", 2454216, 2457748, 8.0E-4, "USD",
"ACT/360", false, 0, 4, "DUMMY AJ", "DUMMY AJ", 4, "DUMMY AJ", null, "IG", 1, 1,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.7Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244387", "9349238",
"ITRAXX-EUROPES3cV2 - 0612", "iTraxx Europe Series 3c Version 2",
"ITRAXX-EUROPES3CV2-0612 EUR SEN MMR I03 CDS", 2453451, 2456099, 0.0045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYJ3", "ITRAXX", 3, "EUROPEc", null, "IG", 2, 7,
null, 0.9920000000000001, 124, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEb.7Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244388", "9349222",
"ITRAXX-EUROPES5bV2 - 0613", "iTraxx Europe Series 5b Version 2",
"ITRAXX-EUROPES5BV2-0613 EUR SEN MMR I03 CDS", 2453815, 2456464, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYL2", "ITRAXX", 5, "EUROPEb", null, "IG", 2, 7,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.7Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244389", "9349278",
"ITRAXX-EUROPES5cV2 - 0613", "iTraxx Europe Series 5c Version 2",
"ITRAXX-EUROPES5CV2-0613 EUR SEN MMR I03 CDS", 2453815, 2456464, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYL3", "ITRAXX", 5, "EUROPEc", null, "IG", 2, 7,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.10Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244390", "9349239",
"ITRAXX-EUROPES3cV2 - 0615", "iTraxx Europe Series 3c Version 2",
"ITRAXX-EUROPES3CV2-0615 EUR SEN MMR I03 CDS", 2453451, 2457194, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYJ3", "ITRAXX", 3, "EUROPEc", null, "IG", 2, 10,
null, 0.9920000000000001, 124, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEb.10Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244391", "9349052",
"ITRAXX-EUROPES1bV2 - 0914", "iTraxx Europe Series 1b Version 2",
"ITRAXX-EUROPES1BV2-0914 EUR SEN MMR I03 CDS", 2453179, 2456921, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYH2", "ITRAXX", 1, "EUROPEb", null, "IG", 2, 10,
null, 0.9920000000000001, 124, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.10Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244392", "9349280",
"ITRAXX-EUROPES5cV2 - 0616", "iTraxx Europe Series 5c Version 2",
"ITRAXX-EUROPES5CV2-0616 EUR SEN MMR I03 CDS", 2453815, 2457560, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYL3", "ITRAXX", 5, "EUROPEc", null, "IG", 2, 10,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEa.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244393", "9349242",
"ITRAXX-EUROPES4aV2 - 1210", "iTraxx Europe Series 4a Version 2",
"ITRAXX-EUROPES4AV2-1210 EUR SEN MMR I03 CDS", 2453634, 2455551, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYK1", "ITRAXX", 4, "EUROPEa", null, "IG", 2, 5,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEa.3Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244394", "9349285",
"ITRAXX-EUROPES6aV2 - 1209", "iTraxx Europe Series 6a Version 2",
"ITRAXX-EUROPES6AV2-1209 EUR SEN MMR I03 CDS", 2453999, 2455186, 0.002, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYM1", "ITRAXX", 6, "EUROPEa", null, "IG", 2, 3,
null, 0.9920000000000001, 122, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.10Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244395", "9349054",
"ITRAXX-EUROPES1cV2 - 0914", "iTraxx Europe Series 1c Version 2",
"ITRAXX-EUROPES1CV2-0914 EUR SEN MMR I03 CDS", 2453179, 2456921, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYH3", "ITRAXX", 1, "EUROPEc", null, "IG", 2, 10,
null, 0.9920000000000001, 124, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.3Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244396", "9349313",
"ITRAXX-EUROPES6cV2 - 1209", "iTraxx Europe Series 6c Version 2",
"ITRAXX-EUROPES6CV2-1209 EUR SEN MMR I03 CDS", 2453999, 2455186, 0.002, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYM3", "ITRAXX", 6, "EUROPEc", null, "IG", 2, 3,
null, 0.9920000000000001, 122, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244397", "9349243",
"ITRAXX-EUROPES4cV2 - 1210", "iTraxx Europe Series 4c Version 2",
"ITRAXX-EUROPES4CV2-1210 EUR SEN MMR I03 CDS", 2453634, 2455551, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYK3", "ITRAXX", 4, "EUROPEc", null, "IG", 2, 5,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEa.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244398", "9349314",
"ITRAXX-EUROPES6aV2 - 1211", "iTraxx Europe Series 6a Version 2",
"ITRAXX-EUROPES6AV2-1211 EUR SEN MMR I03 CDS", 2453999, 2455916, 0.003, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYM1", "ITRAXX", 6, "EUROPEa", null, "IG", 2, 5,
null, 0.9920000000000001, 122, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244399", "9349262",
"ITRAXX-EUROPES6cV2 - 1211", "iTraxx Europe Series 6c Version 2",
"ITRAXX-EUROPES6CV2-1211 EUR SEN MMR I03 CDS", 2453999, 2455916, 0.003, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYM3", "ITRAXX", 6, "EUROPEc", null, "IG", 2, 5,
null, 0.9920000000000001, 122, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEa.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244400", "9349196",
"ITRAXX-EUROPES2aV2 - 0310", "iTraxx Europe Series 2a Version 2",
"ITRAXX-EUROPES2AV2-0310 EUR SEN MMR I03 CDS", 2453269, 2455276, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYI1", "ITRAXX", 2, "EUROPEa", null, "IG", 2, 5,
null, 0.9920000000000001, 125, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEb.7Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244401", "9349263",
"ITRAXX-EUROPES6bV2 - 1213", "iTraxx Europe Series 6b Version 2",
"ITRAXX-EUROPES6BV2-1213 EUR SEN MMR I03 CDS", 2453999, 2456647, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYM2", "ITRAXX", 6, "EUROPEb", null, "IG", 2, 7,
null, 0.9920000000000001, 122, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244402", "9349198",
"ITRAXX-EUROPES2cV2 - 0310", "iTraxx Europe Series 2c Version 2",
"ITRAXX-EUROPES2CV2-0310 EUR SEN MMR I03 CDS", 2453269, 2455276, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYI3", "ITRAXX", 2, "EUROPEc", null, "IG", 2, 5,
null, 0.9920000000000001, 125, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.7Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244403", "9349267",
"ITRAXX-EUROPES6cV2 - 1213", "iTraxx Europe Series 6c Version 2",
"ITRAXX-EUROPES6CV2-1213 EUR SEN MMR I03 CDS", 2453999, 2456647, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYM3", "ITRAXX", 6, "EUROPEc", null, "IG", 2, 7,
null, 0.9920000000000001, 122, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEa.7Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244404", "9349200",
"ITRAXX-EUROPES2aV2 - 0312", "iTraxx Europe Series 2a Version 2",
"ITRAXX-EUROPES2AV2-0312 EUR SEN MMR I03 CDS", 2453269, 2456007, 0.0037500000000000003, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYI1", "ITRAXX", 2, "EUROPEa", null, "IG", 2, 7,
null, 0.9920000000000001, 125, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.7Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244405", "9349241",
"ITRAXX-EUROPES2cV2 - 0312", "iTraxx Europe Series 2c Version 2",
"ITRAXX-EUROPES2CV2-0312 EUR SEN MMR I03 CDS", 2453269, 2456007, 0.0037500000000000003, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYI3", "ITRAXX", 2, "EUROPEc", null, "IG", 2, 7,
null, 0.9920000000000001, 125, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.10Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244406", "9349269",
"ITRAXX-EUROPES6cV2 - 1216", "iTraxx Europe Series 6c Version 2",
"ITRAXX-EUROPES6CV2-1216 EUR SEN MMR I03 CDS", 2453999, 2457743, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYM3", "ITRAXX", 6, "EUROPEc", null, "IG", 2, 10,
null, 0.9920000000000001, 122, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.10Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244407", "9349223",
"ITRAXX-EUROPES7cV2 - 0617", "iTraxx Europe Series 7c Version 2",
"ITRAXX-EUROPES7CV2-0617 EUR SEN MMR I03 CDS", 2454180, 2457925, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYN3", "ITRAXX", 7, "EUROPEc", null, "IG", 2, 10,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.10Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244408", "9349246",
"ITRAXX-EUROPES2cV2 - 0315", "iTraxx Europe Series 2c Version 2",
"ITRAXX-EUROPES2CV2-0315 EUR SEN MMR I03 CDS", 2453269, 2457102, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYI3", "ITRAXX", 2, "EUROPEc", null, "IG", 2, 10,
null, 0.9920000000000001, 125, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEa.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244409", "9349254",
"ITRAXX-EUROPES3aV2 - 0610", "iTraxx Europe Series 3a Version 2",
"ITRAXX-EUROPES3AV2-0610 EUR SEN MMR I03 CDS", 2453451, 2455368, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYJ1", "ITRAXX", 3, "EUROPEa", null, "IG", 2, 5,
null, 0.9920000000000001, 124, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244410", "9349256",
"ITRAXX-EUROPES3cV2 - 0610", "iTraxx Europe Series 3c Version 2",
"ITRAXX-EUROPES3CV2-0610 EUR SEN MMR I03 CDS", 2453451, 2455368, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYJ3", "ITRAXX", 3, "EUROPEc", null, "IG", 2, 5,
null, 0.9920000000000001, 124, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEa.7Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244411", "9349258",
"ITRAXX-EUROPES3aV2 - 0612", "iTraxx Europe Series 3a Version 2",
"ITRAXX-EUROPES3AV2-0612 EUR SEN MMR I03 CDS", 2453451, 2456099, 0.0045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYJ1", "ITRAXX", 3, "EUROPEa", null, "IG", 2, 7,
null, 0.9920000000000001, 124, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEa.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244412", "9349271",
"ITRAXX-EUROPES7aV2 - 0612", "iTraxx Europe Series 7a Version 2",
"ITRAXX-EUROPES7AV2-0612 EUR SEN MMR I03 CDS", 2454180, 2456099, 0.003, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYN1", "ITRAXX", 7, "EUROPEa", null, "IG", 2, 5,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244413", "9349202",
"ITRAXX-EUROPES7cV2 - 0612", "iTraxx Europe Series 7c Version 2",
"ITRAXX-EUROPES7CV2-0612 EUR SEN MMR I03 CDS", 2454180, 2456099, 0.003, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYN3", "ITRAXX", 7, "EUROPEc", null, "IG", 2, 5,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEb.7Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244414", "9349260",
"ITRAXX-EUROPES7bV2 - 0614", "iTraxx Europe Series 7b Version 2",
"ITRAXX-EUROPES7BV2-0614 EUR SEN MMR I03 CDS", 2454180, 2456829, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYN2", "ITRAXX", 7, "EUROPEb", null, "IG", 2, 7,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.7Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244415", "9349248",
"ITRAXX-EUROPES7cV2 - 0614", "iTraxx Europe Series 7c Version 2",
"ITRAXX-EUROPES7CV2-0614 EUR SEN MMR I03 CDS", 2454180, 2456829, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYN3", "ITRAXX", 7, "EUROPEc", null, "IG", 2, 7,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.XOVERb.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244416", "9349315",
"ITRAXX-XOVERS8bV3 - 1212", "iTraxx Europe Crossover Series 8b Version 3",
"ITRAXX-XOVERS8BV3-1212 EUR SEN MMR I03 CDS", 2454364, 2456282, 0.0375, "EUR",
"ACT/360", false, 0.4, 4, "2I667KYG2", "ITRAXX", 8, "XOVERb", null, "XO", 3, 5,
null, 0.96, 50, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.XOVERc.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244417", "9349272",
"ITRAXX-XOVERS8cV3 - 1212", "iTraxx Europe Crossover Series 8c Version 3",
"ITRAXX-XOVERS8CV3-1212 EUR SEN MMR I03 CDS", 2454364, 2456282, 0.0375, "EUR",
"ACT/360", false, 0.4, 4, "2I667KYG3", "ITRAXX", 8, "XOVERc", null, "XO", 3, 5,
null, 0.96, 50, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.XOVERa.3Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244418", "9349274",
"ITRAXX-XOVERS8aV3 - 1210", "iTraxx Europe Crossover Series 8a Version 3",
"ITRAXX-XOVERS8AV3-1210 EUR SEN MMR I03 CDS", 2454364, 2455551, 0.027, "EUR",
"ACT/360", false, 0.4, 4, "2I667KYG1", "ITRAXX", 8, "XOVERa", null, "XO", 3, 3,
null, 0.96, 50, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEb.7Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244419", "9349247",
"ITRAXX-EUROPES4bV2 - 1212", "iTraxx Europe Series 4b Version 2",
"ITRAXX-EUROPES4BV2-1212 EUR SEN MMR I03 CDS", 2453634, 2456282, 0.0045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYK2", "ITRAXX", 4, "EUROPEb", null, "IG", 2, 7,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.XOVERc.3Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244420", "9349261",
"ITRAXX-XOVERS8cV3 - 1210", "iTraxx Europe Crossover Series 8c Version 3",
"ITRAXX-XOVERS8CV3-1210 EUR SEN MMR I03 CDS", 2454364, 2455551, 0.027, "EUR",
"ACT/360", false, 0.4, 4, "2I667KYG3", "ITRAXX", 8, "XOVERc", null, "XO", 3, 3,
null, 0.96, 50, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.7Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244421", "9349210",
"ITRAXX-EUROPES4cV2 - 1212", "iTraxx Europe Series 4c Version 2",
"ITRAXX-EUROPES4CV2-1212 EUR SEN MMR I03 CDS", 2453634, 2456282, 0.0045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYK3", "ITRAXX", 4, "EUROPEc", null, "IG", 2, 7,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.10Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244422", "9349211",
"ITRAXX-EUROPES4cV2 - 1215", "iTraxx Europe Series 4c Version 2",
"ITRAXX-EUROPES4CV2-1215 EUR SEN MMR I03 CDS", 2453634, 2457377, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYK3", "ITRAXX", 4, "EUROPEc", null, "IG", 2, 10,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEa.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244423", "9349212",
"ITRAXX-EUROPES5aV2 - 0611", "iTraxx Europe Series 5a Version 2",
"ITRAXX-EUROPES5AV2-0611 EUR SEN MMR I03 CDS", 2453815, 2455733, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYL1", "ITRAXX", 5, "EUROPEa", null, "IG", 2, 5,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEc.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244424", "9349217",
"ITRAXX-EUROPES5cV2 - 0611", "iTraxx Europe Series 5c Version 2",
"ITRAXX-EUROPES5CV2-0611 EUR SEN MMR I03 CDS", 2453815, 2455733, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I666VYL3", "ITRAXX", 5, "EUROPEc", null, "IG", 2, 5,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.XOVERb.5Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244635", "9371683",
"ITRAXX-XOVERS8bV4 - 1212", "iTraxx Europe Crossover Series 8b Version 4",
"ITRAXX-XOVERS8BV4-1212 EUR SEN MMR I03 CDS", 2454364, 2456282, 0.0375, "EUR",
"ACT/360", false, 0.4, 4, "2I667KYK2", "ITRAXX", 8, "XOVERb", null, "XO", 4, 5,
null, 0.9400000000000001, 50, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.XOVERc.5Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244636", "9371697",
"ITRAXX-XOVERS8cV4 - 1212", "iTraxx Europe Crossover Series 8c Version 4",
"ITRAXX-XOVERS8CV4-1212 EUR SEN MMR I03 CDS", 2454364, 2456282, 0.0375, "EUR",
"ACT/360", false, 0.4, 4, "2I667KYK3", "ITRAXX", 8, "XOVERc", null, "XO", 4, 5,
null, 0.9400000000000001, 50, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.XOVERa.3Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244637", "9371639",
"ITRAXX-XOVERS8aV4 - 1210", "iTraxx Europe Crossover Series 8a Version 4",
"ITRAXX-XOVERS8AV4-1210 EUR SEN MMR I03 CDS", 2454364, 2455551, 0.027, "EUR",
"ACT/360", false, 0.4, 4, "2I667KYK1", "ITRAXX", 8, "XOVERa", null, "XO", 4, 3,
null, 0.9400000000000001, 50, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.XOVERc.3Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244638", "9371699",
"ITRAXX-XOVERS8cV4 - 1210", "iTraxx Europe Crossover Series 8c Version 4",
"ITRAXX-XOVERS8CV4-1210 EUR SEN MMR I03 CDS", 2454364, 2455551, 0.027, "EUR",
"ACT/360", false, 0.4, 4, "2I667KYK3", "ITRAXX", 8, "XOVERc", null, "XO", 4, 3,
null, 0.9400000000000001, 50, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.10Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244653", "9373130",
"ITRAXX-EUROPES1V2 TB - 0914", "DOW JONES ITRAXX EUROPE SERIES 1 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES1V2 TB-0914 EUR SEN MMR I03 CDS", 2453179, 2456921, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAL9", "ITRAXX", 1, "EUROPEV2 TB", null, "IG", 2, 10,
null, 0.9920000000000001, 124, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244660", "9373117",
"ITRAXX-EUROPES5V2 TB - 0611", "ITRAXX EUROPE SERIES 5 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES5V2 TB-0611 EUR SEN MMR I03 CDS", 2453815, 2455733, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAP0", "ITRAXX", 5, "EUROPEV2 TB", null, "IG", 2, 5,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.10Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244662", "9373126",
"ITRAXX-EUROPES5V2 TB - 0616", "ITRAXX EUROPE SERIES 5 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES5V2 TB-0616 EUR SEN MMR I03 CDS", 2453815, 2457560, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAP0", "ITRAXX", 5, "EUROPEV2 TB", null, "IG", 2, 10,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.7Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244663", "9373129",
"ITRAXX-EUROPES5V2 TB - 0613", "ITRAXX EUROPE SERIES 5 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES5V2 TB-0613 EUR SEN MMR I03 CDS", 2453815, 2456464, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAP0", "ITRAXX", 5, "EUROPEV2 TB", null, "IG", 2, 7,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244664", "9373125",
"ITRAXX-EUROPES2V2 TB - 0310", "DOW JONES ITRAXX EUROPE SERIES 2 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES2V2 TB-0310 EUR SEN MMR I03 CDS", 2453269, 2455276, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAM7", "ITRAXX", 2, "EUROPEV2 TB", null, "IG", 2, 5,
null, 0.9920000000000001, 125, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.10Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244665", "9373121",
"ITRAXX-EUROPES2V2 TB - 0315", "DOW JONES ITRAXX EUROPE SERIES 2 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES2V2 TB-0315 EUR SEN MMR I03 CDS", 2453269, 2457102, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAM7", "ITRAXX", 2, "EUROPEV2 TB", null, "IG", 2, 10,
null, 0.9920000000000001, 125, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.10Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244666", "9373104",
"ITRAXX-EUROPES3V2 TB - 0615", "ITRAXX EUROPE SERIES 3 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES3V2 TB-0615 EUR SEN MMR I03 CDS", 2453451, 2457194, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAN5", "ITRAXX", 3, "EUROPEV2 TB", null, "IG", 2, 10,
null, 0.9920000000000001, 124, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.7Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244669", "9373105",
"ITRAXX-EUROPES3V2 TB - 0612", "ITRAXX EUROPE SERIES 3 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES3V2 TB-0612 EUR SEN MMR I03 CDS", 2453451, 2456099, 0.0045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAN5", "ITRAXX", 3, "EUROPEV2 TB", null, "IG", 2, 7,
null, 0.9920000000000001, 124, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244671", "9373116",
"ITRAXX-EUROPES3V2 TB - 0610", "ITRAXX EUROPE SERIES 3 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES3V2 TB-0610 EUR SEN MMR I03 CDS", 2453451, 2455368, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAN5", "ITRAXX", 3, "EUROPEV2 TB", null, "IG", 2, 5,
null, 0.9920000000000001, 124, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.10Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244672", "9373114",
"ITRAXX-EUROPES6V2 TB - 1216", "ITRAXX EUROPE SERIES 6 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES6V2 TB-1216 EUR SEN MMR I03 CDS", 2453999, 2457743, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAQ8", "ITRAXX", 6, "EUROPEV2 TB", null, "IG", 2, 10,
null, 0.9920000000000001, 122, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.7Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244674", "9373122",
"ITRAXX-EUROPES2V2 TB - 0312", "DOW JONES ITRAXX EUROPE SERIES 2 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES2V2 TB-0312 EUR SEN MMR I03 CDS", 2453269, 2456007, 0.0037500000000000003, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAM7", "ITRAXX", 2, "EUROPEV2 TB", null, "IG", 2, 7,
null, 0.9920000000000001, 125, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.3Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244675", "9373119",
"ITRAXX-EUROPES7V2 TB - 0610", "ITRAXX EUROPE SERIES 7 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES7V2 TB-0610 EUR SEN MMR I03 CDS", 2454180, 2455368, 0.002, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAR6", "ITRAXX", 7, "EUROPEV2 TB", null, "IG", 2, 3,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244676", "9373106",
"ITRAXX-EUROPES4V2 TB - 1210", "ITRAXX EUROPE SERIES 4 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES4V2 TB-1210 EUR SEN MMR I03 CDS", 2453634, 2455551, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAO3", "ITRAXX", 4, "EUROPEV2 TB", null, "IG", 2, 5,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.7Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244677", "9373109",
"ITRAXX-EUROPES4V2 TB - 1212", "ITRAXX EUROPE SERIES 4 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES4V2 TB-1212 EUR SEN MMR I03 CDS", 2453634, 2456282, 0.0045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAO3", "ITRAXX", 4, "EUROPEV2 TB", null, "IG", 2, 7,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244678", "9373128",
"ITRAXX-EUROPES7V2 TB - 0612", "ITRAXX EUROPE SERIES 7 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES7V2 TB-0612 EUR SEN MMR I03 CDS", 2454180, 2456099, 0.003, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAR6", "ITRAXX", 7, "EUROPEV2 TB", null, "IG", 2, 5,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.10Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244679", "9373111",
"ITRAXX-EUROPES4V2 TB - 1215", "ITRAXX EUROPE SERIES 4 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES4V2 TB-1215 EUR SEN MMR I03 CDS", 2453634, 2457377, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAO3", "ITRAXX", 4, "EUROPEV2 TB", null, "IG", 2, 10,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.7Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244680", "9373118",
"ITRAXX-EUROPES7V2 TB - 0614", "ITRAXX EUROPE SERIES 7 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES7V2 TB-0614 EUR SEN MMR I03 CDS", 2454180, 2456829, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAR6", "ITRAXX", 7, "EUROPEV2 TB", null, "IG", 2, 7,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.10Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244682", "9373123",
"ITRAXX-EUROPES7V2 TB - 0617", "ITRAXX EUROPE SERIES 7 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES7V2 TB-0617 EUR SEN MMR I03 CDS", 2454180, 2457925, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAR6", "ITRAXX", 7, "EUROPEV2 TB", null, "IG", 2, 10,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.3Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244683", "9373159",
"ITRAXX-EUROPES6V2 TB - 1209", "ITRAXX EUROPE SERIES 6 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES6V2 TB-1209 EUR SEN MMR I03 CDS", 2453999, 2455186, 0.002, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAQ8", "ITRAXX", 6, "EUROPEV2 TB", null, "IG", 2, 3,
null, 0.9920000000000001, 122, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244684", "9373160",
"ITRAXX-EUROPES6V2 TB - 1211", "ITRAXX EUROPE SERIES 6 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES6V2 TB-1211 EUR SEN MMR I03 CDS", 2453999, 2455916, 0.003, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAQ8", "ITRAXX", 6, "EUROPEV2 TB", null, "IG", 2, 5,
null, 0.9920000000000001, 122, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV2 TB.7Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("244686", "9373172",
"ITRAXX-EUROPES6V2 TB - 1213", "ITRAXX EUROPE SERIES 6 VERSION 2- THOMSON BANKRUPTCY",
"ITRAXX-EUROPES6V2 TB-1213 EUR SEN MMR I03 CDS", 2453999, 2456647, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "TB- 2I666VAQ8", "ITRAXX", 6, "EUROPEV2 TB", null, "IG", 2, 7,
null, 0.9920000000000001, 122, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.ENERGY.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900375", "7064772",
"ITRAXX-ENERGYS3V1 - 0610", "iTraxx Europe Energy Series 3 Version 1",
"ITRAXX-ENERGYS3V1 - 0610 EUR SEN MMR I03 CDS", 2453451, 2455368, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I667CAC0", "ITRAXX", 3, "ENERGY", null, "IG", 1, 5,
"225298", 1, 20, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.ENERGY.10Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900376", "7064780",
"ITRAXX-ENERGYS3V1 - 0615", "iTraxx Europe Energy Series 3 Version 1",
"ITRAXX-ENERGYS3V1 - 0615 EUR SEN MMR I03 CDS", 2453451, 2457194, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667CAC0", "ITRAXX", 3, "ENERGY", null, "IG", 1, 10,
"225298", 1, 20, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.IND.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900388", "7063792",
"ITRAXX-INDS2V1 - 0310", "iTraxx Europe Industrials Series 2 Version 1",
"ITRAXX-INDS2V1-0310 EUR SEN MMR I03 CDS", 2453269, 2455276, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I667HAB1", "ITRAXX", 2, "IND", null, "IG", 1, 5,
"224351", 1, 20, 0, "LON", false, false, true, "ITRXEI52", "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.IND.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900390", "7063814",
"ITRAXX-INDS2V1 - 0315", "iTraxx Europe Industrials Series 2 Version 1",
"ITRAXX-INDS2V1-0315 EUR SEN MMR I03 CDS", 2453269, 2457102, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I667HAB1", "ITRAXX", 2, "IND", null, "IG", 1, 10,
"224351", 1, 20, 0, "LON", false, false, true, "ITRXEI02", "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.CONS.10Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900391", "7063997",
"ITRAXX-CONSS1V1 - 0914", "iTraxx Europe Consumers Series 1 Version 1",
"ITRAXX-CONSS1V1-0914 EUR SEN MMR I03 CDS MATURED", 2453179, 2456921, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I667BAA6", "ITRAXX", 1, "CONS", "CON", "IG", 1, 10,
"223620", 1, 31, 0, "LON", true, true, true, "ITRXEY01", "CON"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.10Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900398", "7064187",
"ITRAXX-FINSENS1V1 - 0914", "iTraxx Europe Senior Financials Series 1 Version 1",
"ITRAXX-FINSENS1V1-0914 EUR SEN MMR I03 CDS", 2453179, 2456921, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAA2", "ITRAXX", 1, "FINSEN", "SEN", "IG", 1, 10,
"223622", 1, 23, 0, "LON", true, true, true, "ITRXES01", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900399", "7064020",
"ITRAXX-XOVERS1V1 - 0914", "Itraxx Europe Crossover Series 1 Version 1",
"ITRAXX-XOVERS1V1-0914 EUR SEN MMR I03 CDS", 2453179, 2456921, 0.0315, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAA6", "ITRAXX", 1, "XOVER", "XVR", "XO", 1, 10,
"223617", 1, 30, 0, "LON", true, true, true, "ITRXEX01", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.ENERGY.10Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900402", "7064071",
"ITRAXX-ENERGYS1V1 - 0914", "iTraxx Europe Energy Series 1 Version 1",
"ITRAXX-ENERGYS1V1-0914 EUR SEN MMR I03 CDS", 2453179, 2456921, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I667CAA4", "ITRAXX", 1, "ENERGY", null, "IG", 1, 10,
"223612", 1, 20, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900404", "7064101",
"ITRAXX-HIVOLS1V1 - 0914", "Itraxx Europe HiVol Series 1 Version 1",
"ITRAXX-HIVOLS1V1-0914 EUR SEN MMR I03 CDS", 2453179, 2456921, 0.009000000000000001, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAA4", "ITRAXX", 1, "HIVOL", "VOL", "HV", 1, 10,
"223619", 1, 30, 0, "LON", true, true, true, "ITRXEH01", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.TMT.10Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900408", "7064225",
"ITRAXX-TMTS1V1 - 0914", "iTraxx Europe TMT Series 1 Version 1",
"ITRAXX-TMTS1V1-0914 EUR SEN MMR I03 CDS", 2453179, 2456921, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I667IAA1", "ITRAXX", 1, "TMT", "TMT", "IG", 1, 10,
"223611", 1, 20, 0, "LON", false, false, true, "ITRXET01", "TMT"));
UpdateCDXRefDataMap ("ITRAXX.AUTOS.10Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900411", "7063970",
"ITRAXX-AUTOSS1V1 - 0914", "iTraxx Europe Autos Series 1 Version 1",
"ITRAXX-AUTOSS1V1-0914 EUR SEN MMR I03 CDS", 2453179, 2456921, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I666WAA1", "ITRAXX", 1, "AUTOS", "AUT", "IG", 1, 10,
"223616", 1, 10, 0, "LON", false, false, true, "ITRXEA01", "AUT"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900416", "7063849",
"ITRAXX-FINSENS2V1 - 0310", "iTraxx Europe Senior Financials Series 2 Version 1",
"ITRAXX-FINSENS2V1-0310 EUR SEN MMR I03 CDS", 2453269, 2455276, 0.0015, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAB0", "ITRAXX", 2, "FINSEN", "SEN", "IG", 1, 5,
"224364", 1, 24, 0, "LON", true, true, true, "ITRXES52", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900418", "7063857",
"ITRAXX-FINSENS2V1 - 0315", "iTraxx Europe Senior Financials Series 2 Version 1",
"ITRAXX-FINSENS2V1-0315 EUR SEN MMR I03 CDS", 2453269, 2457102, 0.002, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAB0", "ITRAXX", 2, "FINSEN", "SEN", "IG", 1, 10,
"224364", 1, 24, 0, "LON", true, true, true, "ITRXES02", "SEN"));
UpdateCDXRefDataMap ("TRACXE.SENFIN.10Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900419", "7064640",
"DJTRAC-XEUROPESENFINS1 - 0913", "Dow Jones TRAC-X Europe Senior Financials Series 1",
"DJTRAC-XEUROPESENFINS1-0913 EUR SEN MMR I03 CDS", 2452811, 2456556, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "DJTRACXEUS1", "TRACXE", 1, "SENFIN", null, "IG", 1, 10,
"218629", 1, 23, 0, "LON", false, false, true, null, "Trac-X"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900432", "7063725",
"ITRAXX-EUROPES2V1 - 0310", "Itraxx Europe Series 2 Version 1",
"ITRAXX-EUROPES2V1-0310 EUR SEN MMR I03 CDS MATURED", 2453269, 2455276, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAB1", "ITRAXX", 2, "EUROPE", "EUR", "IG", 1, 5,
"224353", 1, 125, 0, "LON", true, true, true, "ITRXEB52", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900433", "7063733",
"ITRAXX-EUROPES2V1 - 0315", "Itraxx Europe Series 2 Version 1",
"ITRAXX-EUROPES2V1-0315 EUR SEN MMR I03 CDS MATURED", 2453269, 2457102, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAB1", "ITRAXX", 2, "EUROPE", "EUR", "IG", 1, 10,
"224353", 1, 125, 0, "LON", true, true, true, "ITRXEB02", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900437", "7063776",
"ITRAXX-HIVOLS2V1 - 0310", "Itraxx Europe HiVol Series 2 Version 1",
"ITRAXX-HIVOLS2V1-0310 EUR SEN MMR I03 CDS", 2453269, 2455276, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAB2", "ITRAXX", 2, "HIVOL", "VOL", "HV", 1, 5,
"224354", 1, 30, 0, "LON", true, true, true, "ITRXEH52", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900438", "7063784",
"ITRAXX-HIVOLS2V1 - 0315", "Itraxx Europe HiVol Series 2 Version 1",
"ITRAXX-HIVOLS2V1-0315 EUR SEN MMR I03 CDS", 2453269, 2457102, 0.007500000000000001, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAB2", "ITRAXX", 2, "HIVOL", "VOL", "HV", 1, 10,
"224354", 1, 30, 0, "LON", true, true, true, "ITRXEH02", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900440", "7065388",
"ITRAXX-EUROPES3V1 - 0615", "iTraxx Europe Series 3 Version 1",
"ITRAXX-EUROPES3V1-0615 EUR SEN MMR I03 CDS MATURED", 2453451, 2457194, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAC9", "ITRAXX", 3, "EUROPE", "EUR", "IG", 1, 10,
"225293", 1, 124, 0, "LON", true, true, true, "ITRXEB03", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900441", "7065396",
"ITRAXX-EUROPES3V1 - 0612", "iTraxx Europe Series 3 Version 1",
"ITRAXX-EUROPES3V1-0612 EUR SEN MMR I03 CDS MATURED", 2453451, 2456099, 0.0045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAC9", "ITRAXX", 3, "EUROPE", "EUR", "IG", 1, 7,
"225293", 1, 124, 0, "LON", true, true, true, "ITRXEB73", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900442", "7064888",
"ITRAXX-EUROPES3V1 - 0610", "iTraxx Europe Series 3 Version 1",
"ITRAXX-EUROPES3V1-0610 EUR SEN MMR I03 CDS MATURED", 2453451, 2455368, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAC9", "ITRAXX", 3, "EUROPE", "EUR", "IG", 1, 5,
"225293", 1, 124, 0, "LON", true, true, true, "ITRXEB53", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900446", "7064985",
"ITRAXX-HIVOLS3V1 - 0610", "iTraxx Europe HiVol Series 3 Version 1",
"ITRAXX-HIVOLS3V1-0610 EUR SEN MMR I03 CDS", 2453451, 2455368, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAC0", "ITRAXX", 3, "HIVOL", "VOL", "HV", 1, 5,
"225291", 1, 30, 0, "LON", true, true, true, "ITRXEH53", "VOL"));
return true;
}
private static final boolean InitCDXRefDataSet4()
{
UpdateCDXRefDataMap ("ITRAXX.HIVOL.7Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900448", "7064993",
"ITRAXX-HIVOLS3V1 - 0612", "iTraxx Europe HiVol Series 3 Version 1",
"ITRAXX-HIVOLS3V1-0612 EUR SEN MMR I03 CDS", 2453451, 2456099, 0.007500000000000001, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAC0", "ITRAXX", 3, "HIVOL", "VOL", "HV", 1, 7,
"225291", 1, 30, 0, "LON", true, true, true, "ITRXEH73", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900449", "7065019",
"ITRAXX-HIVOLS3V1 - 0615", "iTraxx Europe HiVol Series 3 Version 1",
"ITRAXX-HIVOLS3V1-0615 EUR SEN MMR I03 CDS", 2453451, 2457194, 0.0085, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAC0", "ITRAXX", 3, "HIVOL", "VOL", "HV", 1, 10,
"225291", 1, 30, 0, "LON", true, true, true, "ITRXEH03", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900454", "7064853",
"ITRAXX-XOVERS3V2 - 0610", "iTraxx Europe Crossover Series 3 Version 2",
"ITRAXX-XOVERS3V2-0610 EUR SEN MMR I03 CDS", 2453451, 2455368, 0.02, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAD0", "ITRAXX", 3, "XOVER", "XVR", "XO", 2, 5,
"225358", 1, 35, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900455", "7064861",
"ITRAXX-XOVERS3V2 - 0615", "iTraxx Europe Crossover Series 3 Version 2",
"ITRAXX-XOVERS3V2-0615 EUR SEN MMR I03 CDS", 2453451, 2457194, 0.026000000000000002, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAD0", "ITRAXX", 3, "XOVER", "XVR", "XO", 2, 10,
"225358", 1, 35, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900456", "7065043",
"ITRAXX-XOVERS4V1 - 1210", "iTraxx Europe Crossover Series 4 Version 1",
"ITRAXX-XOVERS4V1-1210 EUR SEN MMR I03 CDS MATURED", 2453634, 2455551, 0.029500000000000002, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAE8", "ITRAXX", 4, "XOVER", "XVR", "XO", 1, 5,
"229307", 1, 40, 0, "LON", true, true, true, "ITRXEX54", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900457", "7065248",
"ITRAXX-XOVERS4V1 - 1215", "iTraxx Europe Crossover Series 4 Version 1",
"ITRAXX-XOVERS4V1-1215 EUR SEN MMR I03 CDS MATURED", 2453634, 2457377, 0.0345, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAE8", "ITRAXX", 4, "XOVER", "XVR", "XO", 1, 10,
"229307", 1, 40, 0, "LON", true, true, true, "ITRXEX04", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.10Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900463", "7064209",
"ITRAXX-FINSUBS1V1 - 0914", "iTraxx Europe Sub Financials Series 1 Version 1",
"ITRAXX-FINSUBS1V1-0914 EUR LT2 SUB MMR I03 CDS", 2453179, 2456921, 0.006, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAA0", "ITRAXX", 1, "FINSUB", "SUB", "IG", 1, 10,
"223623", 1, 23, 0, "LON", true, true, true, "ITRXEU01", "SUB"));
UpdateCDXRefDataMap ("ITRAXX.CONS.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900468", "7063679",
"ITRAXX-CONSS2V1 - 0310", "iTraxx Europe Consumers Series 2 Version 1",
"ITRAXX-CONSS2V1-0310 EUR SEN MMR I03 CDS MATURED", 2453269, 2455276, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I667BAB4", "ITRAXX", 2, "CONS", "CON", "IG", 1, 5,
"224355", 1, 31, 0, "LON", true, true, true, "ITRXEY52", "CON"));
UpdateCDXRefDataMap ("ITRAXX.IND.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900470", "7064764",
"ITRAXX-INDS3V1 - 0610", "iTraxx Europe Industrials Series 3 Version 1",
"ITRAXX-INDS3V1-0610 EUR SEN MMR I03 CDS", 2453451, 2455368, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I667HAC9", "ITRAXX", 3, "IND", null, "IG", 1, 5,
"225292", 1, 20, 0, "LON", false, false, true, "ITRXEI53", "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.CONS.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900473", "7064926",
"ITRAXX-CONSS3V1 - 0610", "iTraxx Europe Consumers Series 3 Version 1",
"ITRAXX-CONSS3V1-0610 EUR SEN MMR I03 CDS MATURED", 2453451, 2455368, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I667BAC2", "ITRAXX", 3, "CONS", "CON", "IG", 1, 5,
"225295", 1, 31, 0, "LON", true, true, true, "ITRXEY53", "CON"));
UpdateCDXRefDataMap ("ITRAXX.CONS.10Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900474", "7064934",
"ITRAXX-CONSS3V1 - 0615", "iTraxx Europe Consumers Series 3 Version 1",
"ITRAXX-CONSS3V1-0615 EUR SEN MMR I03 CDS MATURED", 2453451, 2457194, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667BAC2", "ITRAXX", 3, "CONS", "CON", "IG", 1, 10,
"225295", 1, 31, 0, "LON", true, true, true, "ITRXEY03", "CON"));
UpdateCDXRefDataMap ("ITRAXX.IND.10Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900475", "7064799",
"ITRAXX-INDS3V1 - 0615", "iTraxx Europe Industrials Series 3 Version 1",
"ITRAXX-INDS3V1-0615 EUR SEN MMR I03 CDS", 2453451, 2457194, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667HAC9", "ITRAXX", 3, "IND", null, "IG", 1, 10,
"225292", 1, 20, 0, "LON", false, false, true, "ITRXEI03", "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.CONS.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900476", "7063687",
"ITRAXX-CONSS2V1 - 0315", "iTraxx Europe Consumers Series 2 Version 1",
"ITRAXX-CONSS2V1-0315 EUR SEN MMR I03 CDS MATURED", 2453269, 2457102, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I667BAB4", "ITRAXX", 2, "CONS", "CON", "IG", 1, 10,
"224355", 1, 31, 0, "LON", true, true, true, "ITRXEY02", "CON"));
UpdateCDXRefDataMap ("ITRAXX.TMT.10Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900478", "7064810",
"ITRAXX-TMTS3V1 - 0615", "iTraxx Europe TMT Series 3 Version 1",
"ITRAXX-TMTS3V1-0615 EUR SEN MMR I03 CDS", 2453451, 2457194, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667IAC7", "ITRAXX", 3, "TMT", "TMT", "IG", 1, 10,
"225299", 1, 20, 0, "LON", false, false, true, "ITRXET03", "TMT"));
UpdateCDXRefDataMap ("ITRAXX.AUTOS.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900480", "7064829",
"ITRAXX-AUTOSS3V1 - 0610", "iTraxx Europe Autos Series 3 Version 1",
"ITRAXX-AUTOSS3V1-0610 EUR SEN MMR I03 CDS", 2453451, 2455368, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I666WAC7", "ITRAXX", 3, "AUTOS", "AUT", "IG", 1, 5,
"225290", 1, 10, 0, "LON", false, false, true, "ITRXEA53", "AUT"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900481", "7064055",
"ITRAXX-EUROPES1V1 - 0914", "Itraxx Europe Series 1 Version 1",
"ITRAXX-EUROPES1V1-0914 EUR SEN MMR I03 CDS MATURED", 2453179, 2456921, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAA3", "ITRAXX", 1, "EUROPE", "EUR", "IG", 1, 10,
"223618", 1, 124, 0, "LON", true, true, true, "ITRXEB01", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.AUTOS.10Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900482", "7064705",
"ITRAXX-AUTOSS3V1 - 0615", "iTraxx Europe Autos Series 3 Version 1",
"ITRAXX-AUTOSS3V1-0615 EUR SEN MMR I03 CDS", 2453451, 2457194, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I666WAC7", "ITRAXX", 3, "AUTOS", "AUT", "IG", 1, 10,
"225290", 1, 10, 0, "LON", false, false, true, "ITRXEA03", "AUT"));
UpdateCDXRefDataMap ("ITRAXX.TMT.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900484", "7064756",
"ITRAXX-TMTS3V1 - 0610", "iTraxx Europe TMT Series 3 Version 1",
"ITRAXX-TMTS3V1-0610 EUR SEN MMR I03 CDS", 2453451, 2455368, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I667IAC7", "ITRAXX", 3, "TMT", "TMT", "IG", 1, 5,
"225299", 1, 20, 0, "LON", false, false, true, "ITRXET53", "TMT"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900506", "7063865",
"ITRAXX-FINSUBS2V2 - 0310", "iTraxx Europe Sub Financials Series 2 Version 2",
"ITRAXX-FINSUBS2V2-0310 EUR LT2 SUB MMR I03 CDS", 2453269, 2455276, 0.0035, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAC6", "ITRAXX", 2, "FINSUB", "SUB", "IG", 2, 5,
"224365", 1, 24, 0, "LON", true, true, true, null, "SUB"));
UpdateCDXRefDataMap ("TRACXE.CON.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900507", "7064381",
"TRACXE-CONS2V1 - 0614", "DOW JONES TRAC-X EUROPE CONSUMER INDEX - SERIES 2",
"TRACXE-CONS2V1-0614 EUR SEN MMR I03 CDS MATURED", 2453087, 2456829, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I666LAB3", "TRACXE", 2, "CON", null, "IG", 1, 10,
"222844", 1, 26, 0, "LON", false, false, true, null, "Tracxe"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.10Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900508", "7064802",
"ITRAXX-FINSENS3V1 - 0615", "iTraxx Europe Senior Financials Series 3 Version 1",
"ITRAXX-FINSENS3V1-0615 EUR SEN MMR I03 CDS", 2453451, 2457194, 0.002, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAC8", "ITRAXX", 3, "FINSEN", "SEN", "IG", 1, 10,
"225368", 1, 23, 0, "LON", true, true, true, "ITRXES03", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900510", "7064748",
"ITRAXX-FINSENS3V1 - 0610", "iTraxx Europe Senior Financials Series 3 Version 1",
"ITRAXX-FINSENS3V1-0610 EUR SEN MMR I03 CDS", 2453451, 2455368, 0.0015, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAC8", "ITRAXX", 3, "FINSEN", "SEN", "IG", 1, 5,
"225368", 1, 23, 0, "LON", true, true, true, "ITRXES53", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.10Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900511", "7063911",
"ITRAXX-FINSUBS2V2 - 0315", "iTraxx Europe Sub Financials Series 2 Version 2",
"ITRAXX-FINSUBS2V2-0315 EUR LT2 SUB MMR I03 CDS", 2453269, 2457102, 0.005, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAC6", "ITRAXX", 2, "FINSUB", "SUB", "IG", 2, 10,
"224365", 1, 24, 0, "LON", true, true, true, null, "SUB"));
UpdateCDXRefDataMap ("TRACXE.TMT.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900512", "7064608",
"TRACXE-TMTS2V1 - 0614", "DOW JONES TRAC-X EUROPE TNT INDEX - SERIES 2",
"TRACXE-TMTS2V1-0614 EUR SEN MMR I03 CDS", 2453087, 2456829, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I666JAB8", "TRACXE", 2, "TMT", "TMT", "IG", 1, 10,
"222847", 1, 25, 0, "LON", false, false, true, "ITRXET02", "TMT"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900514", "7065213",
"ITRAXX-HIVOLS4V1 - 1215", "iTraxx Europe HiVol Series 4 Version 1",
"ITRAXX-HIVOLS4V1-1215 EUR SEN MMR I03 CDS MATURED", 2453634, 2457377, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAD8", "ITRAXX", 4, "HIVOL", "VOL", "HV", 1, 10,
"229309", 1, 30, 0, "LON", true, true, true, "ITRXEH04", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.ENERGY.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900515", "7063741",
"ITRAXX-ENERGYS2V1 - 0310", "iTraxx Europe Energy Series 2 Version 1",
"ITRAXX-ENERGYS2V1-0310 EUR SEN MMR I03 CDS", 2453269, 2455276, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I667CAB2", "ITRAXX", 2, "ENERGY", null, "IG", 1, 5,
"224350", 1, 20, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.ENERGY.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900516", "7063768",
"ITRAXX-ENERGYS2V1 - 0315", "iTraxx Europe Energy Series 2 Version 1",
"ITRAXX-ENERGYS2V1-0315 EUR SEN MMR I03 CDS", 2453269, 2457102, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I667CAB2", "ITRAXX", 2, "ENERGY", null, "IG", 1, 10,
"224350", 1, 20, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("TRACXE.100.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900517", "7064349",
"TRACXE-100S2V1 - 0614", "DOW JONES TRAC-X EUROPE 100 INDEX - SERIES 2",
"TRACXE-100S2V1-0614 EUR SEN MMR I03 CDS MATURED", 2453087, 2456829, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I666GAB4", "TRACXE", 2, "100", null, "IG", 1, 10,
"222843", 1, 98, 0, "LON", false, false, true, null, "Tracxe"));
UpdateCDXRefDataMap ("TRACXE.CORP.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900520", "7064454",
"TRACXE-CORPS2V1 - 0614", "DOW JONES TRAC-X EUROPE CORPORATE INDEX - SERIES 2",
"TRACXE-CORPS2V1-0614 EUR SEN MMR I03 CDS MATURED", 2453087, 2456829, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I666HAB2", "TRACXE", 2, "CORP", "COR", "IG", 1, 10,
"222845", 1, 76, 0, "LON", false, false, true, null, "COR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900521", "7065183",
"ITRAXX-HIVOLS4V1 - 1210", "iTraxx Europe HiVol Series 4 Version 1",
"ITRAXX-HIVOLS4V1-1210 EUR SEN MMR I03 CDS MATURED", 2453634, 2455551, 0.007, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAD8", "ITRAXX", 4, "HIVOL", "VOL", "HV", 1, 5,
"229309", 1, 30, 0, "LON", true, true, true, "ITRXEH54", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.7Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900522", "7065205",
"ITRAXX-HIVOLS4V1 - 1212", "iTraxx Europe HiVol Series 4 Version 1",
"ITRAXX-HIVOLS4V1-1212 EUR SEN MMR I03 CDS", 2453634, 2456282, 0.0085, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAD8", "ITRAXX", 4, "HIVOL", "VOL", "HV", 1, 7,
"229309", 1, 30, 0, "LON", true, true, true, "ITRXEH74", "VOL"));
UpdateCDXRefDataMap ("TRACXE.IND.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900525", "7064497",
"TRACXE-INDS2V1 - 0614", "DOW JONES TRAC-X EUROPE INDUSTRIAL INDEX - SERIES 2",
"TRACXE-INDS2V1-0614 EUR SEN MMR I03 CDS", 2453087, 2456829, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I666KAB5", "TRACXE", 2, "IND", null, "IG", 1, 10,
"222846", 1, 25, 0, "LON", false, false, true, "ITRXEI02", "Tracxe"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900528", "7065353",
"ITRAXX-EUROPES4V1 - 1212", "iTraxx Europe Series 4 Version 1",
"ITRAXX-EUROPES4V1-1212 EUR SEN MMR I03 CDS MATURED", 2453634, 2456282, 0.0045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAD7", "ITRAXX", 4, "EUROPE", "EUR", "IG", 1, 7,
"229313", 1, 123, 0, "LON", true, true, true, "ITRXEB74", "EUR"));
UpdateCDXRefDataMap ("TRACXE.SENFIN.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900529", "7064527",
"TRACXE-SENFINS2V1 - 0614", "DOW JONES TRAC-X EUROPE SENIOR FINANCIALS INDEX - SERIES 2",
"TRACXE-SENFINS2V1-0614 EUR SEN MMR I03 CDS", 2453087, 2456829, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "8HB59MAB0", "TRACXE", 2, "SENFIN", null, "IG", 1, 10,
"222850", 1, 22, 0, "LON", false, false, true, null, "Tracxe"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.10Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900532", "7065221",
"ITRAXX-FINSENS4V1 - 1215", "iTraxx Europe Senior Financials Series 4 Version 1",
"ITRAXX-FINSENS4V1-1215 EUR SEN MMR I03 CDS", 2453634, 2457377, 0.003, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAD6", "ITRAXX", 4, "FINSEN", "SEN", "IG", 1, 10,
"229311", 1, 22, 0, "LON", true, true, true, "ITRXES04", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.ENERGY.10Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900533", "7065280",
"ITRAXX-ENERGYS4V1 - 1215", "iTraxx Europe Energy Series 4 Version 1",
"ITRAXX-ENERGYS4V1-1215 EUR SEN MMR I03 CDS", 2453634, 2457377, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667CAD8", "ITRAXX", 4, "ENERGY", null, "IG", 1, 10,
"229308", 1, 20, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900534", "7065345",
"ITRAXX-EUROPES4V1 - 1210", "iTraxx Europe Series 4 Version 1",
"ITRAXX-EUROPES4V1-1210 EUR SEN MMR I03 CDS MATURED", 2453634, 2455551, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAD7", "ITRAXX", 4, "EUROPE", "EUR", "IG", 1, 5,
"229313", 1, 123, 0, "LON", true, true, true, "ITRXEB54", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.ENERGY.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900535", "7065051",
"ITRAXX-ENERGYS4V1 - 1210", "iTraxx Europe Energy Series 4 Version 1",
"ITRAXX-ENERGYS4V1-1210 EUR SEN MMR I03 CDS", 2453634, 2455551, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I667CAD8", "ITRAXX", 4, "ENERGY", null, "IG", 1, 5,
"229308", 1, 20, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900537", "7065124",
"ITRAXX-FINSENS4V1 - 1210", "iTraxx Europe Senior Financials Series 4 Version 1",
"ITRAXX-FINSENS4V1-1210 EUR SEN MMR I03 CDS", 2453634, 2455551, 0.002, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAD6", "ITRAXX", 4, "FINSEN", "SEN", "IG", 1, 5,
"229311", 1, 22, 0, "LON", true, true, true, "ITRXES54", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900538", "7065361",
"ITRAXX-EUROPES4V1 - 1215", "iTraxx Europe Series 4 Version 1",
"ITRAXX-EUROPES4V1-1215 EUR SEN MMR I03 CDS MATURED", 2453634, 2457377, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAD7", "ITRAXX", 4, "EUROPE", "EUR", "IG", 1, 10,
"229313", 1, 123, 0, "LON", true, true, true, "ITRXEB04", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.AUTOS.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900541", "7063660",
"ITRAXX-AUTOSS2V1 - 0315", "iTraxx Europe Autos Series 2 Version 1",
"ITRAXX-AUTOSS2V1-0315 EUR SEN MMR I03 CDS", 2453269, 2457102, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I666WAB9", "ITRAXX", 2, "AUTOS", "AUT", "IG", 1, 10,
"224367", 1, 10, 0, "LON", false, false, true, "ITRXEA02", "AUT"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.10Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900542", "7064845",
"ITRAXX-FINSUBS3V1 - 0615", "iTraxx Europe Sub Financials Series 3 Version 1",
"ITRAXX-FINSUBS3V1-0615 LT2 SUB MMR I03 CDS", 2453451, 2457194, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAD4", "ITRAXX", 3, "FINSUB", "SUB", "IG", 1, 10,
"225369", 1, 23, 0, "LON", true, true, true, "ITRXEU03", "SUB"));
UpdateCDXRefDataMap ("ITRAXX.AUTOS.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900543", "7063652",
"ITRAXX-AUTOSS2V1 - 0310", "iTraxx Europe Autos Series 2 Version 1",
"ITRAXX-AUTOSS2V1-0310 EUR SEN MMR I03 CDS", 2453269, 2455276, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I666WAB9", "ITRAXX", 2, "AUTOS", "AUT", "IG", 1, 5,
"224367", 1, 10, 0, "LON", false, false, true, "ITRXEA52", "AUT"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900544", "7064969",
"ITRAXX-FINSUBS3V1 - 0610", "iTraxx Europe Sub Financials Series 3 Version 1",
"ITRAXX-FINSUBS3V1-0610 LT2 SUB MMR I03 CDS", 2453451, 2455368, 0.0035, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAD4", "ITRAXX", 3, "FINSUB", "SUB", "IG", 1, 5,
"225369", 1, 23, 0, "LON", true, true, true, "ITRXEU53", "SUB"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.10Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900545", "7065310",
"ITRAXX-FINSUBS4V1 - 1215", "iTraxx Europe Sub Financials Series 4 Version 1",
"ITRAXX-FINSUBS4V1-1215 LT2 SUB MMR I03 CDS", 2453634, 2457377, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAE2", "ITRAXX", 4, "FINSUB", "SUB", "IG", 1, 10,
"229314", 1, 22, 0, "LON", true, true, true, "ITRXEU04", "SUB"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900546", "7065132",
"ITRAXX-FINSUBS4V1 - 1210", "iTraxx Europe Sub Financials Series 4 Version 1",
"ITRAXX-FINSUBS4V1-1210 LT2 SUB MMR I03 CDS", 2453634, 2455551, 0.0035, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAE2", "ITRAXX", 4, "FINSUB", "SUB", "IG", 1, 5,
"229314", 1, 22, 0, "LON", true, true, true, "ITRXEU54", "SUB"));
UpdateCDXRefDataMap ("TRACXE.SUBFIN.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900547", "7064551",
"TRACXE-SUBFINS2V1 - 0614", "DOW JONES TRAC-X EUROPE SUB FINANCIALS INDEX - SERIES 2",
"TRACXE-SUBFINS2V1-0614 EUR LT2 SUB MMR I03 CDS", 2453087, 2456829, 0.006, "EUR",
"ACT/360", false, 0.2, 4, "8HB59LAB2", "TRACXE", 2, "SUBFIN", null, "IG", 1, 10,
"222851", 1, 22, 0, "LON", false, false, true, null, "Tracxe"));
UpdateCDXRefDataMap ("ITRAXX.TMT.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900548", "7063954",
"ITRAXX-TMTS2V1 - 0315", "iTraxx Europe TMT Series 2 Version 1",
"ITRAXX-TMTS2V1-0315 EUR SEN MMR I03 CDS", 2453269, 2457102, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I667IAB9", "ITRAXX", 2, "TMT", "TMT", "IG", 1, 10,
"224349", 1, 20, 0, "LON", false, false, true, "ITRXET02", "TMT"));
UpdateCDXRefDataMap ("ITRAXX.TMT.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900550", "7063946",
"ITRAXX-TMTS2V1 - 0310", "iTraxx Europe TMT Series 2 Version 1",
"ITRAXX-TMTS2V1-0310 EUR SEN MMR I03 CDS", 2453269, 2455276, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I667IAB9", "ITRAXX", 2, "TMT", "TMT", "IG", 1, 5,
"224349", 1, 20, 0, "LON", false, false, true, "ITRXET52", "TMT"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900555", "7063717",
"ITRAXX-XOVERS2V1 - 0315", "Itraxx Europe Crossover Series 2 Version 1",
"ITRAXX-XOVERS2V1-0315 EUR SEN MMR I03 CDS", 2453269, 2457102, 0.029500000000000002, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAB4", "ITRAXX", 2, "XOVER", "XVR", "XO", 1, 10,
"224352", 1, 30, 0, "LON", true, true, true, "ITRXEX02", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900556", "7063709",
"ITRAXX-XOVERS2V1 - 0310", "Itraxx Europe Crossover Series 2 Version 1",
"ITRAXX-XOVERS2V1-0310 EUR SEN MMR I03 CDS", 2453269, 2455276, 0.0275, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAB4", "ITRAXX", 2, "XOVER", "XVR", "XO", 1, 5,
"224352", 1, 30, 0, "LON", true, true, true, "ITRXEX52", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.AUTOS.10Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900652", "7065256",
"ITRAXX-AUTOSS4V1 - 1215", "iTraxx Europe Autos Series 4 Version 1",
"ITRAXX-AUTOSS4V1-1215 EUR SEN MMR I03 CDS", 2453634, 2457377, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I666WAD5", "ITRAXX", 4, "AUTOS", "AUT", "IG", 1, 10,
"229305", 1, 10, 0, "LON", false, false, true, "ITRXEA04", "AUT"));
UpdateCDXRefDataMap ("ITRAXX.IND.10Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900656", "7065299",
"ITRAXX-INDS4V1 - 1215", "iTraxx Europe Industrials Series 4 Version 1",
"ITRAXX-INDS4V1-1215 EUR SEN MMR I03 CDS", 2453634, 2457377, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667HAD7", "ITRAXX", 4, "IND", null, "IG", 1, 10,
"229310", 1, 20, 0, "LON", false, false, true, "ITRXEI04", "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.TMT.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900659", "7065140",
"ITRAXX-TMTS4V1 - 1210", "iTraxx Europe TMT Series 4 Version 1",
"ITRAXX-TMTS4V1-1210 EUR SEN MMR I03 CDS", 2453634, 2455551, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I667IAD5", "ITRAXX", 4, "TMT", "TMT", "IG", 1, 5,
"229315", 1, 20, 0, "LON", false, false, true, "ITRXET54", "TMT"));
UpdateCDXRefDataMap ("ITRAXX.IND.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900660", "7065086",
"ITRAXX-INDS4V1 - 1210", "iTraxx Europe Industrials Series 4 Version 1",
"ITRAXX-INDS4V1-1210 EUR SEN MMR I03 CDS", 2453634, 2455551, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I667HAD7", "ITRAXX", 4, "IND", null, "IG", 1, 5,
"229310", 1, 20, 0, "LON", false, false, true, "ITRXEI54", "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.AUTOS.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900661", "7065035",
"ITRAXX-AUTOSS4V1 - 1210", "iTraxx Europe Autos Series 4 Version 1",
"ITRAXX-AUTOSS4V1-1210 EUR SEN MMR I03 CDS", 2453634, 2455551, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I666WAD5", "ITRAXX", 4, "AUTOS", "AUT", "IG", 1, 5,
"229305", 1, 10, 0, "LON", false, false, true, "ITRXEA54", "AUT"));
UpdateCDXRefDataMap ("ITRAXX.CONS.10Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900662", "7065264",
"ITRAXX-CONSS4V1 - 1215", "iTraxx Europe Consumers Series 4 Version 1",
"ITRAXX-CONSS4V1-1215 EUR SEN MMR I03 CDS MATURED", 2453634, 2457377, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667BAD0", "ITRAXX", 4, "CONS", "CON", "IG", 1, 10,
"229306", 1, 31, 0, "LON", true, true, true, "ITRXEY04", "CON"));
UpdateCDXRefDataMap ("ITRAXX.TMT.10Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900663", "7065329",
"ITRAXX-TMTS4V1 - 1215", "iTraxx Europe TMT Series 4 Version 1",
"ITRAXX-TMTS4V1-1215 EUR SEN MMR I03 CDS", 2453634, 2457377, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667IAD5", "ITRAXX", 4, "TMT", "TMT", "IG", 1, 10,
"229315", 1, 20, 0, "LON", false, false, true, "ITRXET04", "TMT"));
UpdateCDXRefDataMap ("ITRAXX.CONS.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900664", "7065159",
"ITRAXX-CONSS4V1 - 1210", "iTraxx Europe Consumers Series 4 Version 1",
"ITRAXX-CONSS4V1-1210 EUR SEN MMR I03 CDS", 2453634, 2455551, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I667BAD0", "ITRAXX", 4, "CONS", "CON", "IG", 1, 5,
"229306", 1, 31, 0, "LON", true, true, true, "ITRXEY54", "CON"));
UpdateCDXRefDataMap ("ITRAXX.SDI75.10Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900703", "7221401",
"ITRAXX-SDI75S1V1 - 1215", "iTraxx SDI-75 Series 1 Version 1",
"ITRAXX SDI-75 SERIES 1 VERSION 1 10Y EUR SEN MMR I03 CDS", 2453704, 2457377, 0.0045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAIAA3", "ITRAXX", 1, "SDI75", null, "IG", 1, 10,
"229734", 1, 77, 0, "LON", false, false, true, null, "Itraxx SDI"));
UpdateCDXRefDataMap ("DJCDX.NA HY HB.5Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900760", "7278446",
"DJCDX-NAHYHBS5V3 - 1210", "Dow Jones CDX.NA.HY.HB.5",
"DJCDX_NA_HY_S5_HB_SWP_28/30", 2453651, 2455551, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWAJ8", "DJCDX", 5, "NA HY HB", null, "HY", 3, 5,
null, 0.9331999999999999, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.KOREA.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900815", "7275382",
"ITRAXX-KOREAS2V1 - 0310", "iTraxx Korea Series Number 2 Version 1",
"DJ ITRAXX-KOREAS2V1 - 0310 USD SEN RES I03 CDS", 2453269, 2455278, 0.004, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I668EAB7", "ITRAXX", 2, "KOREA", null, "IG", 1, 5,
"0", 1, 8, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900816", "7275188",
"ITRAXX-JAPANS2V1 - 0310", "iTraxx Japan Series Number 2 Version 1",
"DJ ITRAXX-CJS2V1 - 0310 JPY SEN RES I03 CDS", 2453269, 2455276, 0.0025, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAB0", "ITRAXX", 2, "JAPAN", null, "IG", 1, 5,
"231427", 1, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.KOREA.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900817", "7275412",
"ITRAXX-KOREAS3V1 - 0610", "iTraxx Korea Series Number 3 Version 1",
"DJ ITRAXX-KOREAS3V1 - 0610 USD SEN RES I03 CDS", 2453451, 2455368, 0.0035, "USD",
"ACT/360", false, 0.3, 4, "2I668EAC5", "ITRAXX", 3, "KOREA", null, "IG", 1, 5,
"225502", 1, 8, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900820", "7276630",
"ITRAXX-JAPANS2V1 - 0315", "ITRAXX JAPAN SERIES NUMBER 2 VERSION 1",
"DJ ITRAXX-CJS2V1 - 0315 JPY SEN RES I03 CDS", 2453269, 2457102, 0.0035, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAB0", "ITRAXX", 2, "JAPAN", null, "IG", 1, 10,
"231427", 1, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.GRCHINA.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900822", "7275315",
"ITRAXX-GRCHINAS2V1 - 0310", "iTraxx Greater China Series Number 2 Version 1",
"DJ ITRAXX-GRCHINAS2V1 - 0310 USD SEN RES I03 CDS", 2453269, 2455278, 0.004, "USD",
"ACT/360", false, 0.3, 4, "2I668FAB4", "ITRAXX", 2, "GRCHINA", null, "IG", 1, 5,
"0", 1, 9, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900823", "7275030",
"ITRAXX-AUSTRALIAS2V1 - 0310", "iTraxx Australia Series Number 2 Version 1",
"ITRAXX-AUSTRALIAS2V1 - 0310 USD SEN MR I03 CDS", 2453269, 2455276, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I668IAB8", "ITRAXX", 2, "AUSTRALIA", null, "IG", 1, 5,
"0", 1, 24, 0, "HKG", false, false, true, null, "Itraxx Australia"));
UpdateCDXRefDataMap ("ITRAXX.GRCHINA.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900825", "7275331",
"ITRAXX-GRCHINAS3V1 - 0610", "iTraxx Greater China Series Number 3 Version 1",
"DJ ITRAXX-GRCHINAS3V1 - 0610 USD SEN RES I03 CDS", 2453451, 2455368, 0.003, "USD",
"ACT/360", false, 0.3, 4, "2I668FAC2", "ITRAXX", 3, "GRCHINA", null, "IG", 1, 5,
"0", 1, 9, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900827", "7275528",
"ITRAXX-AUSTRALIAS4V1 - 1210", "iTraxx Australia Series Number 4 Version 1",
"ITRAXX-AUSTRALIAS4V1 - 1210 USD SEN MR I03 CDS", 2453634, 2455551, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I668IAD4", "ITRAXX", 4, "AUSTRALIA", null, "IG", 1, 5,
"229379", 1, 24, 0, "HKG", false, false, true, null, "Itraxx Australia"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900828", "7275056",
"ITRAXX-AUSTRALIAS3V1 - 0610", "iTraxx Australia Series Number 3 Version 1",
"ITRAXX-AUSTRALIAS3V1 - 0610 USD SEN MR I03 CDS", 2453451, 2455368, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I668IAC6", "ITRAXX", 3, "AUSTRALIA", null, "IG", 1, 5,
"225498", 1, 24, 0, "HKG", false, false, true, null, "Itraxx Australia"));
UpdateCDXRefDataMap ("ITRAXX.KOREA.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900829", "7276532",
"ITRAXX-KOREAS4V1 - 1210", "iTraxx Korea Series Number 4 Version 1",
"DJ ITRAXX-KOREAS4V1 - 1210 USD SEN RES I03 CDS", 2453634, 2455551, 0.004, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I668EAD3", "ITRAXX", 4, "KOREA", null, "IG", 1, 5,
"229375", 1, 10, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.CJAPAN.5Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900830", "7275161",
"ITRAXX-CJAPANS1V1 - 0909", "iTraxx Japan Series Number 1 Version 1",
"DJ ITRAXX-CJS1V1 - 0909 JPY SEN RES I03 CDS", 2453214, 2455096, 0.0025, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAA2", "ITRAXX", 1, "CJAPAN", null, "IG", 1, 5,
"224150", 1, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("DJTRAC.X JAPAN50.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900837", "7276591",
"DJTRAC-X JAPAN50S2 - 0309", "Dow Jones TRAC-X Japan 50 Series 2",
"DJ TRAC-X JAPAN50S2V1 - 0309 JPY SEN RES I03 CDS", 2452907, 2454913, 0.0035, "JPY",
"ACT/360", false, 0.3, 4, "2I666NAB9", "DJTRAC", 2, "X JAPAN50", null, "IG", 1, 5,
"220802", 1, 49, 0, "TOK", false, false, true, null, "Trac-X"));
UpdateCDXRefDataMap ("DJCDX.NA HY.10Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900842", "7321678",
"DJCDX-NAHYS5V3 - 1215", "Dow Jones CDX.NA.HY.5",
"DJCDX_NA_HY_S5_100_SWP_10Y_12/15_98/100", 2453651, 2457377, 0.0395, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAO7", "DJCDX", 5, "NA HY", null, "HY", 3, 10,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900846", "7274912",
"ITRAXX-ASIAXJS2V1 - 0310", "iTraxx Asia ex-Japan Series Number 2 Version 1",
"DJ ITRAXX-ASIAXJS2V1 - 0310 USD SEN RES I03 CDS", 2453269, 2455278, 0.0055000000000000005, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I668DAB9", "ITRAXX", 2, "ASIAXJ", null, "IG", 1, 5,
"224454", 1, 30, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900847", "7274955",
"ITRAXX-ASIAXJS3V1 - 0610", "iTraxx Asia ex-Japan Series Number 3 Version 1",
"DJ ITRAXX-ASIAXJS3V1 - 0610 USD SEN RES I03 CDS", 2453451, 2455368, 0.005, "USD",
"ACT/360", false, 0.3, 4, "2I668DAC7", "ITRAXX", 3, "ASIAXJ", null, "IG", 1, 5,
"225500", 1, 30, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ.10Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900848", "7276605",
"ITRAXX-ASIAXJS3V1 - 0615", "iTraxx Asia ex-Japan Series Number 3 Version 1",
"DJ ITRAXX-ASIAXJS3V1 - 0615 USD SEN RES I03 CDS", 2453451, 2457194, 0.006500000000000001, "USD",
"ACT/360", false, 0.3, 4, "2I668DAC7", "ITRAXX", 3, "ASIAXJ", null, "IG", 1, 10,
"225500", 1, 30, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.JAPANTECH.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900849", "7275250",
"ITRAXX-JAPANTECHS2V1 - 0310", "iTraxx Japan Technology Series Number 2 Version 1",
"DJ ITRAXX-CJTECHS2V1 - 0310 JPY SEN RES I03 CDS", 2453269, 2455278, 0.002, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668NAA9", "ITRAXX", 2, "JAPANTECH", null, "IG", 1, 5,
"224514", 1, 10, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900850", "7276656",
"ITRAXX-JAPANS4V1 - 1215", "iTraxx Japan Series Number 4 Version 1",
"DJ ITRAXX-CJS4V1 - 1215 JPY SEN RES I03 CDS", 2453634, 2457377, 0.003, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAD6", "ITRAXX", 4, "JAPAN", null, "IG", 1, 10,
"231433", 1, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPANTECH.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900851", "7276648",
"ITRAXX-JAPANTECHS2V1 - 0315", "iTraxx Japan Technology Series Number 2 Version 1",
"DJ ITRAXX-CJTECHS2V1 - 0315 JPY SEN RES I03 CDS", 2453269, 2457102, 0.003, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668NAA9", "ITRAXX", 2, "JAPANTECH", null, "IG", 1, 10,
null, 1, 10, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPANTECH.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900852", "7276508",
"ITRAXX-JAPANTECHS3V1 - 0610", "iTraxx Japan Technology Series Number 3 Version 1",
"DJ ITRAXX-CJTECHS3V1 - 0610 JPY SEN RES I03 CDS", 2453451, 2455368, 0.002, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668NAB7", "ITRAXX", 3, "JAPANTECH", null, "IG", 1, 5,
"0", 1, 10, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPANTECH.10Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900854", "7276672",
"ITRAXX-JAPANTECHS3V1 - 0615", "iTraxx Japan Technology Series Number 3 Version 1",
"DJ ITRAXX-CJTECHS3V1 - 0615 JPY SEN RES I03 CDS", 2453451, 2457194, 0.003, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668NAB7", "ITRAXX", 3, "JAPANTECH", null, "IG", 1, 10,
null, 1, 10, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900857", "7275552",
"ITRAXX-JAPANS4V1 - 1210", "iTraxx Japan Series Number 4 Version 1",
"DJ ITRAXX-CJS4V1 - 1210 JPY SEN RES I03 CDS", 2453634, 2455551, 0.002, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAD6", "ITRAXX", 4, "JAPAN", null, "IG", 1, 5,
"231433", 1, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900858", "7275501",
"ITRAXX-ASIAXJS4V1 - 1210", "iTraxx Asia ex-Japan Series Number 4 Version 1",
"DJ ITRAXX-ASIAXJS4V1 - 1210 USD SEN RES I03 CDS", 2453634, 2455551, 0.0055000000000000005, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I668DAD5", "ITRAXX", 4, "ASIAXJ", null, "IG", 1, 5,
"229374", 1, 50, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.JAPANFIN.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900859", "7275110",
"ITRAXX-JAPANFINS2V1 - 0310", "iTraxx Japan Financials Series Number 2 Version 1",
"DJ ITRAXX-CJFINS2V1 - 0310 JPY SEN RES I03 CDS", 2453269, 2455276, 0.0035, "JPY",
"ACT/360", false, 0.3, 4, "2I668LAA3", "ITRAXX", 2, "JAPANFIN", null, "IG", 1, 5,
"224710", 1, 9, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPANFIN.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900860", "7276613",
"ITRAXX-JAPANFINS2V1 - 0315", "iTraxx Japan Financials Series Number 2 Version 1",
"DJ ITRAXX-CJFINS2V1 - 0315 JPY SEN RES I03 CDS", 2453269, 2457102, 0.005, "JPY",
"ACT/360", false, 0.3, 4, "2I668LAA3", "ITRAXX", 2, "JAPANFIN", null, "IG", 1, 10,
null, 1, 9, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900864", "7275218",
"ITRAXX-JAPANS3V1 - 0610", "iTraxx Japan Series Number 3 Version 1",
"DJ ITRAXX-CJS3V1 - 0610 JPY SEN RES I03 CDS", 2453451, 2455368, 0.002, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAC8", "ITRAXX", 3, "JAPAN", null, "IG", 1, 5,
"231430", 1, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900866", "7275145",
"ITRAXX-JAPANHIVOLS2V1 - 0310", "iTraxx Japan HiVol Series Number 2 Version 1",
"DJ ITRAXX-CJHIVOLS2V1 - 0310 JPY SEN RES I03 CDS", 2453269, 2455276, 0.005, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAA1", "ITRAXX", 2, "JAPANHIVOL", "VOL", "HV", 1, 5,
"0", 1, 10, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900870", "7276621",
"ITRAXX-JAPANHIVOLS2V1 - 0315", "iTraxx Japan HiVol Series Number 2 Version 1",
"DJ ITRAXX-CJHIVOLS2V1 - 0315 JPY SEN RES I03 CDS", 2453269, 2457102, 0.007, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAA1", "ITRAXX", 2, "JAPANHIVOL", "VOL", "HV", 1, 10,
null, 1, 10, 0, "TOK", false, false, true, null, "VOL"));
return true;
}
private static final boolean InitCDXRefDataSet5()
{
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900877", "7324138",
"ITRAXX-JAPANS3V1 - 0615", "iTraxx Japan Series Number 3 Version 1",
"DJ ITRAXX-CJS3V1 - 0615 JPY SEN RES I03 CDS", 2453451, 2457194, 0.0035, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAC8", "ITRAXX", 3, "JAPAN", null, "IG", 1, 10,
"231430", 1, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("DJCDX.NA HY.7Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900907", "7345879",
"DJCDX-NAHYS5V3 - 1212", "Dow Jones CDX.NA.HY.5",
"DJCDX_NA_HY_S5_100_SWP_07Y_12/12_98/100", 2453651, 2456282, 0.0395, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAO7", "DJCDX", 5, "NA HY", null, "HY", 3, 7,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NAXO.10Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900937", "7359926",
"DJCDX-NAXOS5V2 - 1215", "Dow Jones CDX.NA.XO.5",
"DJCDX_NA_XO_S5_10YR_12/15_34/35", 2453635, 2457377, 0.024, "USD",
"ACT/360", false, 0.5, 4, "1D764IAB3", "DJCDX", 5, "NAXO", null, "XO", 2, 10,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJIBOXX.NA HY.5Y.2.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900938", "7360045",
"DJIBOXX-NA-HY-S2V4 - 0909", "Dow Jones CDX.NA.HY.2",
"DJIBOXX_NA_HY_S2_100_SWP_96/100", 2453088, 2455095, 0.043000000000000003, "USD",
"ACT/360", false, 0.35000000000000003, 4, "DJIBOXX-NA-HY-S2V4", "DJIBOXX", 2, "NA HY", null, "HY", 4, 5,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.3.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900945", "7359942",
"DJCDX-NAHYS3V5 - 1209", "Dow Jones CDX.NA.HY.3",
"DJCDX_NA_HY_S3_100_SWP_97/100", 2453196, 2455186, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAS9", "DJCDX", 3, "NA HY", null, "HY", 5, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY BB.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900946", "7359969",
"DJCDX-NAHYBBS3V2 - 1209", "Dow Jones CDX.NA.HY.BB.3",
"DJCDX_NA_HY_S3_BB__SWP_42/43", 2453196, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BVAI2", "DJCDX", 3, "NA HY BB", null, "HY", 2, 5,
null, 0.97674, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V3 AllPts.5Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900947", "7359977",
"DJCDX-NAHYS3V3 AllPts - 1209", "DOW JONES CDXNAHYS3ALLPTS98/100",
"DJCDX_NA_HY_S3-ALL PTS_98/100", 2453196, 2455186, 0, "USD",
"ACT/360", false, 0.4, 4, "2I65BRAM2-AP", "DJCDX", 3, "NA HY V3 AllPts", null, "HY", 3, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.4.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900948", "7359993",
"DJCDX-NAHYS4V5 - 0610", "Dow Jones CDX.NA.HY.4",
"DJCDX_NA_HY_S4_100_SWP_96/100", 2453475, 2455368, 0.036000000000000004, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAT7", "DJCDX", 4, "NA HY", null, "HY", 5, 5,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY BB.5Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900949", "7360240",
"DJCDX-NAHYBBS4V3 - 0610", "DOW JONES CDX.NA.HY.BB.4",
"DJCDX_NA_HY_S4_BB_SWP_41/43", 2453475, 2455368, 0.021, "USD",
"ACT/360", false, 0.3, 4, "2I65BVAJ0", "DJCDX", 4, "NA HY BB", null, "HY", 3, 5,
null, 0.95348, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V3AllPts.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900950", "7360290",
"DJCDX-NAHYS4V3-AllPts - 0610", "DOW JONES CDX NAHYS4ALLPTS 98/100",
"DJCDX_NA_HY_S4-ALL PTS_98/100", 2453475, 2455368, 0, "USD",
"ACT/360", false, 0.4, 4, "2I65BRAJ9-AP", "DJCDX", 4, "NA HY V3AllPts", null, "HY", 2, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.10Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900951", "7360312",
"DJCDX-NAHYS5V4 - 1215", "Dow Jones CDX.NA.HY.5",
"DJCDX_NA_HY_S5_100_10Y_12/15_97/100", 2453651, 2457377, 0.0395, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAU4", "DJCDX", 5, "NA HY", null, "HY", 4, 10,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.7Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900952", "7360347",
"DJCDX-NAHYS5V4 - 1212", "Dow Jones CDX.NA.HY.5",
"DJCDX_NA_HY_S5_100_SWP_07Y_12/12_97/100", 2453651, 2456282, 0.0395, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAU4", "DJCDX", 5, "NA HY", null, "HY", 4, 7,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900953", "7360355",
"DJCDX-NAHYS5V4 - 1210", "DOW JONES CDX.NA.HY.5",
"DJCDX_NA_HY_S5_100_SWP_97/100", 2453651, 2455551, 0.0395, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAU4", "DJCDX", 5, "NA HY", null, "HY", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V4 ALLPTS.5Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900954", "7360363",
"DJCDX-NAHYS5V4 ALLPTS - 1210", "Dow Jones CDX.NA.HY.5",
"DJCDX_NA_HY_S5_ALLPTS_97/100", 2453651, 2455551, 0, "USD",
"ACT/360", false, 0.5, 4, "2I65BRAU4 ALLPTS", "DJCDX", 5, "NA HY V4 ALLPTS", null, "HY", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY BB.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900955", "7360371",
"DJCDX-NAHYBBS5V2 - 1210", "Dow Jones CDX.NA.HY.BB.5",
"DJCDX_NA_HY_S5_BB_SWP_40/41", 2453651, 2455551, 0.025, "USD",
"ACT/360", false, 0.3, 4, "2I65BVAK7", "DJCDX", 5, "NA HY BB", null, "HY", 2, 5,
null, 0.9756100000000001, 41, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY HB.5Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900956", "7360002",
"DJCDX-NAHYHBS5V4 - 1210", "Dow Jones CDX.NA.HY.HB.5",
"DJCDX_NA_HY_S5_HB_SWP_27/30", 2453651, 2455551, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWAK5", "DJCDX", 5, "NA HY HB", null, "HY", 4, 5,
null, 0.8998, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NAXO.3Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900957", "7359853",
"DJCDX-NAXOS5V2 - 1208", "Dow Jones CDX.NA.XO Series 5 3YR",
"DJCDX_NA_XO_S5_03YR_12/08_34/35", 2453635, 2454821, 0.02, "USD",
"ACT/360", false, 0.06, 4, "1D764IAB3", "DJCDX", 5, "NAXO", null, "XO", 2, 3,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NAXO.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900958", "7360037",
"DJCDX-NAXOS5V2 - 1210", "Dow Jones CDX.NA.XO.5",
"DJCDX_NA_XO_S5_05Y_12/10_34/35", 2453635, 2455551, 0.02, "USD",
"ACT/360", false, 0.4, 4, "1D764IAB3", "DJCDX", 5, "NAXO", null, "XO", 2, 5,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NAXO.7Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900959", "7359918",
"DJCDX-NAXOS5V2 - 1212", "Dow Jones CDX.NA.XO.5",
"DJCDX_NA_XO_S5_07YR_12/12_34/35", 2453635, 2456282, 0.02, "USD",
"ACT/360", false, 0.5, 4, "1D764IAB3", "DJCDX", 5, "NAXO", null, "XO", 2, 7,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.3Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900960", "7360339",
"DJCDX-NAHYS5V4 - 1208", "DOW JONES CDX NAHYS5 100S 12/8 97/100",
"DJCDX_NA_HY_S5_100_SWP_03Y_12/08_97/100", 2453651, 2454821, 0.0395, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAU4", "DJCDX", 5, "NA HY", null, "HY", 4, 3,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900989", "7351496",
"ITRAXX-EUROPES5V1 - 0611", "iTraxx Europe Series 5 Version 1",
"ITRAXX-EUROPES5V1-0611 EUR SEN MMR I03 CDS MATURED", 2453815, 2455733, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAE5", "ITRAXX", 5, "EUROPE", "EUR", "IG", 1, 5,
"231406", 1, 124, 0, "LON", true, true, true, "ITRXEB55", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900990", "7351500",
"ITRAXX-EUROPES5V1 - 0613", "iTraxx Europe Series 5 Version 1",
"ITRAXX-EUROPES5V1-0613 EUR SEN MMR I03 CDS MATURED", 2453815, 2456464, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAE5", "ITRAXX", 5, "EUROPE", "EUR", "IG", 1, 7,
"231406", 1, 124, 0, "LON", true, true, true, "ITRXEB75", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900991", "7351518",
"ITRAXX-EUROPES5V1 - 0616", "iTraxx Europe Series 5 Version 1",
"ITRAXX-EUROPES5V1-0616 EUR SEN MMR I03 CDS MATURED", 2453815, 2457560, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAE5", "ITRAXX", 5, "EUROPE", "EUR", "IG", 1, 10,
"231406", 1, 124, 0, "LON", true, true, true, "ITRXEB05", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900993", "7351607",
"ITRAXX-HIVOLS5V1 - 0611", "iTraxx Europe HiVol Series 5 Version 1",
"ITRAXX-HIVOLS5V1-0611 EUR SEN MMR I03 CDS MATURED", 2453815, 2455733, 0.007, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAE6", "ITRAXX", 5, "HIVOL", "VOL", "HV", 1, 5,
"231397", 1, 30, 0, "LON", true, true, true, "ITRXEH55", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900994", "7351623",
"ITRAXX-HIVOLS5V1 - 0616", "iTraxx Europe HiVol Series 5 Version 1",
"ITRAXX-HIVOLS5V1-0616 EUR SEN MMR I03 CDS MATURED", 2453815, 2457560, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAE6", "ITRAXX", 5, "HIVOL", "VOL", "HV", 1, 10,
"231397", 1, 30, 0, "LON", true, true, true, "ITRXEH05", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900995", "7351550",
"ITRAXX-XOVERS5V1 - 0611", "iTraxx Europe Crossover Series 5 Version 1",
"ITRAXX-XOVERS5V1-0611 EUR SEN MMR I03 CDS MATURED", 2453815, 2455733, 0.029, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAF5", "ITRAXX", 5, "XOVER", "XVR", "XO", 1, 5,
"231396", 1, 44, 0, "LON", true, true, true, "ITRXEX55", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900996", "7351569",
"ITRAXX-XOVERS5V1 - 0616", "iTraxx Europe Crossover Series 5 Version 1",
"ITRAXX-XOVERS5V1-0616 EUR SEN MMR I03 CDS MATURED", 2453815, 2457560, 0.035, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAF5", "ITRAXX", 5, "XOVER", "XVR", "XO", 1, 10,
"231396", 1, 44, 0, "LON", true, true, true, "ITRXEX05", "XVR"));
UpdateCDXRefDataMap ("DJCDX.EMDIV.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900998", "7377690",
"DJCDX-EMDIVS3V1 - 0611", "Dow Jones CDX.EM.DIVERSIFIED.3",
"DOW JONES CDX EM DIVER 3 5YR", 2453816, 2455733, 0.0085, "USD",
"ACT/360", true, 0.25, 2, "2165EKAC3", "DJCDX", 3, "EMDIV", null, "EM", 1, 5,
null, 1, 40, 0, "LON", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.3Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("900999", "7378130",
"DJCDX-NAIGS6V1 - 0609", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_03Y_6/09", 2453816, 2455003, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAK1", "DJCDX", 6, "NA IG", null, "IG", 1, 3,
null, 1, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901001", "7378173",
"DJCDX-NAIGS6V1 - 0611", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_05Y_6/11", 2453816, 2455733, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAK1", "DJCDX", 6, "NA IG", null, "IG", 1, 5,
null, 1, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.7Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901003", "7378190",
"DJCDX-NAIGS6V1 - 0613", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_07Y_6/13", 2453816, 2456464, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAK1", "DJCDX", 6, "NA IG", null, "IG", 1, 7,
null, 1, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.10Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901004", "7378211",
"DJCDX-NAIGS6V1 - 0616", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_10Y_6/16", 2453816, 2457560, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAK1", "DJCDX", 6, "NA IG", null, "IG", 1, 10,
null, 1, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.3Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901006", "7378319",
"DJCDX-NAIGHVOLS6V1 - 0609", "Dow Jones CDX.NA.IG.HVOL.6",
"DJCDX_NA_IG_S6_HVOL_03Y_6/09", 2453816, 2455003, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AK9", "DJCDX", 6, "NA IG HVOL", null, "HV", 1, 3,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG V1 ALLPTS.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901008", "7378416",
"DJCDX-NAIGS6V1 ALLPTS - 0611", "Dow Jones CDX.NA.IG.6.ALLPTS",
"DJCDX_NA_IG_S6_ALLPTS", 2453816, 2455733, 0.004, "USD",
"ACT/360", false, 0.06, 4, "2I65BYAK1 ALLPTS", "DJCDX", 6, "NA IG V1 ALLPTS", null, "IG", 1, 5,
null, 1, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901012", "7378360",
"DJCDX-NAIGHVOLS6V1 - 0611", "Dow Jones CDX.NA.IG.HVOL.6",
"DJCDX_NA_IG_S6_HVOL_05Y_6/11", 2453816, 2455733, 0.007500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AK9", "DJCDX", 6, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.7Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901013", "7378386",
"DJCDX-NAIGHVOLS6V1 - 0613", "Dow Jones CDX.NA.IG.HVOL.6",
"DJCDX_NA_IG_S6_HVOL_07Y_6/13", 2453816, 2456464, 0.009000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AK9", "DJCDX", 6, "NA IG HVOL", null, "HV", 1, 7,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.10Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901014", "7378408",
"DJCDX-NAIGHVOLS6V1 - 0616", "Dow Jones CDX.NA.IG.HVOL.6",
"DJCDX_NA_IG_S6_HVOL_10Y_6/16", 2453816, 2457560, 0.011000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AK9", "DJCDX", 6, "NA IG HVOL", null, "HV", 1, 10,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NAXO.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901015", "7378424",
"DJCDX-NAXOS6V1 - 0611", "Dow Jones CDX.NA.XO.6",
"DJCDX_NA_XO_S6_05YR_6/11", 2453816, 2455733, 0.019, "USD",
"ACT/360", false, 0.4, 4, "1D764IAC1", "DJCDX", 6, "NAXO", null, "XO", 1, 5,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NAXOV1 ALLPTS.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901016", "7378432",
"DJCDX-NAXOS6V1 ALLPTS - 0611", "Dow Jones CDX.NA.XO.6.ALLPTS",
"DJCDX_NA_XO_S6_ALLPTS", 2453816, 2455733, 0.019, "USD",
"ACT/360", false, 0.4, 4, "1D764IAC1 ALLPTS", "DJCDX", 6, "NAXOV1 ALLPTS", null, "XO", 1, 5,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NAXO.10Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901017", "7378467",
"DJCDX-NAXOS6V1 - 0616", "Dow Jones CDX.NA.XO.6",
"DJCDX_NA_XO_S6_10YR_6/16", 2453816, 2457560, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "1D764IAC1", "DJCDX", 6, "NAXO", null, "XO", 1, 10,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.CONS.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901018", "7351526",
"ITRAXX-CONSS5V1 - 0611", "iTraxx Europe Consumers Series 5 Version 1",
"ITRAXX-CONSS5V1-0611 EUR SEN MMR I03 CDS", 2453815, 2455733, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I667BAE8", "ITRAXX", 5, "CONS", "CON", "IG", 1, 5,
"231395", 1, 31, 0, "LON", true, true, true, "ITRXEY55", "CON"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOLV1 ALLPTS.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901019", "7378475",
"DJCDX-NAIGHVOLS6V1 ALLPTS - 0611", "Dow Jones CDX.NA.IG.HVOL.6.ALLPTS",
"DJCDX_NA_IG_S6_HVOL_ALLPTS", 2453816, 2455733, 0.007500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AK9 ALLPTS", "DJCDX", 6, "NA IG HVOLV1 ALLPTS", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.CONS.10Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901020", "7351534",
"ITRAXX-CONSS5V1 - 0616", "iTraxx Europe Consumers Series 5 Version 1",
"ITRAXX-CONSS5V1-0616 EUR SEN MMR I03 CDS", 2453815, 2457560, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I667BAE8", "ITRAXX", 5, "CONS", "CON", "IG", 1, 10,
"231395", 1, 31, 0, "LON", true, true, true, "ITRXEY05", "CON"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.7Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901022", "7351615",
"ITRAXX-HIVOLS5V1 - 0613", "iTraxx Europe HiVol Series 5 Version 1",
"ITRAXX-HIVOLS5V1-0613 EUR SEN MMR I03 CDS MATURED", 2453815, 2456464, 0.0085, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAE6", "ITRAXX", 5, "HIVOL", "VOL", "HV", 1, 7,
"231397", 1, 30, 0, "LON", true, true, true, "ITRXEH75", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.IND.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901023", "7351631",
"ITRAXX-INDS5V1 - 0611", "iTraxx Europe Industrials Series 5 Version 1",
"ITRAXX-INDS5V1-0611 EUR SEN MMR I03 CDS", 2453815, 2455733, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I667HAE5", "ITRAXX", 5, "IND", null, "IG", 1, 5,
"231408", 1, 20, 0, "LON", false, false, true, "ITRXEI55", "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.AUTOS.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901024", "7351780",
"ITRAXX-AUTOSS5V1 - 0611", "iTraxx Europe Autos Series 5 Version 1",
"ITRAXX-AUTOSS5V1-0611 EUR SEN MMR I03 CDS", 2453815, 2455733, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I666WAE3", "ITRAXX", 5, "AUTOS", "AUT", "IG", 1, 5,
"231410", 1, 10, 0, "LON", false, false, true, "ITRXEA55", "AUT"));
UpdateCDXRefDataMap ("ITRAXX.IND.10Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901025", "7351640",
"ITRAXX-INDS5V1 - 0616", "iTraxx Europe Industrials Series 5 Version 1",
"ITRAXX-INDS5V1-0616 EUR SEN MMR I03 CDS", 2453815, 2457560, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I667HAE5", "ITRAXX", 5, "IND", null, "IG", 1, 10,
"231408", 1, 20, 0, "LON", false, false, true, "ITRXEI05", "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901026", "7351674",
"ITRAXX-FINSENS5V1 - 0611", "iTraxx Europe Senior Financials Series 5 Version 1",
"ITRAXX-FINSENS5V1-0611 EUR SEN MMR I03 CDS", 2453815, 2455733, 0.0015, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAE4", "ITRAXX", 5, "FINSEN", "SEN", "IG", 1, 5,
"231412", 1, 24, 0, "LON", true, true, true, "ITRXES55", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.AUTOS.10Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901027", "7351798",
"ITRAXX-AUTOSS5V1 - 0616", "iTraxx Europe Autos Series 5 Version 1",
"ITRAXX-AUTOSS5V1-0616 EUR SEN MMR I03 CDS", 2453815, 2457560, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I666WAE3", "ITRAXX", 5, "AUTOS", "AUT", "IG", 1, 10,
"231410", 1, 10, 0, "LON", false, false, true, "ITRXEA05", "AUT"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.10Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901028", "7351682",
"ITRAXX-FINSENS5V1 - 0616", "iTraxx Europe Senior Financials Series 5 Version 1",
"ITRAXX-FINSENS5V1-0616 EUR SEN MMR I03 CDS", 2453815, 2457560, 0.0025, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAE4", "ITRAXX", 5, "FINSEN", "SEN", "IG", 1, 10,
"231412", 1, 24, 0, "LON", true, true, true, "ITRXES05", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901029", "7351690",
"ITRAXX-FINSUBS5V1 - 0611", "iTraxx Europe Sub Financials Series 5 Version 1",
"ITRAXX-FINSUBS5V1-0611 LT2 SUB MMR I03 CDS", 2453815, 2455733, 0.0025, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAF9", "ITRAXX", 5, "FINSUB", "SUB", "IG", 1, 5,
"231413", 1, 24, 0, "LON", true, true, true, "ITRXEU55", "SUB"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.10Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901030", "7351704",
"ITRAXX-FINSUBS5V1 - 0616", "iTraxx Europe Sub Financials Series 5 Version 1",
"ITRAXX-FINSUBS5V1-0616 LT2 SUB MMR I03 CDS", 2453815, 2457560, 0.0045000000000000005, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAF9", "ITRAXX", 5, "FINSUB", "SUB", "IG", 1, 10,
"231413", 1, 24, 0, "LON", true, true, true, "ITRXEU05", "SUB"));
UpdateCDXRefDataMap ("ITRAXX.TMT.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901033", "7351712",
"ITRAXX-TMTS5V1 - 0611", "iTraxx Europe TMT Series 5 Version 1",
"ITRAXX-TMTS5V1-0611 EUR SEN MMR I03 CDS", 2453815, 2455733, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I667IAE3", "ITRAXX", 5, "TMT", "TMT", "IG", 1, 5,
"231411", 1, 20, 0, "LON", false, false, true, "ITRXET55", "TMT"));
UpdateCDXRefDataMap ("ITRAXX.ENERGY.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901035", "7351577",
"ITRAXX-ENERGYS5V1 - 0611", "iTraxx Europe Energy Series 5 Version 1",
"ITRAXX-ENERGYS5V1-0611 EUR SEN MMR I03 CDS", 2453815, 2455733, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I667CAE6", "ITRAXX", 5, "ENERGY", null, "IG", 1, 5,
"231414", 1, 19, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.TMT.10Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901036", "7351720",
"ITRAXX-TMTS5V1 - 0616", "iTraxx Europe TMT Series 5 Version 1",
"ITRAXX-TMTS5V1-0616 EUR SEN MMR I03 CDS", 2453815, 2457560, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I667IAE3", "ITRAXX", 5, "TMT", "TMT", "IG", 1, 10,
"231411", 1, 20, 0, "LON", false, false, true, "ITRXET05", "TMT"));
UpdateCDXRefDataMap ("ITRAXX.ENERGY.10Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901037", "7351585",
"ITRAXX-ENERGYS5V1 - 0616", "iTraxx Europe Energy Series 5 Version 1",
"ITRAXX-ENERGYS5V1-0616 EUR SEN MMR I03 CDS", 2453815, 2457560, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I667CAE6", "ITRAXX", 5, "ENERGY", null, "IG", 1, 10,
"231414", 1, 19, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.XOVERV2349.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901039", "7356480",
"ITRAXX-XOVERS3V2-349 - 0610", "iTraxx Europe Crossover Series 3 Version 2",
"ITRAXX-XOVERS3V2-5Y349 EUR SEN MMR I03 CDS", 2453451, 2455368, 0.0349, "EUR",
"ACT/360", false, 0.4, 2, "2I667KAD0349", "ITRAXX", 3, "XOVERV2349", "XVR", "XO", 2, 5,
"225358", 1, 35, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("DJCDX.EM.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901050", "7377703",
"DJCDX-EMS5V1 - 0611", "Dow Jones CDX.EM.5",
"DOW JONES CDX EM 5 5YR", 2453816, 2455733, 0.0135, "USD",
"ACT/360", true, 0.25, 2, "2I65BZAE2", "DJCDX", 5, "EM", null, "EM", 1, 5,
null, 1, 14, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.EM.10Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901051", "7377720",
"DJCDX-EMS5V1 - 0616", "Dow Jones CDX.EM.5",
"DOW JONES CDX EM 5 10YR", 2453816, 2457560, 0.019, "USD",
"ACT/360", false, 0.25, 4, "2I65BZAE2", "DJCDX", 5, "EM", null, "EM", 1, 10,
null, 1, 14, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901052", "7377738",
"DJCDX-NAHYS6V1 - 0611", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP", 2453823, 2455733, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAV2", "DJCDX", 6, "NA HY", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG CONS.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901053", "7378238",
"DJCDX-NAIGCONSS6V1 - 0611", "Dow Jones CDX.NA.IG.CONS.6",
"DJCDX_NA_IG_S6_CONS_6/11", 2453816, 2455733, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65B0AF6", "DJCDX", 6, "NA IG CONS", null, "IG", 1, 5,
null, 1, 36, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG ENRG.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901054", "7378254",
"DJCDX-NAIGENRGS6V1 - 0611", "Dow Jones CDX.NA.IG.ENRG.6",
"DJCDX_NA_IG_S6_ENRG_6/11", 2453816, 2455733, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I65B1AF4", "DJCDX", 6, "NA IG ENRG", null, "IG", 1, 5,
null, 1, 14, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG INDU.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901056", "7378300",
"DJCDX-NAIGINDUS6V1 - 0611", "Dow Jones CDX.NA.IG.INDU.6",
"DJCDX_NA_IG_S6_INDU_6/11", 2453816, 2455733, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65B4AK7", "DJCDX", 6, "NA IG INDU", null, "IG", 1, 5,
null, 1, 29, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG TMT.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901057", "7378327",
"DJCDX-NAIGTMTS6V1 - 0611", "Dow Jones CDX.NA.IG.TMT.6",
"DJCDX_NA_IG_S6_TMT_6/11", 2453816, 2455733, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65DJAF3", "DJCDX", 6, "NA IG TMT", null, "IG", 1, 5,
null, 1, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.1Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901058", "7378335",
"DJCDX-NAIGS6V1 - 0607", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_01Y_6/07", 2453816, 2454272, 0.001, "USD",
"ACT/360", false, 0.5, 4, "2I65BYAK1", "DJCDX", 6, "NA IG", null, "IG", 1, 1,
null, 1, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.4Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901059", "7378149",
"DJCDX-NAIGS6V1 - 0610", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_04Y_6/10", 2453816, 2455368, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAK1", "DJCDX", 6, "NA IG", null, "IG", 1, 4,
null, 1, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.1Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901060", "7378262",
"DJCDX-NAIGHVOLS6V1 - 0607", "Dow Jones CDX.NA.IG.HVOL.6",
"DJCDX_NA_IG_S6_HVOL_01Y_6/07", 2453816, 2454272, 0.002, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AK9", "DJCDX", 6, "NA IG HVOL", null, "HV", 1, 1,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.4Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901061", "7378351",
"DJCDX-NAIGHVOLS6V1 - 0610", "Dow Jones CDX.NA.IG.HVOL.6",
"DJCDX_NA_IG_S6_HVOL_04Y_6/10", 2453816, 2455368, 0.0055000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AK9", "DJCDX", 6, "NA IG HVOL", null, "HV", 1, 4,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V16 FXD 87/100.5Y.6.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901062", "7377754",
"CDX-NAHYS6V16 FXD 87/100 - 0611", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_FXD_87/100", 2453823, 2455733, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRHA1 FXD", "CDX", 6, "NA HY V16 FXD 87/100", null, "HY", 16, 5,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY BB.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901063", "7377894",
"DJCDX-NAHYBBS6V1 - 0611", "Dow Jones CDX.NA.HY.BB.6",
"DJCDX_NA_HY_S6_BB_SWP", 2453823, 2455733, 0.021, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BVAL5", "DJCDX", 6, "NA HY BB", null, "HY", 1, 5,
null, 1, 38, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BBV3 FXD 36/38.5Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901064", "7377932",
"CDX-NAHYBBS6V3 FXD 36/38 - 0611", "Dow Jones CDX.NA.HY.BB.6",
"CDX_NA_HY_S06_BB__FXD_36/38", 2453823, 2455748, 0.021, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BVBT7 FXD", "CDX", 6, "NA HY BBV3 FXD 36/38", null, "HY", 3, 5,
null, 0.9473699999999999, 38, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY B.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901065", "7377983",
"DJCDX-NAHYBS6V1 - 0611", "Dow Jones CDX.NA.HY.B.6",
"DJCDX_NA_HY_S6_B_SWP", 2453823, 2455733, 0.030000000000000002, "USD",
"ACT/360", false, 0.3, 4, "2I65BSAK4", "DJCDX", 6, "NA HY B", null, "HY", 1, 5,
null, 1, 48, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BV9 FXD 41/48.5Y.6.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901066", "7378009",
"CDX-NAHYBS6V9 FXD 41/48 - 0611", "Dow Jones CDX.NA.HY.B.6",
"CDX_NA_HY_S06_B___FXD_41/48", 2453823, 2455733, 0.030000000000000002, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BSEA2 FXD", "CDX", 6, "NA HY BV9 FXD 41/48", null, "HY", 9, 5,
null, 0.85416, 48, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V1 ALLPTS.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901067", "7378203",
"DJCDX-NAHYS6V1 ALLPTS - 0611", "Dow Jones CDX.NA.HY.6 ALLPTS",
"DJCDX_NA_HY_S6_ALLPTS", 2453823, 2455733, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BRAV2 ALLPTS", "DJCDX", 6, "NA HY V1 ALLPTS", null, "HY", 1, 5,
null, 0.991, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.2Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901068", "7378343",
"DJCDX-NAIGS6V1 - 0608", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_02Y_6/08", 2453816, 2454638, 0.0015, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAK1", "DJCDX", 6, "NA IG", null, "IG", 1, 2,
null, 1, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.2Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901069", "7378289",
"DJCDX-NAIGHVOLS6V1 - 0608", "Dow Jones CDX.NA.IG.HVOL.6",
"DJCDX_NA_IG_S6_HVOL_02Y_6/08", 2453816, 2454638, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AK9", "DJCDX", 6, "NA IG HVOL", null, "HV", 1, 2,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NAXO.3Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901070", "7378440",
"DJCDX-NAXOS6V1 - 0609", "Dow Jones CDX.NA.XO.6",
"DJCDX_NA_XO_S6_03YR_6/09", 2453816, 2455003, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "1D764IAC1", "DJCDX", 6, "NAXO", null, "XO", 1, 3,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NAXO.7Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901072", "7378459",
"DJCDX-NAXOS6V1 - 0613", "Dow Jones CDX.NA.XO.6",
"DJCDX_NA_XO_S6_07YR_6/13", 2453816, 2456464, 0.0205, "USD",
"ACT/360", false, 0.4, 4, "1D764IAC1", "DJCDX", 6, "NAXO", null, "XO", 1, 7,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG FIN.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901075", "7378297",
"DJCDX-NAIGFINS6V1 - 0611", "Dow Jones CDX.NA.IG.FIN.6",
"DJCDX_NA_IG_S6_FIN_6/11", 2453816, 2455733, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2AF2", "DJCDX", 6, "NA IG FIN", null, "IG", 1, 5,
null, 1, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901076", "7381115",
"ITRAXX-JAPANS5V1 - 0611", "iTraxx Japan Series Number 5 Version 1",
"ITRAXX-CJAPANS5V1-0611 JPY SEN RES I03 CDS", 2453815, 2455733, 0.0025, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAE4", "ITRAXX", 5, "JAPAN", null, "IG", 1, 5,
"231403", 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901077", "7381883",
"ITRAXX-AUSTRALIAS5V1 - 0611", "iTraxx Australia Series Number 5 Version 1",
"ITRAXX-AUSTRALIAS5V1 - 0611 USD SEN MR I03 CDS", 2453815, 2455733, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I668IAE2", "ITRAXX", 5, "AUSTRALIA", null, "IG", 1, 5,
"231400", 1, 24, 0, "HKG", false, false, true, null, "Itraxx Australia"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901078", "7381891",
"ITRAXX-JAPANS5V1 - 0616", "iTraxx Japan Series Number 5 Version 1",
"ITRAXX-CJAPANS5V1-0616 JPY SEN RES I03 CDS", 2453815, 2457560, 0.004, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAE4", "ITRAXX", 5, "JAPAN", null, "IG", 1, 10,
"231403", 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901079", "7381930",
"ITRAXX-ASIAXJS5V1 - 0611", "iTraxx Asia ex-Japan Series Number 5 Version 1",
"ITRAXX-ASIAXJS5V1 - 0611 USD SEN RES I03 CDS", 2453815, 2455733, 0.005, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I668DAE3", "ITRAXX", 5, "ASIAXJ", null, "IG", 1, 5,
"231402", 1, 50, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.SDI75.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901081", "7351747",
"ITRAXX-SDI75S2V1 - 0616", "iTraxx SDI-75 Series 2 Version 1",
"ITRAXX SDI-75 SERIES 2 VERSION 1-0616 EUR SEN MMR I03 CDS", 2453815, 2457560, 0.0045000000000000005, "GBP",
"ACT/360", false, 0.4, 4, "4ABCAIAB1", "ITRAXX", 2, "SDI75", null, "IG", 1, 10,
"231415", 1, 75, 0, "LON", false, false, true, null, "Itraxx SDI"));
UpdateCDXRefDataMap ("ITRAXX.JAPANCAPGOODS.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901082", "7383584",
"ITRAXX-JAPANCAPGOODSS5V1 - 0611", "iTraxx Japan Capital Goods Series Number 5 Version 1",
"ITRAXX-CJCAPGOODSS5V1-5Y 0611 JPY SEN RES I03 CDS", 2453815, 2455733, 0.0025, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668JAD2", "ITRAXX", 5, "JAPANCAPGOODS", null, "IG", 1, 5,
null, 1, 10, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPANFIN.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901083", "7383606",
"ITRAXX-JAPANFINS5V1 - 0611", "iTraxx Japan Financials Series Number 5 Version 1",
"ITRAXX-CJFINS5V1-5Y 0611 JPY SEN RES I03 CDS", 2453815, 2455733, 0.003, "JPY",
"ACT/360", false, 0.3, 4, "2I668LAD7", "ITRAXX", 5, "JAPANFIN", null, "IG", 1, 5,
"0", 1, 10, 0, "TOK", false, false, true, null, "Itraxx Japan"));
return true;
}
private static final boolean InitCDXRefDataSet6()
{
UpdateCDXRefDataMap ("ITRAXX.CJAPAN.3Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901084", "7383789",
"ITRAXX-CJAPANS5V1 - 0609", "iTraxx Japan Series Number 5 Version 1",
"ITRAXX-CJAPANS5V1-0609 JPY SEN RES I03 CDS", 2453815, 2455003, 0.0015, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAE4", "ITRAXX", 5, "CJAPAN", null, "IG", 1, 3,
"231403", 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.KOREA.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901085", "7383762",
"ITRAXX-KOREAS5V1 - 0611", "iTraxx Korea Series Number 5 Version 1",
"ITRAXX-KOREAS5V1-5Y 0611 USD SEN RES I03 CDS", 2453815, 2455733, 0.003, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I668EAE1", "ITRAXX", 5, "KOREA", null, "IG", 1, 5,
"0", 1, 10, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901086", "7383665",
"ITRAXX-JAPANHIVOLS5V1 - 0611", "iTraxx Japan HiVol Series Number 5 Version 1",
"ITRAXX-CJHIVOLS5V1-5Y 0611JPY SEN RES I03 CDS", 2453815, 2455733, 0.0045000000000000005, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAD5", "ITRAXX", 5, "JAPANHIVOL", "VOL", "HV", 1, 5,
"0", 1, 10, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.ASIAREST.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901087", "7383746",
"ITRAXX-ASIARESTS5V1 - 0611", "iTraxx Rest of Asia Series Number 5 Version 1",
"ITRAXX-ASIARESTS5V1-5Y - 0611 USD SEN RES I03 CDS", 2453815, 2455733, 0.007, "USD",
"ACT/360", false, 0.3, 4, "2I668GAE6", "ITRAXX", 5, "ASIAREST", null, "IG", 1, 5,
"0", 1, 22, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.JAPANTECH.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901088", "7383711",
"ITRAXX-JAPANTECHS5V1 - 0611", "iTraxx Japan Technology Series Number 5 Version 1",
"ITRAXX-CJTECHS5V1-5Y 0611 JPY SEN RES I03 CDS", 2453815, 2455733, 0.004, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668NAD3", "ITRAXX", 5, "JAPANTECH", null, "IG", 1, 5,
null, 1, 10, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.GRCHINA.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901089", "7383649",
"ITRAXX-GRCHINAS5V1 - 0611", "iTraxx Greater China Series Number 5 Version 1",
"ITRAXX-GRCHINAS5V1-5Y 0611 USD SEN RES I03 CDS", 2453815, 2455733, 0.004, "USD",
"ACT/360", false, 0.3, 4, "2I668FAE8", "ITRAXX", 5, "GRCHINA", null, "IG", 1, 5,
"0", 1, 18, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("DJCDX.NA HY HB.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901097", "7378033",
"DJCDX-NAHYHBS6V1 - 0611", "Dow Jones CDX.NA.HY.HB.6",
"DJCDX_NA_HY_S6_HB_SWP", 2453823, 2455733, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWAL3", "DJCDX", 6, "NA HY HB", null, "HY", 1, 5,
null, 1, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HBV12 FXD 21/30.5Y.6.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901098", "7378165",
"CDX-NAHYHBS6V12 FXD 21/30 - 0611", "Dow Jones CDX.NA.HY.HB.6",
"CDX_NA_HY_S06_HB__FXD_21/30", 2453823, 2455733, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWEL9 FXD", "CDX", 6, "NA HY HBV12 FXD 21/30", null, "HY", 12, 5,
null, 0.7000000000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.3Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901113", "7401760",
"DJCDX-NAHYS6V1 - 0609", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_03YR", 2453823, 2455003, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAV2", "DJCDX", 6, "NA HY", null, "HY", 1, 3,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.7Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901114", "7401787",
"DJCDX-NAHYS6V1 - 0613", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_07YR", 2453823, 2456464, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAV2", "DJCDX", 6, "NA HY", null, "HY", 1, 7,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.10Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901115", "7401795",
"DJCDX-NAHYS6V1 - 0616", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_10YR", 2453823, 2457560, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAV2", "DJCDX", 6, "NA HY", null, "HY", 1, 10,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG V1 EUR.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901129", "7406363",
"DJCDX-NAIGS6V1 EUR - 0611", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_05Y_6/11_EUR", 2453816, 2455733, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYAK1 EUR", "DJCDX", 6, "NA IG V1 EUR", null, "IG", 1, 5,
null, 1, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.10Y.3.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901141", "7408919",
"DJCDX-NAHYS3V5 - 1214", "Dow Jones CDX.NA.HY.3",
"DJCDX_NA_HY_S3_100_SWP_10Y_12/14_97/100", 2453196, 2457012, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAS9", "DJCDX", 3, "NA HY", null, "HY", 5, 10,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.10Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901144", "7408935",
"DJCDX-NAHYS3V4 - 1214", "Dow Jones.CDX.NA.HY.3",
"DJCDX_NA_HY_S3_100_SWP_10Y_12/14_98/100", 2453196, 2457012, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRAM2", "DJCDX", 3, "NA HY", null, "HY", 4, 10,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.7Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901169", "5890853",
"DJCDX-NAIGHVOLS4V1 - 0612", "Dow Jones CDX.NA.IG.HVOL.4",
"DJCDX_NA_IG_S4_HVOL_07Y_6/12 - NEW", 2453451, 2456099, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AD5", "DJCDX", 4, "NA IG HVOL", null, "HV", 1, 7,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.1Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901215", "7451385",
"DJCDX-NAHYS6V1 - 0607", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_01YR", 2453823, 2454272, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAV2", "DJCDX", 6, "NA HY", null, "HY", 1, 1,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.2Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901216", "7451415",
"DJCDX-NAHYS6V1 - 0608", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_02YR", 2453823, 2454638, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAV2", "DJCDX", 6, "NA HY", null, "HY", 1, 2,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.4Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901217", "7451431",
"DJCDX-NAHYS6V1 - 0610", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_04YR", 2453823, 2455368, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAV2", "DJCDX", 6, "NA HY", null, "HY", 1, 4,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.6Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901218", "7451440",
"DJCDX-NAHYS6V1 - 0612", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_06YR", 2453823, 2456099, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAV2", "DJCDX", 6, "NA HY", null, "HY", 1, 6,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901421", "7538375",
"USD ITRAXX-HIVOLS5V1 - 0611", "iTraxx Europe HiVol Series 5 Version 1",
"ITRAXX-HIVOLS5V1-0611 USD SEN MMR I03 CDS", 2453815, 2455733, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I667LAE6", "USD ITRAXX", 5, "HIVOL", "VOL", "HV", 1, 5,
"231397", 1, 30, 0, "LON", false, false, true, "ITRXEH55", "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901422", "7538359",
"USD ITRAXX-EUROPES5V1 - 0611", "iTraxx Europe Series 5 Version 1",
"ITRAXX-EUROPES5V1-0611 USD SEN MMR I03 CDS", 2453815, 2455733, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I666VAE5", "USD ITRAXX", 5, "EUROPE", "EUR", "IG", 1, 5,
"231406", 1, 124, 0, "LON", false, false, true, "ITRXEB55", "EUR"));
UpdateCDXRefDataMap ("DJCDX.NA HY.6Y.3.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901513", "7608187",
"DJCDX-NAHYS3V6 - 1214", "Dow Jones CDX.NA.HY.3",
"DJCDX_NA_HY_S3_100_SWP_10Y_12/14_96/100", 2453196, 2457012, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAZ3", "DJCDX", 3, "NA HY", null, "HY", 5, 6,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.3.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901514", "7608225",
"DJCDX-NAHYS3V6 - 1209", "Dow Jones CDX.NA.HY.3",
"DJCDX_NA_HY_S3_100_SWP_96/100", 2453196, 2455186, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAZ3", "DJCDX", 3, "NA HY", null, "HY", 6, 5,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY B.5Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901515", "7608233",
"DJCDX-NAHYBS3V3 - 1209", "Dow Jones CDX.NA.HY.B.3",
"DJCDX_NA_HY_S3_B___SWP_42/44", 2453196, 2455186, 0.04, "USD",
"ACT/360", false, 0.35000000000000003, 4, "default03", "DJCDX", 3, "NA HY B", null, "HY", 3, 5,
null, 0.9545399999999999, 44, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY HB.5Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901516", "7608241",
"DJCDX-NAHYHBS3V4 - 1209", "Dow Jones CDX.NA.HY.HB.3",
"DJCDX_NA_HY_S3_HB__SWP_27/30", 2453196, 2455186, 0.0625, "USD",
"ACT/360", false, 0.35000000000000003, 4, "default04", "DJCDX", 3, "NA HY HB", null, "HY", 4, 5,
null, 0.8998, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V4 AllPts.5Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901517", "7608268",
"DJCDX-NAHYS3V4 AllPts - 1209", "Dow Jones CDX.NA.HY.3 ALLPTS",
"DJCDX_NA_HY_S3-ALL PTS_96/100", 2453196, 2455186, 0, "USD",
"ACT/360", false, 0.3, 4, "default05", "DJCDX", 3, "NA HY V4 AllPts", null, "HY", 4, 5,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.4.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901522", "7608160",
"DJCDX-NAHYS4V6 - 0610", "Dow Jones CDX.NA.HY.4",
"DJCDX_NA_HY_S4_100_SWP_95/100", 2453475, 2455368, 0.036000000000000004, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBA7", "DJCDX", 4, "NA HY", null, "HY", 6, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY HB.5Y.4.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901523", "7608055",
"DJCDX-NAHYHBS4V5 - 0610", "Dow Jones CDX.NA.HY.HB.4",
"DJCDX_NA_HY_S4_HB__SWP_26/30", 2453475, 2455368, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWAO7", "DJCDX", 4, "NA HY HB", null, "HY", 5, 5,
null, 0.8665, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V6 ALLPTS.5Y.4.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901524", "7609744",
"DJCDX-NAHYS4V6 ALLPTS - 0610", "Dow Jones CDX.NA.HY.4 ALLPTS",
"DJCDX_NA_HY_S4-ALL PTS_95/100", 2453475, 2455368, 0, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBA7 ALLPTS", "DJCDX", 4, "NA HY V6 ALLPTS", null, "HY", 6, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.3Y.5.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901525", "7608063",
"DJCDX-NAHYS5V5 - 1208", "Dow Jones CDX.NA.HY.5",
"DJCDX_NA_HY_S5_100_SWP_03Y_12/08_96/100", 2453651, 2454821, 0.0395, "USD",
"ACT/360", false, 0.35000000000000003, 4, "defaulted10", "DJCDX", 5, "NA HY", null, "HY", 5, 3,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.7Y.5.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901526", "7608080",
"DJCDX-NAHYS5V5 - 1212", "Dow Jones CDX.NA.HY.5",
"DJCDX_NA_HY_S5_100_SWP_07Y_12/12_96/100", 2453651, 2456282, 0.0395, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBB5", "DJCDX", 5, "NA HY", null, "HY", 5, 7,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.10Y.5.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901527", "7610181",
"DJCDX-NAHYS5V5 - 1215", "Dow Jones CDX.NA.HY.5",
"DJCDX_NA_HY_S5_100_SWP_10Y_12/15_96/100", 2453651, 2457377, 0.0395, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBB5", "DJCDX", 5, "NA HY", null, "HY", 5, 10,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.5.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901528", "7610211",
"DJCDX-NAHYS5V5 - 1210", "Dow Jones CDX.NA.HY.5",
"DJCDX_NA_HY_S5_100_SWP_96/100", 2453651, 2455551, 0.0395, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBB5", "DJCDX", 5, "NA HY", null, "HY", 5, 5,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY HB.5Y.5.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901529", "7611315",
"DJCDX-NAHYHBS5V5 - 1210", "Dow Jones CDX.NA.HY.HB.5",
"DJCDX_NA_HY_S5_HB_SWP_26/30", 2453651, 2455551, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWAP4", "DJCDX", 5, "NA HY HB", null, "HY", 5, 5,
null, 0.8665, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901530", "7609957",
"DJCDX-NAHYS6V2 - 0611", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_99/100", 2453823, 2455733, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBC3", "DJCDX", 6, "NA HY", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.1Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901531", "7609981",
"DJCDX-NAHYS6V2 - 0607", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_01YR_99/100", 2453823, 2454272, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBC3", "DJCDX", 6, "NA HY", null, "HY", 2, 1,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901532", "7609450",
"CDX-NAHYS6V2 - 0612", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_06YR_99/100", 2453823, 2456099, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBC3", "CDX", 6, "NA HY", null, "HY", 2, 6,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901533", "7609477",
"CDX-NAHYS6V2 - 0613", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_07YR_99/100", 2453823, 2456464, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBC3", "CDX", 6, "NA HY", null, "HY", 2, 7,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V5 ALLPTS.5Y.5.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901534", "7610238",
"DJCDX-NAHYS5V5 ALLPTS - 1210", "Dow Jones CDX.NA.HY.5 ALLPTS",
"DJCDX_NA_HY_S5_ALLPTS_96/100", 2453651, 2455551, 0, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBB5 ALLPTS", "DJCDX", 5, "NA HY V5 ALLPTS", null, "HY", 5, 5,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.2Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901535", "7608934",
"DJCDX-NAHYS6V2 - 0608", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_02YR_99/100", 2453823, 2454638, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBC3", "DJCDX", 6, "NA HY", null, "HY", 2, 2,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901536", "7608942",
"CDX-NAHYS6V2 - 0609", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_03YR_99/100", 2453823, 2455003, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBC3", "CDX", 6, "NA HY", null, "HY", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901537", "7608950",
"CDX-NAHYS6V2 - 0610", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_04YR_99/100", 2453823, 2455368, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBC3", "CDX", 6, "NA HY", null, "HY", 2, 4,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901538", "7609493",
"CDX-NAHYS6V2 - 0616", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_10YR_99/100", 2453823, 2457560, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBC3", "CDX", 6, "NA HY", null, "HY", 2, 10,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY HB.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901539", "7609507",
"DJCDX-NAHYHBS6V2 - 0611", "Dow Jones CDX.NA.HY.HB.6",
"DJCDX_NA_HY_S6_HB_SWP_29/30", 2453823, 2455733, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWAQ2", "DJCDX", 6, "NA HY HB", null, "HY", 2, 5,
null, 0.96666, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V2 ALLPTS.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901540", "7608977",
"DJCDX-NAHYS6V2 ALLPTS - 0611", "Dow Jones CDX.NA.HY.6.ALLPTS",
"DJCDX_NA_HY_S6_ALLPTS_99/100", 2453823, 2455733, 0.01, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBC3 ALLPTS", "DJCDX", 6, "NA HY V2 ALLPTS", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJIBOXX.NA HY.5Y.2.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901541", "7609000",
"DJIBOXX-NA-HY-S2V5 - 0909", "Dow Jones CDX.NA.HY.2",
"DJIBOXX_NA_HY_S2_100_SWP_95/100", 2453088, 2455095, 0.043000000000000003, "USD",
"ACT/360", false, 0.35000000000000003, 4, "DJIBOXX-NA-HY-S2V5", "DJIBOXX", 2, "NA HY", null, "HY", 5, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("JPMCHYDI.CORSAIR.5Y.0.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901542", "7609019",
"JPMCHYDI-CORSAIR-V9 - 1107", "JPMC HYDICORSAIR 11/07",
"JPMC HYDICORSAIR 11/07S 92/100", 2452775, 2454420, 0.08750000000000001, "USD",
"ACT/360", false, 0.35000000000000003, 4, "defaulted25", "JPMCHYDI", 0, "CORSAIR", null, "HY", 9, 5,
null, 0.92, 99, 0, "NYC", false, false, false, null, "Hydi"));
UpdateCDXRefDataMap ("TRACX.NA HY.5Y.1.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901543", "7609892",
"TRACX-NAHYS1V8 - 0608", "Dow Jones TRACX.NA.HY.1",
"TRACX_NA_HY_S1_100_SWP_93/100", 2452775, 2454638, 0.045000000000000005, "USD",
"ACT/360", false, 0.35000000000000003, 4, "defaulted26", "TRACX", 1, "NA HY", null, "HY", 8, 5,
null, 0.93, 101, 0, "NYC", false, false, false, null, "Trac-X"));
UpdateCDXRefDataMap ("DJTRAC.XNAB S.5Y.1.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901544", "7609906",
"DJTRAC-XNAS1B S V7 - 0608", "Dow Jones TRACX.NA.HY.B.1",
"TRACX_NA_HY_S1_B_SWP_48/54", 2452775, 2454638, 0.045000000000000005, "USD",
"ACT/360", false, 0.35000000000000003, 4, "defaulted27", "DJTRAC", 1, "XNAB S", null, "HY", 7, 5,
null, 0.48, 53, 0, "NYC", false, false, false, null, "Trac-X"));
UpdateCDXRefDataMap ("DJTRAC.XNAHB S.5Y.1.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901545", "7609914",
"DJTRAC-XNAS1HB S V7 - 0608", "Dow Jones TRACX.NA.HY.HB.1",
"TRACX_NA_HY_S1_HB_SWP_27/33", 2452775, 2454638, 0.045000000000000005, "USD",
"ACT/360", false, 0.35000000000000003, 4, "defaulted28", "DJTRAC", 1, "XNAHB S", null, "HY", 7, 5,
null, 0.27, 32, 0, "NYC", false, false, false, null, "Trac-X"));
UpdateCDXRefDataMap ("DJTRAC.XNAS2 HB.5Y.1.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901548", "7610343",
"DJTRAC-XNAS2 HB V5 - 0309", "Dow Jones TRACX.NA.HY.HB.2",
"TRACX_NA_HY_S2_HB_SWP_29/33", 2452978, 2454911, 0.045000000000000005, "USD",
"ACT/360", false, 0.35000000000000003, 4, "defaulted31", "DJTRAC", 1, "XNAS2 HB", null, "HY", 5, 5,
null, 0.8787, 33, 0, "NYC", false, false, false, null, "Trac-X"));
UpdateCDXRefDataMap ("CDX.NA HY V18 FXD 85/100.5Y.7.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901572", "7626886",
"CDX-NAHYS7V18 FXD 85/100 - 1211", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_FXD_85/100", 2454007, 2455916, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIF9 FXD", "CDX", 7, "NA HY V18 FXD 85/100", null, "HY", 18, 5,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.EMDIV.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901573", "7626819",
"DJCDX-EMDIVS4V1 - 1211", "Dow Jones CDX.EM.DIVERSIFIED.4",
"DOW JONES CDX EM DIVER 4 5YR", 2454000, 2455916, 0.0095, "USD",
"ACT/360", true, 0.25, 2, "2165EKAD1", "DJCDX", 4, "EMDIV", null, "EM", 1, 5,
null, 1, 40, 0, "LON", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.EM.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901574", "7626843",
"DJCDX-EMS6V1 - 1211", "Dow Jones CDX.EM.6",
"DOW JONES CDX EM 6 5YR", 2454000, 2455917, 0.014, "USD",
"ACT/360", true, 0.25, 2, "2I65BZAF9", "DJCDX", 6, "EM", null, "EM", 1, 5,
null, 1, 14, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901575", "7626908",
"DJCDX-NAHYS7V1 - 1211", "Dow Jones CDX.NA.HY.7",
"DJCDX_NA_HY_S7_100_SWP", 2454007, 2455916, 0.0325, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAW0", "DJCDX", 7, "NA HY", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.3Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901576", "7626940",
"DJCDX-NAHYS7V1 - 1209", "Dow Jones CDX.NA.HY.7",
"DJCDX_NA_HY_S7_100_SWP_03YR", 2454007, 2455186, 0.0325, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAW0", "DJCDX", 7, "NA HY", null, "HY", 1, 3,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.7Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901577", "7626975",
"DJCDX-NAHYS7V1 - 1213", "Dow Jones CDX.NA.HY.7",
"DJCDX_NA_HY_S7_100_SWP_07YR", 2454007, 2456647, 0.0325, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAW0", "DJCDX", 7, "NA HY", null, "HY", 1, 7,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.10Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901578", "7626991",
"DJCDX-NAHYS7V1 - 1216", "Dow Jones CDX.NA.HY.7",
"DJCDX_NA_HY_S7_100_SWP_10YR", 2454007, 2457743, 0.0325, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAW0", "DJCDX", 7, "NA HY", null, "HY", 1, 10,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BV8 FXD 43/50.5Y.7.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901579", "7627009",
"CDX-NAHYBS7V8 FXD 43/50 - 1211", "Dow Jones CDX.NA.HY.B.7",
"CDX_NA_HY_S07_B___FXD_43/50", 2454007, 2455916, 0.030000000000000002, "USD",
"ACT/360", false, 0.3, 4, "2I65BSBP2 FXD", "CDX", 7, "NA HY BV8 FXD 43/50", null, "HY", 8, 5,
null, 0.86, 50, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY B.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901580", "7627017",
"DJCDX-NAHYBS7V1 - 1211", "Dow Jones CDX.NA.HY.B.7",
"CDX_NA_HY_S07_B___SWP", 2454007, 2455916, 0.030000000000000002, "USD",
"ACT/360", false, 0.3, 4, "2I65BSAL2", "DJCDX", 7, "NA HY B", null, "HY", 1, 5,
null, 1, 50, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BBV3 FXD 36/38.5Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901581", "7627041",
"CDX-NAHYBBS7V3 FXD 36/38 - 1211", "Dow Jones CDX.NA.HY.BB.7",
"DJCDX_NA_HY_S7_BB_FXD_36/38", 2454007, 2455916, 0.0205, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBD2 FXD", "CDX", 7, "NA HY BBV3 FXD 36/38", null, "HY", 3, 5,
null, 0.9473699999999999, 38, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY BB.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901582", "7627050",
"DJCDX-NAHYBBS7V1 - 1211", "Dow Jones CDX.NA.HY.BB.7",
"DJCDX_NA_HY_S7_BB_SWP", 2454007, 2455916, 0.0205, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BVAM3", "DJCDX", 7, "NA HY BB", null, "HY", 1, 5,
null, 1, 38, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HBV13 FXD 20/30.5Y.7.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901583", "7627068",
"CDX-NAHYHBS7V12 FXD 21/30 - 1211", "Dow Jones CDX.NA.HY.HB.7",
"CDX_NA_HY_S07_HB__FXD_21/30", 2454007, 2455916, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWEY1 FXD", "CDX", 7, "NA HY HBV13 FXD 20/30", null, "HY", 13, 5,
null, 0.66667, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY HB.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901584", "7626797",
"DJCDX-NAHYHBS7V1 - 1211", "Dow Jones CDX.NA.HY.HB.7",
"DJCDX_NA_HY_S7_HB_SWP", 2454007, 2455916, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWAM1", "DJCDX", 7, "NA HY HB", null, "HY", 1, 5,
null, 1, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.2Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901587", "7626851",
"DJCDX-NAIGS7V1 - 1208", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_02Y_12/08", 2454000, 2454821, 0.0015, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAL9", "DJCDX", 7, "NA IG", null, "IG", 1, 2,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.3Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901588", "7626860",
"DJCDX-NAIGS7V1 - 1209", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_03Y_12/09", 2454000, 2455186, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAL9", "DJCDX", 7, "NA IG", null, "IG", 1, 3,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901589", "7626878",
"DJCDX-NAIGS7V1 - 1211", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_05Y_12/11", 2454000, 2455916, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAL9", "DJCDX", 7, "NA IG", null, "IG", 1, 5,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.7Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901590", "7626894",
"DJCDX-NAIGS7V1 - 1213", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_07Y_12/13", 2454000, 2456647, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAL9", "DJCDX", 7, "NA IG", null, "IG", 1, 7,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.10Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901591", "7626916",
"DJCDX-NAIGS7V1 - 1216", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_10Y_12/16", 2454000, 2457743, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAL9", "DJCDX", 7, "NA IG", null, "IG", 1, 10,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901593", "7626932",
"DJCDX-NAIGHVOLS7V1 - 1211", "Dow Jones CDX.NA.IG.HVOL.7",
"DJCDX_NA_IG_S7_HVOL_05Y_12/11", 2454000, 2455917, 0.007500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AL7", "DJCDX", 7, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.7Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901594", "7626959",
"DJCDX-NAIGHVOLS7V1 - 1213", "Dow Jones CDX.NA.IG.HVOL.7",
"DJCDX_NA_IG_S7_HVOL_07Y_12/13", 2454000, 2456647, 0.0095, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AL7", "DJCDX", 7, "NA IG HVOL", null, "HV", 1, 7,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.10Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901596", "7627025",
"DJCDX-NAIGHVOLS7V1 - 1216", "Dow Jones CDX.NA.IG.HVOL.7",
"DJCDX_NA_IG_S7_HVOL_10Y_12/16", 2454000, 2457743, 0.011000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AL7", "DJCDX", 7, "NA IG HVOL", null, "HV", 1, 10,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NAXO.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901597", "7627033",
"DJCDX-NAXOS7V1 - 1211", "Dow Jones CDX.NA.XO.7",
"DJCDX_NA_XO_S7_05YR_12/11", 2454000, 2455916, 0.0165, "USD",
"ACT/360", false, 0.4, 4, "1D764IAD9", "DJCDX", 7, "NAXO", null, "XO", 1, 5,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.2Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901598", "7629567",
"DJCDX-NAHYS7V1 - 1208", "Dow Jones CDX.NA.HY.7",
"DJCDX_NA_HY_S7_100_SWP_02YR", 2454007, 2454821, 0.0325, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAW0", "DJCDX", 7, "NA HY", null, "HY", 1, 2,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.4Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901599", "7628919",
"DJCDX-NAHYS7V1 - 1210", "Dow Jones CDX.NA.HY.7",
"DJCDX_NA_HY_S7_100_SWP_04YR", 2454007, 2455551, 0.0325, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAW0", "DJCDX", 7, "NA HY", null, "HY", 1, 4,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.6Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901600", "7630174",
"DJCDX-NAHYS7V1 - 1212", "Dow Jones CDX.NA.HY.7",
"DJCDX_NA_HY_S7_100_SWP_06YR", 2454007, 2456282, 0.0325, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAW0", "DJCDX", 7, "NA HY", null, "HY", 1, 6,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V1 ALLPTS.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901601", "7630204",
"DJCDX-NAHYS7V1 ALLPTS - 1211", "Dow Jones CDX.NA.HY.7.ALLPTS",
"DJCDX_NA_HY_S7_ALLPTS", 2454007, 2455917, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRAW0 ALLPTS", "DJCDX", 7, "NA HY V1 ALLPTS", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.4Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901602", "7630239",
"DJCDX-NAIGS7V1 - 1210", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_04Y_12/10", 2454000, 2455551, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAL9", "DJCDX", 7, "NA IG", null, "IG", 1, 4,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG V1 EUR.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901603", "7629907",
"DJCDX-NAIGS7V1 EUR - 1211", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_05Y_12/11_EUR", 2454000, 2455916, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYAL9", "DJCDX", 7, "NA IG V1 EUR", null, "IG", 1, 5,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG V1 ALLPTS.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901604", "7629885",
"DJCDX-NAIGS7V1 ALLPTS - 1211", "Dow Jones CDX.NA.IG.7 ALLPTS",
"DJCDX_NA_IG_S7_ALLPTS", 2454000, 2455916, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAL9 ALLPTS", "DJCDX", 7, "NA IG V1 ALLPTS", null, "IG", 1, 5,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.3Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901605", "7633467",
"DJCDX-NAIGHVOLS7V1 - 1209", "Dow Jones CDX.NA.IG.HVOL.7",
"DJCDX_NA_IG_S7_HVOL_03Y_12/09", 2454000, 2455186, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AL7", "DJCDX", 7, "NA IG HVOL", null, "HV", 1, 3,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NAXO.10Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901606", "7633513",
"DJCDX-NAXOS7V1 - 1216", "Dow Jones CDX.NA.XO.7",
"DJCDX_NA_XO_S7_10YR_12/16", 2454000, 2457743, 0.021, "USD",
"ACT/360", false, 0.4, 4, "1D764IAD9", "DJCDX", 7, "NAXO", null, "XO", 1, 10,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.EM.10Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901607", "7629672",
"DJCDX-EMS6V1 - 1216", "Dow Jones CDX.EM.6",
"DOW JONES CDX EM 6 10YR", 2454000, 2457743, 0.02, "USD",
"ACT/360", false, 0.4, 4, "2I65BZAF9", "DJCDX", 6, "EM", null, "EM", 1, 10,
null, 1, 14, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.3Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901610", "7623208",
"ITRAXX-EUROPES6V1 - 1209", "iTraxx Europe Series 6 Version 1",
"ITRAXX-EUROPES6V1-1209 EUR SEN MMR I03 CDS", 2453999, 2455186, 0.002, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAF2", "ITRAXX", 6, "EUROPE", "EUR", "IG", 1, 3,
"232307", 1, 123, 0, "LON", true, true, true, "ITRXEB36", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901611", "7622767",
"ITRAXX-EUROPES6V1 - 1211", "iTraxx Europe Series 6 Version 1",
"ITRAXX-EUROPES6V1-1211 EUR SEN MMR I03 CDS MATURED", 2453999, 2455916, 0.003, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAF2", "ITRAXX", 6, "EUROPE", "EUR", "IG", 1, 5,
"232307", 1, 123, 0, "LON", true, true, true, "ITRXEB56", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901612", "7622775",
"ITRAXX-EUROPES6V1 - 1213", "iTraxx Europe Series 6 Version 1",
"ITRAXX-EUROPES6V1-1213 EUR SEN MMR I03 CDS MATURED", 2453999, 2456647, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAF2", "ITRAXX", 6, "EUROPE", "EUR", "IG", 1, 7,
"232307", 1, 122, 0, "LON", true, true, true, "ITRXEB76", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901613", "7622791",
"ITRAXX-EUROPES6V1 - 1216", "iTraxx Europe Series 6 Version 1",
"ITRAXX-EUROPES6V1-1216 EUR SEN MMR I03 CDS MATURED", 2453999, 2457743, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAF2", "ITRAXX", 6, "EUROPE", "EUR", "IG", 1, 10,
"232307", 1, 122, 0, "LON", true, true, true, "ITRXEB06", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901617", "7622945",
"ITRAXX-XOVERS6V1 - 1211", "iTraxx Europe Crossover series 6 Version 1",
"ITRAXX-XOVERS6V1-1211 EUR SEN MMR I03 CDS MATURED", 2453999, 2455916, 0.028, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAG3", "ITRAXX", 6, "XOVER", "XVR", "XO", 1, 5,
"232312", 1, 44, 0, "LON", true, true, true, "ITRXEX56", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901618", "7622953",
"ITRAXX-XOVERS6V1 - 1216", "iTraxx Europe Crossover series 6 Version 1",
"ITRAXX-XOVERS6V1-1216 EUR SEN MMR I03 CDS MATURED", 2453999, 2457743, 0.0345, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAG3", "ITRAXX", 6, "XOVER", "XVR", "XO", 1, 10,
"232312", 1, 44, 0, "LON", true, true, true, "ITRXEX06", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.3Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901619", "7622902",
"ITRAXX-HIVOLS6V1 - 1209", "iTraxx Europe HiVol Series 6 Version 1",
"ITRAXX-HIVOLS6V1-1209 EUR SEN MMR I03 CDS", 2453999, 2455186, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAF3", "ITRAXX", 6, "HIVOL", "VOL", "HV", 1, 3,
"232310", 1, 30, 0, "LON", true, true, true, "ITRXEH36", "VOL"));
UpdateCDXRefDataMap ("DJCDX.NA HY.1Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901620", "7629532",
"DJCDX-NAHYS7V1 - 1207", "Dow Jones CDX.NA.HY.7",
"DJCDX_NA_HY_S7_100_SWP_01YR", 2454007, 2454455, 0.0325, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAW0", "DJCDX", 7, "NA HY", null, "HY", 1, 1,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG CONS.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901621", "7629893",
"DJCDX-NAIGCONSS7V1 - 1211", "Dow Jones CDX.NA.IG.CONS.7",
"DJCDX_NA_IG_S7_CONS_12/11", 2454000, 2455916, 0.005, "USD",
"ACT/360", false, 0.5, 4, "2I65B0AI0", "DJCDX", 7, "NA IG CONS", null, "IG", 1, 5,
null, 1, 34, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901622", "7623500",
"ITRAXX-HIVOLS6V1 - 1211", "iTraxx Europe HiVol Series 6 Version 1",
"ITRAXX-HIVOLS6V1-1211 EUR SEN MMR I03 CDS MATURED", 2453999, 2455916, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAF3", "ITRAXX", 6, "HIVOL", "VOL", "HV", 1, 5,
"232310", 1, 30, 0, "LON", true, true, true, "ITRXEH56", "VOL"));
UpdateCDXRefDataMap ("DJCDX.NA IG ENRG.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901623", "7628889",
"DJCDX-NAIGENRGS7V1 - 1211", "Dow Jones CDX.NA.IG.ENRG.7",
"DJCDX_NA_IG_S7_ENRG_12/11", 2454000, 2455916, 0.003, "USD",
"ACT/360", false, 0.5, 4, "2I65B1AI8", "DJCDX", 7, "NA IG ENRG", null, "IG", 1, 5,
null, 1, 14, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.7Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901624", "7623526",
"ITRAXX-HIVOLS6V1 - 1213", "iTraxx Europe HiVol Series 6 Version 1",
"ITRAXX-HIVOLS6V1-1213 EUR SEN MMR I03 CDS MATURED", 2453999, 2456647, 0.007, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAF3", "ITRAXX", 6, "HIVOL", "VOL", "HV", 1, 7,
"232310", 1, 30, 0, "LON", true, true, true, "ITRXEH76", "VOL"));
UpdateCDXRefDataMap ("DJCDX.NA IG FIN.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901625", "7628897",
"DJCDX-NAIGFINS7V1 - 1211", "Dow Jones CDX.NA.IG.FIN.7",
"DJCDX_NA_IG_S7_FIN_12/11", 2454000, 2455916, 0.0025, "USD",
"ACT/360", false, 0.5, 4, "2I65B2AI6", "DJCDX", 7, "NA IG FIN", null, "IG", 1, 5,
null, 1, 25, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901626", "7623224",
"ITRAXX-HIVOLS6V1 - 1216", "iTraxx Europe HiVol Series 6 Version 1",
"ITRAXX-HIVOLS6V1-1216 EUR SEN MMR I03 CDS MATURED", 2453999, 2457743, 0.0085, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAF3", "ITRAXX", 6, "HIVOL", "VOL", "HV", 1, 10,
"232310", 1, 30, 0, "LON", true, true, true, "ITRXEH06", "VOL"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.2Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901627", "7628900",
"DJCDX-NAIGHVOLS7V1 - 1208", "Dow Jones CDX.NA.IG.HVOL.7",
"DJCDX_NA_IG_S7_HVOL_02Y_12/08", 2454000, 2454821, 0.003, "USD",
"ACT/360", false, 0.5, 4, "2I65B3AL7", "DJCDX", 7, "NA IG HVOL", null, "HV", 1, 2,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.4Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901628", "7633475",
"DJCDX-NAIGHVOLS7V1 - 1210", "Dow Jones CDX.NA.IG.HVOL.7",
"DJCDX_NA_IG_S7_HVOL_04Y_12/10", 2454000, 2455551, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AL7", "DJCDX", 7, "NA IG HVOL", null, "HV", 1, 4,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet7()
{
UpdateCDXRefDataMap ("DJCDX.NA IG INDU.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901631", "7628498",
"DJCDX-NAIGINDUS7V1 - 1211", "Dow Jones CDX.NA.IG.INDU.7",
"DJCDX_NA_IG_S7_INDU_12/11", 2454000, 2455916, 0.004, "USD",
"ACT/360", false, 0.5, 4, "2I65B4AL5", "DJCDX", 7, "NA IG INDU", null, "IG", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG TMT.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901633", "7628501",
"DJCDX-NAIGTMTS7V1 - 1211", "Dow Jones CDX.NA.IG.TMT.7",
"DJCDX_NA_IG_S7_TMT_12/11", 2454000, 2455916, 0.005, "USD",
"ACT/360", false, 0.5, 4, "2I65DJAI7", "DJCDX", 7, "NA IG TMT", null, "IG", 1, 5,
null, 1, 23, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NAXO.3Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901634", "7628510",
"DJCDX-NAXOS7V1 - 1209", "Dow Jones CDX.NA.XO.7",
"DJCDX_NA_XO_S7_03YR_12/09", 2454000, 2455186, 0.0125, "USD",
"ACT/360", false, 0.5, 4, "1D764IAD9", "DJCDX", 7, "NAXO", null, "XO", 1, 3,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NAXO.7Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901635", "7633505",
"DJCDX-NAXOS7V1 - 1213", "Dow Jones CDX.NA.XO.7",
"DJCDX_NA_XO_S7_07YR_12/13", 2454000, 2456647, 0.0195, "USD",
"ACT/360", false, 0.5, 4, "1D764IAD9", "DJCDX", 7, "NAXO", null, "XO", 1, 7,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOLV1 ALLPTS.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901638", "7633491",
"DJCDX-NAIGHVOLS7V1 ALLPTS - 1211", "Dow Jones CDX.NA.IG.HVOL.7.ALLPTS",
"DJCDX_NA_IG_S7_HVOL_ALLPTS", 2454000, 2455916, 0.007500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AL7 ALLPTS", "DJCDX", 7, "NA IG HVOLV1 ALLPTS", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA XO.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901639", "7633521",
"DJCDX-NAXOHVOLS7V1 ALLPTS - 1211", "Dow Jones CDX.NA.XO.7.ALLPTS",
"DJCDX_NA_XO_S7_ALLPTS", 2454000, 2455916, 0.0165, "USD",
"ACT/360", false, 0.4, 4, "1D764IAD9 ALLPTS", "DJCDX", 7, "NA XO", null, "XO", 1, 5,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901645", "7627840",
"ITRAXX-FINSENS6V1 - 1211", "iTraxx Europe Senior Financials series 6 Version 1",
"ITRAXX-FINSENS6V1-1211 EUR SEN MMR I03 CDS", 2453999, 2455917, 0.001, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAF1", "ITRAXX", 6, "FINSEN", "SEN", "IG", 1, 5,
"232308", 1, 23, 0, "LON", true, true, true, "ITRXES56", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.10Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901646", "7633092",
"ITRAXX-FINSENS6V1 - 1216", "iTraxx Europe Senior Financials series 6 Version 1",
"ITRAXX-FINSENS6V1-1216 EUR SEN MMR I03 CDS", 2453999, 2457743, 0.002, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAF1", "ITRAXX", 6, "FINSEN", "SEN", "IG", 1, 10,
"232308", 1, 23, 0, "LON", true, true, true, "ITRXES06", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901647", "7633130",
"ITRAXX-FINSUBS6V1 - 1211", "iTraxx Europe Sub Financials series 6 Version 1",
"ITRAXX-FINSUBS6V1-1211 LT2 SUB MMR I03 CDS", 2453999, 2455917, 0.002, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAG7", "ITRAXX", 6, "FINSUB", "SUB", "IG", 1, 5,
"232309", 1, 23, 0, "LON", true, true, true, "ITRXEU56", "SUB"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.10Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901648", "7633149",
"ITRAXX-FINSUBS6V1 - 1216", "iTraxx Europe Sub Financials series 6 Version 1",
"ITRAXX-FINSUBS6V1-1216 LT2 SUB MMR I03 CDS", 2453999, 2457743, 0.003, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAG7", "ITRAXX", 6, "FINSUB", "SUB", "IG", 1, 10,
"232309", 1, 23, 0, "LON", true, true, true, "ITRXEU06", "SUB"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901650", "7630131",
"USD ITRAXX-EUROPES6V1 - 1211", "iTraxx Europe series 6 Version 1",
"ITRAXX-EUROPES6V1-1211 USD SEN MMR I03 CDS MATURED", 2453999, 2455916, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I666VAF2", "USD ITRAXX", 6, "EUROPE", "EUR", "IG", 1, 5,
"232307", 1, 122, 0, "LON", false, false, true, "ITRXEB56", "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901651", "7634846",
"USD ITRAXX-HIVOLS6V1 - 1211", "iTraxx Europe HiVol series 6 Version 1",
"ITRAXX-HIVOLS6V1-1211 USD SEN MMR I03 CDS MATURED", 2453999, 2455916, 0.0055000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I667LAF3", "USD ITRAXX", 6, "HIVOL", "VOL", "HV", 1, 5,
"232310", 1, 30, 0, "LON", false, false, true, "ITRXEH56", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901658", "7628609",
"ITRAXX-ASIAXJS6V1 - 1211", "iTraxx Asia ex-Japan Series Number 6 Version 1",
"ITRAXX-ASIAXJS6V1-1211 USD SEN RES I03 CDS", 2453999, 2455917, 0.0055000000000000005, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I668DAF0", "ITRAXX", 6, "ASIAXJ", null, "IG", 1, 5,
"232383", 1, 50, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901659", "7628625",
"ITRAXX-JAPANS6V1 - 1216", "iTraxx Japan Series Number 6 Version 1",
"ITRAXX-CJAPANS6V1-1216 JPY SEN RES I03 CDS", 2453999, 2457743, 0.004, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAF1", "ITRAXX", 6, "JAPAN", null, "IG", 1, 10,
"232387", 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901661", "7628617",
"ITRAXX-AUSTRALIAS6V1 - 1211", "iTraxx Australia Series Number 6 Version 1",
"ITRAXX-AUSTRALIAS6V1-1211 USD SEN MR I03 CDS", 2453999, 2455916, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I668IAF9", "ITRAXX", 6, "AUSTRALIA", null, "IG", 1, 5,
"232386", 1, 25, 0, "HKG", false, false, true, null, "Itraxx Australia"));
UpdateCDXRefDataMap ("ITRAXX.CJAPAN.3Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901662", "7628633",
"ITRAXX-CJAPANS6V1 - 1209", "iTraxx Japan series 6 Version 1",
"ITRAXX-CJAPANS6V1-1209 JPY SEN RES I03 CDS", 2453999, 2455186, 0.0015, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAF1", "ITRAXX", 6, "CJAPAN", null, "IG", 1, 3,
"232387", 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901664", "7628650",
"ITRAXX-JAPANS6V1 - 1211", "iTraxx Japan Series Number 6 Version 1",
"ITRAXX-CJAPANS6V1-1211 JPY SEN RES I03 CDS", 2453999, 2455916, 0.0025, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAF1", "ITRAXX", 6, "JAPAN", null, "IG", 1, 5,
"232387", 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.KOREA.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901668", "7631030",
"ITRAXX-KOREAS6V1 - 1211", "iTraxx Korea Series Number 6 Version 1",
"ITRAXX-KOREAS6V1-5Y 1211 USD SEN RES I03 CDS", 2453999, 2455917, 0.003, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I668EAF8", "ITRAXX", 6, "KOREA", null, "IG", 1, 5,
"0", 1, 10, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901672", "7630980",
"ITRAXX-JAPANHIVOLS6V1 - 1211", "iTraxx Japan HiVol Series Number 6 Version 1",
"ITRAXX-CJHIVOLS6V1-5Y 1211 JPY SEN RES I03 CDS", 2453999, 2455916, 0.0055000000000000005, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAE3", "ITRAXX", 6, "JAPANHIVOL", "VOL", "HV", 1, 5,
"0", 1, 24, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.ASIAREST.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901674", "7631057",
"ITRAXX-ASIARESTS6V1 - 1211", "iTraxx Rest of Asia Series Number 6 Version 1",
"ITRAXX-ASIARESTS6V1-5Y 1211 USD SEN RES I03 CDS", 2453999, 2455916, 0.006, "USD",
"ACT/360", false, 0.3, 4, "2I668GAF3", "ITRAXX", 6, "ASIAREST", null, "IG", 1, 5,
"0", 1, 23, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.GRCHINA.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("901675", "7631014",
"ITRAXX-GRCHINAS6V1 - 1211", "iTraxx Greater China Series Number 6 Version 1",
"ITRAXX-GRCHINAS6V1-5Y 1211 USD SEN RES I03 CDS", 2453999, 2455916, 0.0055000000000000005, "USD",
"ACT/360", false, 0.3, 4, "2I668FAF5", "ITRAXX", 6, "GRCHINA", null, "IG", 1, 5,
"0", 1, 17, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("DJCDX.NA HY BV2 DFLT.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("909103", "7672705",
"DJCDX-NAHYBS4V2 DFLT - 0610", "Dow Jones CDX.NA.HY.B.4 - DO NOT USE - FOR DFLT",
"DJCDX_NA_HY_S4_B_SWP 39/40", 2453475, 2455368, 0.034, "USD",
"ACT/360", false, 0.4, 4, "defaulted amk1", "DJCDX", 4, "NA HY BV2 DFLT", null, "HY", 2, 5,
null, 0.975, 40, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.7.0",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("909104", "7672969",
"DJCDX-NAHYS7V0 - 1211", "Dow Jones CDX.NA.HY.7 - DO NOT USE - FOR DFLT",
"DJCDX_NA_HY_S7_100_SWP_99/100 - CURVE TO BE DELETED", 2454007, 2455916, 0.0325, "USD",
"ACT/360", false, 0.35000000000000003, 4, "defaulted amk2", "DJCDX", 7, "NA HY", null, "HY", 0, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.1Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("909105", "7672977",
"DJCDX-NAHYS7V2 - 1207", "Dow Jones CDX.NA.HY.7 - DO NOT USE - FOR DFLT",
"DJCDX_NA_HY_S7_100_SWP_01YR_99/100", 2454007, 2454455, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "defaulted amk3", "DJCDX", 7, "NA HY", null, "HY", 2, 1,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.2Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("909106", "7672985",
"DJCDX-NAHYS7V2 - 1208", "Dow Jones CDX.NA.HY.7 - DO NOT USE - FOR DFLT",
"DJCDX_NA_HY_S7_100_SWP_02YR_99/100", 2454007, 2454821, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "defaulted amk4", "DJCDX", 7, "NA HY", null, "HY", 2, 2,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.4Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("909108", "7672888",
"DJCDX-NAHYS7V2 - 1210", "Dow Jones CDX.NA.HY.7 - DO NOT USE - FOR DFLT",
"DJCDX_NA_HY_S7_100_SWP_04YR_99/100", 2454007, 2455551, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "defaulted amk6", "DJCDX", 7, "NA HY", null, "HY", 2, 4,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.0Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("909109", "7672861",
"DJCDX-NAHYS7V2 - 1212", "Dow Jones CDX.NA.HY.7 - DO NOT USE - FOR DFLT",
"DJCDX_NA_HY_S7_100_SWP_06YR_99/100", 2454007, 2456282, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "defaulted amk7", "DJCDX", 7, "NA HY", null, "HY", 2, 0,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.7Y.7.0",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("909110", "7672810",
"DJCDX-NAHYS7V0 - 1213", "Dow Jones CDX.NA.HY.7 - DO NOT USE - FOR DFLT",
"DJCDX_NA_HY_S7_100_SWP_07YR_99/100 - TO BE DELETED", 2454007, 2456647, 0.0325, "USD",
"ACT/360", false, 0.35000000000000003, 4, "defauted amk8", "DJCDX", 7, "NA HY", null, "HY", 0, 7,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.10Y.7.0",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("909111", "7672799",
"DJCDX-NAHYS7V0 - 1216", "Dow Jones CDX.NA.HY.7 - DO NOT USE - FOR DFLT",
"DJCDX_NA_HY_S7_100_SWP_10YR_99/100", 2454007, 2457743, 0.0325, "USD",
"ACT/360", false, 0.35000000000000003, 4, "defaulted amk9", "DJCDX", 7, "NA HY", null, "HY", 0, 10,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY HB.5Y.7.0",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("909112", "7672772",
"DJCDX-NAHYHBS7V0 - 1211", "Dow Jones CDX.NA.HY.HB.7 - DO NOT USE - FOR DFLT",
"DJCDX_NA_HY_S7_HB_SWP_29/30 - CURVE TO BE DELETED", 2454007, 2455916, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "defaulted amk10", "DJCDX", 7, "NA HY HB", null, "HY", 0, 5,
null, 0.96666, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V2 ALLPTS.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("909113", "7672764",
"DJCDX-NAHYS7V2 ALLPTS - 1211", "Dow Jones CDX.NA.HY.7 ALLPTS - DO NOT USE - FOR DFLT",
"DJCDX_NA_HY_S7_ALLPTS_99/100", 2454007, 2455916, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "defaulted amk11", "DJCDX", 7, "NA HY V2 ALLPTS", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOLV1 EUR.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("913513", "7717113",
"DJCDX-NAIGHVOLS6V1 EUR - 0611", "Dow Jones CDX.NA.IG.HVOL.6",
"DJCDX_NA_IG_S6_HVOL_05Y_6/11_EUR", 2453816, 2455733, 0.007500000000000001, "EUR",
"ACT/360", false, 0.4, 4, "2I65B3AK9 EUR", "DJCDX", 6, "NA IG HVOLV1 EUR", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.10Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918152", "7630247",
"USD ITRAXX-EUROPES6V1 - 1216", "iTraxx Europe series 6 Version 1",
"ITRAXX-EUROPES6V1-1216 USD SEN MMR I03 CDS MATURED", 2453999, 2457743, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I666VAF2", "USD ITRAXX", 6, "EUROPE", "EUR", "IG", 1, 10,
"232307", 1, 122, 0, "LON", false, false, true, "ITRXEB06", "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918167", "7762305",
"USD ITRAXX-XOVERS5V1 - 0611", "iTraxx Europe Crossover Series 5 Version 1",
"ITRAXX-XOVERS5V1-0611 USD SEN MMR I03 CDS MATURED", 2453815, 2455733, 0.029, "USD",
"ACT/360", false, 0.4, 4, "2I667KAF5", "USD ITRAXX", 5, "XOVER", "XVR", "XO", 1, 5,
"231396", 1, 44, 0, "LON", false, false, true, "ITRXEX55", "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918348", "7813287",
"USD ITRAXX-XOVERS6V1 - 1211", "iTraxx Europe Crossover Series 6 Version 1",
"ITRAXX-XOVERS6V1-1211 USD SEN MMR I03 CDS MATURED", 2453999, 2455916, 0.028, "USD",
"ACT/360", false, 0.4, 4, "2I667KAG3", "USD ITRAXX", 6, "XOVER", "XVR", "XO", 1, 5,
"232312", 1, 44, 0, "LON", false, false, true, "ITRXEX56", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918452", "7875665",
"ITRAXX-ASIAXJS7V1 - 0612", "iTraxx Asia Ex-Japan Series Number 7 Version 1",
"ITRAXX-ASIAXJS7V1-0612 USD SEN RES I03 CDS", 2454180, 2456099, 0.005, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I668DAG8", "ITRAXX", 7, "ASIAXJ", null, "IG", 1, 5,
"233847", 1, 50, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918453", "7875673",
"ITRAXX-AUSTRALIAS7V1 - 0612", "iTraxx Australia Series Number 7 Version 1",
"ITRAXX-AUSTRALIAS7V1-0612 USD SEN MR I03 CDS", 2454180, 2456099, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I668IAG7", "ITRAXX", 7, "AUSTRALIA", null, "IG", 1, 5,
"233848", 1, 25, 0, "HKG", false, false, true, null, "Itraxx Australia"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918454", "7875681",
"ITRAXX-JAPANHIVOLS7V1 - 0612", "iTraxx Japan HiVol Series Number 7 version 1",
"ITRAXX-JHIVOLS7V1-5Y 0612 JPY SEN RES I03 CDS", 2454180, 2456099, 0.006, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAF0", "ITRAXX", 7, "JAPANHIVOL", "VOL", "HV", 1, 5,
"233860", 1, 24, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918457", "7875690",
"ITRAXX-JAPANS7V1 - 0617", "iTraxx Japan Series Number 7 Version 1",
"ITRAXX-JAPANS7V1-0617 JPY SEN RES I03 CDS", 2454180, 2457925, 0.0035, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAG9", "ITRAXX", 7, "JAPAN", null, "IG", 1, 10,
"233861", 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.3Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918459", "7875703",
"ITRAXX-JAPANS7V1 - 0610", "iTraxx Japan Series Number 7 Version 1",
"ITRAXX-JAPANS7V1-0610 JPY SEN RES I03 CDS", 2454180, 2455368, 0.0015, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAG9", "ITRAXX", 7, "JAPAN", null, "IG", 1, 3,
"233861", 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918460", "7875720",
"ITRAXX-JAPANS7V1 - 0612", "iTraxx Japan Series Number 7 Version 1",
"ITRAXX-JAPANS7V1-0612 JPY SEN RES I03 CDS", 2454180, 2456099, 0.0025, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAG9", "ITRAXX", 7, "JAPAN", null, "IG", 1, 5,
"233861", 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.KOREA.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918464", "7875754",
"ITRAXX-KOREAS7V1 - 0612", "iTraxx Korea Series Number 7 Version 1",
"ITRAXX-KOREAS7V1-5Y 0612 USD SEN RES I03 CDS", 2454180, 2456099, 0.002, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I668EAG6", "ITRAXX", 7, "KOREA", null, "IG", 1, 5,
"0", 1, 10, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.ASIAREST.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918465", "7875762",
"ITRAXX-ASIARESTS7V1 - 0612", "iTraxx Rest of Asia Series Number 7 Version 1",
"ITRAXX-ASIARESTS7V1-5Y 0612 USD SEN RES I03 CDS", 2454180, 2456099, 0.0055000000000000005, "USD",
"ACT/360", false, 0.3, 4, "2I668GAG1", "ITRAXX", 7, "ASIAREST", null, "IG", 1, 5,
"0", 1, 23, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.GRCHINA.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918474", "7875746",
"ITRAXX-GRCHINAS7V1 - 0612", "iTraxx Greater China Series Number 7 Version 1",
"ITRAXX-GRCHINAS7V1-5Y 0612 USD SEN RES I03 CDS", 2454180, 2456099, 0.006500000000000001, "USD",
"ACT/360", false, 0.3, 4, "2I668FAG3", "ITRAXX", 7, "GRCHINA", null, "IG", 1, 5,
"0", 1, 17, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.3Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918476", "7876696",
"ITRAXX-EUROPES7V1 - 0610", "iTraxx Europe series 7 Version 1",
"ITRAXX-EUROPES7V1-0610 EUR SEN MMR I03 CDS MATURED", 2454180, 2455368, 0.002, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAG0", "ITRAXX", 7, "EUROPE", "EUR", "IG", 1, 3,
"233812", 1, 123, 0, "LON", true, true, true, "ITRXEB37", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918477", "7877293",
"ITRAXX-XOVERS7V1 - 0617", "iTraxx Europe Crossover series 7 Version 1",
"ITRAXX-XOVERS7V1-0617 EUR SEN MMR I03 CDS MATURED", 2454180, 2457925, 0.032, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAH1", "ITRAXX", 7, "XOVER", "XVR", "XO", 1, 10,
"233807", 1, 50, 0, "LON", true, true, true, "ITRXEX07", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918478", "7876882",
"ITRAXX-XOVERS7V1 - 0612", "iTraxx Europe Crossover series 7 Version 1",
"ITRAXX-XOVERS7V1-0612 EUR SEN MMR I03 CDS MATURED", 2454180, 2456099, 0.023, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAH1", "ITRAXX", 7, "XOVER", "XVR", "XO", 1, 5,
"233807", 1, 50, 0, "LON", true, true, true, "ITRXEX57", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918480", "7876718",
"ITRAXX-EUROPES7V1 - 0612", "iTraxx Europe series 7 Version 1",
"ITRAXX-EUROPES7V1-0612 EUR SEN MMR I03 CDS MATURED", 2454180, 2456099, 0.003, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAG0", "ITRAXX", 7, "EUROPE", "EUR", "IG", 1, 5,
"233812", 1, 123, 0, "LON", true, true, true, "ITRXEB57", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918482", "7877200",
"ITRAXX-HIVOLS7V1 - 0617", "iTraxx Europe HiVol series 7 Version 1",
"ITRAXX-HIVOLS7V1-0617 EUR SEN MMR I03 CDS MATURED", 2454180, 2457925, 0.0085, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAG1", "ITRAXX", 7, "HIVOL", "VOL", "HV", 1, 10,
"233809", 1, 31, 0, "LON", true, true, true, "ITRXEH07", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918483", "7876750",
"ITRAXX-EUROPES7V1 - 0614", "iTraxx Europe series 7 Version 1",
"ITRAXX-EUROPES7V1-0614 EUR SEN MMR I03 CDS MATURED", 2454180, 2456829, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAG0", "ITRAXX", 7, "EUROPE", "EUR", "IG", 1, 7,
"233812", 1, 123, 0, "LON", true, true, true, "ITRXEB77", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.7Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918484", "7877226",
"ITRAXX-HIVOLS7V1 - 0614", "iTraxx Europe HiVol series 7 Version 1",
"ITRAXX-HIVOLS7V1-0614 EUR SEN MMR I03 CDS MATURED", 2454180, 2456829, 0.007, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAG1", "ITRAXX", 7, "HIVOL", "VOL", "HV", 1, 7,
"233809", 1, 31, 0, "LON", true, true, true, "ITRXEH77", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918485", "7877242",
"ITRAXX-HIVOLS7V1 - 0612", "iTraxx Europe HiVol series 7 Version 1",
"ITRAXX-HIVOLS7V1-0612 EUR SEN MMR I03 CDS MATURED", 2454180, 2456099, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAG1", "ITRAXX", 7, "HIVOL", "VOL", "HV", 1, 5,
"233809", 1, 31, 0, "LON", true, true, true, "ITRXEH57", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918486", "7876785",
"ITRAXX-EUROPES7V1 - 0617", "iTraxx Europe series 7 Version 1",
"ITRAXX-EUROPES7V1-0617 EUR SEN MMR I03 CDS MATURED", 2454180, 2457925, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAG0", "ITRAXX", 7, "EUROPE", "EUR", "IG", 1, 10,
"233812", 1, 123, 0, "LON", true, true, true, "ITRXEB07", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.3Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918487", "7877269",
"ITRAXX-HIVOLS7V1 - 0610", "iTraxx Europe HiVol series 7 Version 1",
"ITRAXX-HIVOLS7V1-0610 EUR SEN MMR I03 CDS MATURED", 2454180, 2455368, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAG1", "ITRAXX", 7, "HIVOL", "VOL", "HV", 1, 3,
"233809", 1, 31, 0, "LON", true, true, true, "ITRXEH37", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.10Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918488", "7876866",
"ITRAXX-FINSUBS7V1 - 0617", "iTraxx Europe Sub Financials series 7 Version 1",
"ITRAXX-FINSUBS7V1-0617 LT2 SUB MMR I03 CDS", 2454180, 2457925, 0.003, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAH5", "ITRAXX", 7, "FINSUB", "SUB", "IG", 1, 10,
"233810", 1, 24, 0, "LON", true, true, true, "ITRXEU07", "SUB"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918489", "7877099",
"ITRAXX-FINSENS7V1 - 0612", "iTraxx Europe Senior Financials series 7 Version 1",
"ITRAXX-FINSENS7V1-0612 EUR SEN MMR I03 CDS", 2454180, 2456099, 0.001, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAG9", "ITRAXX", 7, "FINSEN", "SEN", "IG", 1, 5,
"233811", 1, 24, 0, "LON", true, true, true, "ITRXES57", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918490", "7877013",
"ITRAXX-FINSUBS7V1 - 0612", "iTraxx Europe Sub Financials series 7 Version 1",
"ITRAXX-FINSUBS7V1-0612 LT2 SUB MMR I03 CDS", 2454180, 2456099, 0.002, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAH5", "ITRAXX", 7, "FINSUB", "SUB", "IG", 1, 5,
"233810", 1, 24, 0, "LON", true, true, true, "ITRXEU57", "SUB"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.10Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918491", "7877056",
"ITRAXX-FINSENS7V1 - 0617", "iTraxx Europe Senior Financials series 7 Version 1",
"ITRAXX-FINSENS7V1-0617 EUR SEN MMR I03 CDS", 2454180, 2457925, 0.002, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAG9", "ITRAXX", 7, "FINSEN", "SEN", "IG", 1, 10,
"233811", 1, 24, 0, "LON", true, true, true, "ITRXES07", "SEN"));
UpdateCDXRefDataMap ("CDX.NAXO.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918501", "7884079",
"CDX-NAXOS8V1 - 0612", "CDX.NA.XO.8",
"CDX_NA_XO_S8_05YR_06/12", 2454181, 2456099, 0.014, "USD",
"ACT/360", false, 0.4, 4, "1D764IAE7", "CDX", 8, "NAXO", null, "XO", 1, 5,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.10Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918503", "7884117",
"CDX-NAXOS8V1 - 0617", "CDX.NA.XO.8",
"CDX_NA_XO_S8_10YR_06/17", 2454181, 2457925, 0.021500000000000002, "USD",
"ACT/360", false, 0.4, 4, "1D764IAE7", "CDX", 8, "NAXO", null, "XO", 1, 10,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918504", "7880324",
"CDX-NAIGS8V1 - 0612", "CDX.NA.IG.8",
"CDX_NA_IG_S8_05Y_06/12", 2454181, 2456099, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAM7", "CDX", 8, "NA IG", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918505", "7880391",
"CDX-NAIGS8V1 - 0617", "CDX.NA.IG.8",
"CDX_NA_IG_S8_10Y_06/17", 2454181, 2457925, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAM7", "CDX", 8, "NA IG", null, "IG", 1, 10,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918506", "7879601",
"CDX-NAIGHVOLS8V1 - 0612", "CDX.NA.IG.HVOL.8",
"CDX_NA_IG_S8_HVOL_05Y_06/12", 2454181, 2456099, 0.007500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AM5", "CDX", 8, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918507", "7879970",
"CDX-NAIGHVOLS8V1 - 0617", "CDX.NA.IG.HVOL.8",
"CDX_NA_IG_S8_HVOL_10Y_06/17", 2454181, 2457925, 0.0125, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AM5", "CDX", 8, "NA IG HVOL", null, "HV", 1, 10,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918510", "7880251",
"CDX-NAIGS8V1 - 0608", "CDX.NA.IG.8",
"CDX_NA_IG_S8_01Y_06/08", 2454181, 2454638, 0.001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAM7", "CDX", 8, "NA IG", null, "IG", 1, 1,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918511", "7880286",
"CDX-NAIGS8V1 - 0609", "CDX.NA.IG.8",
"CDX_NA_IG_S8_02Y_06/09", 2454181, 2455003, 0.0015, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAM7", "CDX", 8, "NA IG", null, "IG", 1, 2,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918512", "7880294",
"CDX-NAIGS8V1 - 0610", "CDX.NA.IG.8",
"CDX_NA_IG_S8_03Y_06/10", 2454181, 2455368, 0.002, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAM7", "CDX", 8, "NA IG", null, "IG", 1, 3,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.3Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918513", "7879580",
"CDX-NAIGHVOLS8V1 - 0610", "CDX.NA.IG.HVOL.8",
"CDX_NA_IG_S8_HVOL_03Y_06/10", 2454181, 2455368, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AM5", "CDX", 8, "NA IG HVOL", null, "HV", 1, 3,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.4Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918514", "7879598",
"CDX-NAIGHVOLS8V1 - 0611", "CDX.NA.IG.HVOL.8",
"CDX_NA_IG_S8_HVOL_04Y_06/11", 2454181, 2455733, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AM5", "CDX", 8, "NA IG HVOL", null, "HV", 1, 4,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918515", "7880316",
"CDX-NAIGS8V1 - 0611", "CDX.NA.IG.8",
"CDX_NA_IG_S8_04Y_06/11", 2454181, 2455733, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAM7", "CDX", 8, "NA IG", null, "IG", 1, 4,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V1 EUR.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918517", "7880367",
"CDX-NAIGS8V1 EUR - 0612", "CDX.NA.IG.8",
"CDX_NA_IG_S8_05Y_06/12_EUR", 2454181, 2456099, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYAM7 EUR", "CDX", 8, "NA IG V1 EUR", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOLV1 ALLPTS.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918518", "7879989",
"CDX-NAIGHVOLS8V1 ALLPTS - 0612", "CDX.NA.IG.HVOL.8.ALLPTS",
"CDX_NA_IG_S8_HVOL_ALLPTS", 2454181, 2456099, 0.011000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AM5 ALLPTS", "CDX", 8, "NA IG HVOLV1 ALLPTS", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918519", "7880375",
"CDX-NAIGS8V1 - 0614", "CDX.NA.IG.8",
"CDX_NA_IG_S8_07Y_06/14", 2454181, 2456829, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAM7", "CDX", 8, "NA IG", null, "IG", 1, 7,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.2Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918520", "7879571",
"CDX-NAIGHVOLS8V1 - 0609", "CDX.NA.IG.HVOL.8",
"CDX_NA_IG_S8_HVOL_02Y_06/09", 2454181, 2455003, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AM5", "CDX", 8, "NA IG HVOL", null, "HV", 1, 2,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V1 ALLPTS.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918522", "7880413",
"CDX-NAIGS8V1 ALLPTS - 0612", "CDX.NA.IG.8.ALLPTS",
"CDX_NA_IG_S8_ALLPTS", 2454181, 2456099, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAM7 ALLPTS", "CDX", 8, "NA IG V1 ALLPTS", null, "IG", 1, 5,
null, 0.996, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG CONS.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918523", "7879539",
"CDX-NAIGCONSS8V1 - 0612", "CDX.NA.IG.CONS.8",
"CDX_NA_IG_S8_CONS_06/12", 2454181, 2456099, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65B0AJ8", "CDX", 8, "NA IG CONS", null, "IG", 1, 5,
null, 1, 34, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.1Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918524", "7879563",
"CDX-NAIGHVOLS8V1 - 0608", "CDX.NA.IG.HVOL.8",
"CDX_NA_IG_S8_HVOL_01Y_06/08", 2454181, 2454638, 0.002, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AM5", "CDX", 8, "NA IG HVOL", null, "HV", 1, 1,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918525", "7879555",
"CDX-NAIGFINS8V1 - 0612", "CDX.NA.IG.FIN.8",
"CDX_NA_IG_S8_FIN_06/12", 2454181, 2456099, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2AJ4", "CDX", 8, "NA IG FIN", null, "IG", 1, 5,
null, 1, 25, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG ENRG.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918526", "7879547",
"CDX-NAIGENRGS8V1 - 0612", "CDX.NA.IG.ENRG.8",
"CDX_NA_IG_S8_ENRG_06/12", 2454181, 2456099, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I65B1AJ6", "CDX", 8, "NA IG ENRG", null, "IG", 1, 5,
null, 1, 14, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXOV1 ALLPTS.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918527", "7884133",
"CDX-NAXOS8V1 ALLPTS - 0612", "CDX.NA.XO.8.ALLPTS",
"CDX_NA_XO_S8_ALLPTS", 2454181, 2456099, 0.0165, "USD",
"ACT/360", false, 0.4, 4, "1D764IAE7 ALLPTS", "CDX", 8, "NAXOV1 ALLPTS", null, "XO", 1, 5,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG INDU.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918528", "7880014",
"CDX-NAIGINDUS8V1 - 0612", "CDX.NA.IG.INDU.8",
"CDX_NA_IG_S8_INDU_06/12", 2454181, 2456099, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65B4AM3", "CDX", 8, "NA IG INDU", null, "IG", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.7Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918529", "7884095",
"CDX-NAXOS8V1 - 0614", "CDX.NA.XO.8",
"CDX_NA_XO_S8_07YR_06/14", 2454181, 2456829, 0.018500000000000003, "USD",
"ACT/360", false, 0.4, 4, "1D764IAE7", "CDX", 8, "NAXO", null, "XO", 1, 7,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG TMT.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918530", "7880073",
"CDX-NAIGTMTS8V1 - 0612", "CDX.NA.IG.TMT.8",
"CDX_NA_IG_S8_TMT_06/12", 2454181, 2456099, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65DJAJ5", "CDX", 8, "NA IG TMT", null, "IG", 1, 5,
null, 1, 22, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.3Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918531", "7881851",
"CDX-NAXOS8V1 - 0610", "CDX.NA.XO.8",
"CDX_NA_XO_S8_03YR_06/10", 2454181, 2455368, 0.0085, "USD",
"ACT/360", false, 0.4, 4, "1D764IAE7", "CDX", 8, "NAXO", null, "XO", 1, 3,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EM.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918532", "7879911",
"CDX-EMS7V1 - 0612", "CDX.EM.7",
"CDX EM 7 5YR", 2454181, 2456099, 0.0125, "USD",
"ACT/360", true, 0.25, 2, "2I65BZAG7", "CDX", 7, "EM", null, "EM", 1, 5,
null, 1, 14, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EMDIV.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918533", "7879890",
"CDX-EMDIVS5V1 - 0612", "CDX.EM.DIVERSIFIED.5",
"CDX EM DIVER 5 5YR", 2454181, 2456099, 0.008, "USD",
"ACT/360", true, 0.25, 2, "2165EKAE9", "CDX", 5, "EMDIV", null, "EM", 1, 5,
null, 1, 40, 0, "LON", false, false, false, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet8()
{
UpdateCDXRefDataMap ("CDX.EM.10Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918535", "7879903",
"CDX-EMS7V1 - 0617", "CDX.EM.7",
"CDX EM 7 10YR", 2454181, 2457925, 0.0175, "USD",
"ACT/360", false, 0.25, 4, "2I65BZAG7", "CDX", 7, "EM", null, "EM", 1, 10,
null, 1, 14, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918536", "7879610",
"CDX-NAIGHVOLS8V1 - 0614", "CDX.NA.IG.HVOL.8",
"CDX_NA_IG_S8_HVOL_07Y_06/14", 2454181, 2456829, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AM5", "CDX", 8, "NA IG HVOL", null, "HV", 1, 7,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN80.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918542", "7906137",
"ITRAXX-JAPAN80S7V1 - 0612", "iTraxx Japan 80 Series Number 7 Version 1",
"ITRAXX-JAPAN80S7V1-0612 JPY SEN RES I03 CDS", 2454180, 2456099, 0.0025, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "4ABCAHAA5", "ITRAXX", 7, "JAPAN80", null, "IG", 1, 5,
"233861", 1, 79, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918549", "7899866",
"USD ITRAXX-EUROPES7V1 - 0612", "iTraxx Europe series 7 Version 1",
"ITRAXX-EUROPES7V1-0612 USD SEN MMR I03 CDS MATURED", 2454180, 2456099, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I666VAG0", "USD ITRAXX", 7, "EUROPE", "EUR", "IG", 1, 5,
"233812", 1, 123, 0, "LON", false, false, true, "ITRXEB57", "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918550", "7899882",
"USD ITRAXX-HIVOLS7V1 - 0612", "iTraxx Europe HiVol series 7 Version 1",
"ITRAXX-HIVOLS7V1-0612 USD SEN MMR I03 CDS MATURED", 2454180, 2456099, 0.0055000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I667LAG1", "USD ITRAXX", 7, "HIVOL", "VOL", "HV", 1, 5,
"233809", 1, 31, 0, "LON", false, false, true, "ITRXEH57", "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918551", "7910215",
"USD ITRAXX-XOVERS7V1 - 0612", "iTraxx Europe Crossover series 7 Version 1",
"ITRAXX-XOVERS7V1-0612 USD SEN MMR I03 CDS MATURED", 2454180, 2456099, 0.023, "USD",
"ACT/360", false, 0.4, 4, "2I667KAH1", "USD ITRAXX", 7, "XOVER", "XVR", "XO", 1, 5,
"233807", 1, 50, 0, "LON", false, false, true, "ITRXEX57", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.10Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918554", "7908970",
"ITRAXX-AUSTRALIAS7V1 - 0617", "iTraxx Australia Series Number 7 Version 1",
"ITRAXX-AUSTRALIAS7V1-0617 USD SEN MR I03 CDS", 2454180, 2457925, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I668IAG7", "ITRAXX", 7, "AUSTRALIA", null, "IG", 1, 10,
"233848", 1, 25, 0, "HKG", false, false, true, null, "Itraxx Australia"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918562", "7879954",
"CDX-NAHYS8V1 - 0612", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBD1", "CDX", 8, "NA HY", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918564", "7885261",
"CDX-NAHYBS8V1 - 0612", "CDX.NA.HY.B.8",
"CDX_NA_HY_S08_B___SWP", 2454188, 2456099, 0.025, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BSAP3", "CDX", 8, "NA HY B", null, "HY", 1, 5,
null, 1, 49, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918565", "7885342",
"CDX-NAHYBBS8V1 - 0612", "CDX.NA.HY.BB.8",
"CDX_NA_HY_S08_BB__SWP", 2454188, 2456099, 0.0175, "USD",
"ACT/360", false, 0.3, 4, "2I65BVAN1", "CDX", 8, "NA HY BB", null, "HY", 1, 5,
null, 1, 36, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918566", "7880235",
"CDX-NAHYHBS8V1 - 0612", "CDX.NA.HY.HB.8",
"CDX_NA_HY_S08_HB__SWP", 2454188, 2456099, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWAR0", "CDX", 8, "NA HY HB", null, "HY", 1, 5,
null, 1, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V20 FXD 84/100.5Y.8.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918568", "7879946",
"CDX-NAHYS8V20 FXD 84/100 - 0612", "CDX.NA.HY.8_Fixed",
"CDX_NA_HY_S08_100_FXD_84/100", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIT9 FXD", "CDX", 8, "NA HY V20 FXD 84/100", null, "HY", 20, 5,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918570", "7880243",
"CDX-NAHYS8V1 - 0609", "Dow Jones CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_02YR", 2454188, 2455003, 0.0275, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBD1", "CDX", 8, "NA HY", null, "HY", 1, 2,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918571", "7880308",
"CDX-NAHYS8V1 - 0610", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_03YR", 2454188, 2455368, 0.0275, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBD1", "CDX", 8, "NA HY", null, "HY", 1, 3,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918572", "7880340",
"CDX-NAHYS8V1 - 0611", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_04YR", 2454188, 2455733, 0.0275, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBD1", "CDX", 8, "NA HY", null, "HY", 1, 4,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918573", "7885091",
"CDX-NAHYS8V1 - 0613", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_05YR", 2454188, 2456464, 0.0275, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBD1", "CDX", 8, "NA HY", null, "HY", 1, 6,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918574", "7885130",
"CDX-NAHYS8V1 - 0614", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_06YR", 2454188, 2456829, 0.0275, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBD1", "CDX", 8, "NA HY", null, "HY", 1, 7,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918575", "7885156",
"CDX-NAHYS8V1 - 0617", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_10YR", 2454188, 2457925, 0.0275, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBD1", "CDX", 8, "NA HY", null, "HY", 1, 10,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V1 ALLPTS.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918576", "7885180",
"CDX-NAHYS8V1 ALLPTS - 0612", "CDX.NA.HY.8.ALLPTS",
"CDX_NA_HY_S08_100_ALLPTS", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBD1 ALLPT", "CDX", 8, "NA HY V1 ALLPTS", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BV10 FXD 40/49.5Y.8.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918577", "7885229",
"CDX-NAHYBS8V10 FXD 40/49 - 0612", "CDX.NA.HY.B.8_Fixed",
"CDX_NA_HY_S08_B___FXD_40/49", 2454188, 2456099, 0.025, "USD",
"ACT/360", false, 0.3, 4, "2I65BSET1 FXD", "CDX", 8, "NA HY BV10 FXD 40/49", null, "HY", 10, 5,
null, 0.81632, 49, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BBV2 FXD 35/36.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918578", "7885318",
"CDX-NAHYBBS8V2 FXD 35/36 - 0612", "CDX.NA.HY.BB.8_Fixed",
"CDX_NA_HY_S08_BB__FXD_35/36", 2454188, 2456099, 0.0175, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBA8 FXD", "CDX", 8, "NA HY BBV2 FXD 35/36", null, "HY", 2, 5,
null, 0.97222, 36, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HBV13 FXD 20/30.5Y.8.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918580", "7885369",
"CDX-NAHYHBS8V12 FXD 21/30 - 0612", "CDX.NA.HY.HB.8",
"CDX_NA_HY_S08_HB__FXD_21/30", 2454188, 2456099, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWEZ8 FXD", "CDX", 8, "NA HY HBV13 FXD 20/30", null, "HY", 13, 5,
null, 0.66666, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LevXSenS1V1.LevXSen.5Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918645", "7914776",
"LevXSenS1V1 - 1211", "Itraxx LevX Senior",
"ITRAXX LEVX SENIOR EUR 1ST SEC MMR I03 CDS", 2454180, 2455916, 0.017, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJAG8", "LevXSenS1V1", 1, "LevXSen", null, "IG", 1, 5,
null, 0.9975, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LevXSubS1V1.LevXSub.5Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918766", "7953127",
"LevXSubS1V1 - 1211", "Itraxx LevX Subordinate Series 1 Version 1",
"ITRAXX LEVX SUBORDINATE SERIES 1 VERSION 1 EUR 2ND SEC MMR I03 CDS", 2454180, 2455916, 0.045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKAK6", "LevXSubS1V1", 1, "LevXSub", null, "IG", 1, 5,
null, 1, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LCDXNAS8V1 FXD.LCDXNAV1 FXD.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918804", "7942672",
"LCDXNAS8V1 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAA5 FXD", "LCDXNAS8V1 FXD", 8, "LCDXNAV1 FXD", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918835", "7942745",
"LCDXNAS8V1 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAA5", "LCDX", 8, "LCDXNA", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918838", "7942664",
"LCDXNAS8V1 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAA5", "LCDX", 8, "LCDXNA", null, "IG", 1, 3,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918839", "7942710",
"LCDXNAS8V1 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAA5", "LCDX", 8, "LCDXNA", null, "IG", 1, 4,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918840", "7942729",
"LCDXNAS8V1 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAA5", "LCDX", 8, "LCDXNA", null, "IG", 1, 6,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918841", "7942737",
"LCDXNAS8V1 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAA5", "LCDX", 8, "LCDXNA", null, "IG", 1, 7,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918842", "7942770",
"LCDXNAS8V1 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAA5", "LCDX", 8, "LCDXNA", null, "IG", 1, 10,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NAXOV1 EUR.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918981", "8118000",
"CDX-NAXOS8V1 EUR - 0612", "CDX.NA.XO.8",
"CDX_NA_XO_S8_05YR_06/12 EUR", 2454181, 2456099, 0.014, "EUR",
"ACT/360", false, 0.4, 4, "1D764IAE7 EUR", "CDX", 8, "NAXOV1 EUR", null, "XO", 1, 5,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.10Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918984", "8119406",
"USD ITRAXX-EUROPES7V1 - 0617", "iTraxx Europe series 7 Version 1",
"ITRAXX-EUROPES7V1-0617 USD SEN MMR I03 CDS MATURED", 2454180, 2457925, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I666VAG0", "USD ITRAXX", 7, "EUROPE", "EUR", "IG", 1, 10,
"233812", 1, 123, 0, "LON", false, false, true, "ITRXEB07", "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.10Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("918985", "8118922",
"USD ITRAXX-HIVOLS7V1 - 0617", "iTraxx Europe HiVol series 7 Version 1",
"ITRAXX-HIVOLS7V1-0617 USD SEN MMR I03 CDS MATURED", 2454180, 2457925, 0.0085, "USD",
"ACT/360", false, 0.4, 4, "2I667LAG1", "USD ITRAXX", 7, "HIVOL", "VOL", "HV", 1, 10,
"233809", 1, 31, 0, "LON", false, false, true, "ITRXEH07", "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSEN.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919131", "8168466",
"USD ITRAXX-FINSENS7V1 - 0612", "iTraxx Europe Senior Financials series 7 Version 1",
"ITRAXX-FINSENS7V1-0612 USD SEN MMR I03 CDS", 2454180, 2456099, 0.001, "USD",
"ACT/360", false, 0.4, 4, "2I667DAG9", "USD ITRAXX", 7, "FINSEN", "SEN", "IG", 1, 5,
"233811", 1, 24, 0, "LON", false, false, true, "ITRXES57", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919163", "8187460",
"ITRAXX-AUSTRALIAS8V1 - 1212", "iTraxx Australia Series Number 8 Version 1",
"ITRAXX-AUSTRALIAS8V1-1212 USD SEN MR I03 CDS", 2454364, 2456282, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I668IAH5", "ITRAXX", 8, "AUSTRALIA", null, "IG", 1, 5,
"235057", 1, 25, 0, "HKG", false, false, true, null, "Itraxx Australia"));
UpdateCDXRefDataMap ("ITRAXX.GRCHINA.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919166", "8187410",
"ITRAXX-GRCHINAS8V1 - 1212", "iTraxx Greater China series 8 Version 1",
"ITRAXX-GRCHINAS8V1-5Y 1212 USD SEN RES I03 CDS", 2454364, 2456282, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "ITRAXX-GRCHINAS8V1-5Y", "ITRAXX", 8, "GRCHINA", null, "IG", 1, 5,
null, 1, 17, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919167", "8187452",
"ITRAXX-JAPANHIVOLS8V1 - 1212", "iTraxx Japan HiVol Series Number 8 Version 1",
"ITRAXX-JHIVOLS8V1-1212 JPY SEN RES I03 CDS", 2454364, 2456282, 0.007500000000000001, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAG8", "ITRAXX", 8, "JAPANHIVOL", "VOL", "HV", 1, 5,
"235060", 1, 25, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.KOREA.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919168", "8187436",
"ITRAXX-KOREAS8V1 - 1212", "iTraxx Korea series 8 Version 1",
"ITRAXX-KOREAS8V1-5Y 1212 USD SEN RES I03 CDS", 2454364, 2456282, 0.002, "USD",
"ACT/360", false, 0.35000000000000003, 4, "ITRAXX-KOREAS8V1-5Y", "ITRAXX", 8, "KOREA", null, "IG", 1, 5,
null, 1, 10, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.3Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919173", "8187495",
"ITRAXX-JAPANS8V1 - 1210", "iTraxx Japan Series Number 8 Version 1",
"ITRAXX-JAPANS8V1-1210 JPY SEN RES I03 CDS", 2454364, 2455551, 0.002, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAH7", "ITRAXX", 8, "JAPAN", null, "IG", 1, 3,
"235059", 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919174", "8187517",
"ITRAXX-JAPANS8V1 - 1212", "iTraxx Japan Series Number 8 Version 1",
"ITRAXX-JAPANS8V1-1212 JPY SEN RES I03 CDS", 2454364, 2456282, 0.003, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAH7", "ITRAXX", 8, "JAPAN", null, "IG", 1, 5,
"235059", 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919175", "8187479",
"ITRAXX-JAPANS8V1 - 1217", "iTraxx Japan Series Number 8 Version 1",
"ITRAXX-JAPANS8V1-1217 JPY SEN RES I03 CDS", 2454364, 2458108, 0.0045000000000000005, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAH7", "ITRAXX", 8, "JAPAN", null, "IG", 1, 10,
"235059", 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN80.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919177", "8192499",
"ITRAXX-JAPAN80S8V1 - 1212", "iTraxx Japan 80 Series Number 8 Version 1",
"ITRAXX-JAPAN80S8V1-1212 JPY SEN RES I03 CDS", 2454364, 2456282, 0.003, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "4ABCAHAB3", "ITRAXX", 8, "JAPAN80", null, "IG", 1, 5,
"235059", 1, 80, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919181", "8187401",
"ITRAXX-ASIAXJS8V1 - 1212", "iTraxx Asia ex-Japan Series Number 8 Version 1",
"ITRAXX-ASIAXJS8V1-1212 USD SEN RES I03 CDS", 2454364, 2456282, 0.011000000000000001, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I668DAH6", "ITRAXX", 8, "ASIAXJ", null, "IG", 1, 5,
"235056", 1, 70, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.ASIAREST.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919182", "8187444",
"ITRAXX-ASIARESTS8V1 - 1212", "iTraxx Rest of Asia series 8 Version 1",
"ITRAXX-ASIARESTS8V1-5Y 1212 USD SEN RES I03 CDS", 2454364, 2456282, 0.0055000000000000005, "USD",
"ACT/360", false, 0.4, 4, "ITRAXX-ASIARESTS8V1-5Y", "ITRAXX", 8, "ASIAREST", null, "IG", 1, 5,
null, 1, 23, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.10Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919183", "8187428",
"ITRAXX-AUSTRALIAS8V1 - 1217", "iTraxx Australia Series Number 8 Version 1",
"ITRAXX-AUSTRALIAS8V1-1217 USD SEN MR I03 CDS", 2454364, 2458108, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I668IAH5", "ITRAXX", 8, "AUSTRALIA", null, "IG", 1, 10,
"235057", 1, 25, 0, "HKG", false, false, true, null, "Itraxx Australia"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.3Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919185", "8185581",
"ITRAXX-EUROPES8V1 - 1210", "iTraxx Europe series 8 Version 1",
"ITRAXX-EUROPES8V1-1210 EUR SEN MMR I03 CDS", 2454364, 2455551, 0.003, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAH8", "ITRAXX", 8, "EUROPE", "EUR", "IG", 1, 3,
"235046", 1, 123, 0, "LON", true, true, true, "ITRXEB38", "EUR"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919186", "8189463",
"LCDXNAS8V2 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_99/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAC1", "LCDX", 8, "LCDXNA", null, "IG", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V2 FXD.LCDXNAV2 FXD.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919187", "8189471",
"LCDXNAS8V2 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_99/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAC1 FXD", "LCDXNAS8V2 FXD", 8, "LCDXNAV2 FXD", null, "IG", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919189", "8189498",
"LCDXNAS8V2 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_99/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAC1", "LCDX", 8, "LCDXNA", null, "IG", 2, 4,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919190", "8189501",
"LCDXNAS8V2 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_99/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAC1", "LCDX", 8, "LCDXNA", null, "IG", 2, 6,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919191", "8189510",
"LCDXNAS8V2 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_99/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAC1", "LCDX", 8, "LCDXNA", null, "IG", 2, 7,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919192", "8189536",
"LCDXNAS8V2 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_99/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAC1", "LCDX", 8, "LCDXNA", null, "IG", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919193", "8189560",
"LCDXNAS8V2 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_99/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAC1", "LCDX", 8, "LCDXNA", null, "IG", 2, 10,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919195", "8185590",
"ITRAXX-EUROPES8V1 - 1212", "iTraxx Europe series 8 Version 1",
"ITRAXX-EUROPES8V1-1212 EUR SEN MMR I03 CDS", 2454364, 2456282, 0.0045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAH8", "ITRAXX", 8, "EUROPE", "EUR", "IG", 1, 5,
"235046", 1, 123, 0, "LON", true, true, true, "ITRXEB58", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919196", "8185603",
"ITRAXX-EUROPES8V1 - 1214", "iTraxx Europe series 8 Version 1",
"ITRAXX-EUROPES8V1-1214 EUR SEN MMR I03 CDS", 2454364, 2457012, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAH8", "ITRAXX", 8, "EUROPE", "EUR", "IG", 1, 7,
"235046", 1, 123, 0, "LON", true, true, true, "ITRXEB78", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919197", "8185611",
"ITRAXX-EUROPES8V1 - 1217", "iTraxx Europe series 8 Version 1",
"ITRAXX-EUROPES8V1-1217 EUR SEN MMR I03 CDS", 2454364, 2458108, 0.007, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAH8", "ITRAXX", 8, "EUROPE", "EUR", "IG", 1, 10,
"235046", 1, 123, 0, "LON", true, true, true, "ITRXEB08", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919198", "8187320",
"ITRAXX-XOVERS8V1 - 1212", "iTraxx Europe Crossover series 8 Version 1",
"ITRAXX-XOVERS8V1-1212 EUR SEN MMR I03 CDS MATURED", 2454364, 2456282, 0.0375, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAI9", "ITRAXX", 8, "XOVER", "XVR", "XO", 1, 5,
"235051", 1, 50, 0, "LON", true, true, true, "ITRXEX58", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.3Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919199", "8187487",
"ITRAXX-HIVOLS8V1 - 1210", "iTraxx Europe HiVol series 8 Version 1",
"ITRAXX-HIVOLS8V1-1210 EUR SEN MMR I03 CDS", 2454364, 2455551, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAH9", "ITRAXX", 8, "HIVOL", "VOL", "HV", 1, 3,
"235052", 1, 31, 0, "LON", true, true, true, "ITRXEH38", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919200", "8187347",
"ITRAXX-XOVERS8V1 - 1217", "iTraxx Europe Crossover series 8 Version 1",
"ITRAXX-XOVERS8V1-1217 EUR SEN MMR I03 CDS MATURED", 2454364, 2458108, 0.046, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAI9", "ITRAXX", 8, "XOVER", "XVR", "XO", 1, 10,
"235051", 1, 50, 0, "LON", true, true, true, "ITRXEX08", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919203", "8187509",
"ITRAXX-HIVOLS8V1 - 1212", "iTraxx Europe HiVol series 8 Version 1",
"ITRAXX-HIVOLS8V1-1212 EUR SEN MMR I03 CDS", 2454364, 2456282, 0.006500000000000001, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAH9", "ITRAXX", 8, "HIVOL", "VOL", "HV", 1, 5,
"235052", 1, 31, 0, "LON", true, true, true, "ITRXEH58", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.7Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919204", "8187380",
"ITRAXX-HIVOLS8V1 - 1214", "iTraxx Europe HiVol series 8 Version 1",
"ITRAXX-HIVOLS8V1-1214 EUR SEN MMR I03 CDS", 2454364, 2457012, 0.008, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAH9", "ITRAXX", 8, "HIVOL", "VOL", "HV", 1, 7,
"235052", 1, 31, 0, "LON", true, true, true, "ITRXEH78", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919205", "8187398",
"ITRAXX-HIVOLS8V1 - 1217", "iTraxx Europe HiVol series 8 Version 1",
"ITRAXX-HIVOLS8V1-1217 EUR SEN MMR I03 CDS", 2454364, 2458108, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAH9", "ITRAXX", 8, "HIVOL", "VOL", "HV", 1, 10,
"235052", 1, 31, 0, "LON", true, true, true, "ITRXEH08", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919206", "8187606",
"ITRAXX-FINSENS8V1 - 1212", "iTraxx Europe Senior Financials series 8 Version 1",
"ITRAXX-FINSENS8V1-1212 EUR SEN MMR I03 CDS", 2454364, 2456282, 0.0045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAH7", "ITRAXX", 8, "FINSEN", "SEN", "IG", 1, 5,
"235054", 1, 24, 0, "LON", true, true, true, "ITRXES58", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919207", "8183457",
"ITRAXX-FINSUBS8V1 - 1212", "iTraxx Europe Sub Financials series 8 Version 1",
"ITRAXX-FINSUBS8V1-1212 EUR LT2 SUB MMR I03 CDS", 2454364, 2456282, 0.007, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAI3", "ITRAXX", 8, "FINSUB", "SUB", "IG", 1, 5,
"235055", 1, 24, 0, "LON", true, true, true, "ITRXEU58", "SUB"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.10Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919208", "8187622",
"ITRAXX-FINSENS8V1 - 1217", "iTraxx Europe Senior Financials series 8 Version 1",
"ITRAXX-FINSENS8V1-1217 EUR SEN MMR I03 CDS", 2454364, 2458108, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAH7", "ITRAXX", 8, "FINSEN", "SEN", "IG", 1, 10,
"235054", 1, 24, 0, "LON", true, true, true, "ITRXES08", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.10Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919209", "8183473",
"ITRAXX-FINSUBS8V1 - 1217", "iTraxx Europe Sub Financials series 8 Version 1",
"ITRAXX-FINSUBS8V1-1217 EUR LT2 SUB MMR I03 CDS", 2454364, 2458108, 0.009000000000000001, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAI3", "ITRAXX", 8, "FINSUB", "SUB", "IG", 1, 10,
"235055", 1, 24, 0, "LON", true, true, true, "ITRXEU08", "SUB"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919217", "8183139",
"CDX-NAIGS9V1 - 1208", "CDX.NA.IG.9",
"CDX_NA_IG_S9_01Y_12/08", 2454365, 2454821, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAN5", "CDX", 9, "NA IG", null, "IG", 1, 1,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919218", "8183147",
"CDX-NAIGS9V1 - 1209", "CDX.NA.IG.9",
"CDX_NA_IG_S9_02Y_12/09", 2454365, 2455186, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAN5", "CDX", 9, "NA IG", null, "IG", 1, 2,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919219", "8183163",
"CDX-NAIGS9V1 - 1210", "CDX.NA.IG.9",
"CDX_NA_IG_S9_03Y_12/10", 2454365, 2455551, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAN5", "CDX", 9, "NA IG", null, "IG", 1, 3,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919220", "8187231",
"CDX-NAIGS9V1 - 1211", "CDX.NA.IG.9",
"CDX_NA_IG_S9_04Y_12/11", 2454365, 2455916, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAN5", "CDX", 9, "NA IG", null, "IG", 1, 4,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919221", "8183198",
"CDX-NAIGS9V1 - 1212", "CDX.NA.IG.9",
"CDX_NA_IG_S9_05Y_12/12", 2454365, 2456282, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAN5", "CDX", 9, "NA IG", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V1 EUR.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919222", "8186081",
"CDX-NAIGS9V1 EUR - 1212", "CDX.NA.IG.9",
"CDX_NA_IG_S9_05Y_12/12_EUR", 2454365, 2456282, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYAN5 EUR", "CDX", 9, "NA IG V1 EUR", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919223", "8182248",
"CDX-NAIGS9V1 - 1214", "CDX.NA.IG.9",
"CDX_NA_IG_S9_07Y_12/14", 2454365, 2457012, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAN5", "CDX", 9, "NA IG", null, "IG", 1, 7,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919224", "8182272",
"CDX-NAIGS9V1 - 1217", "CDX.NA.IG.9",
"CDX_NA_IG_S9_10Y_12/17", 2454365, 2458108, 0.008, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAN5", "CDX", 9, "NA IG", null, "IG", 1, 10,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V1 ALLPTS.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919225", "8182299",
"CDX-NAIGS9V1 ALLPTS - 1212", "CDX.NA.IG.9.ALLPTS",
"CDX_NA_IG_S9_ALLPTS", 2454365, 2456282, 0.008, "USD",
"ACT/360", false, 0.3, 4, "2I65BYAN5 ALLPTS", "CDX", 9, "NA IG V1 ALLPTS", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V21 FXD 83/100.5Y.9.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919228", "8184119",
"CDX-NAHYS9V21 FXD 83/100 - 1212", "CDX.NA.HY.9_Fixed",
"CDX_NA_HY_S09_100_FXD_83/100", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIS1 FXD", "CDX", 9, "NA HY V21 FXD 83/100", null, "HY", 21, 5,
null, 0.8300000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG INDU.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919229", "8187878",
"CDX-NAIGINDUS9V1 - 1212", "CDX.NA.IG.INDU.9",
"CDX_NA_IG_S9_INDU_12/12", 2454365, 2456282, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65B4AN1", "CDX", 9, "NA IG INDU", null, "IG", 1, 5,
null, 0.9333400000000001, 28, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG TMT.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919230", "8187886",
"CDX-NAIGTMTS9V1 - 1212", "CDX.NA.IG.TMT.9",
"CDX_NA_IG_S9_TMT_12/12", 2454365, 2456282, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65DJAK2", "CDX", 9, "NA IG TMT", null, "IG", 1, 5,
null, 1, 22, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.3Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919231", "8187894",
"CDX-NAXOS9V1 - 1210", "CDX.NA.XO.9",
"CDX_NA_XO_S9_03YR_12/10", 2454365, 2455551, 0.02, "USD",
"ACT/360", false, 0.4, 4, "1D764IAF4", "CDX", 9, "NAXO", null, "XO", 1, 3,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919232", "8183996",
"CDX-NAXOS9V1 - 1212", "CDX.NA.XO.9",
"CDX_NA_XO_S9_05YR_12/12", 2454365, 2456282, 0.0245, "USD",
"ACT/360", false, 0.4, 4, "1D764IAF4", "CDX", 9, "NAXO", null, "XO", 1, 5,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.7Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919233", "8187924",
"CDX-NAXOS9V1 - 1214", "CDX.NA.XO.9",
"CDX_NA_XO_S9_07YR_12/14", 2454365, 2457012, 0.027, "USD",
"ACT/360", false, 0.4, 4, "1D764IAF4", "CDX", 9, "NAXO", null, "XO", 1, 7,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.10Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919234", "8184038",
"CDX-NAXOS9V1 - 1217", "CDX.NA.XO.9",
"CDX_NA_XO_S9_10YR_12/17", 2454365, 2458108, 0.029, "USD",
"ACT/360", false, 0.4, 4, "1D764IAF4", "CDX", 9, "NAXO", null, "XO", 1, 10,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXOV1 ALLPTS.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919235", "8187932",
"CDX-NAXOS9V1 ALLPTS - 1212", "CDX.NA.XO.9.ALLPTS",
"CDX_NA_XO_S9_ALLPTS", 2454365, 2456282, 0.0245, "USD",
"ACT/360", false, 0.4, 4, "1D764IAF4 ALLPTS", "CDX", 9, "NAXOV1 ALLPTS", null, "XO", 1, 5,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919236", "8184127",
"CDX-NAHYS9V1 - 1212", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBE9", "CDX", 9, "NA HY", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919237", "8188742",
"CDX-NAHYS9V1 - 1208", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_01YR", 2454372, 2454821, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBE9", "CDX", 9, "NA HY", null, "HY", 1, 1,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919238", "8187088",
"CDX-NAHYS9V1 - 1209", "Dow Jones CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_02YR", 2454372, 2455186, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBE9", "CDX", 9, "NA HY", null, "HY", 1, 2,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919239", "8184151",
"CDX-NAHYS9V1 - 1210", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_03YR", 2454372, 2455551, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBE9", "CDX", 9, "NA HY", null, "HY", 1, 3,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919240", "8187118",
"CDX-NAHYS9V1 - 1211", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_04YR", 2454372, 2455916, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBE9", "CDX", 9, "NA HY", null, "HY", 1, 4,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919241", "8187126",
"CDX-NAHYS9V1 - 1213", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_06YR", 2454372, 2456647, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBE9", "CDX", 9, "NA HY", null, "HY", 1, 6,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919242", "8183775",
"CDX-NAHYS9V1 - 1214", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_07YR", 2454372, 2457012, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBE9", "CDX", 9, "NA HY", null, "HY", 1, 7,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919243", "8183783",
"CDX-NAHYS9V1 - 1217", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_10YR", 2454372, 2458108, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBE9", "CDX", 9, "NA HY", null, "HY", 1, 10,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EMDIV.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919244", "8184003",
"CDX-EMDIVS6V1 - 1212", "CDX.EM.DIVERSIFIED.6",
"CDX EM DIVER 6 5YR", 2454365, 2456282, 0.012, "USD",
"ACT/360", true, 0.25, 2, "2165EKAF6", "CDX", 6, "EMDIV", null, "EM", 1, 5,
null, 1, 40, 0, "LON", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EM.10Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919245", "8188726",
"CDX-EMS8V1 - 1217", "CDX.EM.8",
"CDX EM 8 10YR", 2454365, 2458108, 0.022000000000000002, "USD",
"ACT/360", false, 0.25, 4, "2I65BZAH5", "CDX", 8, "EM", null, "EM", 1, 10,
null, 1, 14, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EM.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919247", "8184062",
"CDX-EMS8V1 - 1212", "CDX.EM.8",
"CDX EM 8 5YR", 2454365, 2456282, 0.0175, "USD",
"ACT/360", true, 0.25, 2, "2I65BZAH5", "CDX", 8, "EM", null, "EM", 1, 5,
null, 1, 14, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V1 ALLPTS.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919249", "8187223",
"CDX-NAHYS9V1 ALLPTS - 1212", "CDX.NA.HY.9.ALLPTS",
"CDX_NA_HY_S09_100_SWP_ALLPTS", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBE9 ALLPTS", "CDX", 9, "NA HY V1 ALLPTS", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BV12 FXD 35/46.5Y.9.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919250", "8183791",
"CDX-NAHYBS9V1 FXD - 1212", "CDX.NA.HY.B.9",
"CDX_NA_HY_S9_B_FXD", 2454372, 2456282, 0.035, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BSES3 FXD", "CDX", 9, "NA HY BV12 FXD 35/46", null, "HY", 12, 5,
null, 0.76087, 46, 0, "NYC", false, false, false, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet9()
{
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919251", "8183813",
"CDX-NAHYBS9V1 - 1212", "CDX.NA.HY.B.9",
"CDX_NA_HY_S09_B___SWP", 2454372, 2456282, 0.035, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BSAQ1", "CDX", 9, "NA HY B", null, "HY", 1, 5,
null, 1, 46, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BBV2 FXD 36/37.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919252", "8183830",
"CDX-NAHYBBS9V2 FXD 36/37 - 1212", "CDX.NA.HY.BB.9",
"CDX_NA_HY_S9_BB_FXD", 2454372, 2456282, 0.0275, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BVBB6 FXD", "CDX", 9, "NA HY BBV2 FXD 36/37", null, "HY", 2, 5,
null, 0.97297, 37, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919254", "8183848",
"CDX-NAHYBBS9V1 - 1212", "CDX.NA.HY.BB.9",
"CDX_NA_HY_S09_BB__SWP", 2454372, 2456282, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BVAO9", "CDX", 9, "NA HY BB", null, "HY", 1, 5,
null, 1, 37, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HBV13 FXD 20/30.5Y.9.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919255", "8183104",
"CDX-NAHYHBS9V1 FXD - 1212", "CDX.NA.HY.HB.9",
"CDX_NA_HY_S9_HB_FXD", 2454372, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWFA2 FXD", "CDX", 9, "NA HY HBV13 FXD 20/30", null, "HY", 13, 5,
null, 0.66666, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919256", "8183120",
"CDX-NAHYHBS9V1 - 1212", "CDX.NA.HY.HB.9",
"CDX_NA_HY_S09_HB__SWP", 2454372, 2456282, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWAS8", "CDX", 9, "NA HY HB", null, "HY", 1, 5,
null, 1, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG CONS.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919257", "8186170",
"CDX-NAIGCONSS9V1 - 1212", "CDX.NA.IG.CONS.9",
"CDX_NA_IG_S9_CONS_12/12", 2454365, 2456282, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65B0AK5", "CDX", 9, "NA IG CONS", null, "IG", 1, 5,
null, 1, 36, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG ENRG.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919258", "8186103",
"CDX-NAIGENRGS9V1 - 1212", "CDX.NA.IG.ENRG.9",
"CDX_NA_IG_S9_ENRG_12/12", 2454365, 2456282, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I65B1AK3", "CDX", 9, "NA IG ENRG", null, "IG", 1, 5,
null, 1, 14, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919259", "8186120",
"CDX-NAIGFINS9V1 - 1212", "CDX.NA.IG.FIN.9",
"CDX_NA_IG_S9_FIN_12/12", 2454365, 2456282, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2AK1", "CDX", 9, "NA IG FIN", null, "IG", 1, 5,
null, 1, 25, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.1Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919260", "8186200",
"CDX-NAIGHVOLS9V1 - 1208", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_01Y_12/08", 2454365, 2454821, 0.0105, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AN3", "CDX", 9, "NA IG HVOL", null, "HV", 1, 1,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.2Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919261", "8188025",
"CDX-NAIGHVOLS9V1 - 1209", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_02Y_12/09", 2454365, 2455186, 0.0115, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AN3", "CDX", 9, "NA IG HVOL", null, "HV", 1, 2,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.3Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919262", "8182310",
"CDX-NAIGHVOLS9V1 - 1210", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_03Y_12/10", 2454365, 2455551, 0.0125, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AN3", "CDX", 9, "NA IG HVOL", null, "HV", 1, 3,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.4Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919263", "8188041",
"CDX-NAIGHVOLS9V1 - 1211", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_04Y_12/11", 2454365, 2455916, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AN3", "CDX", 9, "NA IG HVOL", null, "HV", 1, 4,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919264", "8182337",
"CDX-NAIGHVOLS9V1 - 1212", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_05Y_12/12", 2454365, 2456282, 0.014, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AN3", "CDX", 9, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919265", "8183880",
"CDX-NAIGHVOLS9V1 - 1214", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_07Y_12/14", 2454365, 2457012, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AN3", "CDX", 9, "NA IG HVOL", null, "HV", 1, 7,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919266", "8183953",
"CDX-NAIGHVOLS9V1 - 1217", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_10Y_12/17", 2454365, 2458108, 0.016, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AN3", "CDX", 9, "NA IG HVOL", null, "HV", 1, 10,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOLV1 ALLPTS.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919267", "8188394",
"CDX-NAIGHVOLS9V1 ALLPTS - 1212", "CDX.NA.IG.HVOL.9.ALLPTS",
"CDX_NA_IG_S9_HVOL_ALLPTS", 2454365, 2456282, 0.016, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AN3 ALLPTS", "CDX", 9, "NA IG HVOLV1 ALLPTS", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919270", "8187665",
"USD ITRAXX-EUROPES8V1 - 1212", "iTraxx Europe series 8 Version 1",
"ITRAXX-EUROPES8V1-1212 USD SEN MMR I03 CDS", 2454364, 2456282, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I666VAH8", "USD ITRAXX", 8, "EUROPE", "EUR", "IG", 1, 5,
"235046", 1, 123, 0, "LON", false, false, true, "ITRXEB58", "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.10Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919271", "8188661",
"USD ITRAXX-EUROPES8V1 - 1217", "iTraxx Europe series 8 Version 1",
"ITRAXX-EUROPES8V1-1217 USD SEN MMR I03 CDS", 2454364, 2458108, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I666VAH8", "USD ITRAXX", 8, "EUROPE", "EUR", "IG", 1, 10,
"235046", 1, 123, 0, "LON", false, false, true, "ITRXEB08", "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919273", "8229996",
"USD ITRAXX-XOVERS8V1 - 1212", "iTraxx Europe Crossover series 8 Version 1",
"ITRAXX-XOVERS8V1-1212 USD SEN MMR I03 CDS MATURED", 2454364, 2456282, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I667KAI9", "USD ITRAXX", 8, "XOVER", "XVR", "XO", 1, 5,
"235051", 1, 50, 0, "LON", false, false, true, "ITRXEX58", "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919274", "8229937",
"USD ITRAXX-XOVERS8V1 - 1217", "iTraxx Europe Crossover series 8 Version 1",
"ITRAXX-XOVERS8V1-1217 USD SEN MMR I03 CDS", 2454364, 2458108, 0.046, "USD",
"ACT/360", false, 0.4, 4, "2I667KAI9", "USD ITRAXX", 8, "XOVER", "XVR", "XO", 1, 10,
"235051", 1, 50, 0, "LON", false, false, true, "ITRXEX08", "XVR"));
UpdateCDXRefDataMap ("LCDXNAS8V2 ALLPTS.LCDXNAV2 ALLPTS.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919295", "8189609",
"LCDXNAS8V2 ALLPTS - 0612", "LCDX.NA.8.ALLPTS",
"CDX_NA_LN_S09_100_99/100_ALLPTS", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAC1 ALLPTS", "LCDXNAS8V2 ALLPTS", 8, "LCDXNAV2 ALLPTS", null, "IG", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ IG.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919296", "8236364",
"ITRAXX-ASIAXJIGS8V1 - 1212", "iTraxx Asia ex-Japan IG Series Number 8 Version 1",
"ITRAXX-ASIA-IGS8-5Y USD SEN RES I03 CDS", 2454364, 2456282, 0.0055000000000000005, "USD",
"ACT/360", false, 0.35000000000000003, 4, "4ABCAMAA4", "ITRAXX", 8, "ASIAXJ IG", null, "IG", 1, 5,
null, 1, 50, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ HY.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919299", "8236372",
"ITRAXX-ASIAXJHYS8V1 - 1212", "iTraxx Asia ex-Japan HY Series Number 8 Version 1",
"ITRAXX-ASIA-HYS8-5Y USD SEN RES I03 CDS", 2454364, 2456282, 0.025, "USD",
"ACT/360", false, 0.35000000000000003, 4, "4ABCAGAA7", "ITRAXX", 8, "ASIAXJ HY", null, "IG", 1, 5,
null, 1, 20, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("CDX.NAXOV1 EUR.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919306", "8277710",
"CDX-NAXOS9V1 EUR - 1212", "CDX.NA.XO.9",
"CDX_NA_XO_S9_05YR_12/12 EUR", 2454365, 2456282, 0.0245, "EUR",
"ACT/360", false, 0.4, 4, "1D764IAF4 EUR", "CDX", 9, "NAXOV1 EUR", null, "XO", 1, 5,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V18 FXD 86/100.3Y.9.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919332", "8289212",
"CDX-NAHYS9V18 FXD 86/100 - 1210", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_FXD_03YR_86/100", 2454372, 2455566, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRHD5 FXD", "CDX", 9, "NA HY V18 FXD 86/100", null, "HY", 18, 3,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919341", "8235406",
"LCDXNAS9V1 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.75, 4, "5F199GAB3", "LCDX", 9, "LCDXNA", null, "IG", 1, 3,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V1 FXD.LCDXNAV1 FXD.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919342", "8235287",
"LCDXNAS9V1 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.75, 4, "5F199GAB3 FXD", "LCDXNAS9V1 FXD", 9, "LCDXNAV1 FXD", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919343", "8235295",
"LCDXNAS9V1 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.75, 4, "5F199GAB3", "LCDX", 9, "LCDXNA", null, "IG", 1, 2,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919344", "8235317",
"LCDXNAS9V1 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.75, 4, "5F199GAB3", "LCDX", 9, "LCDXNA", null, "IG", 1, 4,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919346", "8235325",
"LCDXNAS9V1 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.75, 4, "5F199GAB3", "LCDX", 9, "LCDXNA", null, "IG", 1, 6,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919347", "8235228",
"LCDXNAS9V1 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.75, 4, "5F199GAB3", "LCDX", 9, "LCDXNA", null, "IG", 1, 7,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919348", "8235279",
"LCDXNAS9V1 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAB3", "LCDX", 9, "LCDXNA", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919349", "8235210",
"LCDXNAS9V1 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.75, 4, "5F199GAB3", "LCDX", 9, "LCDXNA", null, "IG", 1, 10,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V1 ALLPTS.LCDXNAV1 ALLPTS.10Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919350", "8235309",
"LCDXNAS9V1 ALLPTS - 1217", "LCDX.NA.9.ALLPTS",
"CDX_NA_LN_S09_100_ALLPTS", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.75, 4, "5F199GAB3 ALLPTS", "LCDXNAS9V1 ALLPTS", 9, "LCDXNAV1 ALLPTS", null, "IG", 1, 10,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919371", "8185620",
"ITRAXX-XOVERS8V1 - 1210", "iTraxx Europe Crossover series 8 Version 1",
"ITRAXX-XOVERS8V1-1210 EUR SEN MMR I03 CDS MATURED", 2454364, 2455551, 0.027, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAI9", "ITRAXX", 8, "XOVER", "XVR", "XO", 1, 3,
"235051", 1, 50, 0, "LON", true, true, true, "ITRXEX38", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919372", "8187339",
"ITRAXX-XOVERS8V1 - 1214", "iTraxx Europe Crossover series 8 Version 1",
"ITRAXX-XOVERS8V1-1214 EUR SEN MMR I03 CDS MATURED", 2454364, 2457012, 0.039, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAI9", "ITRAXX", 8, "XOVER", "XVR", "XO", 1, 7,
"235051", 1, 50, 0, "LON", true, true, true, "ITRXEX78", "XVR"));
UpdateCDXRefDataMap ("CDX.NA IG HVOLV1 EUR.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919396", "8315205",
"CDX-NAIGHVOLS9V1 EUR - 1212", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_05Y_12/12 EUR", 2454365, 2456282, 0.014, "EUR",
"ACT/360", false, 0.4, 4, "2I65B3AN3 EUR", "CDX", 9, "NA IG HVOLV1 EUR", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919401", "8313393",
"LCDXNAS8V3 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_98/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAD9", "LCDX", 8, "LCDXNA", null, "IG", 3, 3,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSUB.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919410", "8321639",
"USD ITRAXX-FINSUBS8V1 - 1212", "iTraxx Europe Sub Financials series 8 Version 1",
"ITRAXX-FINSUBS8V1-1212 USD LT2 SUB MMR I03 CDS", 2454364, 2456282, 0.007, "USD",
"ACT/360", false, 0.2, 4, "2I667EAI3", "USD ITRAXX", 8, "FINSUB", "SUB", "IG", 1, 5,
"235055", 1, 24, 0, "LON", false, false, true, "ITRXEU58", "SUB"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSUB.10Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919412", "8321612",
"USD ITRAXX-FINSUBS8V1 - 1217", "iTraxx Europe Sub Financials series 8 Version 1",
"ITRAXX-FINSUBS8V1-1217 USD LT2 SUB MMR I03 CDS", 2454364, 2458108, 0.009000000000000001, "USD",
"ACT/360", false, 0.2, 4, "2I667EAI3", "USD ITRAXX", 8, "FINSUB", "SUB", "IG", 1, 10,
"235055", 1, 24, 0, "LON", false, false, true, "ITRXEU08", "SUB"));
UpdateCDXRefDataMap ("LCDXNAS8V3 FXD.LCDXNAV3 FXD.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919413", "8313415",
"LCDXNAS8V3 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_98/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAD9 FXD", "LCDXNAS8V3 FXD", 8, "LCDXNAV3 FXD", null, "IG", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919415", "8313725",
"LCDXNAS8V3 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_98/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAD9", "LCDX", 8, "LCDXNA", null, "IG", 3, 4,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919416", "8313601",
"LCDXNAS8V3 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_98/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAD9", "LCDX", 8, "LCDXNA", null, "IG", 3, 6,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919417", "8313628",
"LCDXNAS8V3 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_98/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAD9", "LCDX", 8, "LCDXNA", null, "IG", 3, 7,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919418", "8313644",
"LCDXNAS8V3 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_98/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAD9", "LCDX", 8, "LCDXNA", null, "IG", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919420", "8313695",
"LCDXNAS8V3 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_98/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAD9", "LCDX", 8, "LCDXNA", null, "IG", 3, 10,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V3 ALLPTS.LCDXNAV3 ALLPTS.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919421", "8313717",
"LCDXNAS8V3 ALLPTS - 0612", "LCDX.NA.8.ALLPTS",
"CDX_NA_LN_S08_100_98/100_ALLPTS", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.75, 4, "5F199GAD9 ALLPTS", "LCDXNAS8V3 ALLPTS", 8, "LCDXNAV3 ALLPTS", null, "IG", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LevXSenS1V9.LevXSen.5Y.1.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919463", "8338175",
"LevXSenS1V9 - 1211", "ITRAXX LEVX SENIOR INDEX SERIES 1 VERSION 9",
"ITRAXX LEVX SENIOR SERIES 1 VERSION 9 1ST SEC MMR I03 CDS", 2453999, 2455916, 0.017, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJAI4", "LevXSenS1V9", 1, "LevXSen", null, "IG", 9, 5,
null, 0.7713, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LevXSubS1V13.LevXSub.5Y.1.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919464", "8338132",
"LevXSubS1V13 - 1211", "ITRAXX LEVX SUBORDINATE INDEX SERIES 1 VERSION 13",
"ITRAXX LEVX SUBORDINATE SERIES 1 VERSION 13 2ND SEC MMR I03 CDS", 2454180, 2455916, 0.045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKAM2", "LevXSubS1V13", 1, "LevXSub", null, "IG", 13, 5,
null, 0.6570999999999999, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("CDX.NAXO.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919672", "8513279",
"CDX-NAXOS6V2 - 0611", "Dow Jones CDX.NA.XO.6",
"DJCDX_NA_XO_S6_05YR_6/11_34/35", 2453816, 2455733, 0.019, "USD",
"ACT/360", false, 0.4, 4, "1D764IAG2", "CDX", 6, "NAXO", null, "XO", 2, 5,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V3 99/100.5Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919673", "8513295",
"DJCDX-NAHYS6V2 99/100 - 0611", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_V2_100_SWP", 2453823, 2455733, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "DJCDX-NAHYS6V2 99/100", "DJCDX", 6, "NA HY V3 99/100", null, "HY", 3, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V2 FXD.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919674", "8513791",
"CDX-NAHYS8V2 FXD - 0612", "CDX.NA.HY.8",
"CDX_NA_HY_S8_V2_100_FXD", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.35000000000000003, 4, "1E+12", "CDX", 8, "NA HY V2 FXD", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V2 FXD.3Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919675", "8513783",
"CDX-NAHYS9V2 FXD - 1210", "CDX.NA.HY.9",
"CDX_NA_HY_S9_V2_ 100_FXD_03YR", 2454372, 2455551, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBI0 FXD", "CDX", 9, "NA HY V2 FXD", null, "HY", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919676", "8513805",
"CDX-NAHYS8V2 - 0612", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_99/100", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBH2", "CDX", 8, "NA HY", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919677", "8513775",
"CDX-NAHYBS9V2 - 1212", "CDX.NA.HY.B.9",
"CDX_NA_HY_S09_B___SWP_45/46", 2454372, 2456282, 0.035, "USD",
"ACT/360", false, 0.3, 4, "2I65BSAS7", "CDX", 9, "NA HY B", null, "HY", 2, 5,
null, 0.9782599999999999, 46, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919678", "8513759",
"CDX-NAHYS9V2 - 1217", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_10YR_99/100", 2454372, 2458108, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBI0", "CDX", 9, "NA HY", null, "HY", 2, 10,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919679", "8513732",
"CDX-NAHYS9V2 - 1214", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_07YR_99/100", 2454372, 2457012, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBI0", "CDX", 9, "NA HY", null, "HY", 2, 7,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919680", "8513953",
"CDX-NAHYS9V2 - 1212", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_99/100", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBI0", "CDX", 9, "NA HY", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V2 FXD.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919681", "8513945",
"CDX-NAHYS9V2 FXD - 1212", "CDX.NA.HY.9",
"CDX_NA_HY_S9_V2_100_FXD", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBI0 FXD", "CDX", 9, "NA HY V2 FXD", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V2 FXD.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919682", "8513333",
"DJCDX-NAHYS6V2 FXD - 0611", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_V2_100_FXD_99/100", 2453823, 2455733, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "DJCDX-NAHYS6V2 FXD", "DJCDX", 6, "NA HY V2 FXD", null, "HY", 2, 5,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919683", "8513350",
"CDX-NAHYBBS6V2 - 0611", "Dow Jones CDX.NA.HY.BB.6",
"DJCDX_NA_HY_S6_BB_SWP_37/38", 2453823, 2455733, 0.021, "USD",
"ACT/360", false, 0.3, 4, "2I65BVAP6", "CDX", 6, "NA HY BB", null, "HY", 2, 5,
null, 0.97369, 38, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY BBV2 FXD.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919685", "8513406",
"DJCDX-NAHYBBS6V2 FXD - 0611", "Dow Jones CDX.NA.HY.BB.6",
"DJCDX_NA_HY_S6_V2_BB_FXD", 2453823, 2455733, 0.021, "USD",
"ACT/360", false, 0.35000000000000003, 4, "DJCDX-NAHYBBS6V2 FXD", "DJCDX", 6, "NA HY BBV2 FXD", null, "HY", 1, 5,
null, 0.97369, 38, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919686", "8513449",
"CDX-NAHYS6V3 - 0611", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_98/100", 2453823, 2455733, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBF6", "CDX", 6, "NA HY", null, "HY", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919687", "8513414",
"CDX-NAHYS7V2 - 1213", "Dow Jones CDX.NA.HY.7",
"DJCDX_NA_HY_S7_100_SWP_07YR_99/100", 2454007, 2456647, 0.0325, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBG4", "CDX", 7, "NA HY", null, "HY", 2, 7,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919688", "8513457",
"CDX-NAHYS6V3 - 0613", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_07YR_98/100", 2453823, 2456464, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBF6", "CDX", 6, "NA HY", null, "HY", 3, 7,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919689", "8513422",
"CDX-NAXOS7V2 - 1211", "Dow Jones CDX.NA.XO.7",
"DJCDX_NA_XO_S7_05YR_12/11_34/35", 2454000, 2455916, 0.0165, "USD",
"ACT/360", false, 0.4, 4, "1D764IAH0", "CDX", 7, "NAXO", null, "XO", 2, 5,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919690", "8513430",
"CDX-NAHYS7V2 - 1216", "Dow Jones CDX.NA.HY.7",
"DJCDX_NA_HY_S7_100_SWP_10YR_99/100", 2454007, 2457743, 0.0325, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBG4", "CDX", 7, "NA HY", null, "HY", 2, 10,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919693", "8513465",
"CDX-NAHYS6V3 - 0616", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_10YR_98/100", 2453823, 2457560, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBF6", "CDX", 6, "NA HY", null, "HY", 3, 10,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919694", "8513317",
"CDX-NAHYS6V3 - 0609", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_03YR_98/100", 2453823, 2455003, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBF6", "CDX", 6, "NA HY", null, "HY", 3, 3,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919695", "8513325",
"CDX-NAHYS7V2 - 1209", "Dow Jones CDX.NA.HY.7",
"DJCDX_NA_HY_S7_100_SWP_03YR_99/100", 2454007, 2455186, 0.0325, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBG4", "CDX", 7, "NA HY", null, "HY", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY BBV2 FXD.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919696", "8513767",
"DJCDX-NAHYBBS7V2 FXD - 1211", "Dow Jones CDX.NA.HY.BB.7",
"DJCDX_NA_HY_S7_V2_BB_FXD", 2454007, 2455916, 0.0205, "USD",
"ACT/360", false, 0.35000000000000003, 4, "DJCDX-NAHYBBS7V2 FXD", "DJCDX", 7, "NA HY BBV2 FXD", null, "HY", 2, 5,
null, 0.97369, 38, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919697", "8513341",
"CDX-NAHYBBS7V2 - 1211", "Dow Jones CDX.NA.HY.BB.7",
"DJCDX_NA_HY_S7_BB_SWP_37/38", 2454007, 2455916, 0.0205, "USD",
"ACT/360", false, 0.3, 4, "2I65BVAQ4", "CDX", 7, "NA HY BB", null, "HY", 2, 5,
null, 0.97369, 38, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919698", "8513864",
"CDX-NAHYS8V2 - 0610", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_03YR_99/100", 2454188, 2455368, 0.0275, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBH2", "CDX", 8, "NA HY", null, "HY", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919700", "8513872",
"CDX-NAHYS8V2 - 0614", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_07YR_99/100", 2454188, 2456829, 0.0275, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBH2", "CDX", 8, "NA HY", null, "HY", 2, 7,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919701", "8513848",
"CDX-NAHYS8V2 - 0617", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_10YR_99/100", 2454188, 2457925, 0.0275, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBH2", "CDX", 8, "NA HY", null, "HY", 2, 10,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BV2 FXD.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919702", "8513856",
"CDX-NAHYBS8V2 FXD - 0612", "CDX.NA.HY.B.8",
"CDX_NA_HY_S8_V2_B_FXD", 2454188, 2456099, 0.025, "USD",
"ACT/360", false, 0.35000000000000003, 4, "9999999", "CDX", 8, "NA HY BV2 FXD", null, "HY", 2, 5,
null, 0.9795900000000001, 49, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919703", "8513937",
"CDX-NAHYBS8V2 - 0612", "CDX.NA.HY.B.8",
"CDX_NA_HY_S08_B___SWP_48/49", 2454188, 2456099, 0.025, "USD",
"ACT/360", false, 0.3, 4, "2I65BSAR9", "CDX", 8, "NA HY B", null, "HY", 2, 5,
null, 0.9795900000000001, 49, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919704", "8513368",
"CDX-NAHYHBS7V2 - 1211", "Dow Jones CDX.NA.HY.HB.7",
"DJCDX_NA_HY_S7_HB_SWP_29/30", 2454007, 2455916, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWAT6", "CDX", 7, "NA HY HB", null, "HY", 2, 5,
null, 0.96667, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919705", "8513392",
"CDX-NAHYS7V2 - 1211", "Dow Jones CDX.NA.HY.7",
"DJCDX_NA_HY_S7_100_SWP_99/100", 2454007, 2455916, 0.0325, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBG4", "CDX", 7, "NA HY", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V3 99/100.3Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919706", "8515492",
"DJCDX-NAHYS6V3 99/100 - 0609", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_V3_100_SWP_03YR", 2453823, 2455003, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "DJCDX-NAHYS6V3 99/100", "DJCDX", 6, "NA HY V3 99/100", null, "HY", 3, 3,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V3 99/100.7Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919707", "8515514",
"DJCDX-NAHYS6V3 99/100 - 0613", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_V3_100_SWP_07YR", 2453823, 2456464, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "DJCDX-NAHYS6V3 99/100", "DJCDX", 6, "NA HY V3 99/100", null, "HY", 3, 7,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V2 FXD.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919709", "8513740",
"DJCDX-NAHYS7V2 FXD - 1211", "Dow Jones CDX.NA.HY.7",
"DJCDX_NA_HY_S7_V2_100_FXD", 2454007, 2455916, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "DJCDX-NAHYS7V2 FXD", "DJCDX", 7, "NA HY V2 FXD", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V3 99/100.10Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919710", "8515573",
"DJCDX-NAHYS6V3 99/100 - 0616", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_V3_100_SWP_10YR", 2453823, 2457560, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "DJCDX-NAHYS6V3 99/100", "DJCDX", 6, "NA HY V3 99/100", null, "HY", 3, 10,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919711", "8513724",
"CDX-NAHYS9V2 - 1210", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_03YR_99/100", 2454372, 2455551, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBI0", "CDX", 9, "NA HY", null, "HY", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919727", "8519455",
"LCDXNAS8V4 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_97/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAE7", "LCDX", 8, "LCDXNA", null, "IG", 4, 3,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V4 FXD.LCDXNAV4 FXD.5Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919728", "8519358",
"LCDXNAS8V4 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_97/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAE7 FXD", "LCDXNAS8V4 FXD", 8, "LCDXNAV4 FXD", null, "IG", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919730", "8519382",
"LCDXNAS8V4 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_97/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAE7", "LCDX", 8, "LCDXNA", null, "IG", 4, 4,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919731", "8519390",
"LCDXNAS8V4 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_97/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAE7", "LCDX", 8, "LCDXNA", null, "IG", 4, 6,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919732", "8519625",
"LCDXNAS8V4 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_97/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAE7", "LCDX", 8, "LCDXNA", null, "IG", 4, 7,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919733", "8519641",
"LCDXNAS8V4 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_97/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAE7", "LCDX", 8, "LCDXNA", null, "IG", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919734", "8519552",
"LCDXNAS8V4 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_97/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAE7", "LCDX", 8, "LCDXNA", null, "IG", 4, 10,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.3Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919782", "8569444",
"ITRAXX-EUROPES9V1 - 0611", "iTraxx Europe series 9 Version 1",
"ITRAXX-EUROPES9V1-0611 EUR SEN MMR I03 CDS", 2454546, 2455733, 0.014, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAI6", "ITRAXX", 9, "EUROPE", "EUR", "IG", 1, 3,
"236073", 1, 125, 0, "LON", true, true, true, "ITRXEB39", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919784", "8569452",
"ITRAXX-EUROPES9V1 - 0613", "iTraxx Europe series 9 Version 1",
"ITRAXX-EUROPES9V1-0613 EUR SEN MMR I03 CDS", 2454546, 2456464, 0.0165, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAI6", "ITRAXX", 9, "EUROPE", "EUR", "IG", 1, 5,
"236073", 1, 125, 0, "LON", true, true, true, "ITRXEB59", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919785", "8569479",
"ITRAXX-EUROPES9V1 - 0615", "iTraxx Europe series 9 Version 1",
"ITRAXX-EUROPES9V1-0615 EUR SEN MMR I03 CDS", 2454546, 2457194, 0.017, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAI6", "ITRAXX", 9, "EUROPE", "EUR", "IG", 1, 7,
"236073", 1, 125, 0, "LON", true, true, true, "ITRXEB79", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919786", "8569495",
"ITRAXX-EUROPES9V1 - 0618", "iTraxx Europe series 9 Version 1",
"ITRAXX-EUROPES9V1-0618 EUR SEN MMR I03 CDS", 2454546, 2458290, 0.0175, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAI6", "ITRAXX", 9, "EUROPE", "EUR", "IG", 1, 10,
"236073", 1, 125, 0, "LON", true, true, true, "ITRXEB09", "EUR"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919787", "8563632",
"CDX-NAIGHVOLS10V1 - 0613", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_05Y_06/13", 2454547, 2456464, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AO1", "CDX", 10, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919790", "8563640",
"CDX-NAIGHVOLS10V1 - 0615", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_07Y_06/15", 2454547, 2457194, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AO1", "CDX", 10, "NA IG HVOL", null, "HV", 1, 7,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.3Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919795", "8569924",
"ITRAXX-HIVOLS9V1 - 0611", "iTraxx Europe HiVol series 9 Version 1",
"ITRAXX-HIVOLS9V1-0611 EUR SEN MMR I03 CDS", 2454546, 2455733, 0.022000000000000002, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAI7", "ITRAXX", 9, "HIVOL", "VOL", "HV", 1, 3,
"236075", 1, 31, 0, "LON", true, true, true, "ITRXEH39", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919796", "8569932",
"ITRAXX-HIVOLS9V1 - 0613", "iTraxx Europe HiVol series 9 Version 1",
"ITRAXX-HIVOLS9V1-0613 EUR SEN MMR I03 CDS", 2454546, 2456464, 0.026000000000000002, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAI7", "ITRAXX", 9, "HIVOL", "VOL", "HV", 1, 5,
"236075", 1, 31, 0, "LON", true, true, true, "ITRXEH59", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.7Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919797", "8570728",
"ITRAXX-HIVOLS9V1 - 0615", "iTraxx Europe HiVol series 9 Version 1",
"ITRAXX-HIVOLS9V1-0615 EUR SEN MMR I03 CDS", 2454546, 2457194, 0.026500000000000003, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAI7", "ITRAXX", 9, "HIVOL", "VOL", "HV", 1, 7,
"236075", 1, 31, 0, "LON", true, true, true, "ITRXEH79", "VOL"));
return true;
}
private static final boolean InitCDXRefDataSet10()
{
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919798", "8570760",
"ITRAXX-HIVOLS9V1 - 0618", "iTraxx Europe HiVol series 9 Version 1",
"ITRAXX-HIVOLS9V1-0618 EUR SEN MMR I03 CDS", 2454546, 2458290, 0.027, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAI7", "ITRAXX", 9, "HIVOL", "VOL", "HV", 1, 10,
"236075", 1, 31, 0, "LON", true, true, true, "ITRXEH09", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919799", "8569509",
"ITRAXX-XOVERS9V1 - 0611", "iTraxx Europe Crossover series 9 Version 1",
"ITRAXX-XOVERS9V1-0611 EUR SEN MMR I03 CDS MATURED", 2454546, 2455733, 0.0625, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAJ7", "ITRAXX", 9, "XOVER", "XVR", "XO", 1, 3,
"236074", 1, 50, 0, "LON", true, true, true, "ITRXEX39", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919800", "8569533",
"ITRAXX-XOVERS9V1 - 0613", "iTraxx Europe Crossover series 9 Version 1",
"ITRAXX-XOVERS9V1-0613 EUR SEN MMR I03 CDS MATURED", 2454546, 2456464, 0.065, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAJ7", "ITRAXX", 9, "XOVER", "XVR", "XO", 1, 5,
"236074", 1, 50, 0, "LON", true, true, true, "ITRXEX59", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919801", "8569550",
"ITRAXX-XOVERS9V1 - 0615", "iTraxx Europe Crossover series 9 Version 1",
"ITRAXX-XOVERS9V1-0615 EUR SEN MMR I03 CDS", 2454546, 2457194, 0.0645, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAJ7", "ITRAXX", 9, "XOVER", "XVR", "XO", 1, 7,
"236074", 1, 50, 0, "LON", true, true, true, "ITRXEX79", "XVR"));
UpdateCDXRefDataMap ("CDX.NA IG CONS.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919802", "8564264",
"CDX-NAIGCONSS10V1 - 0613", "CDX.NA.IG.CONS.10",
"CDX_NA_IG_S10_CONS_6/13", 2454547, 2456464, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65B0AL3", "CDX", 10, "NA IG CONS", null, "IG", 1, 5,
null, 1, 40, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919804", "8569614",
"ITRAXX-XOVERS9V1 - 0618", "iTraxx Europe Crossover series 9 Version 1",
"ITRAXX-XOVERS9V1-0618 EUR SEN MMR I03 CDS MATURED", 2454546, 2458290, 0.064, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAJ7", "ITRAXX", 9, "XOVER", "XVR", "XO", 1, 10,
"236074", 1, 50, 0, "LON", true, true, true, "ITRXEX09", "XVR"));
UpdateCDXRefDataMap ("CDX.EMDIV.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919805", "8564426",
"CDX-EMDIVS7V1 - 0613", "CDX.EM.DIVERSIFIED.7",
"CDX EM DIVER 7 5YR", 2454547, 2456464, 0.0245, "USD",
"ACT/360", true, 0.25, 2, "2165EKAG4", "CDX", 7, "EMDIV", null, "EM", 1, 5,
null, 1, 40, 0, "LON", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG ENRG.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919806", "8568421",
"CDX-NAIGENRGS10V1 - 0613", "CDX.NA.IG.ENRG.10",
"CDX_NA_IG_S10_ENRG_06/13", 2454547, 2456464, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I65B1AL1", "CDX", 10, "NA IG ENRG", null, "IG", 1, 5,
null, 1, 14, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EM.10Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919807", "8569002",
"CDX-EMS9V1 - 0618", "CDX.EM.9",
"CDX EM 9 10YR", 2454547, 2458290, 0.030000000000000002, "USD",
"ACT/360", false, 0.25, 4, "2I65BZAI3", "CDX", 9, "EM", null, "EM", 1, 10,
null, 1, 14, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919809", "8568499",
"CDX-NAIGFINS10V1 - 0613", "CDX.NA.IG.FIN.10",
"CDX_NA_IG_S10_FIN_06/13", 2454547, 2456464, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2AL9", "CDX", 10, "NA IG FIN", null, "IG", 1, 5,
null, 1, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EM.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919810", "8569037",
"CDX-EMS9V1 - 0613", "CDX.EM.9",
"CDX EM 9 5YR", 2454547, 2456464, 0.026500000000000003, "USD",
"ACT/360", true, 0.25, 2, "2I65BZAI3", "CDX", 9, "EM", null, "EM", 1, 5,
null, 1, 14, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919811", "8570825",
"ITRAXX-FINSENS9V1 - 0613", "iTraxx Europe Senior Financials series 9 Version 1",
"ITRAXX-FINSENS9V1-0613 EUR SEN MMR I03 CDS", 2454546, 2456464, 0.0165, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAI5", "ITRAXX", 9, "FINSEN", "SEN", "IG", 1, 5,
"236077", 1, 25, 0, "LON", true, true, true, "ITRXES59", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.10Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919812", "8569851",
"ITRAXX-FINSENS9V1 - 0618", "iTraxx Europe Senior Financials series 9 Version 1",
"ITRAXX-FINSENS9V1-0618 EUR SEN MMR I03 CDS", 2454546, 2458290, 0.0175, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAI5", "ITRAXX", 9, "FINSEN", "SEN", "IG", 1, 10,
"236077", 1, 25, 0, "LON", true, true, true, "ITRXES09", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919813", "8569843",
"ITRAXX-FINSUBS9V1 - 0613", "iTraxx Europe Sub Financials series 9 Version 1",
"ITRAXX-FINSUBS9V1-0613 EUR LT2 SUB MMR I03 CDS", 2454546, 2456464, 0.029, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAJ1", "ITRAXX", 9, "FINSUB", "SUB", "IG", 1, 5,
"236078", 1, 25, 0, "LON", true, true, true, "ITRXEU59", "SUB"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.10Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919814", "8569835",
"ITRAXX-FINSUBS9V1 - 0618", "iTraxx Europe Sub Financials series 9 Version 1",
"ITRAXX-FINSUBS9V1-0618 EUR LT2 SUB MMR I03 CDS", 2454546, 2458290, 0.030000000000000002, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAJ1", "ITRAXX", 9, "FINSUB", "SUB", "IG", 1, 10,
"236078", 1, 25, 0, "LON", true, true, true, "ITRXEU09", "SUB"));
UpdateCDXRefDataMap ("CDX.NA HY V20 FXD 84/100.5Y.10.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919815", "8569800",
"CDX-NAHYS10V20 FXD 84/100 - 0613", "CDX.NA.HY.10_Fixed",
"CDX_NA_HY_S10_100_FXD_84/100", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRJB7 FXD", "CDX", 10, "NA HY V20 FXD 84/100", null, "HY", 20, 5,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919816", "8569827",
"CDX-NAHYS10V1 - 0613", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBJ8", "CDX", 10, "NA HY", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919817", "8571600",
"CDX-NAHYS10V1 - 0609", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_01YR", 2454554, 2455003, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBJ8", "CDX", 10, "NA HY", null, "HY", 1, 1,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919818", "8571686",
"CDX-NAHYS10V1 - 0610", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_02YR", 2454554, 2455368, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBJ8", "CDX", 10, "NA HY", null, "HY", 1, 2,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919819", "8570400",
"CDX-NAHYBS10V1 - 0613", "CDX.NA.HY.B.10",
"CDX_NA_HY_S10_B___SWP", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSAT5", "CDX", 10, "NA HY B", null, "HY", 1, 5,
null, 1, 45, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919820", "8570892",
"CDX-NAHYS10V1 - 0611", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_03YR", 2454554, 2455733, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBJ8", "CDX", 10, "NA HY", null, "HY", 1, 3,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919822", "8571783",
"CDX-NAHYS10V1 - 0612", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_04YR", 2454554, 2456099, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBJ8", "CDX", 10, "NA HY", null, "HY", 1, 4,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919824", "8570876",
"CDX-NAHYS10V1 - 0614", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_06YR", 2454554, 2456829, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBJ8", "CDX", 10, "NA HY", null, "HY", 1, 6,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919825", "8570531",
"CDX-NAHYBBS10V1 - 0613", "CDX.NA.HY.BB.10",
"CDX_NA_HY_S10_BB__SWP", 2454554, 2456464, 0.04, "USD",
"ACT/360", false, 0.3, 4, "2I65BVAR2", "CDX", 10, "NA HY BB", null, "HY", 1, 5,
null, 1, 33, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919826", "8563985",
"CDX-NAIGHVOLS10V1 - 0618", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_10Y_06/18", 2454547, 2458290, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AO1", "CDX", 10, "NA IG HVOL", null, "HV", 1, 10,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919827", "8570930",
"CDX-NAHYS10V1 - 0615", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_07YR", 2454554, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBJ8", "CDX", 10, "NA HY", null, "HY", 1, 7,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919828", "8570965",
"CDX-NAHYS10V1 - 0618", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_10YR", 2454554, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBJ8", "CDX", 10, "NA HY", null, "HY", 1, 10,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919829", "8571759",
"CDX-NAHYHBS10V1 - 0613", "CDX.NA.HY.HB.10",
"CDX_NA_HY_S10_HB__SWP", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWAW9", "CDX", 10, "NA HY HB", null, "HY", 1, 5,
null, 1, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG INDU.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919830", "8564078",
"CDX-NAIGINDUS10V1 - 0613", "CDX.NA.IG.INDU.10",
"CDX_NA_IG_S10_INDU_06/13", 2454547, 2456464, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65B4AO9", "CDX", 10, "NA IG INDU", null, "IG", 1, 5,
null, 1, 27, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919831", "8568146",
"CDX-NAIGS10V1 - 0613", "CDX.NA.IG.10",
"CDX_NA_IG_S10_05Y_06/13", 2454547, 2456464, 0.0155, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAO3", "CDX", 10, "NA IG", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V1 EUR.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919832", "8568170",
"CDX-NAIGS10V1 EUR - 0613", "CDX.NA.IG.10",
"CDX_NA_IG_S10_05Y_06/13_EUR", 2454547, 2456464, 0.0155, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYAO3 EUR", "CDX", 10, "NA IG V1 EUR", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919833", "8568197",
"CDX-NAIGS10V1 - 0615", "CDX.NA.IG.10",
"CDX_NA_IG_S10_07Y_06/15", 2454547, 2457194, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAO3", "CDX", 10, "NA IG", null, "IG", 1, 7,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG TMT.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919834", "8564108",
"CDX-NAIGTMTS10V1 - 0613", "CDX.NA.IG.TMT.10",
"CDX_NA_IG_S10_TMT_06/13", 2454547, 2456464, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65DJAL0", "CDX", 10, "NA IG TMT", null, "IG", 1, 5,
null, 1, 22, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919835", "8568251",
"CDX-NAIGS10V1 - 0618", "CDX.NA.IG.10",
"CDX_NA_IG_S10_10Y_06/18", 2454547, 2458290, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAO3", "CDX", 10, "NA IG", null, "IG", 1, 10,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOLV1 EUR.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919836", "8564507",
"CDX-NAIGHVOLS10V1 EUR - 0613", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_05Y_06/13 EUR", 2454547, 2456464, 0.035, "EUR",
"ACT/360", false, 0.4, 4, "2I65B3AO1 EUR", "CDX", 10, "NA IG HVOLV1 EUR", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.1Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919837", "8569258",
"CDX-NAIGHVOLS10V1 - 0609", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_01Y_06/09", 2454547, 2455003, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AO1", "CDX", 10, "NA IG HVOL", null, "HV", 1, 1,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.3Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919838", "8564140",
"CDX-NAXOS10V1 - 0611", "CDX.NA.XO.10",
"CDX_NA_XO_S10_03YR_06/11", 2454547, 2455733, 0.035, "USD",
"ACT/360", false, 0.4, 4, "1D764IAI8", "CDX", 10, "NAXO", null, "XO", 1, 3,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.2Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919839", "8568545",
"CDX-NAIGHVOLS10V1 - 0610", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_02Y_06/10", 2454547, 2455368, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AO1", "CDX", 10, "NA IG HVOL", null, "HV", 1, 2,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919840", "8564191",
"CDX-NAXOS10V1 - 0613", "CDX.NA.XO.10",
"CDX_NA_XO_S10_05YR_06/13", 2454547, 2456464, 0.035, "USD",
"ACT/360", false, 0.4, 4, "1D764IAI8", "CDX", 10, "NAXO", null, "XO", 1, 5,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.3Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919841", "8568618",
"CDX-NAIGHVOLS10V1 - 0611", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_03Y_06/11", 2454547, 2455733, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AO1", "CDX", 10, "NA IG HVOL", null, "HV", 1, 3,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.7Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919842", "8564230",
"CDX-NAXOS10V1 - 0615", "CDX.NA.XO.10",
"CDX_NA_XO_S10_07YR_06/15", 2454547, 2457194, 0.035, "USD",
"ACT/360", false, 0.4, 4, "1D764IAI8", "CDX", 10, "NAXO", null, "XO", 1, 7,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.4Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919843", "8563543",
"CDX-NAIGHVOLS10V1 - 0612", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_04Y_06/12", 2454547, 2456099, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AO1", "CDX", 10, "NA IG HVOL", null, "HV", 1, 4,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.10Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919844", "8564418",
"CDX-NAXOS10V1 - 0618", "CDX.NA.XO.10",
"CDX_NA_XO_S10_10YR_06/18", 2454547, 2458290, 0.035, "USD",
"ACT/360", false, 0.4, 4, "1D764IAI8", "CDX", 10, "NAXO", null, "XO", 1, 10,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXOV1 EUR.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919845", "8564477",
"CDX-NAXOS10V1 EUR - 0613", "CDX.NA.XO.10",
"CDX_NA_XO_S10_05YR_06/13 EUR", 2454547, 2456464, 0.035, "EUR",
"ACT/360", false, 0.4, 4, "1D764IAI8 EUR", "CDX", 10, "NAXOV1 EUR", null, "XO", 1, 5,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919846", "8569290",
"CDX-NAIGS10V1 - 0609", "CDX.NA.IG.10",
"CDX_NA_IG_S10_01Y_06/09", 2454547, 2455003, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAO3", "CDX", 10, "NA IG", null, "IG", 1, 1,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919847", "8567298",
"CDX-NAIGS10V1 - 0610", "CDX.NA.IG.10",
"CDX_NA_IG_S10_02Y_06/10", 2454547, 2455368, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAO3", "CDX", 10, "NA IG", null, "IG", 1, 2,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919848", "8567310",
"CDX-NAIGS10V1 - 0611", "CDX.NA.IG.10",
"CDX_NA_IG_S10_03Y_06/11", 2454547, 2455733, 0.0155, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAO3", "CDX", 10, "NA IG", null, "IG", 1, 3,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919849", "8567409",
"CDX-NAIGS10V1 - 0612", "CDX.NA.IG.10",
"CDX_NA_IG_S10_04Y_06/12", 2454547, 2456099, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAO3", "CDX", 10, "NA IG", null, "IG", 1, 4,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BV10 FXD 36/45.5Y.10.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919860", "8571210",
"CDX-NAHYBS10V8 FXD 38/45 - 0613", "CDX.NA.HY.B.10",
"CDX_NA_HY_S10_B___FXD_38/45", 2454554, 2456464, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65BSEV6 FXD", "CDX", 10, "NA HY BV10 FXD 36/45", null, "HY", 10, 5,
null, 0.8000100000000001, 45, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BBV2 FXD 32/33.5Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919861", "8570469",
"CDX-NAHYBBS10V2 FXD 32/33 - 0613", "CDX.NA.HY.BB.10",
"CDX_NA_HY_S10_BB__FXD_32/33", 2454554, 2456464, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BVBE0 FXD", "CDX", 10, "NA HY BBV2 FXD 32/33", null, "HY", 2, 5,
null, 0.9696899999999999, 33, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HBV14 FXD 20/30.5Y.10.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919862", "8571708",
"CDX-NAHYHBS10V13 FXD 21/30 - 0613", "CDX.NA.HY.HB.10",
"CDX_NA_HY_S10_HB__FXD_21/30", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWFB0 FXD", "CDX", 10, "NA HY HBV14 FXD 20/30", null, "HY", 14, 5,
null, 0.66667, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V17 FXD 87/100.3Y.10.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919863", "8571724",
"CDX-NAHYS10V17 FXD 87/100 - 0611", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_FXD_03YR_87/100", 2454554, 2455733, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRHE3 FXD", "CDX", 10, "NA HY V17 FXD 87/100", null, "HY", 17, 3,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ IG.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919869", "8572216",
"ITRAXX-ASIAXJIGS9V1 - 0613", "iTraxx Asia ex-Japan IG Series Number 9 Version 1",
"ITRAXX-ASIA-IGS9-5Y USD SEN RES I03 CDS", 2454546, 2456464, 0.025, "USD",
"ACT/360", false, 0.35000000000000003, 4, "4ABCAMAB2", "ITRAXX", 9, "ASIAXJ IG", null, "IG", 1, 5,
"236082", 1, 50, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ HY.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919870", "8572232",
"ITRAXX-ASIAXJHYS9V1 - 0613", "iTraxx Asia ex-Japan HY Series Number 9 Version 1",
"ITRAXX-ASIA-HYS9-5Y USD SEN RES I03 CDS", 2454546, 2456464, 0.065, "USD",
"ACT/360", false, 0.35000000000000003, 4, "4ABCAGAB5", "ITRAXX", 9, "ASIAXJ HY", null, "IG", 1, 5,
"236080", 1, 20, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919877", "8572275",
"ITRAXX-AUSTRALIAS9V1 - 0613", "iTraxx Australia Series Number 9 Version 1",
"ITRAXX-AUSTRALIAS9V1-0613 USD SEN MR I03 CDS", 2454546, 2456464, 0.022000000000000002, "USD",
"ACT/360", false, 0.4, 4, "2I668IAI3", "ITRAXX", 9, "AUSTRALIA", null, "IG", 1, 5,
"236079", 1, 25, 0, "HKG", false, false, true, null, "Itraxx Australia"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.10Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919878", "8572283",
"ITRAXX-AUSTRALIAS9V1 - 0618", "iTraxx Australia Series Number 9 Version 1",
"ITRAXX-AUSTRALIAS9V1-0618 USD SEN MR I03 CDS", 2454546, 2458290, 0.023, "USD",
"ACT/360", false, 0.4, 4, "2I668IAI3", "ITRAXX", 9, "AUSTRALIA", null, "IG", 1, 10,
"236079", 1, 25, 0, "HKG", false, false, true, null, "Itraxx Australia"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.3Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919879", "8572208",
"ITRAXX-JAPANS9V1 - 0611", "iTraxx Japan Series Number 9 Version 1",
"ITRAXX-JAPANS9V1-0611 JPY SEN RES I03 CDS", 2454546, 2455733, 0.02, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAI5", "ITRAXX", 9, "JAPAN", null, "IG", 1, 3,
"236084", 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919881", "8572224",
"ITRAXX-JAPANS9V1 - 0613", "iTraxx Japan Series Number 9 Version 1",
"ITRAXX-JAPANS9V1-0613 JPY SEN RES I03 CDS", 2454546, 2456464, 0.022000000000000002, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAI5", "ITRAXX", 9, "JAPAN", null, "IG", 1, 5,
"236084", 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919882", "8572240",
"ITRAXX-JAPANS9V1 - 0618", "iTraxx Japan Series Number 9 Version 1",
"ITRAXX-JAPANS9V1-0618 JPY SEN RES I03 CDS", 2454546, 2458290, 0.024, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAI5", "ITRAXX", 9, "JAPAN", null, "IG", 1, 10,
"236084", 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN 80.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919883", "8572267",
"ITRAXX-JAPAN 80S9V1 - 0613", "iTraxx Japan 80 series 9 Version 1",
"ITRAXX-JAPAN80S9V1-0613 JPY SEN RES I03 CDS", 2454546, 2456464, 0.003, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "ITRAXX-JAPAN 80S9V1", "ITRAXX", 9, "JAPAN 80", null, "IG", 1, 5,
null, 1, 80, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919884", "8572259",
"ITRAXX-JAPANHIVOLS9V1 - 0613", "iTraxx Japan HiVol Series Number 9 Version 1",
"ITRAXX-JHIVOLS9V1-0613 JPY SEN RES I03 CDS", 2454546, 2456464, 0.035, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAH6", "ITRAXX", 9, "JAPANHIVOL", "VOL", "HV", 1, 5,
"236083", 1, 25, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919911", "8567913",
"USD ITRAXX-EUROPES9V1 - 0613", "iTraxx Europe series 9 Version 1",
"ITRAXX-EUROPES9V1-0613 USD SEN MMR I03 CDS", 2454546, 2456464, 0.0165, "USD",
"ACT/360", false, 0.4, 4, "2I666VAI6", "USD ITRAXX", 9, "EUROPE", "EUR", "IG", 1, 5,
"236073", 1, 125, 0, "LON", false, false, true, "ITRXEB59", "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.10Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919912", "8566569",
"USD ITRAXX-EUROPES9V1 - 0618", "iTraxx Europe series 9 Version 1",
"ITRAXX-EUROPES9V1-0618 USD SEN MMR I03 CDS", 2454546, 2458290, 0.0175, "USD",
"ACT/360", false, 0.4, 4, "2I666VAI6", "USD ITRAXX", 9, "EUROPE", "EUR", "IG", 1, 10,
"236073", 1, 125, 0, "LON", false, false, true, "ITRXEB09", "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919913", "8566526",
"USD ITRAXX-XOVERS9V1 - 0613", "iTraxx Europe Crossover series 9 Version 1",
"ITRAXX-XOVERS9V1-0613 USD SEN MMR I03 CDS MATURED", 2454546, 2456464, 0.065, "USD",
"ACT/360", false, 0.4, 4, "2I667KAJ7", "USD ITRAXX", 9, "XOVER", "XVR", "XO", 1, 5,
"236074", 1, 50, 0, "LON", false, false, true, "ITRXEX59", "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919914", "8564302",
"USD ITRAXX-XOVERS9V1 - 0618", "iTraxx Europe Crossover series 9 Version 1",
"ITRAXX-XOVERS9V1-0618 USD SEN MMR I03 CDS", 2454546, 2458290, 0.064, "USD",
"ACT/360", false, 0.4, 4, "2I667KAJ7", "USD ITRAXX", 9, "XOVER", "XVR", "XO", 1, 10,
"236074", 1, 50, 0, "LON", false, false, true, "ITRXEX09", "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSEN.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919916", "8611238",
"USD ITRAXX-FINSENS9V1 - 0613", "iTraxx Europe Senior Financials series 9 Version 1",
"ITRAXX-FINSENS9V1-0613 USD SEN MMR I03 CDS", 2454546, 2456464, 0.0165, "USD",
"ACT/360", false, 0.4, 4, "2I667DAI5", "USD ITRAXX", 9, "FINSEN", "SEN", "IG", 1, 5,
"236077", 1, 25, 0, "LON", false, false, true, "ITRXES59", "SEN"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSUB.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919917", "8611181",
"USD ITRAXX-FINSUBS9V1 - 0613", "iTraxx Europe Sub Financials series 9 Version 1",
"ITRAXX-FINSUBS9V1-0613 USD LT2 SUB MMR I03 CDS", 2454546, 2456464, 0.029, "USD",
"ACT/360", false, 0.2, 4, "2I667EAJ1", "USD ITRAXX", 9, "FINSUB", "SUB", "IG", 1, 5,
"236078", 1, 25, 0, "LON", false, false, true, "ITRXEU59", "SUB"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919918", "8611718",
"USD ITRAXX-HIVOLS9V1 - 0613", "iTraxx Europe HiVol series 9 Version 1",
"ITRAXX-HIVOLS9V1-0613 USD SEN MMR I03 CDS", 2454546, 2456464, 0.026000000000000002, "USD",
"ACT/360", false, 0.4, 4, "2I667LAI7", "USD ITRAXX", 9, "HIVOL", "VOL", "HV", 1, 5,
"236075", 1, 31, 0, "LON", false, false, true, "ITRXEH59", "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.10Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919919", "8611661",
"USD ITRAXX-HIVOLS9V1 - 0618", "iTraxx Europe HiVol series 9 Version 1",
"ITRAXX-HIVOLS9V1-0618 USD SEN MMR I03 CDS", 2454546, 2458290, 0.027, "USD",
"ACT/360", false, 0.4, 4, "2I667LAI7", "USD ITRAXX", 9, "HIVOL", "VOL", "HV", 1, 10,
"236075", 1, 31, 0, "LON", false, false, true, "ITRXEH09", "VOL"));
UpdateCDXRefDataMap ("Itraxx.EMCorps.5Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919920", "8587159",
"Itraxx-EMCorpsS1V1 - 0913", "Itraxx CEEMEA Corps",
"ITRAXX CEEMEA CORPS USD SEN RES I03 CDS", 2454538, 2456556, 0, "USD",
"ACT/360", false, 0.4, 4, "Itraxx-EMCorpsS1V1-0913", "Itraxx", 1, "EMCorps", null, "EM", 1, 5,
null, 1, 30, 0, "LON", false, false, false, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919962", "8610100",
"LCDXNAS10V1 - 0609", "LCDX.NA.10",
"CDX_NA_LN_S10_100_01YR", 2454561, 2455003, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAF4", "LCDX", 10, "LCDXNA", null, "IG", 1, 1,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919963", "8610118",
"LCDXNAS10V1 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.6, 4, "5F199GAF4", "LCDX", 10, "LCDXNA", null, "IG", 1, 3,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V1 FXD.LCDXNAV1 FXD.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919964", "8610126",
"LCDXNAS10V1 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAF4 FXD", "LCDXNAS10V1 FXD", 10, "LCDXNAV1 FXD", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919971", "8610134",
"LCDXNAS10V1 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAF4", "LCDX", 10, "LCDXNA", null, "IG", 1, 2,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919972", "8610150",
"LCDXNAS10V1 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAF4", "LCDX", 10, "LCDXNA", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919978", "8610304",
"LCDXNAS10V1 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAF4", "LCDX", 10, "LCDXNA", null, "IG", 1, 7,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919979", "8610312",
"LCDXNAS10V1 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAF4", "LCDX", 10, "LCDXNA", null, "IG", 1, 10,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919981", "8610320",
"LCDXNAS10V1 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAF4", "LCDX", 10, "LCDXNA", null, "IG", 1, 4,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("919982", "8610347",
"LCDXNAS10V1 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAF4", "LCDX", 10, "LCDXNA", null, "IG", 1, 6,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG FIN.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920019", "5675960",
"DJCDX-NAIGFINS3V1 - 0310", "Dow Jones CDX.NA.IG.FIN.3",
"DOW_JONES_CDX_NA_IG_FIN_S3_05Y", 2453270, 2455276, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65B2AB1", "DJCDX", 3, "NA IG FIN", null, "IG", 1, 5,
null, 1, 23, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.10Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920020", "8650934",
"DJCDX-NAIGHVOLS1V1 - 0314", "Dow Jones CDX.NA.IG.HVOL.1",
"DJCDX_NA_IG_S1_HIVOL_10Y", 2452934, 2456737, 0.0135, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AC7", "DJCDX", 1, "NA IG HVOL", null, "HV", 1, 10,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920150", "8644292",
"LCDXNAS8V5 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_96/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAG2", "LCDX", 8, "LCDXNA", null, "IG", 5, 3,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V5 FXD.LCDXNAV5 FXD.5Y.8.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920151", "8644322",
"LCDXNAS8V5 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_96/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAG2 FXD", "LCDXNAS8V5 FXD", 8, "LCDXNAV5 FXD", null, "IG", 5, 5,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920159", "8644446",
"LCDXNAS8V5 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_96/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAG2", "LCDX", 8, "LCDXNA", null, "IG", 5, 4,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920160", "8644489",
"LCDXNAS8V5 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_96/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAG2", "LCDX", 8, "LCDXNA", null, "IG", 5, 6,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920161", "8644500",
"LCDXNAS8V5 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_96/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAG2", "LCDX", 8, "LCDXNA", null, "IG", 5, 7,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920162", "8644519",
"LCDXNAS8V5 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_96/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAG2", "LCDX", 8, "LCDXNA", null, "IG", 5, 5,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920163", "8644470",
"LCDXNAS8V5 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_96/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAG2", "LCDX", 8, "LCDXNA", null, "IG", 5, 10,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.5Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920326", "8728771",
"DJCDX-NAIGS2V3 - 0909", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_V3_05Y_9/09_124/125", 2453088, 2455095, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAJ4", "DJCDX", 2, "NA IG", null, "IG", 3, 5,
null, 0.9920000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.5Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920327", "8728976",
"DJCDX-NAIGHVOLS2V3 - 0909", "Dow Jones CDX.NA.IG.HVOL.2",
"DJCDX_NA_IG_S2_V3_HVOL_05Y_9/09_29/30", 2453088, 2455095, 0.0115, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AJ2", "DJCDX", 2, "NA IG HVOL", null, "HV", 3, 5,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.10Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920328", "8729018",
"DJCDX-NAIGS2V3 - 0914", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_V3_10Y_9/14_124/125", 2453088, 2456921, 0.008, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAJ4", "DJCDX", 2, "NA IG", null, "IG", 3, 10,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.10Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920329", "8729140",
"DJCDX-NAIGHVOLS2V3 - 0914", "Dow Jones CDX.NA.IG.HVOL.2",
"DJCDX_NA_IG_S2_V3_HVOL_10Y_9/14_29/30", 2453088, 2456921, 0.013000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AJ2", "DJCDX", 2, "NA IG HVOL", null, "HV", 3, 10,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.7Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920330", "8729239",
"DJCDX-NAIGS2V3 - 0911", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_V3_07Y_9/11_124/125", 2453088, 2455825, 0.006, "USD",
"ACT/360", false, 0.5, 4, "2I65BYAJ4", "DJCDX", 2, "NA IG", null, "IG", 3, 7,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("MCDX SERIES10 3YR.MCDX SERIE 3YR.3Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920444", "8727155",
"MCDX SERIES10 3YR - 0611", "MCDX.NA.10",
"MCDX SERIES10 3Y", 2454594, 2455733, 0.0035, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAA5", "MCDX SERIES10 3YR", 10, "MCDX SERIE 3YR", null, "IG", 1, 3,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("MCDX SERIES10 5YR.MCDX SERIE 5YR.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920445", "8727163",
"MCDX SERIES10 5YR - 0613", "MCDX.NA.10",
"MCDX SERIES10 5Y", 2454594, 2456464, 0.0035, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAA5", "MCDX SERIES10 5YR", 10, "MCDX SERIE 5YR", null, "IG", 1, 5,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("MCDX SERIES10 10YR.MCDX SERIE 10YR.10Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920446", "8727201",
"MCDX SERIES10 10YR - 0618", "MCDX.NA.10",
"MCDX SERIES10 10Y", 2454594, 2458290, 0.004, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAA5", "MCDX SERIES10 10YR", 10, "MCDX SERIE 10YR", null, "IG", 1, 10,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY B.5Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920752", "8906963",
"DJCDX-NAHYBS3V4 - 1209", "Dow Jones CDX.NA.HY.B.3",
"DJCDX_NA_HY_S3_B_SWP_42/44", 2453196, 2455186, 0.04, "USD",
"ACT/360", false, 0.3, 4, "2I65BSAO6", "DJCDX", 3, "NA HY B", null, "HY", 4, 5,
null, 0.9545399999999999, 44, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.4Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920791", "5890748",
"DJCDX-NAIGS4V1 - 0609", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_04Y_6/09", 2453451, 2455003, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAD7", "DJCDX", 4, "NA IG", null, "IG", 1, 4,
null, 1, 126, 0, "NYC", false, false, true, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet11()
{
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920794", "8914990",
"ITRAXX-EUROPES6V1 - 0616", "iTraxx Europe Series 6 Version 1",
"ITRAXX-EUROPES6V1-0611 EUR SEN MMR I03 CDS", 2453999, 2457560, 0.003, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAF2", "ITRAXX", 6, "EUROPE", "EUR", "IG", 1, 10,
"232307", 1, 122, 0, "LON", true, true, true, null, "EUR"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920888", "8630615",
"ITRAXX-LevXS2V1 - 0613", "ITRAXX LEVX SENIOR SERIES 2 VERSION 1",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 1 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJAK9", "ITRAXX", 2, "LevX", null, "IG", 1, 5,
"236163", 1, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevXSub.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920902", "8939939",
"ITRAXX-LevXSubS2V1 - 0613", "ITRAXX LEVX SUBORDINATE SERIES 2 VERSION 1",
"ITRAXX LEVX SUBORDINATE SERIES 2 VERSION 1 EUR 2ND SEC RES I03 CDS", 2454543, 2456464, 0.0825, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKAO8", "ITRAXX", 2, "LevXSub", null, "IG", 1, 5,
null, 1, 45, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("DJCDX.NA IG CONS.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920939", "8941543",
"DJCDX-NAIGCONSS2V2 - 0909", "Dow Jones CDX NA IG CONS.2",
"DJCDX_NA_IG_S2_V2_CONS_5Y_09/09_31/31", 2453088, 2455095, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65B0AH2", "DJCDX", 2, "NA IG CONS", null, "IG", 2, 5,
null, 1, 31, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY B.5Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920947", "8941238",
"DJCDX-NAHYBS2V3 - 0909", "Dow Jones CDX.NA.HY.B.2",
"DJCDX_NA_HY_S2_B_SWP_41/43", 2453088, 2455095, 0.048, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BSAN8", "DJCDX", 2, "NA HY B", null, "HY", 3, 5,
null, 0.95348, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY BB.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("920977", "8941241",
"DJCDX-NAHYBBS2V2 - 0909", "Dow Jones CDX.NA.HY.BB.2",
"DJCDX_NA_HY_S2_BB__SWP_41/42", 2453088, 2455095, 0.029, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BVAH4", "DJCDX", 2, "NA HY BB", null, "HY", 2, 5,
null, 0.97619, 42, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.2.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921028", "8942042",
"DJCDX-NAHYS2V5 - 0909", "Dow Jones CDX.NA.HY.2",
"DJCDX_NA_HY_S2_100_SWP_95/100", 2453088, 2455095, 0.043000000000000003, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAY6", "DJCDX", 2, "NA HY", null, "HY", 5, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG FIN.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921037", "8942125",
"DJCDX-NAIGFINS2V2 - 0909", "Dow Jones CDX NA IG FIN.2",
"DOW_JONES_CDX_NA_IG_FIN_S2_05Y", 2453088, 2455095, 0.006, "USD",
"ACT/360", false, 0.12, 4, "2I65B2AH8", "DJCDX", 2, "NA IG FIN", null, "IG", 2, 5,
null, 1, 23, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY.5Y.1.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921052", "8941268",
"DJCDX-NAHYS1V4 - 0309", "Dow Jones CDX.NA.HY.1",
"DJCDX_NA_HY_S1_100_SWP_94/100", 2452934, 2454911, 0.0425, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRAX8", "DJCDX", 1, "NA HY", null, "HY", 4, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY BB.5Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921056", "8941282",
"DJCDX-NAHYBBS1V2 - 0309", "Dow Jones CDX.NA.HY.BB.1",
"DJCDX_NA_HY_S1_BB_SWP_42/44 BEAR CURVE", 2452934, 2454911, 0.029, "USD",
"ACT/360", false, 0.3, 4, "2I65BVAG6", "DJCDX", 1, "NA HY BB", null, "HY", 2, 5,
null, 0.97726, 44, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG CONS.5Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921188", "7618271",
"DJCDX-NAIGCONSS1V2 - 0309", "Dow Jones CDX.NA.IG.CONS",
"DJCDX_NA_IG_S1_V2_CONS_5Y_03/09_30/30", 2452934, 2454911, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65B0AG4", "DJCDX", 1, "NA IG CONS", null, "IG", 2, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921238", "8954349",
"LCDXNAS8V6 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_95/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAH5", "LCDX", 8, "LCDXNA", null, "IG", 6, 3,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V6 FXD.LCDXNAV6 FXD.5Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921239", "8954350",
"LCDXNAS8V6 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_95/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAH5 FXD", "LCDXNAS8V6 FXD", 8, "LCDXNAV6 FXD", null, "IG", 6, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921242", "8954369",
"LCDXNAS8V6 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_95/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAH5", "LCDX", 8, "LCDXNA", null, "IG", 6, 4,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921243", "8954390",
"LCDXNAS8V6 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_95/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAH5", "LCDX", 8, "LCDXNA", null, "IG", 6, 10,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921244", "8954391",
"LCDXNAS8V6 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_95/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAH5", "LCDX", 8, "LCDXNA", null, "IG", 6, 6,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921245", "8954402",
"LCDXNAS8V6 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_95/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAH5", "LCDX", 8, "LCDXNA", null, "IG", 6, 7,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921246", "8954403",
"LCDXNAS8V6 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_95/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAH5", "LCDX", 8, "LCDXNA", null, "IG", 6, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LevXSenS1V10.LevXSen.5Y.1.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921250", "8955669",
"LevXSenS1V10 - 1211", "ITRAXX LEVX SENIOR SERIES 1 VERSION 10",
"ITRAXX LEVX SENIOR SERIES 1 VERSION 10 EUR 1ST SEC MMR I03 CDS", 2453999, 2455916, 0.017, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJAJ2", "LevXSenS1V10", 1, "LevXSen", null, "IG", 10, 5,
null, 0.7427, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921306", "8958807",
"USD ITRAXX-XOVERS10V1 - 1213", "iTraxx Europe Crossover series 10 Version 1",
"ITRAXX-XOVERS10V1-1213 USD SEN MMR I03 CDS MATURED", 2454739, 2456647, 0.056, "USD",
"ACT/360", false, 0.4, 4, "2I667KAK4", "USD ITRAXX", 10, "XOVER", "XVR", "XO", 1, 5,
null, 1, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921307", "8958818",
"USD ITRAXX-XOVERS10V1 - 1218", "iTraxx Europe Crossover series 10 Version 1",
"ITRAXX-XOVERS10V1-1218 USD SEN MMR I03 CDS MATURED", 2454739, 2458473, 0.054, "USD",
"ACT/360", false, 0.4, 4, "2I667KAK4", "USD ITRAXX", 10, "XOVER", "XVR", "XO", 1, 10,
null, 1, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSEN.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921308", "8958823",
"USD ITRAXX-FINSENS10V1 - 1213", "iTraxx Europe Senior Financials series 10 Version 1",
"ITRAXX-FINSENS10V1-1213 USD SEN MMR I03 CDS", 2454739, 2456647, 0.012, "USD",
"ACT/360", false, 0.4, 4, "2I667DAJ3", "USD ITRAXX", 10, "FINSEN", "SEN", "SENF", 1, 5,
null, 1, 25, 0, "LON", false, false, true, null, "SEN"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSEN.10Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921309", "8958829",
"USD ITRAXX-FINSENS10V1 - 1218", "iTraxx Europe Senior Financials series 10 Version 1",
"ITRAXX-FINSENS10V1-1218 USD SEN MMR I03 CDS", 2454739, 2458473, 0.013000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I667DAJ3", "USD ITRAXX", 10, "FINSEN", "SEN", "SENF", 1, 10,
null, 1, 25, 0, "LON", false, false, true, null, "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921310", "8958260",
"ITRAXX-FINSUBS10V1 - 1213", "iTraxx Europe Sub Financials series 10 Version 1",
"ITRAXX-FINSUBS10V1-1213 EUR LT2 SUB MMR I03 CDS", 2454739, 2456647, 0.022000000000000002, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAK8", "ITRAXX", 10, "FINSUB", "SUB", "SUBF", 1, 5,
"241294", 1, 25, 0, "LON", true, true, true, "ITXEU510", "SUB"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921314", "8959395",
"ITRAXX-JAPANS10V1 - 1213", "ITRAXX JAPAN SERIES NUMBER 10 VERSION 1",
"ITRAXX-JAPANS10V1-1213 JPY SEN RES I03 CDS", 2454739, 2456647, 0.015000000000000001, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAJ3", "ITRAXX", 10, "JAPAN", null, "JPHG", 1, 5,
"241291", 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("CDX.EMDIV.5Y.8.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921316", "8957890",
"CDX-EMDIVS8V1 - 1213", "CDX.EM.DIVERSIFIED.8",
"CDX EM DIVER 8 5YR", 2454731, 2456647, 0.028, "USD",
"ACT/360", true, 0.25, 2, "2165EKAH2", "CDX", 8, "EMDIV", null, "EM", 1, 5,
null, 1, 40, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EM.10Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921317", "8957892",
"CDX-EMS10V1 - 1218", "CDX.EM.10",
"CDX EM 10 10YR", 2454731, 2458473, 0.036000000000000004, "USD",
"ACT/360", false, 0.25, 4, "2I65BZAJ1", "CDX", 10, "EM", null, "EM", 1, 10,
null, 1, 14, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EM.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921318", "8957893",
"CDX-EMS10V1 - 1213", "CDX.EM.10",
"CDX EM 10 5YR", 2454731, 2456647, 0.0335, "USD",
"ACT/360", true, 0, 2, "2I65BZAJ1", "CDX", 10, "EM", null, "EM", 1, 5,
null, 1, 14, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V20 FXD 84/100.5Y.11.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921319", "8957895",
"CDX-NAHYS11V20 FXD 84/100 - 1213", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_FXD_84/100", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRJA9 FXD", "CDX", 11, "NA HY V20 FXD 84/100", null, "HY", 20, 5,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921320", "8957896",
"CDX-NAHYS11V1 - 1213", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBQ2", "CDX", 11, "NA HY", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921321", "8957897",
"CDX-NAHYS11V1 - 1209", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_01YR", 2454738, 2455186, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBQ2", "CDX", 11, "NA HY", null, "HY", 1, 1,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921322", "8957898",
"CDX-NAHYS11V1 - 1210", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_02YR", 2454738, 2455551, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBQ2", "CDX", 11, "NA HY", null, "HY", 1, 2,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921323", "8957899",
"CDX-NAHYS11V1 - 1211", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_03YR", 2454738, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBQ2", "CDX", 11, "NA HY", null, "HY", 1, 3,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.3Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921324", "8959302",
"ITRAXX-JAPANS10V1 - 1211", "iTraxx Japan series 10 Version 1",
"ITRAXX-JAPANS10V1-1211 JPY SEN RES I03 CDS", 2454739, 2455916, 0.015000000000000001, "JPY",
"ACT/360", false, 0.4, 4, "2I668HAJ3", "ITRAXX", 10, "JAPAN", null, "IG", 1, 3,
null, 1, 50, 0, "TOK", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ HY.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921325", "8959363",
"ITRAXX-ASIAXJHYS10V1 - 1213", "iTraxx Asia ex-Japan HY Series Number 10 Version 1",
"ITRAXX-ASIA-HYS10-5Y USD SEN RES I03 CDS", 2454739, 2456647, 0.05, "USD",
"ACT/360", false, 0.25, 4, "4ABCAGAC3", "ITRAXX", 10, "ASIAXJ HY", null, "ASHY", 1, 5,
"241296", 1, 20, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921326", "8959399",
"ITRAXX-JAPANS10V1 - 1218", "ITRAXX-JAPANS10V1-10Y",
"ITRAXX-JAPANS10V1-1218 JPY SEN RES I03 CDS", 2454739, 2458473, 0.024, "JPY",
"ACT/360", false, 0.4, 4, "2I668HAJ3", "ITRAXX", 10, "JAPAN", null, "IG", 1, 10,
null, 1, 50, 0, "TOK", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.JHIVOL.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921327", "8959400",
"ITRAXX-JHIVOLS10V1 - 1213", "iTraxx Japan HiVol series 10 Version 1",
"ITRAXX-JHIVOLS10V1-1213 JPY SEN RES I03 CDS", 2454739, 2456647, 0.035, "JPY",
"ACT/360", false, 0.4, 4, "2I668MAI4", "ITRAXX", 10, "JHIVOL", "VOL", "HV", 1, 5,
null, 1, 25, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ IG.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921328", "8959362",
"ITRAXX-ASIAXJIGS10V1 - 1213", "iTraxx Asia ex-Japan IG Series Number 10 Version 1",
"ITRAXX-ASIA-IGS10-5Y USD SEN RES I03 CDS", 2454739, 2456647, 0.02, "USD",
"ACT/360", false, 0.35000000000000003, 4, "4ABCAMAC0", "ITRAXX", 10, "ASIAXJ IG", null, "ASHG", 1, 5,
"241295", 1, 50, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921329", "8959401",
"ITRAXX-AUSTRALIAS10V1 - 1213", "iTraxx Australia Series Number 10 Version 1",
"ITRAXX-AUSTRALIAS10V1-1213 USD SEN MR I03 CDS", 2454739, 2456647, 0.02, "USD",
"ACT/360", false, 0.4, 4, "2I668IAJ1", "ITRAXX", 10, "AUSTRALIA", null, "AUHG", 1, 5,
"921329", 1, 25, 0, "HKG", false, false, true, null, "Itraxx Australia"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.10Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921330", "8959397",
"ITRAXX-AUSTRALIAS10V1 - 1218", "iTraxx Australia Series Number 10 Version 1",
"ITRAXX-AUSTRALIAS10V1-1218 USD SEN MR I03 CDS", 2454739, 2458473, 0.023, "USD",
"ACT/360", false, 0.4, 4, "2I668IAJ1", "ITRAXX", 10, "AUSTRALIA", null, "IG", 1, 10,
null, 1, 25, 0, "TOK", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921334", "8957900",
"CDX-NAHYS11V1 - 1212", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_04YR", 2454738, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBQ2", "CDX", 11, "NA HY", null, "HY", 1, 4,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921335", "8958726",
"CDX-NAHYS11V1 - 1215", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_07YR", 2454738, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBQ2", "CDX", 11, "NA HY", null, "HY", 1, 7,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921336", "8958727",
"CDX-NAHYS11V1 - 1218", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_10YR", 2454738, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBQ2", "CDX", 11, "NA HY", null, "HY", 1, 10,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.3Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921338", "8958917",
"ITRAXX-EUROPES10V1 - 1211", "iTraxx Europe series 10 Version 1",
"ITRAXX-EUROPES10V1-1211 EUR SEN MMR I03 CDS", 2454739, 2455917, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAJ4", "ITRAXX", 10, "EUROPE", "EUR", "IG", 1, 3,
"241301", 1, 125, 0, "LON", true, true, true, "ITXEB310", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921339", "8958924",
"ITRAXX-EUROPES10V1 - 1213", "iTraxx Europe series 10 Version 1",
"ITRAXX-EUROPES10V1-1213 EUR SEN MMR I03 CDS", 2454739, 2456647, 0.012, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAJ4", "ITRAXX", 10, "EUROPE", "EUR", "IG", 1, 5,
"241301", 1, 125, 0, "LON", true, true, true, "ITXEB510", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921340", "8958959",
"ITRAXX-EUROPES10V1 - 1215", "iTraxx Europe series 10 Version 1",
"ITRAXX-EUROPES10V1-1215 EUR SEN MMR I03 CDS", 2454739, 2457377, 0.0125, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAJ4", "ITRAXX", 10, "EUROPE", "EUR", "IG", 1, 7,
"241301", 1, 125, 0, "LON", true, true, true, "ITXEB710", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921341", "8958984",
"ITRAXX-EUROPES10V1 - 1218", "iTraxx Europe series 10 Version 1",
"ITRAXX-EUROPES10V1-1218 EUR SEN MMR I03 CDS", 2454739, 2458473, 0.013000000000000001, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAJ4", "ITRAXX", 10, "EUROPE", "EUR", "IG", 1, 10,
"241301", 1, 125, 0, "LON", true, true, true, "ITXEB010", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.3Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921342", "8959188",
"ITRAXX-HIVOLS10V1 - 1211", "iTraxx Europe HiVol series 10 Version 1",
"ITRAXX-HIVOLS10V1-1211 EUR SEN MMR I03 CDS", 2454739, 2455916, 0.018500000000000003, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAJ5", "ITRAXX", 10, "HIVOL", "VOL", "HV", 1, 3,
"241307", 1, 30, 0, "LON", true, true, true, "ITXEH310", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921343", "8958096",
"ITRAXX-FINSENS10V1 - 1213", "iTraxx Europe Senior Financials series 10 Version 1",
"ITRAXX-FINSENS10V1-1213 EUR SEN MMR I03 CDS", 2454739, 2456647, 0.012, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAJ3", "ITRAXX", 10, "FINSEN", "SEN", "SENF", 1, 5,
"241293", 1, 25, 0, "LON", true, true, true, "ITXES510", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.10Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921344", "8958117",
"ITRAXX-FINSENS10V1 - 1218", "iTraxx Europe Senior Financials series 10 Version 1",
"ITRAXX-FINSENS10V1-1218 EUR SEN MMR I03 CDS", 2454739, 2458473, 0.013000000000000001, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAJ3", "ITRAXX", 10, "FINSEN", "SEN", "SENF", 1, 10,
"241293", 1, 25, 0, "LON", true, true, true, "ITXES010", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921345", "8960350",
"ITRAXX-HIVOLS10V1 - 1213", "iTraxx Europe HiVol series 10 Version 1",
"ITRAXX-HIVOLS10V1-1213 EUR SEN MMR I03 CDS", 2454739, 2456647, 0.022000000000000002, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAJ5", "ITRAXX", 10, "HIVOL", "VOL", "HV", 1, 5,
"241307", 1, 30, 0, "LON", true, true, true, "ITXEH510", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.7Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921346", "8959193",
"ITRAXX-HIVOLS10V1 - 1215", "iTraxx Europe HiVol series 10 Version 1",
"ITRAXX-HIVOLS10V1-1215 EUR SEN MMR I03 CDS", 2454739, 2457377, 0.022500000000000003, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAJ5", "ITRAXX", 10, "HIVOL", "VOL", "HV", 1, 7,
"241307", 1, 30, 0, "LON", true, true, true, "ITXEH710", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921347", "8960352",
"ITRAXX-HIVOLS10V1 - 1218", "iTraxx Europe HiVol series 10 Version 1",
"ITRAXX-HIVOLS10V1-1218 EUR SEN MMR I03 CDS", 2454739, 2458473, 0.023, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAJ5", "ITRAXX", 10, "HIVOL", "VOL", "HV", 1, 10,
"241307", 1, 30, 0, "LON", true, true, true, "ITXEH010", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.10Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921350", "8958309",
"ITRAXX-FINSUBS10V1 - 1218", "iTraxx Europe Sub Financials series 10 Version 1",
"ITRAXX-FINSUBS10V1-1218 EUR LT2 SUB MMR I03 CDS", 2454739, 2458473, 0.023, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAK8", "ITRAXX", 10, "FINSUB", "SUB", "SUBF", 1, 10,
"241294", 1, 25, 0, "LON", true, true, true, "ITXEU010", "SUB"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921351", "8959547",
"USD ITRAXX-EUROPES10V1 - 1213", "iTraxx Europe series 10 Version 1",
"ITRAXX-EUROPES10V1-1213 USD SEN MMR I03 CDS", 2454739, 2456647, 0.012, "USD",
"ACT/360", false, 0.4, 4, "2I666VAJ4", "USD ITRAXX", 10, "EUROPE", "EUR", "IG", 1, 5,
null, 1, 125, 0, "LON", false, false, true, null, "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSUB.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921352", "8958876",
"USD ITRAXX-FINSUBS10V1 - 1213", "iTraxx Europe Sub Financials series 10 Version 1",
"ITRAXX-FINSUBS10V1-1213 USD LT2 SUB MMR I03 CDS", 2454739, 2456647, 0.022000000000000002, "USD",
"ACT/360", false, 0.2, 4, "2I667EAK8", "USD ITRAXX", 10, "FINSUB", "SUB", "SUBF", 1, 5,
null, 1, 25, 0, "LON", false, false, true, null, "SUB"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSUB.10Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921353", "8958880",
"USD ITRAXX-FINSUBS10V1 - 1218", "iTraxx Europe Sub Financials series 10 Version 1",
"ITRAXX-FINSUBS10V1-1218 USD LT2 SUB MMR I03 CDS", 2454739, 2458473, 0.023, "USD",
"ACT/360", false, 0.2, 4, "2I667EAK8", "USD ITRAXX", 10, "FINSUB", "SUB", "SUBF", 1, 10,
null, 1, 25, 0, "LON", false, false, true, null, "SUB"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921357", "8958881",
"USD ITRAXX-HIVOLS10V1 - 1213", "iTraxx Europe HiVol series 10 Version 1",
"ITRAXX-HIVOLS10V1-1213 USD SEN MMR I03 CDS", 2454739, 2456647, 0.022000000000000002, "USD",
"ACT/360", false, 0.4, 4, "2I667LAJ5", "USD ITRAXX", 10, "HIVOL", "VOL", "HV", 1, 5,
null, 1, 30, 0, "LON", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.10Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921358", "8958886",
"USD ITRAXX-HIVOLS10V1 - 1218", "iTraxx Europe HiVol series 10 Version 1",
"ITRAXX-HIVOLS10V1-1218 USD SEN MMR I03 CDS", 2454739, 2458473, 0.023, "USD",
"ACT/360", false, 0.4, 4, "2I667LAJ5", "USD ITRAXX", 10, "HIVOL", "VOL", "HV", 1, 10,
null, 1, 30, 0, "LON", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.10Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921360", "8958798",
"USD ITRAXX-EUROPES10V1 - 1218", "iTraxx Europe series 10 Version 1",
"ITRAXX-EUROPES10V1-1218 USD SEN MMR I03 CDS", 2454739, 2458473, 0.013000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I666VAJ4", "USD ITRAXX", 10, "EUROPE", "EUR", "IG", 1, 10,
null, 1, 125, 0, "LON", false, false, true, null, "EUR"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921361", "8958724",
"CDX-NAHYS11V1 - 1214", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_06YR", 2454738, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBQ2", "CDX", 11, "NA HY", null, "HY", 1, 6,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921362", "8959011",
"ITRAXX-XOVERS10V1 - 1211", "iTraxx Europe Crossover series 10 Version 1",
"ITRAXX-XOVERS10V1-1211 EUR SEN MMR I03 CDS MATURED", 2454739, 2455916, 0.053000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAK4", "ITRAXX", 10, "XOVER", "XVR", "XO", 1, 3,
"241303", 1, 50, 0, "LON", true, true, true, "ITXEX310", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921365", "8960347",
"ITRAXX-XOVERS10V1 - 1213", "iTraxx Europe Crossover series 10 Version 1",
"ITRAXX-XOVERS10V1-1213 EUR SEN MMR I03 CDS MATURED", 2454739, 2456647, 0.056, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAK4", "ITRAXX", 10, "XOVER", "XVR", "XO", 1, 5,
"241303", 1, 50, 0, "LON", true, true, true, "ITXEX510", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921366", "8960351",
"ITRAXX-XOVERS10V1 - 1218", "iTraxx Europe Crossover series 10 Version 1",
"ITRAXX-XOVERS10V1-1218 EUR SEN MMR I03 CDS MATURED", 2454739, 2458473, 0.054, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAK4", "ITRAXX", 10, "XOVER", "XVR", "XO", 1, 10,
"241303", 1, 50, 0, "LON", true, true, true, "ITXEX010", "XVR"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921367", "8958854",
"CDX-NAHYBS11V1 - 1213", "CDX.NA.HY.B.11",
"CDX_NA_HY_S11_B___SWP", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSAU2", "CDX", 11, "NA HY B", null, "HY", 1, 5,
null, 1, 36, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V19 FXD 85/100.3Y.11.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921368", "8964195",
"CDX-NAHYS11V17 FXD 87/100 - 1211", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_FXD_03YR_87/100", 2454738, 2455916, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRIJ1 FXD", "CDX", 11, "NA HY V19 FXD 85/100", null, "HY", 19, 3,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921369", "8958866",
"CDX-NAHYBBS11V1 - 1213", "CDX.NA.HY.BB.11",
"CDX_NA_HY_S11_BB__SWP", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BVAV3", "CDX", 11, "NA HY BB", null, "HY", 1, 5,
null, 1, 40, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921371", "8959014",
"ITRAXX-XOVERS10V1 - 1215", "iTraxx Europe Crossover series 10 Version 1",
"ITRAXX-XOVERS10V1-1215 EUR SEN MMR I03 CDS MATURED", 2454739, 2457377, 0.055, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAK4", "ITRAXX", 10, "XOVER", "XVR", "XO", 1, 7,
"241303", 1, 50, 0, "LON", true, true, true, "ITXEX710", "XVR"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921377", "8963164",
"CDX-NAIGS10V2 - 0609", "CDX.NA.IG.10",
"CDX_NA_IG_S10_01Y_06/09_123/125", 2454547, 2455003, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAP0", "CDX", 10, "NA IG", null, "IG", 2, 1,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BBV2 FXD 39/40.5Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921378", "8958859",
"CDX-NAHYBBS11V2 FXD 39/40 - 1213", "CDX.NA.HY.BB.11",
"CDX_NA_HY_S11_BB__FXD_39/40", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BVBF7 FXD", "CDX", 11, "NA HY BBV2 FXD 39/40", null, "HY", 2, 5,
null, 0.975, 40, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921379", "8963179",
"CDX-NAIGS10V2 - 0613", "CDX.NA.IG.10",
"CDX_NA_IG_S10_05Y_06/13_123/125", 2454547, 2456464, 0.0155, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAP0", "CDX", 10, "NA IG", null, "IG", 2, 5,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921380", "8963167",
"CDX-NAIGS10V2 - 0610", "CDX.NA.IG.10",
"CDX_NA_IG_S10_02Y_06/10_123/125", 2454547, 2455368, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAP0", "CDX", 10, "NA IG", null, "IG", 2, 2,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921381", "8958973",
"CDX-NAIGS11V1 - 1209", "CDX.NA.IG.11",
"CDX_NA_IG_S11_01Y_12/09", 2454731, 2455186, 0.014, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAS4", "CDX", 11, "NA IG", null, "IG", 1, 1,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921382", "8963171",
"CDX-NAIGS10V2 - 0611", "CDX.NA.IG.10",
"CDX_NA_IG_S10_03Y_06/11_123/125", 2454547, 2455733, 0.0155, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAP0", "CDX", 10, "NA IG", null, "IG", 2, 3,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921383", "8963174",
"CDX-NAIGS10V2 - 0612", "CDX.NA.IG.10",
"CDX_NA_IG_S10_04Y_06/12_123/125", 2454547, 2456099, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAP0", "CDX", 10, "NA IG", null, "IG", 2, 4,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921384", "8959038",
"CDX-NAIGS11V1 - 1211", "CDX.NA.IG.11",
"CDX_NA_IG_S11_03Y_12/11", 2454731, 2455916, 0.0145, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAS4", "CDX", 11, "NA IG", null, "IG", 1, 3,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921385", "8963222",
"CDX-NAIGS9V2 - 1211", "CDX.NA.IG.9",
"CDX_NA_IG_S9_04Y_12/11_123/125", 2454365, 2455916, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAR6", "CDX", 9, "NA IG", null, "IG", 2, 4,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V2 EUR.5Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921386", "8963229",
"CDX-NAIGS10V2 EUR - 0613", "CDX.NA.IG.10",
"CDX_NA_IG_S10_05Y_06/13_EUR_123/125", 2454547, 2456464, 0.0155, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYAP0 EUR", "CDX", 10, "NA IG V2 EUR", null, "IG", 2, 5,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921388", "8963217",
"CDX-NAIGS9V2 - 1212", "CDX.NA.IG.9",
"CDX_NA_IG_S9_05Y_12/12_123/125", 2454365, 2456282, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAR6", "CDX", 9, "NA IG", null, "IG", 2, 5,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921389", "8958991",
"CDX-NAIGS11V1 - 1210", "CDX.NA.IG.11",
"CDX_NA_IG_S11_02Y_12/10", 2454731, 2455551, 0.0145, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAS4", "CDX", 11, "NA IG", null, "IG", 1, 2,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V2 EUR.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921390", "8963211",
"CDX-NAIGS9V2 EUR - 1212", "CDX.NA.IG.9",
"CDX_NA_IG_S9_05Y_12/12_EUR_123/125", 2454365, 2456282, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYAR6 EUR", "CDX", 9, "NA IG V2 EUR", null, "IG", 2, 5,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921391", "8959044",
"CDX-NAIGS11V1 - 1212", "CDX.NA.IG.11",
"CDX_NA_IG_S11_04Y_12/12", 2454731, 2456282, 0.014, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAS4", "CDX", 11, "NA IG", null, "IG", 1, 4,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921392", "8959264",
"CDX-NAIGS11V1 - 1213", "CDX.NA.IG.11",
"CDX_NA_IG_S11_05Y_12/13", 2454731, 2456647, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAS4", "CDX", 11, "NA IG", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V1 EUR.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921397", "8959266",
"CDX-NAIGS11V1 EUR - 1213", "CDX.NA.IG.11",
"CDX_NA_IG_S11_05Y_12/13_EUR", 2454731, 2456647, 0.015000000000000001, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYAS4 EUR", "CDX", 11, "NA IG V1 EUR", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921398", "8959267",
"CDX-NAIGS11V1 - 1215", "CDX.NA.IG.11",
"CDX_NA_IG_S11_07Y_12/15", 2454731, 2457377, 0.0145, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAS4", "CDX", 11, "NA IG", null, "IG", 1, 7,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921399", "8963208",
"CDX-NAIGS9V2 - 1214", "CDX.NA.IG.9",
"CDX_NA_IG_S9_07Y_12/14_123/125", 2454365, 2457012, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAR6", "CDX", 9, "NA IG", null, "IG", 2, 7,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921400", "8963206",
"CDX-NAIGS9V2 - 1217", "CDX.NA.IG.9",
"CDX_NA_IG_S9_10Y_12/17_123/125", 2454365, 2458108, 0.008, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAR6", "CDX", 9, "NA IG", null, "IG", 2, 10,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921402", "8963201",
"CDX-NAIGFINS9V2 - 1212", "CDX.NA.IG.FIN.9",
"CDX_NA_IG_S9_FIN_12/12_23/25", 2454365, 2456282, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2AU9", "CDX", 9, "NA IG FIN", null, "IG", 2, 5,
null, 0.92, 25, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921403", "8963233",
"CDX-NAIGS10V2 - 0615", "CDX.NA.IG.10",
"CDX_NA_IG_S10_07Y_06/15_123/125", 2454547, 2457194, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAP0", "CDX", 10, "NA IG", null, "IG", 2, 7,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921404", "8963242",
"CDX-NAIGS10V2 - 0618", "CDX.NA.IG.10",
"CDX_NA_IG_S10_10Y_06/18_123/125", 2454547, 2458290, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAP0", "CDX", 10, "NA IG", null, "IG", 2, 10,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V2 ALLPTS.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921405", "8963204",
"CDX-NAIGS9V2 ALLPTS - 1212", "Dow Jones CDX.NA.IG.5.ALLPTS",
"CDX_NA_IG_S9_ALLPTS_123/125", 2454365, 2456282, 0.008, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAR6 ALLPTS", "CDX", 9, "NA IG V2 ALLPTS", null, "IG", 2, 5,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921406", "8963248",
"CDX-NAIGFINS10V2 - 0613", "CDX.NA.IG.FIN.10",
"CDX_NA_IG_S10_FIN_06/13_22/24", 2454547, 2456464, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2AS4", "CDX", 10, "NA IG FIN", null, "IG", 2, 5,
null, 0.91666, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921407", "8963260",
"CDX-NAIGS9V2 - 1208", "CDX.NA.IG.9",
"CDX_NA_IG_S9_01Y_12/08_123/125", 2454365, 2454821, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAR6", "CDX", 9, "NA IG", null, "IG", 2, 1,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921408", "8963266",
"CDX-NAIGS9V2 - 1209", "CDX.NA.IG.9",
"CDX_NA_IG_S9_02Y_12/09_123/125", 2454365, 2455186, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAR6", "CDX", 9, "NA IG", null, "IG", 2, 2,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921409", "8963272",
"CDX-NAIGS9V2 - 1210", "CDX.NA.IG.9",
"CDX_NA_IG_S9_03Y_12/10_123/125", 2454365, 2455551, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAR6", "CDX", 9, "NA IG", null, "IG", 2, 3,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.3.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921413", "8962996",
"CDX-NAHYHBS3V5 - 1209", "Dow Jones CDX.NA.HY.HB.3",
"DJCDX_NA_HY_S3_HB__SWP_26/30", 2453196, 2455186, 0.0625, "USD",
"ACT/360", false, 0.3, 4, "2I65BWBC2", "CDX", 3, "NA HY HB", null, "HY", 5, 5,
null, 0.8665, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.5.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921414", "8962999",
"CDX-NAHYS5V6 - 1215", "Dow Jones CDX.NA.HY.5",
"DJCDX_NA_HY_S5_100_SWP_10Y_12/15_95/100", 2453651, 2457377, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBT6", "CDX", 5, "NA HY", null, "HY", 6, 10,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet12()
{
UpdateCDXRefDataMap ("CDX.NA HY.7Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921415", "8963000",
"CDX-NAHYS7V3 - 1213", "Dow Jones CDX.NA.HY.7",
"DJCDX_NA_HY_S7_100_SWP_07YR_98/100", 2454007, 2456647, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBP4", "CDX", 7, "NA HY", null, "HY", 3, 7,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921418", "8962959",
"CDX-NAHYS8V3 - 0612", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_98/100", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBK5", "CDX", 8, "NA HY", null, "HY", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921419", "8962994",
"CDX-NAHYS7V3 - 1209", "Dow Jones CDX.NA.HY.7",
"DJCDX_NA_HY_S7_100_SWP_03YR_98/100", 2454007, 2455186, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBP4", "CDX", 7, "NA HY", null, "HY", 3, 3,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921421", "8963021",
"CDX-NAHYHBS7V3 - 1211", "Dow Jones CDX.NA.HY.HB.7",
"DJCDX_NA_HY_S7_HB_SWP_28/30", 2454007, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWBB4", "CDX", 7, "NA HY HB", null, "HY", 3, 5,
null, 0.9333400000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921422", "8963020",
"CDX-NAHYHBS6V3 - 1210", "Dow Jones CDX.NA.HY.HB.6",
"DJCDX_NA_HY_S6_HB_SWP_28/30", 2453823, 2455551, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWBA6", "CDX", 6, "NA HY HB", null, "HY", 3, 5,
null, 0.93333, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921423", "8963001",
"CDX-NAHYS9V3 - 1214", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_07YR_98/100", 2454372, 2457012, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBL3", "CDX", 9, "NA HY", null, "HY", 3, 7,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921424", "8962960",
"CDX-NAHYS9V3 - 1212", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_98/100", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBL3", "CDX", 9, "NA HY", null, "HY", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.5.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921425", "8963017",
"CDX-NAHYHBS5V6 - 1210", "Dow Jones CDX.NA.HY.HB.5",
"DJCDX_NA_HY_S5_HB_SWP_25/30", 2453651, 2455551, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWBD0", "CDX", 5, "NA HY HB", null, "HY", 6, 5,
null, 0.8331999999999999, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.3.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921426", "8962972",
"CDX-NAHYS3V7 - 1209", "Dow Jones CDX.NA.HY.3",
"DJCDX_NA_HY_S3_100_SWP_95/100", 2453196, 2455186, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBN9", "CDX", 3, "NA HY", null, "HY", 7, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.5.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921427", "8963013",
"CDX-NAHYS5V6 - 1212", "Dow Jones CDX.NA.HY.5",
"DJCDX_NA_HY_S5_100_SWP_07Y_12/12_95/100", 2453651, 2456282, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBT6", "CDX", 5, "NA HY", null, "HY", 6, 7,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.4.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921428", "8963005",
"CDX-NAHYHBS4V6 - 0610", "Dow Jones CDX.NA.HY.HB.4",
"DJCDX_NA_HY_S4_HB__SWP_25/30", 2453475, 2455368, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWAY5", "CDX", 4, "NA HY HB", null, "HY", 6, 5,
null, 0.8331999999999999, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.4.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921430", "8962977",
"CDX-NAHYS4V7 - 0610", "Dow Jones CDX.NA.HY.4",
"DJCDX_NA_HY_S4_100_SWP_94/100", 2453475, 2455368, 0.036000000000000004, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBS8", "CDX", 4, "NA HY", null, "HY", 7, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921431", "8962979",
"CDX-NAHYS7V3 - 1211", "Dow Jones CDX.NA.HY.7",
"DJCDX_NA_HY_S7_100_SWP_98/100", 2454007, 2455916, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBP4", "CDX", 7, "NA HY", null, "HY", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921432", "8963007",
"CDX-NAHYS7V3 - 1216", "Dow Jones CDX.NA.HY.7",
"DJCDX_NA_HY_S7_100_SWP_10YR_98/100", 2454007, 2457743, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBP4", "CDX", 7, "NA HY", null, "HY", 3, 10,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921433", "8963009",
"CDX-NAHYS6V4 - 0613", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_07YR_97/100", 2453823, 2456464, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBO7", "CDX", 6, "NA HY", null, "HY", 4, 7,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921434", "8962973",
"CDX-NAHYBBS2V3 - 0909", "Dow Jones CDX.NA.HY.BB.2",
"DJCDX_NA_HY_S2_BB__SWP_40/42", 2453088, 2455095, 0.029, "USD",
"ACT/360", false, 0.3, 4, "2I65BVAT8", "CDX", 2, "NA HY BB", null, "HY", 3, 5,
null, 0.95238, 42, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921436", "8962981",
"CDX-NAHYS9V3 - 1210", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_03YR_98/100", 2454372, 2455551, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBL3", "CDX", 9, "NA HY", null, "HY", 3, 3,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921437", "8962976",
"CDX-NAHYS8V3 - 0617", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_10YR_98/100", 2454188, 2457925, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBK5", "CDX", 8, "NA HY", null, "HY", 3, 10,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.5.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921439", "8962982",
"CDX-NAHYS5V6 - 1210", "Dow Jones CDX.NA.HY.5",
"DJCDX_NA_HY_S5_100_SWP_95/100", 2453651, 2455551, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBT6", "CDX", 5, "NA HY", null, "HY", 6, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921440", "8962984",
"CDX-NAHYS8V3 - 0610", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_03YR_98/100", 2454188, 2455368, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBK5", "CDX", 8, "NA HY", null, "HY", 3, 3,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921441", "8962990",
"CDX-NAHYS6V4 - 0616", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_10YR_97/100", 2453823, 2457560, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBO7", "CDX", 6, "NA HY", null, "HY", 4, 10,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921442", "8962987",
"CDX-NAHYS6V4 - 0611", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_97/100", 2453823, 2455733, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBO7", "CDX", 6, "NA HY", null, "HY", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921443", "8962993",
"CDX-NAHYS8V3 - 0614", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_07YR_98/100", 2454188, 2456829, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBK5", "CDX", 8, "NA HY", null, "HY", 3, 7,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921447", "8962963",
"CDX-NAHYBBS3V3 - 1209", "Dow Jones CDX.NA.HY.BB.3",
"DJCDX_NA_HY_S3_BB__SWP_41/43", 2453196, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.3, 4, "2I65BVAU5", "CDX", 3, "NA HY BB", null, "HY", 3, 5,
null, 0.9534900000000001, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921449", "8962989",
"CDX-NAHYS9V3 - 1217", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_10YR_98/100", 2454372, 2458108, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBL3", "CDX", 9, "NA HY", null, "HY", 3, 10,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BV8 FXD 29/36.5Y.11.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921454", "8958850",
"CDX-NAHYBS11V6 FXD 31/36 - 1213", "CDX.NA.HY.B.11",
"CDX_NA_HY_S11_B___FXD_31/36", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BSEU8 FXD", "CDX", 11, "NA HY BV8 FXD 29/36", null, "HY", 8, 5,
null, 0.80557, 36, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HBV16 FXD 18/30.5Y.11.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921455", "8958869",
"CDX-NAHYHBS11V15 FXD 19/30 - 1213", "CDX.NA.HY.HB.11",
"CDX_NA_HY_S11_HB__FXD_19/30", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWFC8 FXD", "CDX", 11, "NA HY HBV16 FXD 18/30", null, "HY", 16, 5,
null, 0.60001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921456", "8958871",
"CDX-NAHYHBS11V1 - 1213", "CDX.NA.HY.HB.11",
"CDX_NA_HY_S11_HB__SWP", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWBE8", "CDX", 11, "NA HY HB", null, "HY", 1, 5,
null, 1, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921457", "8959404",
"CDX-NAIGS11V1 - 1218", "CDX.NA.IG.11",
"CDX_NA_IG_S11_10Y_12/18", 2454731, 2458473, 0.014, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAS4", "CDX", 11, "NA IG", null, "IG", 1, 10,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG CONS.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921458", "8959406",
"CDX-NAIGCONSS11V1 - 0613", "CDX.NA.IG.CONS.11",
"CDX_NA_IG_S11_CONS_12/13", 2454731, 2456464, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65B0AM1", "CDX", 11, "NA IG CONS", null, "IG", 1, 5,
null, 1, 40, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG ENRG.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921459", "8957925",
"CDX-NAIGENRGS11V1 - 1213", "CDX.NA.IG.ENRG.11",
"CDX_NA_IG_S11_ENRG_12/13", 2454731, 2456647, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I65B1AM9", "CDX", 11, "NA IG ENRG", null, "IG", 1, 5,
null, 1, 15, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921460", "8960334",
"CDX-NAIGFINS11V1 - 1213", "CDX.NA.IG.FIN.11",
"CDX_NA_IG_S11_FIN_12/13", 2454731, 2456647, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2AM7", "CDX", 11, "NA IG FIN", null, "IG", 1, 5,
null, 1, 21, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXOV1 EUR.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921461", "8959538",
"CDX-NAXOS11V1 EUR - 1213", "CDX.NA.XO.11",
"CDX NA XO S11 05YR 12/13 EUR", 2454731, 2456647, 0.034, "EUR",
"ACT/360", false, 0.4, 4, "1D764IAO5 EUR", "CDX", 11, "NAXOV1 EUR", null, "XO", 1, 5,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.1Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921462", "8957931",
"CDX-NAIGHVOLS11V1 - 1209", "CDX.NA.IG.HVOL.11",
"CDX_NA_IG_S11_HVOL_01Y_12/09", 2454731, 2455186, 0.04, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AP8", "CDX", 11, "NA IG HVOL", null, "HV", 1, 1,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.2Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921463", "8957933",
"CDX-NAIGHVOLS11V1 - 1210", "CDX.NA.IG.HVOL.11",
"CDX_NA_IG_S11_HVOL_02Y_12/10", 2454731, 2455551, 0.04, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AP8", "CDX", 11, "NA IG HVOL", null, "HV", 1, 2,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.3Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921464", "8957937",
"CDX-NAIGHVOLS11V1 - 1211", "CDX.NA.IG.HVOL.11",
"CDX_NA_IG_S11_HVOL_03Y_12/11", 2454731, 2455916, 0.04, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AP8", "CDX", 11, "NA IG HVOL", null, "HV", 1, 3,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.10Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921465", "8959528",
"CDX-NAXOS11V1 - 1218", "CDX.NA.XO.11",
"CDX_NA_XO_S11_10YR_12/18", 2454731, 2458473, 0.034, "USD",
"ACT/360", false, 0.4, 4, "1D764IAO5", "CDX", 11, "NAXO", null, "XO", 1, 10,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.4Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921466", "8958071",
"CDX-NAIGHVOLS11V1 - 1212", "CDX.NA.IG.HVOL.11",
"CDX_NA_IG_S11_HVOL_04Y_12/12", 2454731, 2456282, 0.04, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AP8", "CDX", 11, "NA IG HVOL", null, "HV", 1, 4,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921467", "8958081",
"CDX-NAIGHVOLS11V1 - 1213", "CDX.NA.IG.HVOL.11",
"CDX_NA_IG_S11_HVOL_05Y_12/13", 2454731, 2456647, 0.0385, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AP8", "CDX", 11, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.7Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921468", "8959524",
"CDX-NAXOS11V1 - 1215", "CDX.NA.XO.11",
"CDX_NA_XO_S11_07YR_12/15", 2454731, 2457377, 0.034, "USD",
"ACT/360", false, 0.4, 4, "1D764IAO5", "CDX", 11, "NAXO", null, "XO", 1, 7,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921469", "8958088",
"CDX-NAIGHVOLS11V1 - 1215", "CDX.NA.IG.HVOL.11",
"CDX_NA_IG_S11_HVOL_07Y_12/15", 2454731, 2457377, 0.036000000000000004, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AP8", "CDX", 11, "NA IG HVOL", null, "HV", 1, 7,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921470", "8959517",
"CDX-NAXOS11V1 - 1213", "CDX.NA.XO.11",
"CDX_NA_XO_S11_05YR_12/13", 2454731, 2456647, 0.034, "USD",
"ACT/360", false, 0.4, 4, "1D764IAO5", "CDX", 11, "NAXO", null, "XO", 1, 5,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921471", "8958093",
"CDX-NAIGHVOLS11V1 - 1218", "CDX.NA.IG.HVOL.11",
"CDX_NA_IG_S11_HVOL_10Y_12/18", 2454731, 2458473, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AP8", "CDX", 11, "NA IG HVOL", null, "HV", 1, 10,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.3Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921472", "8959513",
"CDX-NAXOS11V1 - 1211", "CDX.NA.XO.11",
"CDX_NA_XO_S11_03YR_12/11", 2454731, 2455916, 0.034, "USD",
"ACT/360", false, 0.4, 4, "1D764IAO5", "CDX", 11, "NAXO", null, "XO", 1, 3,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG INDU.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921473", "8959501",
"CDX-NAIGINDUS11V1 - 1213", "CDX.NA.IG.INDU.11",
"CDX_NA_IG_S11_INDU_12/13", 2454731, 2456647, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65B4AP6", "CDX", 11, "NA IG INDU", null, "IG", 1, 5,
null, 1, 26, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOLV1 EUR.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921474", "8959544",
"CDX-NAIGHVOLS11V1 EUR - 1213", "CDX.NA.IG.HVOL.11",
"CDX_NA_IG_S11_HVOL_05Y_12/13 EUR", 2454733, 2456647, 0.0385, "EUR",
"ACT/360", false, 0.4, 4, "2I65B3AP8 EUR", "CDX", 11, "NA IG HVOLV1 EUR", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG TMT.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921476", "8959504",
"CDX-NAIGTMTS11V1 - 1213", "CDX.NA.IG.TMT.11",
"CDX_NA_IG_S11_TMT_12/13", 2454731, 2456647, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65DJAM8", "CDX", 11, "NA IG TMT", null, "IG", 1, 5,
null, 1, 23, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.2.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921479", "8963677",
"CDX-NAHYS2V6 - 0909", "Dow Jones CDX.NA.HY.2",
"DJCDX_NA_HY_S2_100_SWP_94/100", 2453088, 2455095, 0.043000000000000003, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBM1", "CDX", 2, "NA HY", null, "HY", 6, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921481", "8963733",
"CDX-NAHYBS4V2 - 0610", "DOW JONES CDX.NA.HY.B.4",
"DJCDX_NA_HY_S4_B___SWP 39/40", 2453475, 2455368, 0.034, "USD",
"ACT/360", false, 0.3, 4, "2I65BSBF4", "CDX", 4, "NA HY B", null, "HY", 2, 5,
null, 0.975, 40, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.5Y.1.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921484", "8963755",
"DJCDX-NAIGHVOLS1V3 - 0309", "Dow Jones CDX.NA.IG.HVOL.1",
"DJCDX_NA_IG_S1_HIVOL_05Y_29/30", 2452934, 2454913, 0.0125, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AI4", "DJCDX", 1, "NA IG HVOL", null, "HV", 3, 5,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921489", "8964010",
"CDX-NAIGS8V2 - 0608", "CDX.NA.IG.8",
"CDX_NA_IG_S8_01Y_06/08_123/125", 2454181, 2454638, 0.001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAQ8", "CDX", 8, "NA IG", null, "IG", 2, 1,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921490", "8964013",
"CDX-NAIGS8V2 - 0609", "CDX.NA.IG.8",
"CDX_NA_IG_S8_02Y_06/09_123/125", 2454181, 2455003, 0.0015, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAQ8", "CDX", 8, "NA IG", null, "IG", 2, 2,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921491", "8964015",
"CDX-NAIGS8V2 - 0610", "CDX.NA.IG.8",
"CDX_NA_IG_S8_03Y_06/10_123/125", 2454181, 2455368, 0.002, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAQ8", "CDX", 8, "NA IG", null, "IG", 2, 3,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921492", "8964018",
"CDX-NAIGS8V2 - 0611", "CDX.NA.IG.8",
"CDX_NA_IG_S8_04Y_06/11_123/125", 2454181, 2455733, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAQ8", "CDX", 8, "NA IG", null, "IG", 2, 4,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921493", "8964020",
"CDX-NAIGS8V2 - 0612", "CDX.NA.IG.8",
"CDX_NA_IG_S8_05Y_06/12_123/125", 2454181, 2456099, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAQ8", "CDX", 8, "NA IG", null, "IG", 2, 5,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V2 EUR.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921494", "8964023",
"CDX-NAIGS8V2 EUR - 0612", "CDX.NA.IG.8",
"CDX_NA_IG_S8_05Y_06/12_EUR_123/125", 2454181, 2456099, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYAQ8 EUR", "CDX", 8, "NA IG V2 EUR", null, "IG", 2, 5,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921495", "8964026",
"CDX-NAIGS8V2 - 0614", "CDX.NA.IG.8",
"CDX_NA_IG_S8_07Y_06/14_123/125", 2454181, 2456829, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAQ8", "CDX", 8, "NA IG", null, "IG", 2, 7,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921496", "8964028",
"CDX-NAIGS8V2 - 0617", "CDX.NA.IG.8",
"CDX_NA_IG_S8_10Y_06/17_123/125", 2454181, 2457925, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAQ8", "CDX", 8, "NA IG", null, "IG", 2, 10,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG V25YEUR.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921497", "8963972",
"DJCDX-NAIGS7V2-5YEUR - 1211", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_05Y_12/11_EUR_124/126", 2454000, 2455916, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYBC8 EUR", "DJCDX", 7, "NA IG V25YEUR", null, "IG", 2, 5,
null, 0.9840000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V2 ALLPTS.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921498", "8963981",
"CDX-NAIGS7V2 ALLPTS - 1211", "Dow Jones CDX.NA.IG.7.ALLPTS",
"DJCDX_NA_IG_S7_ALLPTS_124/126", 2454000, 2455916, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBC8 ALLPTS", "CDX", 7, "NA IG V2 ALLPTS", null, "IG", 2, 5,
null, 0.9840000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG FIN.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921499", "8963989",
"DJCDX-NAIGFINS7V2 - 1211", "Dow Jones CDX.NA.IG.FIN.7",
"DJCDX_NA_IG_S7_FIN_12/11_23/25", 2454000, 2455916, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2BJ3", "DJCDX", 7, "NA IG FIN", null, "IG", 2, 5,
null, 0.92, 25, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.2Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921500", "8963993",
"DJCDX-NAIGS6V2 - 0608", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_02Y_6/08_125/127", 2453816, 2454638, 0.0015, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBB0", "DJCDX", 6, "NA IG", null, "IG", 2, 2,
null, 0.9840000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.3Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921501", "8964223",
"DJCDX-NAIGS6V2 - 0609", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_03Y_6/09_123/125", 2453816, 2455003, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBB0", "DJCDX", 6, "NA IG", null, "IG", 2, 3,
null, 0.9840000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921502", "8964224",
"CDX-NAIGS6V2 - 0611", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_05Y_6/11_123/125", 2453816, 2455733, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBB0", "CDX", 6, "NA IG", null, "IG", 2, 5,
null, 0.9840000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921503", "8964225",
"CDX-NAIGS6V2 - 0613", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_07Y_6/13_123/125", 2453816, 2456464, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBB0", "CDX", 6, "NA IG", null, "IG", 2, 7,
null, 0.9840000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921504", "8964226",
"CDX-NAIGS6V2 - 0616", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_10Y_6/16_123/125", 2453816, 2457560, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBB0", "CDX", 6, "NA IG", null, "IG", 2, 10,
null, 0.9840000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.1.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921506", "8963871",
"CDX-NAIGS1V4 - 0314", "Dow Jones CDX.NA.IG",
"DJCDX_NA_IG_S1_10Y_3/14_122/125", 2452934, 2456737, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAX3", "CDX", 1, "NA IG", null, "IG", 3, 4,
null, 0.976, 124, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.5Y.1.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921507", "8963873",
"DJCDX-NAIGS1V3 - 0309", "Dow Jones CDX.NA.IG Mar 2009",
"DJCDX_NA_IG_S1_5Y_3/09_122/125", 2452934, 2454911, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAX3", "DJCDX", 1, "NA IG", null, "IG", 3, 5,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V2 ALLPTS.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921509", "8963815",
"CDX-NAIGS6V2 ALLPTS - 0611", "Dow Jones CDX.NA.IG.6.ALLPTS",
"DJCDX_NA_IG_S6_ALLPTS_125/127", 2453816, 2455733, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBB0 ALLPTS", "CDX", 6, "NA IG V2 ALLPTS", null, "IG", 2, 5,
null, 0.9840000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V2 ALLPTS.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921510", "8963997",
"CDX-NAIGS8V2 ALLPTS - 0612", "CDX.NA.IG.8.ALLPTS",
"CDX_NA_IG_S8_ALLPTS_123/125", 2454181, 2456099, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAQ8 ALLPTS", "CDX", 8, "NA IG V2 ALLPTS", null, "IG", 2, 5,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921511", "8964056",
"CDX-NAIGFINS8V2 - 0612", "CDX.NA.IG.FIN.8",
"CDX_NA_IG_S8_FIN_06/12_23/25", 2454181, 2456099, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2AT2", "CDX", 8, "NA IG FIN", null, "IG", 2, 5,
null, 0.92, 25, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921512", "8963816",
"CDX-NAIGFINS6V2 - 0611", "Dow Jones CDX.NA.IG.FIN.6",
"DJCDX_NA_IG_S6_FIN_6/11_22/24", 2453816, 2455733, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2BI5", "CDX", 6, "NA IG FIN", null, "IG", 2, 5,
null, 0.91666, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.1Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921513", "8963818",
"DJCDX-NAIGS6V2 - 0607", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_01Y_6/07_125/127", 2453816, 2454272, 0.001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBB0", "DJCDX", 6, "NA IG", null, "IG", 2, 1,
null, 0.9840000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.2Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921514", "8964045",
"DJCDX-NAIGS7V2 - 1208", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_02Y_12/08_123/125", 2454000, 2454821, 0.0015, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBC8", "DJCDX", 7, "NA IG", null, "IG", 2, 2,
null, 0.9840000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921515", "8963819",
"CDX-NAIGS6V2 - 0610", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_04Y_6/10_125/127", 2453816, 2455368, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBB0", "CDX", 6, "NA IG", null, "IG", 2, 4,
null, 0.9840000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921516", "8964047",
"CDX-NAIGS7V2 - 1213", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_07Y_12/13_123/125", 2454000, 2456647, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBC8", "CDX", 7, "NA IG", null, "IG", 2, 7,
null, 0.9840000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V2 EUR.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921517", "8963820",
"CDX-NAIGS6V2 EUR - 0611", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_05Y_6/11_EUR_123/125", 2453816, 2455733, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYBB0 EUR", "CDX", 6, "NA IG V2 EUR", null, "IG", 2, 5,
null, 0.9840000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921518", "8964049",
"CDX-NAIGS7V2 - 1209", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_03Y_12/09_123/125", 2454000, 2455186, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBC8", "CDX", 7, "NA IG", null, "IG", 2, 3,
null, 0.9840000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921519", "8964050",
"CDX-NAIGS7V2 - 1211", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_05Y_12/11_123/125", 2454000, 2455916, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBC8", "CDX", 7, "NA IG", null, "IG", 2, 5,
null, 0.9840000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921520", "8963821",
"CDX-NAIGFINS5V2 - 1210", "Dow Jones CDX.NA.IG.FIN.5",
"DJCDX_NA_IG_S5_FIN_12/10_22/24", 2453635, 2455551, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65B2BH7", "CDX", 5, "NA IG FIN", null, "IG", 2, 5,
null, 0.91666, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921521", "8964053",
"CDX-NAIGS7V2 - 1216", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_10Y_12/16_123/125", 2454000, 2457743, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBC8", "CDX", 7, "NA IG", null, "IG", 2, 10,
null, 0.9840000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921522", "8963822",
"CDX-NAIGS5V2 - 1206", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_01Y_12/06_125/127", 2453635, 2454090, 0.001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBA2", "CDX", 5, "NA IG", null, "IG", 2, 1,
null, 0.9840000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921523", "8964054",
"CDX-NAIGS7V2 - 1210", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_04Y_12/10_124/126", 2454000, 2455551, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBC8", "CDX", 7, "NA IG", null, "IG", 2, 4,
null, 0.9840000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921524", "8963823",
"CDX-NAIGS5V2 - 1208", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_03Y_12/08_123/125", 2453635, 2454821, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBA2", "CDX", 5, "NA IG", null, "IG", 2, 3,
null, 0.9840000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.4Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921525", "8963831",
"DJCDX-NAIGS5V2 - 1209", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_04Y_12/09_125/127", 2453635, 2455186, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBA2", "DJCDX", 5, "NA IG", null, "IG", 2, 4,
null, 0.9840000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921526", "8963825",
"CDX-NAIGS5V2 - 1212", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_07Y_12/12_123/125", 2453635, 2456282, 0.0055000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBA2", "CDX", 5, "NA IG", null, "IG", 2, 7,
null, 0.9840000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V2 ALLPTS.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921527", "8963827",
"CDX-NAIGS5V2 ALLPTS - 1210", "Dow Jones CDX.NA.IG.5.ALLPTS",
"DJCDX_NA_IG_S5_ALLPTS_125/127", 2453635, 2455551, 0.001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBA2 ALLPTS", "CDX", 5, "NA IG V2 ALLPTS", null, "IG", 2, 5,
null, 0.9840000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.2Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921528", "8963817",
"DJCDX-NAIGS4V2 - 0607", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_02Y_6/07_125/127", 2453451, 2454272, 0.0015, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAW5", "DJCDX", 4, "NA IG", null, "IG", 2, 2,
null, 0.9840000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921529", "8963830",
"CDX-NAIGS4V2 - 0608", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_03Y_6/08_125/127", 2453451, 2454638, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAW5", "CDX", 4, "NA IG", null, "IG", 2, 3,
null, 0.9840000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.1Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921530", "8963829",
"DJCDX-NAIGS4V2 - 0606", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_01Y_6/06_125/127", 2453451, 2453907, 0.001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAW5", "DJCDX", 4, "NA IG", null, "IG", 2, 1,
null, 0.9840000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921533", "8963537",
"CDX-NAIGS3V3 - 0315", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_10Y_3/15_122/125", 2453270, 2457102, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAV7", "CDX", 3, "NA IG", null, "IG", 3, 10,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.4Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921534", "8963540",
"DJCDX-NAIGS3V3 - 0308", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_03Y_3/08_124/127", 2453270, 2454546, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "DJCDX-NAIG3V3", "DJCDX", 3, "NA IG", null, "IG", 3, 4,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.4Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921539", "8964580",
"DJCDX-NAIGS4V2 - 0609", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_04Y_6/09_123/125", 2453451, 2455003, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAW5", "DJCDX", 4, "NA IG", null, "IG", 2, 4,
null, 0.9840000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.3Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921543", "8964602",
"DJCDX-NAIGS2V3 - 0907", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_03Y_9/07_124/127", 2453088, 2454364, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAZ8", "DJCDX", 2, "NA IG", null, "IG", 3, 3,
null, 0.9920000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.2.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921544", "8964605",
"CDX-NAIGS2V4 - 0909", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_V4_05Y_9/09_122/125", 2453088, 2455095, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAZ8", "CDX", 2, "NA IG", null, "IG", 4, 5,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.2.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921545", "8964607",
"CDX-NAIGS2V4 - 0914", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_V4_10Y_9/14_124/127", 2453088, 2456921, 0.008, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAZ8", "CDX", 2, "NA IG", null, "IG", 4, 10,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.2.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921546", "8964609",
"CDX-NAIGS2V4 - 0911", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_V4_07Y_9/11_124/127", 2453088, 2455825, 0.006, "USD",
"ACT/360", false, 0.5, 4, "2I65BYAZ8", "CDX", 2, "NA IG", null, "IG", 4, 7,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG FIN.5Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921547", "8964611",
"DJCDX-NAIGFINS2V3 - 0909", "Dow Jones CDX NA IG FIN.2",
"DOW_JONES_CDX_NA_IG_FIN_S2_05Y_22/24", 2453088, 2455095, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65B2BE4", "DJCDX", 2, "NA IG FIN", null, "IG", 3, 5,
null, 0.91666, 23, 0, "NYC", false, false, true, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet13()
{
UpdateCDXRefDataMap ("CDX.NA IG.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921548", "8964582",
"CDX-NAIGS4V2 - 0610", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_05Y_6/10_123/125", 2453451, 2455368, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAW5", "CDX", 4, "NA IG", null, "IG", 2, 5,
null, 0.9840000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921549", "8964584",
"CDX-NAIGS4V2 - 0612", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_07Y_6/12_123/125", 2453451, 2456099, 0.0055000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAW5", "CDX", 4, "NA IG", null, "IG", 2, 7,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921550", "8964585",
"CDX-NAIGS4V2 - 0615", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_10Y_6/15_123/125", 2453451, 2457194, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAW5", "CDX", 4, "NA IG", null, "IG", 2, 10,
null, 0.9840000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921551", "8964589",
"CDX-NAIGFINS4V2 - 0610", "Dow Jones CDX.NA.IG.FIN.4",
"DJCDX_NA_IG_S4_FIN_05Y_6/10_22/24", 2453451, 2455368, 0.004, "USD",
"ACT/360", false, 0.5, 4, "2I65B2BG9", "CDX", 4, "NA IG FIN", null, "IG", 2, 5,
null, 0.91666, 23, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V2 EUR.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921552", "8964591",
"CDX-NAIGS4V2 EUR - 0610", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_05Y_6/10_EUR_123/125", 2453451, 2455368, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYAW5 EUR", "CDX", 4, "NA IG V2 EUR", null, "IG", 2, 5,
null, 0.9840000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921553", "8964593",
"CDX-NAIGFINS3V2 - 0310", "Dow Jones CDX.NA.IG.FIN.3",
"DOW_JONES_CDX_NA_IG_FIN_S3_05Y_22/24", 2453270, 2455276, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65B2BF1", "CDX", 3, "NA IG FIN", null, "IG", 2, 5,
null, 0.91666, 23, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921554", "8963976",
"CDX-NAIGS3V3 - 0309", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_04Y_3/09_122/125", 2453270, 2454911, 0.0045000000000000005, "USD",
"ACT/360", false, 0.04, 4, "2I65BYAV7", "CDX", 3, "NA IG", null, "IG", 3, 4,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG 2.7Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921556", "8963697",
"DJCDX-NAIG2V2 - 0911", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_02Y_9/11_125/127", 2453088, 2455825, 0.006, "USD",
"ACT/360", false, 0.4, 4, "DJCDX-NAIG2V2", "DJCDX", 2, "NA IG 2", null, "IG", 2, 7,
null, 0.9840000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921558", "8963980",
"CDX-NAIGS3V3 - 0312", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_07Y_3/12_122/125", 2453270, 2456007, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAV7", "CDX", 3, "NA IG", null, "IG", 3, 7,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921559", "8963986",
"CDX-NAIGS3V3 - 0310", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_05Y_3/10_122/125", 2453270, 2455276, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAV7", "CDX", 3, "NA IG", null, "IG", 3, 5,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V3 EUR.5Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921560", "8963990",
"CDX-NAIGS3V3 EUR - 0310", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_05Y_3/10_122/125_EUR", 2453270, 2455276, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYAV7 EUR", "CDX", 3, "NA IG V3 EUR", null, "IG", 3, 5,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V3 ALLPTS.5Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921564", "8964000",
"CDX-NAIGS3V3 ALLPTS - 0310", "Dow Jones CDX.NA.IG.3.ALLPTS",
"DJCDX_NA_IG_S3_ALLPTS_125/127", 2453270, 2455276, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAV7 ALLPTS", "CDX", 3, "NA IG V3 ALLPTS", null, "IG", 3, 5,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921566", "8963824",
"CDX-NAIGS5V2 - 1210", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_05Y_12/10_123/125", 2453635, 2455551, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBA2", "CDX", 5, "NA IG", null, "IG", 2, 5,
null, 0.9840000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921567", "8963826",
"CDX-NAIGS5V2 - 1215", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_10Y_12/15_123/125", 2453635, 2457377, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBA2", "CDX", 5, "NA IG", null, "IG", 2, 10,
null, 0.9840000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921573", "8965001",
"CDX-NAHYBS5V2 - 1210", "Dow Jones CDX.NA.HY.B.5",
"DJCDX_NA_HY_S5_B_SWP 41/42", 2453651, 2455551, 0.034, "USD",
"ACT/360", false, 0.3, 4, "2I65BSBG2", "CDX", 5, "NA HY B", null, "HY", 2, 5,
null, 0.9762000000000001, 42, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("TRACX.NA HY V4HB.5Y.2.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921574", "8964991",
"TRACX-NAHYS2V4-HB - 0309", "Dow Jones TRAC-X NA High Beta Series 2",
"TRACX_NA_HY_S2_V4_HB_SWP_30/33", 2452978, 2454895, 0.061500000000000006, "USD",
"ACT/360", false, 0.4, 4, "TRACX-NAHYS2V4", "TRACX", 2, "NA HY V4HB", null, "HY", 4, 5,
null, 0.9090720000000001, 33, 0, "NYC", false, false, false, null, "Trac-X"));
UpdateCDXRefDataMap ("TRACXNA. HY V3xCKC.5Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921575", "8964995",
"TRACXNA-HY-S2V3xCKC - 0309", "Dow Jones Trac-X NA HY S2 March 2009",
"DOW JONES TRAC-X NA HY SER 2 MARCH X CKC NR 99/100", 2452978, 2454911, 0.035, "USD",
"ACT/360", false, 0.4, 4, "TRACXNA-HY-S2V3xCKC", "TRACXNA", 2, "HY V3xCKC", null, "HY", 3, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "Trac-X"));
UpdateCDXRefDataMap ("TRACXNA. HY TST4.5Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921576", "8964997",
"TRACXNA-HYTST4-S2V3 - 0309", "Dow Jones Trac-X NA HY S2 HB March 2009",
"TRAC-X NA HIGH YIELD SERIES 2 TRUST 4 FLOAT X CKC NR 32/33", 2452978, 2454911, 0.041, "USD",
"ACT/360", false, 0.4, 4, "TRACXNA-HYTST4-S2V3", "TRACXNA", 2, "HY TST4", null, "IG", 3, 5,
null, 0.969696, 33, 0, "NYC", false, false, true, null, "Trac-X"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.3.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921577", "8964651",
"CDX-NAHYS3V7 - 1214", "Dow Jones CDX.NA.HY.3",
"DJCDX_NA_HY_S3_100_SWP_10Y_12/14_95/100", 2453196, 2457012, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRBN9", "CDX", 3, "NA HY", null, "HY", 7, 10,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA HY V7 AllPts.5Y.3.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921578", "8965008",
"DJCDX-NAHYS3V7 AllPts - 1209", "Dow Jones CDX.NA.HY.3",
"DJCDX_NA_HY_S3-ALL PTS_95/100", 2453196, 2455186, 0, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBN9 ALLPTS", "DJCDX", 3, "NA HY V7 AllPts", null, "HY", 7, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V7 ALLPTS.5Y.4.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921579", "8965009",
"CDX-NAHYS4V7 ALLPTS - 0610", "Dow Jones CDX.NA.HY.4.ALLPTS",
"DJCDX_NA_HY_S4-ALL PTS_94/100", 2453475, 2455368, 0, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBS8 ALLPTS", "CDX", 4, "NA HY V7 ALLPTS", null, "HY", 7, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921580", "8965014",
"CDX-NAHYS6V4 - 0612", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_06YR_97/100", 2453823, 2456099, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBO7", "CDX", 6, "NA HY", null, "HY", 4, 6,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V6 ALLPTS.5Y.5.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921581", "8965020",
"CDX-NAHYS5V6 ALLPTS - 1210", "Dow Jones CDX.NA.HY.5.ALLPTS",
"DJCDX_NA_HY_S5_ALLPTS_95/100", 2453651, 2455551, 0, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBT6 ALLPTS", "CDX", 5, "NA HY V6 ALLPTS", null, "HY", 6, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V4 ALLPTS.5Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921582", "8965021",
"CDX-NAHYS6V4 ALLPTS - 0611", "Dow Jones CDX.NA.HY.6.ALLPTS",
"DJCDX_NA_HY_S6_ALLPTS_97/100", 2453823, 2455733, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBO7 ALLPTS", "CDX", 6, "NA HY V4 ALLPTS", null, "HY", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921583", "8965006",
"CDX-NAHYS6V4 - 0610", "Dow Jones CDX.NA.HY.6",
"DJCDX_NA_HY_S6_100_SWP_04YR_97/100", 2453823, 2455368, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBO7", "CDX", 6, "NA HY", null, "HY", 4, 4,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921584", "8964685",
"CDX-NAHYHBS8V3 - 0612", "CDX.NA.HY.HB.8",
"CDX_NA_HY_S08_HB__SWP_28/30", 2454188, 2456099, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWAX7", "CDX", 8, "NA HY HB", null, "HY", 3, 5,
null, 0.9333400000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921585", "8965132",
"CDX-NAHYS8V3 - 0609", "Dow Jones CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_02YR_98/100", 2454188, 2455003, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBK5", "CDX", 8, "NA HY", null, "HY", 3, 2,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921586", "8965319",
"CDX-NAHYS8V3 - 0611", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_04YR_98/100", 2454188, 2455733, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBK5", "CDX", 8, "NA HY", null, "HY", 3, 4,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921587", "8964759",
"CDX-NAHYS9V3 - 1213", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_06YR_98/100", 2454372, 2456647, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBL3", "CDX", 9, "NA HY", null, "HY", 3, 6,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V3 ALLPTS.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921588", "8964688",
"CDX-NAHYS8V3 ALLPTS - 0612", "CDX.NA.HY.8.ALLPTS",
"CDX_NA_HY_S08_100_SWP_98/100_ALLPTS", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBK5 ALLPTS", "CDX", 8, "NA HY V3 ALLPTS", null, "HY", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921589", "8965321",
"CDX-NAHYS9V3 - 1208", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_01YR_98/100", 2454372, 2454821, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBL3", "CDX", 9, "NA HY", null, "HY", 3, 1,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921590", "8965134",
"CDX-NAHYS9V3 - 1209", "Dow Jones CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_02YR_98/100", 2454372, 2455186, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBL3", "CDX", 9, "NA HY", null, "HY", 3, 2,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921591", "8964756",
"CDX-NAHYS9V3 - 1211", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_04YR_98/100", 2454372, 2455916, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBL3", "CDX", 9, "NA HY", null, "HY", 3, 4,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V3 EUR.6Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921592", "8964926",
"CDX-NAIGS8V3 EUR - 0613", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_06YR_98/100", 2454188, 2456464, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAU9 EUR", "CDX", 8, "NA IG V3 EUR", null, "IG", 3, 6,
null, 0.98, 100, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921593", "8965283",
"CDX-NAHYHBS9V3 - 1212", "CDX.NA.HY.HB.9",
"CDX_NA_HY_S09_HB__SWP_28/30", 2454372, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWAZ2", "CDX", 9, "NA HY HB", null, "HY", 3, 5,
null, 0.9333400000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V3 ALLPTS.5Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921594", "8965039",
"CDX-NAHYS9V3 ALLPTS - 1212", "CDX.NA.HY.9.ALLPTS",
"CDX_NA_HY_S09_100_98/100_ALLPTS", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBL3 ALLPTS", "CDX", 9, "NA HY V3 ALLPTS", null, "HY", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJTRAC.XNA HB.5Y.2.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921595", "8965010",
"DJTRAC-XNAS2 HBV6 - 0309", "Dow Jones TRACX.NA.HY.HB.2",
"TRACX_NA_HY_S2_HB_SWP_28/33", 2452978, 2454911, 0.045000000000000005, "USD",
"ACT/360", false, 0.3, 4, "DJTRAC-XNAS2 HBV6", "DJTRAC", 2, "XNA HB", null, "HY", 6, 5,
null, 0.8484, 33, 0, "NYC", false, false, false, null, "Trac-X"));
UpdateCDXRefDataMap ("TRACXNA. HY BB.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921600", "8964889",
"TRACXNA-HYBB-S2V2 - 0309", "Dow Jones TRAC-X NA High Yield Series 2 BB March 2009",
"TRACX_NA_HY_S2_BB__SWP 39/40", 2452978, 2454911, 0.022000000000000002, "USD",
"ACT/360", false, 0.4, 4, "TRACXNA-HYBB-S2V2", "TRACXNA", 2, "HY BB", null, "HY", 2, 5,
null, 0.973681, 40, 0, "NYC", false, false, false, null, "Trac-X"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921638", "8971162",
"ITRAXX-LevXS3V1 - 1213", "ITRAXX LEVX SENIOR SERIES 3 VERSION 1",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 1 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBA0", "ITRAXX", 3, "LevX", null, "IG", 1, 5,
null, 1, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevXSub.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921642", "8971163",
"ITRAXX-LevXSubS3V1 - 1213", "ITRAXX LEVX SUBORDINATE SERIES 3 VERSION 1",
"ITRAXX LEVX SUBORDINATE SERIES 3 VERSION 1 EUR 2ND SEC RES I03 CDS", 2454739, 2456647, 0.12000000000000001, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKBA7", "ITRAXX", 3, "LevXSub", null, "IG", 1, 5,
null, 1, 45, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921643", "8971927",
"CDX-NAIGS10V3 - 0609", "CDX.NA.IG.10",
"CDX_NA_IG_S10_01Y_06/09_122/125", 2454547, 2455003, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAT2", "CDX", 10, "NA IG", null, "IG", 3, 1,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921644", "8971928",
"CDX-NAIGS10V3 - 0610", "CDX.NA.IG.10",
"CDX_NA_IG_S10_02Y_06/10_122/125", 2454547, 2455368, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAT2", "CDX", 10, "NA IG", null, "IG", 3, 2,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921645", "8971915",
"CDX-NAIGS10V3 - 0611", "CDX.NA.IG.10",
"CDX_NA_IG_S10_03Y_06/11_122/125", 2454547, 2455733, 0.0155, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAT2", "CDX", 10, "NA IG", null, "IG", 3, 3,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921646", "8971924",
"CDX-NAIGS10V3 - 0612", "CDX.NA.IG.10",
"CDX_NA_IG_S10_04Y_06/12_122/125", 2454547, 2456099, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAT2", "CDX", 10, "NA IG", null, "IG", 3, 4,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921647", "8971929",
"CDX-NAIGS10V3 - 0613", "CDX.NA.IG.10",
"CDX_NA_IG_S10_05Y_06/13_122/125", 2454547, 2456464, 0.0155, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAT2", "CDX", 10, "NA IG", null, "IG", 3, 5,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V3 EUR.5Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921648", "8971919",
"CDX-NAIGS10V3 EUR - 0613", "CDX.NA.IG.10",
"CDX_NA_IG_S10_05Y_06/13_EUR_122/125", 2454547, 2456464, 0.0155, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYAT2 EUR", "CDX", 10, "NA IG V3 EUR", null, "IG", 3, 5,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921649", "8971930",
"CDX-NAIGS10V3 - 0615", "CDX.NA.IG.10",
"CDX_NA_IG_S10_07Y_06/15_122/125", 2454547, 2457194, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAT2", "CDX", 10, "NA IG", null, "IG", 3, 7,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921650", "8971920",
"CDX-NAIGS10V3 - 0618", "CDX.NA.IG.10",
"CDX_NA_IG_S10_10Y_06/18_122/125", 2454547, 2458290, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAT2", "CDX", 10, "NA IG", null, "IG", 3, 10,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921651", "8971921",
"CDX-NAIGFINS10V3 - 0613", "CDX.NA.IG.FIN.10",
"CDX_NA_IG_S10_FIN_06/13_21/24", 2454547, 2456464, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2BA2", "CDX", 10, "NA IG FIN", null, "IG", 3, 5,
null, 0.875, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.1Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921652", "8972005",
"CDX-NAIGHVOLS10V2 - 0609", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_01Y_06/09_29/30", 2454547, 2455003, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BA0", "CDX", 10, "NA IG HVOL", null, "HV", 2, 1,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.3Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921653", "8972009",
"CDX-NAIGHVOLS10V2 - 0611", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_03Y_06/11_29/30", 2454547, 2455733, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BA0", "CDX", 10, "NA IG HVOL", null, "HV", 2, 3,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.4Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921654", "8972008",
"CDX-NAIGHVOLS10V2 - 0612", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_04Y_06/12_29/30", 2454547, 2456099, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BA0", "CDX", 10, "NA IG HVOL", null, "HV", 2, 4,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921655", "8972007",
"CDX-NAIGHVOLS10V2 - 0613", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_05Y_06/13_29/30", 2454547, 2456464, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BA0", "CDX", 10, "NA IG HVOL", null, "HV", 2, 5,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.2Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921656", "8972019",
"CDX-NAIGHVOLS10V2 - 0610", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_02Y_06/10_29/30", 2454547, 2455368, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BA0", "CDX", 10, "NA IG HVOL", null, "HV", 2, 2,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921657", "8972010",
"CDX-NAIGHVOLS10V2 - 0615", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_07Y_06/15_29/30", 2454547, 2457194, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BA0", "CDX", 10, "NA IG HVOL", null, "HV", 2, 7,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921658", "8972011",
"CDX-NAIGHVOLS10V2 - 0618", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_10Y_06/18_29/30", 2454547, 2458290, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BA0", "CDX", 10, "NA IG HVOL", null, "HV", 2, 10,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOLV2 EUR.5Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921659", "8972020",
"CDX-NAIGHVOLS10V2 EUR - 0613", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_05Y_06/13 EUR_29/30", 2454547, 2456464, 0.035, "EUR",
"ACT/360", false, 0.4, 4, "2I65B3BA0 EUR", "CDX", 10, "NA IG HVOLV2 EUR", null, "HV", 2, 5,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.4Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921664", "8972742",
"DJCDX-NAIGS5V3 - 1209", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_04Y_12/09_122/125", 2453635, 2455186, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBJ3", "DJCDX", 5, "NA IG", null, "IG", 3, 4,
null, 0.976, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921665", "8972743",
"CDX-NAIGS5V3 - 1210", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_05Y_12/10_122/125", 2453635, 2455551, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBJ3", "CDX", 5, "NA IG", null, "IG", 3, 5,
null, 0.976, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921666", "8972744",
"CDX-NAIGS5V3 - 1212", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_07Y_12/12_122/125", 2453635, 2456282, 0.0055000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBJ3", "CDX", 5, "NA IG", null, "IG", 3, 7,
null, 0.976, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921667", "8972745",
"CDX-NAIGS5V3 - 1215", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_10Y_12/15_122/125", 2453635, 2457377, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBJ3", "CDX", 5, "NA IG", null, "IG", 3, 10,
null, 0.976, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921668", "8972746",
"CDX-NAIGFINS5V3 - 1210", "Dow Jones CDX.NA.IG.FIN.5",
"DJCDX_NA_IG_S5_FIN_12/10_21/24", 2453635, 2455551, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65B2BQ7", "CDX", 5, "NA IG FIN", null, "IG", 3, 5,
null, 0.875, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.1Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921669", "8972766",
"DJCDX-NAIGS3V4 - 0306", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_01Y_3/06_121/125", 2453270, 2453815, 0.0015, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBH7", "DJCDX", 3, "NA IG", null, "IG", 4, 1,
null, 0.968, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921670", "8972767",
"CDX-NAIGS3V4 - 0307", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_02Y_3/07_121/125", 2453270, 2454180, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBH7", "CDX", 3, "NA IG", null, "IG", 4, 2,
null, 0.968, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921671", "8972769",
"CDX-NAIGS3V4 - 0309", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_04Y_3/09_121/125", 2453270, 2454911, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBH7", "CDX", 3, "NA IG", null, "IG", 4, 4,
null, 0.968, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921672", "8972748",
"CDX-NAIGS6V3 - 0608", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_02Y_6/08_122/125", 2453816, 2454638, 0.0015, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBK0", "CDX", 6, "NA IG", null, "IG", 3, 2,
null, 0.976, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921673", "8972749",
"CDX-NAIGS6V3 - 0609", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_03Y_6/09_122/125", 2453816, 2455003, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBK0", "CDX", 6, "NA IG", null, "IG", 3, 3,
null, 0.976, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921674", "8972772",
"CDX-NAIGS3V4 - 0312", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_07Y_3/12_121/125", 2453270, 2456007, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBH7", "CDX", 3, "NA IG", null, "IG", 4, 7,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921675", "8972751",
"CDX-NAIGS6V3 - 0611", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_05Y_6/11_122/125", 2453816, 2455733, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBK0", "CDX", 6, "NA IG", null, "IG", 3, 5,
null, 0.976, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921676", "8972771",
"CDX-NAIGS3V4 - 0310", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_05Y_3/10_121/125", 2453270, 2455276, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBH7", "CDX", 3, "NA IG", null, "IG", 4, 5,
null, 0.968, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921677", "8972732",
"CDX-NAIGS6V3 - 0613", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_07Y_6/13_122/125", 2453816, 2456464, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBK0", "CDX", 6, "NA IG", null, "IG", 3, 7,
null, 0.976, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921678", "8972752",
"CDX-NAIGS6V3 - 0616", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_10Y_6/16_122/125", 2453816, 2457560, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBK0", "CDX", 6, "NA IG", null, "IG", 3, 10,
null, 0.976, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V4 EUR.5Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921679", "8972770",
"CDX-NAIGS3V4 EUR - 0310", "DOW JONES CDX NAIG S3 3/10 122/125 EUR",
"DJCDX_NA_IG_S3_05Y_3/10_121/125_EUR", 2453270, 2455276, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYBH7 EUR", "CDX", 3, "NA IG V4 EUR", null, "IG", 4, 5,
null, 0.968, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V3 ALLPTS.5Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921680", "8972759",
"CDX-NAIGS6V3 ALLPTS - 0611", "Dow Jones CDX.NA.IG.6.ALLPTS",
"DJCDX_NA_IG_S6_ALLPTS_122/125", 2453816, 2455733, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBK0 ALLPTS", "CDX", 6, "NA IG V3 ALLPTS", null, "IG", 3, 5,
null, 0.976, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V4 ALLPTS.5Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921681", "8972722",
"CDX-NAIGS3V4 ALLPTS - 0310", "DJ CDX IG 3 ALL POINTS",
"DJCDX_NA_IG_S3_ALLPTS_121/125", 2453270, 2455276, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBH7 ALLPTS", "CDX", 3, "NA IG V4 ALLPTS", null, "IG", 4, 5,
null, 0.968, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921682", "8972754",
"CDX-NAIGFINS3V3 - 0310", "Dow Jones CDX.NA.IG.FIN.3",
"DOW_JONES_CDX_NA_IG_FIN_S3_05Y_21/24", 2453270, 2455276, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65B2BO2", "CDX", 3, "NA IG FIN", null, "IG", 3, 5,
null, 0.875, 23, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.1Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921683", "8972733",
"DJCDX-NAIGS4V3 - 0606", "DOW JONES CDX NA IG 4",
"DJCDX_NA_IG_S4_01Y_6/06_122/125", 2453451, 2453907, 0.001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBI5", "DJCDX", 4, "NA IG", null, "IG", 3, 1,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921684", "8972734",
"CDX-NAIGS4V3 - 0607", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_02Y_6/07_122/125", 2453451, 2454272, 0.0015, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBI5", "CDX", 4, "NA IG", null, "IG", 3, 2,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921685", "8972692",
"CDX-NAIGS8V3 - 0617", "CDX.NA.IG.8",
"CDX_NA_IG_S8_10Y_06/17_122/125", 2454181, 2457925, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAU9", "CDX", 8, "NA IG", null, "IG", 3, 10,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V3 ALLPTS.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921686", "8972719",
"CDX-NAIGS8V3 ALLPTS - 0612", "CDX.NA.IG.8.ALLPTS",
"CDX_NA_IG_S8_ALLPTS_122/125", 2454181, 2456099, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAU9 ALLPTS", "CDX", 8, "NA IG V3 ALLPTS", null, "IG", 3, 5,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921687", "8972700",
"CDX-NAIGFINS8V3 - 0612", "CDX.NA.IG.FIN.8",
"CDX_NA_IG_S8_FIN_06/12_22/25", 2454181, 2456099, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2BB0", "CDX", 8, "NA IG FIN", null, "IG", 3, 5,
null, 0.88, 25, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921688", "8972705",
"CDX-NAIGS9V3 - 1211", "CDX.NA.IG.9",
"CDX_NA_IG_S9_04Y_12/11_122/125", 2454365, 2455916, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAY1", "CDX", 9, "NA IG", null, "IG", 3, 4,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921689", "8972706",
"CDX-NAIGS9V3 - 1212", "CDX.NA.IG.9",
"CDX_NA_IG_S9_05Y_12/12_122/125", 2454365, 2456282, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAY1", "CDX", 9, "NA IG", null, "IG", 3, 5,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V3 EUR.5Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921690", "8972707",
"CDX-NAIGS9V3 EUR - 1212", "CDX.NA.IG.9",
"CDX_NA_IG_S9_05Y_12/12_EUR_122/125", 2454365, 2456282, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYAY1 EUR", "CDX", 9, "NA IG V3 EUR", null, "IG", 3, 5,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921691", "8972709",
"CDX-NAIGFINS9V3 - 1212", "CDX.NA.IG.FIN.9",
"CDX_NA_IG_S9_FIN_12/12_22/25", 2454365, 2456282, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2BC8", "CDX", 9, "NA IG FIN", null, "IG", 3, 5,
null, 0.88, 25, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V3 ALLPTS.5Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921692", "8972720",
"CDX-NAIGS9V3 ALLPTS - 1212", "CDX NA IG S9 - ALLPTS 122/125",
"CDX_NA_IG_S9_ALLPTS_122/125", 2454365, 2456282, 0.008, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAY1 ALLPTS", "CDX", 9, "NA IG V3 ALLPTS", null, "IG", 3, 5,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921693", "8972701",
"CDX-NAIGS9V3 - 1217", "CDX.NA.IG.9",
"CDX_NA_IG_S9_10Y_12/17_122/125", 2454365, 2458108, 0.008, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAY1", "CDX", 9, "NA IG", null, "IG", 3, 10,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921694", "8972708",
"CDX-NAIGS9V3 - 1214", "CDX.NA.IG.9",
"CDX_NA_IG_S9_07Y_12/14_122/125", 2454365, 2457012, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAY1", "CDX", 9, "NA IG", null, "IG", 3, 7,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.1.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921696", "8972762",
"CDX-NAIGS1V5 - 0314", "Dow Jones CDX.NA.IG",
"DJCDX_NA_IG_S1_10Y_3/14_121/125", 2452934, 2456737, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBF1", "CDX", 1, "NA IG", null, "IG", 5, 10,
null, 0.968, 124, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.1.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921697", "8972761",
"CDX-NAIGS1V5 - 0309", "Dow Jones CDX.NA.IG",
"DJCDX_NA_IG_S1_5Y_3/09_121/125", 2452934, 2454911, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBF1", "CDX", 1, "NA IG", null, "IG", 5, 5,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.1.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921699", "8972755",
"CDX-NAIGFINS1V4 - 0309", "Dow Jones CDX.NA.IG.FIN.1",
"DJCDX_NA_IG_S1_FIN_05Y_3/09_21/24", 2452934, 2454913, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65B2BM6", "CDX", 1, "NA IG FIN", null, "IG", 4, 5,
null, 0.8750100000000001, 23, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.2.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921700", "8972764",
"CDX-NAIGS2V5 - 0911", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_07Y_9/11_121/125", 2453088, 2455825, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBG9", "CDX", 2, "NA IG", null, "IG", 5, 7,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.2.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921701", "8972765",
"CDX-NAIGS2V5 - 0914", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_10Y_9/14_121/125", 2453088, 2456921, 0.008, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBG9", "CDX", 2, "NA IG", null, "IG", 5, 10,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.2.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921702", "8972763",
"CDX-NAIGS2V5 - 0909", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_05Y_9/09_121/125", 2453088, 2455095, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBG9", "CDX", 2, "NA IG", null, "IG", 5, 5,
null, 0.968, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.2.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921703", "8972718",
"CDX-NAIGFINS2V4 - 0909", "Dow Jones CDX NA IG FIN.2",
"DOW_JONES_CDX_NA_IG_FIN_S2_05Y_21/24", 2453088, 2455095, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65B2BN4", "CDX", 2, "NA IG FIN", null, "IG", 4, 5,
null, 0.875, 23, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921704", "8972702",
"CDX-NAIGS9V3 - 1208", "CDX.NA.IG.9",
"CDX_NA_IG_S9_01Y_12/08_122/125", 2454365, 2454821, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAY1", "CDX", 9, "NA IG", null, "IG", 3, 1,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet14()
{
UpdateCDXRefDataMap ("CDX.NA IG.2Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921705", "8972703",
"CDX-NAIGS9V3 - 1209", "CDX.NA.IG.9",
"CDX_NA_IG_S9_02Y_12/09_122/125", 2454365, 2455186, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAY1", "CDX", 9, "NA IG", null, "IG", 3, 2,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921706", "8972704",
"CDX-NAIGS9V3 - 1210", "CDX.NA.IG.9",
"CDX_NA_IG_S9_03Y_12/10_122/125", 2454365, 2455551, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAY1", "CDX", 9, "NA IG", null, "IG", 3, 3,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.1Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921707", "8972710",
"CDX-NAIGHVOLS9V2 - 1208", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_01Y_12/08_29/30", 2454365, 2454821, 0.0105, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BB8", "CDX", 9, "NA IG HVOL", null, "HV", 2, 1,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.2Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921708", "8972711",
"CDX-NAIGHVOLS9V2 - 1209", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_02Y_12/09_29/30", 2454365, 2455186, 0.0115, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BB8", "CDX", 9, "NA IG HVOL", null, "HV", 2, 2,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921709", "8972773",
"CDX-NAIGS3V4 - 0315", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_10Y_3/15_121/125", 2453270, 2457102, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBH7", "CDX", 3, "NA IG", null, "IG", 4, 10,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.3Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921710", "8972712",
"CDX-NAIGHVOLS9V2 - 1210", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_03Y_12/10_29/30", 2454365, 2455551, 0.0125, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BB8", "CDX", 9, "NA IG HVOL", null, "HV", 2, 3,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.4Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921711", "8972713",
"CDX-NAIGHVOLS9V2 - 1211", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_04Y_12/11_29/30", 2454365, 2455916, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BB8", "CDX", 9, "NA IG HVOL", null, "HV", 2, 4,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921712", "8972714",
"CDX-NAIGHVOLS9V2 - 1212", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_05Y_12/12_29/30", 2454365, 2456282, 0.014, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BB8", "CDX", 9, "NA IG HVOL", null, "HV", 2, 5,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG.3Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921713", "8972768",
"DJCDX-NAIGS3V4 - 0308", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_03Y_3/08_121/125", 2453270, 2454546, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBH7", "DJCDX", 3, "NA IG", null, "IG", 4, 3,
null, 0.968, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921714", "8972715",
"CDX-NAIGHVOLS9V2 - 1214", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_07Y_12/14_29/30", 2454365, 2457012, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BB8", "CDX", 9, "NA IG HVOL", null, "HV", 2, 7,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921715", "8972716",
"CDX-NAIGHVOLS9V2 - 1217", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_10Y_12/17_29/30", 2454365, 2458108, 0.016, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BB8", "CDX", 9, "NA IG HVOL", null, "HV", 2, 10,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOLV2 ALLPTS.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921716", "8972721",
"CDX-NAIGHVOLS9V2 ALLPTS - 1212", "CDX.NA.IG.HVOL.9.ALLPTS",
"CDX_NA_IG_S9_HVOL_ALLPTS_29/30", 2454365, 2456282, 0.016, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BB8 ALLPTS", "CDX", 9, "NA IG HVOLV2 ALLPTS", null, "HV", 2, 5,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOLV2 EUR.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921717", "8972717",
"CDX-NAIGHVOLS9V2 EUR - 1212", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_05Y_12/12 EUR_29/30", 2454365, 2456282, 0.014, "EUR",
"ACT/360", false, 0.4, 4, "2I65B3BB8 EUR", "CDX", 9, "NA IG HVOLV2 EUR", null, "HV", 2, 5,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V3 ALLPTS.5Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921718", "8972731",
"CDX-NAIGS7V3 ALLPTS - 1211", "Dow Jones CDX.NA.IG.7.ALLPTS",
"DJCDX_NA_IG_S7_ALLPTS_122/125", 2454000, 2455916, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBL8 ALLPTS", "CDX", 7, "NA IG V3 ALLPTS", null, "IG", 3, 5,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921719", "8972723",
"CDX-NAIGS7V3 - 1208", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_02Y_12/08_122/125", 2454000, 2454821, 0.0015, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBL8", "CDX", 7, "NA IG", null, "IG", 3, 2,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921720", "8972728",
"CDX-NAIGS7V3 - 1213", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_07Y_12/13_122/125", 2454000, 2456647, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBL8", "CDX", 7, "NA IG", null, "IG", 3, 7,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921721", "8972693",
"CDX-NAIGS8V3 - 0608", "CDX.NA.IG.8",
"CDX_NA_IG_S8_01Y_06/08_122/125", 2454181, 2454638, 0.001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAU9", "CDX", 8, "NA IG", null, "IG", 3, 1,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921722", "8972694",
"CDX-NAIGS8V3 - 0609", "CDX.NA.IG.8",
"CDX_NA_IG_S8_02Y_06/09_122/125", 2454181, 2455003, 0.0015, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAU9", "CDX", 8, "NA IG", null, "IG", 3, 2,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921723", "8972695",
"CDX-NAIGS8V3 - 0610", "CDX.NA.IG.8",
"CDX_NA_IG_S8_03Y_06/10_122/125", 2454181, 2455368, 0.002, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAU9", "CDX", 8, "NA IG", null, "IG", 3, 3,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921724", "8972696",
"CDX-NAIGS8V3 - 0611", "CDX.NA.IG.8",
"CDX_NA_IG_S8_04Y_06/11_122/125", 2454181, 2455733, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAU9", "CDX", 8, "NA IG", null, "IG", 3, 4,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921725", "8972697",
"CDX-NAIGS8V3 - 0612", "CDX.NA.IG.8",
"CDX_NA_IG_S8_05Y_06/12_122/125", 2454181, 2456099, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAU9", "CDX", 8, "NA IG", null, "IG", 3, 5,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V3 EUR.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921726", "8972698",
"CDX-NAIGS8V3 EUR - 0612", "CDX.NA.IG.8",
"CDX_NA_IG_S8_05Y_06/12_EUR_122/125", 2454181, 2456099, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYAU9", "CDX", 8, "NA IG V3 EUR", null, "IG", 3, 5,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921727", "8972699",
"CDX-NAIGS8V3 - 0614", "CDX.NA.IG.8",
"CDX_NA_IG_S8_07Y_06/14_122/125", 2454181, 2456829, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYAU9", "CDX", 8, "NA IG", null, "IG", 3, 7,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921728", "8972735",
"CDX-NAIGS4V3 - 0608", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_03Y_6/08_122/125", 2453451, 2454638, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBI5", "CDX", 4, "NA IG", null, "IG", 3, 3,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921729", "8972736",
"CDX-NAIGS4V3 - 0609", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_04Y_6/09_122/125", 2453451, 2455003, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBI5", "CDX", 4, "NA IG", null, "IG", 3, 4,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921730", "8972737",
"CDX-NAIGS4V3 - 0610", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_05Y_6/10_122/125", 2453451, 2455368, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBI5", "CDX", 4, "NA IG", null, "IG", 3, 5,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921731", "8972738",
"CDX-NAIGS4V3 - 0612", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_07Y_6/12_122/125", 2453451, 2456099, 0.0055000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBI5", "CDX", 4, "NA IG", null, "IG", 3, 7,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921732", "8972739",
"CDX-NAIGS4V3 - 0615", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_10Y_6/15_122/125", 2453451, 2457194, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBI5", "CDX", 4, "NA IG", null, "IG", 3, 10,
null, 0.976, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921733", "8972756",
"CDX-NAIGFINS4V3 - 0610", "DOW JONES CDX NA IG FIN 4 06/10",
"DJCDX_NA_IG_S4_FIN_05Y_6/10_21/24", 2453451, 2455368, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65B2BP9", "CDX", 4, "NA IG FIN", null, "IG", 3, 5,
null, 0.875, 23, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V3 EUR.5Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921734", "8972757",
"CDX-NAIGS4V3 EUR - 0610", "DOW JONES CDX NA IG S4 06/10 EUR",
"DJCDX_NA_IG_S4_05Y_6/10_EUR_122/125", 2453451, 2455368, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYBI5 EUR", "CDX", 4, "NA IG V3 EUR", null, "IG", 3, 5,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921735", "8972740",
"CDX-NAIGS5V3 - 1206", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_01Y_12/06_122/125", 2453635, 2454090, 0.001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBJ3", "CDX", 5, "NA IG", null, "IG", 3, 1,
null, 0.976, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921736", "8972753",
"CDX-NAIGFINS6V3 - 0611", "Dow Jones CDX.NA.IG.FIN.6",
"DJCDX_NA_IG_S6_FIN_6/11_21/24", 2453816, 2455733, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2BR5", "CDX", 6, "NA IG FIN", null, "IG", 3, 5,
null, 0.875, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921737", "8972747",
"CDX-NAIGS6V3 - 0607", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_01Y_6/07_122/125", 2453816, 2454272, 0.001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBK0", "CDX", 6, "NA IG", null, "IG", 3, 1,
null, 0.976, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V3 ALLPTS.5Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921738", "8972758",
"CDX-NAIGS5V3 ALLPTS - 1210", "Dow Jones CDX.NA.IG.5.ALLPTS",
"DJCDX_NA_IG_S5_ALLPTS_122/125", 2453635, 2455551, 0.001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBJ3 ALLPTS", "CDX", 5, "NA IG V3 ALLPTS", null, "IG", 3, 5,
null, 0.976, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921739", "8972741",
"CDX-NAIGS5V3 - 1208", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_03Y_12/08_122/125", 2453635, 2454821, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBJ3", "CDX", 5, "NA IG", null, "IG", 3, 3,
null, 0.976, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921740", "8972750",
"CDX-NAIGS6V3 - 0610", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_04Y_6/10_122/125", 2453816, 2455368, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBK0", "CDX", 6, "NA IG", null, "IG", 3, 4,
null, 0.976, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V3 EUR.5Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921741", "8972760",
"CDX-NAIGS6V3 EUR - 0611", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_05Y_6/11_EUR_122/125", 2453816, 2455733, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYBK0 EUR", "CDX", 6, "NA IG V3 EUR", null, "IG", 3, 5,
null, 0.976, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921742", "8972730",
"CDX-NAIGFINS7V3 - 1211", "Dow Jones CDX.NA.IG.FIN.7",
"DJCDX_NA_IG_S7_FIN_12/11_22/25", 2454000, 2455916, 0.0025, "USD",
"ACT/360", false, 0, 4, "2I65B2BS3", "CDX", 7, "NA IG FIN", null, "IG", 3, 5,
null, 0.88, 25, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921743", "8972724",
"CDX-NAIGS7V3 - 1209", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_03Y_12/09_122/125", 2454000, 2455186, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBL8", "CDX", 7, "NA IG", null, "IG", 3, 3,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921744", "8972726",
"CDX-NAIGS7V3 - 1211", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_05Y_12/11_122/125", 2454000, 2455916, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBL8", "CDX", 7, "NA IG", null, "IG", 3, 5,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921745", "8972729",
"CDX-NAIGS7V3 - 1216", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_10Y_12/16_122/125", 2454000, 2457743, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBL8", "CDX", 7, "NA IG", null, "IG", 3, 10,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921746", "8972725",
"CDX-NAIGS7V3 - 1210", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_04Y_12/10_122/125", 2454000, 2455551, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBL8", "CDX", 7, "NA IG", null, "IG", 3, 4,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V3 EUR.5Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921747", "8972727",
"CDX-NAIGS7V3 EUR - 1211", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_05Y_12/11_EUR_122/125", 2454000, 2455916, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYBL8", "CDX", 7, "NA IG V3 EUR", null, "IG", 3, 5,
null, 0.976, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("MCDX SERIES11 3YR.MCDX SERIE 3YR.3Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921752", "8975526",
"MCDX SERIES11 3YR - 1211", "MCDX.NA.11",
"MCDX SERIES 11 3Y", 2454744, 2455916, 0.0085, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAB3", "MCDX SERIES11 3YR", 11, "MCDX SERIE 3YR", null, "IG", 1, 3,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("MCDX SERIES11 5YR.MCDX SERIE 5YR.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921753", "8975527",
"MCDX SERIES11 5YR - 1213", "MCDX.NA.11",
"MCDX SERIES 11 5Y", 2454744, 2456647, 0.009000000000000001, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAB3", "MCDX SERIES11 5YR", 11, "MCDX SERIE 5YR", null, "IG", 1, 5,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("MCDX SERIES11 10YR.MCDX SERIE 10YR.10Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921754", "8975529",
"MCDX SERIES11 10YR - 1218", "MCDX.NA.11",
"MCDX SERIES 11 10Y", 2454744, 2458473, 0.0095, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAB3", "MCDX SERIES11 10YR", 11, "MCDX SERIE 10YR", null, "IG", 1, 10,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921761", "8965416",
"LCDXNAS12V1 - 0610", "LCDX.NA.12",
"CDX_NA_LN_S12_100_01YR", 2454938, 2455368, 0.05, "USD",
"ACT/360", false, 0.6, 4, "5F199GBG1", "LCDX", 12, "LCDXNA", null, "IG", 1, 1,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921762", "8965417",
"LCDXNAS12V1 - 0612", "LCDX.NA.12",
"CDX_NA_LN_S12_100_03YR", 2454938, 2456099, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GBG1", "LCDX", 12, "LCDXNA", null, "IG", 1, 3,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS12V1 FXD.LCDXNAV1 FXD.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921763", "8965418",
"LCDXNAS12V1 FXD - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_FXD", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.6, 4, "5F199GBG1 FXD", "LCDXNAS12V1 FXD", 12, "LCDXNAV1 FXD", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921764", "8965421",
"LCDXNAS12V1 - 0611", "LCDX.NA.12",
"CDX_NA_LN_S12_100_02YR", 2454938, 2455733, 0.05, "USD",
"ACT/360", false, 0.6, 4, "5F199GBG1", "LCDX", 12, "LCDXNA", null, "IG", 1, 2,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921765", "8965422",
"LCDXNAS12V1 - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GBG1", "LCDX", 12, "LCDXNA", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921766", "8965427",
"LCDXNAS12V1 - 0616", "LCDX.NA.12",
"CDX_NA_LN_S12_100_07YR", 2454938, 2457560, 0.05, "USD",
"ACT/360", false, 0.6, 4, "5F199GBG1", "LCDX", 12, "LCDXNA", null, "IG", 1, 7,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921767", "8965428",
"LCDXNAS12V1 - 0619", "LCDX.NA.12",
"CDX_NA_LN_S12_100_10YR", 2454938, 2458655, 0.05, "USD",
"ACT/360", false, 0.6, 4, "5F199GBG1", "LCDX", 12, "LCDXNA", null, "IG", 1, 10,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921768", "8965430",
"LCDXNAS12V1 - 0613", "LCDX.NA.12",
"CDX_NA_LN_S12_100_04YR", 2454938, 2456464, 0.05, "USD",
"ACT/360", false, 0.6, 4, "5F199GBG1", "LCDX", 12, "LCDXNA", null, "IG", 1, 4,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921769", "8965433",
"LCDXNAS12V1 - 0615", "LCDX.NA.12",
"CDX_NA_LN_S12_100_06YR", 2454938, 2457194, 0.05, "USD",
"ACT/360", false, 0.6, 4, "5F199GBG1", "LCDX", 12, "LCDXNA", null, "IG", 1, 6,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG FIN.5Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921775", "7618301",
"DJCDX-NAIGFINS1V2 - 0309", "Dow Jones CDX.NA.IG.FIN.1",
"DJCDX_NA_IG_S1_FIN_05Y_3/09_22/24", 2452934, 2454911, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65B2AG0", "DJCDX", 1, "NA IG FIN", null, "IG", 2, 5,
null, 0.91666, 23, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921801", "9016247",
"ITRAXX-LevXS2V2 - 0613", "ITRAXX LEVX SENIOR SERIES 2 VERSION 2",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 2 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJKL6", "ITRAXX", 2, "LevX", null, "IG", 2, 5,
null, 0.9866, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("DJCDX.NA IG TMT.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921822", "9014188",
"DJCDX-NAIGTMTS2V2 - 0909", "Dow Jones CDX.NA.IG.TMT.2",
"DJCDX_NA_IG_S2_TMT_05Y_09/09", 2453088, 2455095, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65DJAG1", "DJCDX", 2, "NA IG TMT", null, "IG", 2, 5,
null, 1, 28, 0, "NYC", false, false, true, null, "Trac-X"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921850", "9019166",
"LCDXNAS8V7 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_94/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAI8", "LCDX", 8, "LCDXNA", null, "IG", 7, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921851", "9018747",
"LCDXNAS9V2 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_99/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAJ6", "LCDX", 9, "LCDXNA", null, "IG", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921853", "9018738",
"LCDXNAS10V2 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_99/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.6, 4, "5F199GAK3", "LCDX", 10, "LCDXNA", null, "IG", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921854", "9018755",
"LCDXNAS10V2 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_99/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAK3", "LCDX", 10, "LCDXNA", null, "IG", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG ENRG.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921855", "9014185",
"DJCDX-NAIGENRGS2V2 - 0909", "Dow Jones CDX.NA.IG.ENRG.2",
"CDX_NA_IG_S2_ENRG_09/09", 2453088, 2455095, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65B1AH0", "DJCDX", 2, "NA IG ENRG", null, "IG", 2, 5,
null, 1, 15, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921856", "9018750",
"LCDXNAS9V2 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_99/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAJ6", "LCDX", 9, "LCDXNA", null, "IG", 2, 7,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921857", "9018754",
"LCDXNAS9V2 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_99/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAJ6", "LCDX", 9, "LCDXNA", null, "IG", 2, 10,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921858", "9018757",
"LCDXNAS9V2 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_99/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAJ6", "LCDX", 9, "LCDXNA", null, "IG", 2, 4,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.10Y.1.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921859", "9014175",
"DJCDX-NAIGHVOLS1V3 - 0314", "Dow Jones CDX.NA.IG.HVOL.1",
"DJCDX_NA_IG_S1_HIVOL_10Y_29/30", 2452934, 2456737, 0.0135, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AI4", "DJCDX", 1, "NA IG HVOL", null, "HV", 3, 10,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921860", "9019180",
"LCDXNAS8V7 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_94/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAI8", "LCDX", 8, "LCDXNA", null, "IG", 7, 3,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V7 FXD.LCDXNAV7 FXD.5Y.8.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921861", "9019183",
"LCDXNAS8V7 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_94/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAI8 FXD", "LCDXNAS8V7 FXD", 8, "LCDXNAV7 FXD", null, "IG", 7, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921863", "9019189",
"LCDXNAS8V7 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_94/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAI8", "LCDX", 8, "LCDXNA", null, "IG", 7, 4,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921864", "9019163",
"LCDXNAS8V7 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_94/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAI8", "LCDX", 8, "LCDXNA", null, "IG", 7, 10,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921865", "9019167",
"LCDXNAS8V7 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_94/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAI8", "LCDX", 8, "LCDXNA", null, "IG", 7, 6,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921866", "9019169",
"LCDXNAS8V7 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_94/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAI8", "LCDX", 8, "LCDXNA", null, "IG", 7, 7,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921868", "9019205",
"LCDXNAS9V2 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_99/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAJ6", "LCDX", 9, "LCDXNA", null, "IG", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V2 FXD.LCDXNAV2 FXD.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921869", "9019207",
"LCDXNAS9V2 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_99/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAJ6 FXD", "LCDXNAS9V2 FXD", 9, "LCDXNAV2 FXD", null, "IG", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921870", "9019208",
"LCDXNAS9V2 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR_99/100", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAJ6", "LCDX", 9, "LCDXNA", null, "IG", 2, 2,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921871", "9018758",
"LCDXNAS9V2 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_99/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAJ6", "LCDX", 9, "LCDXNA", null, "IG", 2, 6,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921872", "9018734",
"LCDXNAS10V2 - 0609", "LCDX.NA.10",
"CDX_NA_LN_S10_100_01YR_99/100", 2454561, 2455003, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAK3", "LCDX", 10, "LCDXNA", null, "IG", 2, 1,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921875", "9018751",
"LCDXNAS10V2 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_99/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAK3", "LCDX", 10, "LCDXNA", null, "IG", 2, 2,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG ENRG.10Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921877", "9020442",
"DJCDX-NAIGENRGS1V2 - 0314", "Dow Jones CDX.NA.IG.ENRG.1",
"DJCDX_NA_IG_S1_ENRG_10Y_3/14", 2452934, 2456737, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65B1AG2", "DJCDX", 1, "NA IG ENRG", null, "IG", 2, 10,
null, 1, 15, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921880", "9019173",
"LCDXNAS10V2 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_99/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAK3", "LCDX", 10, "LCDXNA", null, "IG", 2, 7,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V2 FXD.LCDXNAV2 FXD.5Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921887", "9018744",
"LCDXNAS10V2 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_99/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAK3 FXD", "LCDXNAS10V2 FXD", 10, "LCDXNAV2 FXD", null, "IG", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921889", "9019174",
"LCDXNAS10V2 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_99/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAK3", "LCDX", 10, "LCDXNA", null, "IG", 2, 10,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921890", "9019175",
"LCDXNAS10V2 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_99/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAK3", "LCDX", 10, "LCDXNA", null, "IG", 2, 4,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921891", "9019176",
"LCDXNAS10V2 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_99/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAK3", "LCDX", 10, "LCDXNA", null, "IG", 2, 6,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921901", "9021940",
"LCDXNAS8V8 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_93/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAL1", "LCDX", 8, "LCDXNA", null, "IG", 8, 5,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921902", "9021941",
"LCDXNAS9V3 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_98/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAM9", "LCDX", 9, "LCDXNA", null, "IG", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921903", "9021739",
"LCDXNAS10V3 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_98/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.6, 4, "5F199GAN7", "LCDX", 10, "LCDXNA", null, "IG", 3, 3,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921904", "9021771",
"LCDXNAS10V3 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_98/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAN7", "LCDX", 10, "LCDXNA", null, "IG", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921912", "9021957",
"LCDXNAS8V8 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_93/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAL1", "LCDX", 8, "LCDXNA", null, "IG", 8, 3,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V8 FXD.LCDXNAV8 FXD.5Y.8.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921913", "9021977",
"LCDXNAS8V8 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_93/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAL1 FXD", "LCDXNAS8V8 FXD", 8, "LCDXNAV8 FXD", null, "IG", 8, 5,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921917", "9022067",
"LCDXNAS8V8 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_93/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAL1", "LCDX", 8, "LCDXNA", null, "IG", 8, 4,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921918", "9022070",
"LCDXNAS8V8 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_93/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAL1", "LCDX", 8, "LCDXNA", null, "IG", 8, 10,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921919", "9021949",
"LCDXNAS8V8 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_93/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAL1", "LCDX", 8, "LCDXNA", null, "IG", 8, 6,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921920", "9021950",
"LCDXNAS8V8 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_93/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAL1", "LCDX", 8, "LCDXNA", null, "IG", 8, 7,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921922", "9021988",
"LCDXNAS9V3 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_98/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAM9", "LCDX", 9, "LCDXNA", null, "IG", 3, 3,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V3 FXD.LCDXNAV3 FXD.5Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921923", "9021998",
"LCDXNAS9V3 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_98/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAM9 FXD", "LCDXNAS9V3 FXD", 9, "LCDXNAV3 FXD", null, "IG", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921924", "9021997",
"LCDXNAS9V3 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR_98/100", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAM9", "LCDX", 9, "LCDXNA", null, "IG", 3, 2,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921927", "9022071",
"LCDXNAS9V3 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_98/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAM9", "LCDX", 9, "LCDXNA", null, "IG", 3, 7,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921928", "9022075",
"LCDXNAS9V3 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_98/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAM9", "LCDX", 9, "LCDXNA", null, "IG", 3, 10,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
return true;
}
private static final boolean InitCDXRefDataSet15()
{
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921929", "9022076",
"LCDXNAS9V3 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_98/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAM9", "LCDX", 9, "LCDXNA", null, "IG", 3, 4,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.0Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921930", "9021999",
"LCDXNAS9V3 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_98/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAM9", "LCDX", 9, "LCDXNA", null, "IG", 3, 0,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921931", "9021811",
"LCDXNAS10V3 - 0609", "LCDX.NA.10",
"CDX_NA_LN_S10_100_01YR_98/100", 2454561, 2455003, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAN7", "LCDX", 10, "LCDXNA", null, "IG", 3, 1,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V3 FXD.LCDXNAV3 FXD.5Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921932", "9021755",
"LCDXNAS10V3 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_98/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAN7 FXD", "LCDXNAS10V3 FXD", 10, "LCDXNAV3 FXD", null, "IG", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921933", "9021762",
"LCDXNAS10V3 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_98/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAN7", "LCDX", 10, "LCDXNA", null, "IG", 3, 2,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921934", "9021795",
"LCDXNAS10V3 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_98/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAN7", "LCDX", 10, "LCDXNA", null, "IG", 3, 7,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921935", "9021797",
"LCDXNAS10V3 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_98/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAN7", "LCDX", 10, "LCDXNA", null, "IG", 3, 10,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921936", "9021803",
"LCDXNAS10V3 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_98/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAN7", "LCDX", 10, "LCDXNA", null, "IG", 3, 4,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921937", "9021807",
"LCDXNAS10V3 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_98/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAN7", "LCDX", 10, "LCDXNA", null, "IG", 3, 6,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG INDU.5Y.1.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921939", "9014172",
"DJCDX-NAIGINDUS1V3 - 0309", "Dow Jones CDX.NA.IG.INDU.1",
"DJCDX_NA_IG_S1_INDU_05Y_3/09_29/30.", 2452934, 2454911, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65B4AI2", "DJCDX", 1, "NA IG INDU", null, "IG", 3, 5,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG ENRG.5Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921940", "7618298",
"DJCDX-NAIGENRGS1V2 - 0309", "Dow Jones CDX.NA.IG.ENRG",
"DJCDX_NA_IG_S1_ENRG_05Y_3/09.", 2452934, 2454911, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65B1AG2", "DJCDX", 1, "NA IG ENRG", null, "IG", 2, 5,
null, 1, 15, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921962", "9024121",
"CDX-NAIGS6V4 - 0616", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_10Y_6/16_121/125", 2453816, 2457560, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBM6", "CDX", 6, "NA IG", null, "IG", 4, 10,
null, 0.968, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921963", "9024508",
"CDX-NAIGS6V4 - 0613", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_07Y_6/13_121/125", 2453816, 2456464, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBM6", "CDX", 6, "NA IG", null, "IG", 4, 7,
null, 0.968, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921964", "9024509",
"CDX-NAIGS6V4 - 0611", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_05Y_6/11_121/125", 2453816, 2455733, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBM6", "CDX", 6, "NA IG", null, "IG", 4, 5,
null, 0.968, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921965", "9024522",
"CDX-NAIGS6V4 - 0609", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_03Y_6/09_121/125", 2453816, 2455003, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBM6", "CDX", 6, "NA IG", null, "IG", 4, 3,
null, 0.968, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921966", "9024563",
"CDX-NAIGS6V4 - 0608", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_02Y_6/08_121/125", 2453816, 2454638, 0.0015, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBM6", "CDX", 6, "NA IG", null, "IG", 4, 2,
null, 0.968, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.5Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921967", "9024118",
"CDX-NAXOS7V3 - 1211", "Dow Jones CDX.NA.XO.7",
"DJCDX_NA_XO_S7_05YR_12/11_33/35", 2454000, 2455917, 0.0165, "USD",
"ACT/360", false, 0.4, 4, "1D764IAP2", "CDX", 7, "NA XO", null, "XO", 3, 5,
null, 0.94286, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.3Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921968", "9024525",
"CDX-NAIGHVOLS6V2 - 0609", "Dow Jones CDX.NA.IG.HVOL.6",
"DJCDX_NA_IG_S6_HVOL_03Y_6/09 29/30", 2453816, 2455003, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BC6", "CDX", 6, "NA IG HVOL", null, "HV", 2, 3,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921969", "9024531",
"CDX-NAIGHVOLS6V2 - 0611", "Dow Jones CDX.NA.IG.HVOL.6",
"DJCDX_NA_IG_S6_HVOL_05Y_6/11 29/30", 2453816, 2455733, 0.007500000000000001, "USD",
"ACT/360", false, 0, 4, "2I65B3BC6", "CDX", 6, "NA IG HVOL", null, "HV", 2, 5,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921972", "9024504",
"CDX-NAIGHVOLS6V2 - 0613", "Dow Jones CDX.NA.IG.HVOL.6",
"DJCDX_NA_IG_S6_HVOL_07Y_6/13 29/30", 2453816, 2456464, 0.009000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BC6", "CDX", 6, "NA IG HVOL", null, "HV", 2, 7,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921973", "9024511",
"CDX-NAIGHVOLS6V2 - 0616", "Dow Jones CDX.NA.IG.HVOL.6",
"DJCDX_NA_IG_S6_HVOL_10Y_6/16 29/30", 2453816, 2457560, 0.011000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BC6", "CDX", 6, "NA IG HVOL", null, "HV", 2, 10,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921974", "9024145",
"CDX-NAXOS8V2 - 0612", "CDX.NA.XO.8",
"CDX_NA_XO_S8_05YR_06/12 34/35", 2454181, 2456099, 0.014, "USD",
"ACT/360", false, 0.4, 4, "1D764IAQ0", "CDX", 8, "NAXO", null, "XO", 2, 5,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921975", "9024101",
"CDX-NAHYS9V4 - 1212", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_97/100", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBU3", "CDX", 9, "NA HY", null, "HY", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921976", "9024527",
"CDX-NAHYS9V4 - 1210", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_03YR_97/100", 2454372, 2455551, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBU3", "CDX", 9, "NA HY", null, "HY", 4, 3,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921977", "9024530",
"CDX-NAHYS9V4 - 1214", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_07YR_97/100", 2454372, 2457012, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBU3", "CDX", 9, "NA HY", null, "HY", 4, 7,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921978", "9024529",
"CDX-NAHYS9V4 - 1217", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_10YR_97/100", 2454372, 2458108, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBU3", "CDX", 9, "NA HY", null, "HY", 4, 10,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921979", "9024671",
"CDX-NAHYBS9V3 - 1212", "CDX.NA.HY.B.9",
"CDX_NA_HY_S09_B___SWP_44/46", 2454372, 2456282, 0.035, "USD",
"ACT/360", false, 0.3, 4, "2I65BSBH0", "CDX", 9, "NA HY B", null, "HY", 3, 5,
null, 0.9565300000000001, 46, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921980", "9024672",
"LCDXNAS9V4 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_97/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAO5", "LCDX", 9, "LCDXNA", null, "IG", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921981", "9024636",
"CDX-NAHYS10V2 - 0613", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_99/100", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBV1", "CDX", 10, "NA HY", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921982", "9024637",
"CDX-NAHYS10V2 - 0611", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_03YR_99/100", 2454554, 2455733, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBV1", "CDX", 10, "NA HY", null, "HY", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921983", "9024638",
"CDX-NAHYS10V2 - 0615", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_07YR_99/100", 2454554, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBV1", "CDX", 10, "NA HY", null, "HY", 2, 7,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921984", "9024640",
"CDX-NAHYS10V2 - 0618", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_10YR_99/100", 2454554, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBV1", "CDX", 10, "NA HY", null, "HY", 2, 10,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921985", "9024096",
"LCDXNAS10V4 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_97/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.6, 4, "5F199GAP2", "LCDX", 10, "LCDXNA", null, "IG", 4, 3,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921986", "9024099",
"LCDXNAS10V4 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_97/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAP2", "LCDX", 10, "LCDXNA", null, "IG", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921987", "9024153",
"CDX-NAHYS11V2 - 1213", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_99/100", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBW9", "CDX", 11, "NA HY", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921988", "9024660",
"CDX-NAHYS11V2 - 1211", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_03YR_99/100", 2454738, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBW9", "CDX", 11, "NA HY", null, "HY", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921989", "9024661",
"CDX-NAHYS11V2 - 1215", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_07YR_99/100", 2454738, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBW9", "CDX", 11, "NA HY", null, "HY", 2, 7,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921990", "9024666",
"CDX-NAHYS11V2 - 1218", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_10YR_99/100", 2454738, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBW9", "CDX", 11, "NA HY", null, "HY", 2, 10,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.3Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921991", "9024127",
"CDX-NAXOS7V3 - 1209", "Dow Jones CDX.NA.XO.7",
"DJCDX_NA_XO_S7_03YR_12/09_ 33/35", 2454000, 2455186, 0.0125, "USD",
"ACT/360", false, 0.4, 4, "1D764IAP2", "CDX", 7, "NAXO", null, "XO", 3, 3,
null, 0.94286, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.7Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921992", "9024131",
"CDX-NAXOS7V3 - 1213", "Dow Jones CDX.NA.XO.7",
"DJCDX_NA_XO_S7_07YR_12/13_ 33/35", 2454000, 2456647, 0.0195, "USD",
"ACT/360", false, 0.4, 4, "1D764IAP2", "CDX", 7, "NA XO", null, "XO", 3, 7,
null, 0.94286, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.10Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921993", "9024134",
"CDX-NAXOS7V3 - 1216", "Dow Jones CDX.NA.XO.7",
"DJCDX_NA_XO_S7_10YR_12/16_ 33/35", 2454000, 2457743, 0.021, "USD",
"ACT/360", false, 0.4, 4, "1D764IAP2", "CDX", 7, "NA XO", null, "XO", 3, 10,
null, 0.94286, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V4 EUR.5Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921994", "9024114",
"CDX-NAIGS6V4 EUR - 0611", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_05Y_6/11_EUR_121/125", 2453816, 2455733, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYBM6 EUR", "CDX", 6, "NA IG V4 EUR", null, "IG", 4, 5,
null, 0.968, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921995", "9024115",
"CDX-NAIGS6V4 - 0610", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_04Y_6/10_121/125", 2453816, 2455368, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBM6", "CDX", 6, "NA IG", null, "IG", 4, 4,
null, 0.968, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921996", "9024122",
"CDX-NAIGS6V4 - 0607", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_01Y_6/07_121/125", 2453816, 2454272, 0.001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBM6", "CDX", 6, "NA IG", null, "IG", 4, 1,
null, 0.968, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921997", "9024930",
"CDX-NAHYS11V2 - 1212", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_04YR_99/100", 2454738, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBW9", "CDX", 11, "NA HY", null, "HY", 2, 4,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921998", "9024932",
"CDX-NAHYS11V2 - 1214", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_06YR_99/100", 2454738, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBW9", "CDX", 11, "NA HY", null, "HY", 2, 6,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V4 FXD.LCDXNAV4 FXD.5Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("921999", "9025333",
"LCDXNAS10V4 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_97/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GAP2 FXD", "LCDXNAS10V4 FXD", 10, "LCDXNAV4 FXD", null, "IG", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.2Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922000", "9024919",
"CDX-NAIGHVOLS6V2 - 0608", "Dow Jones CDX.NA.IG.HVOL.6",
"DJCDX_NA_IG_S6_HVOL_02Y_6/08 29/30", 2453816, 2454638, 0.003, "USD",
"ACT/360", false, 0.5, 4, "2I65B3BC6", "CDX", 6, "NA IG HVOL", null, "HV", 2, 2,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.1Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922001", "9024537",
"CDX-NAIGHVOLS6V2 - 0607", "Dow Jones CDX.NA.IG.HVOL.6",
"DJCDX_NA_IG_S6_HVOL_01Y_6/07 29/30", 2453816, 2454272, 0.002, "USD",
"ACT/360", false, 0.5, 4, "2I65B3BC6", "CDX", 6, "NA IG HVOL", null, "HV", 2, 1,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.4Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922002", "9024539",
"CDX-NAIGHVOLS6V2 - 0610", "Dow Jones CDX.NA.IG.HVOL.6",
"DJCDX_NA_IG_S6_HVOL_04Y_6/10 29/30", 2453816, 2455368, 0.0055000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BC6", "CDX", 6, "NA IG HVOL", null, "HV", 2, 4,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.3Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922003", "9024141",
"CDX-NAXOS8V2 - 0610", "CDX.NA.XO.8",
"CDX_NA_XO_S8_03YR_06/10 34/35", 2454181, 2455368, 0.0085, "USD",
"ACT/360", false, 0.4, 4, "1D764IAQ0", "CDX", 8, "NAXO", null, "XO", 2, 3,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG TMT.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922004", "9024551",
"CDX-NAIGTMTS6V2 - 0611", "DOW JONES CDX.NA.IG.TMT.6",
"DJCDX_NA_IG_S6_TMT_6/11 23/24", 2453816, 2455733, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65DJAN6", "CDX", 6, "NA IG TMT", null, "IG", 2, 5,
null, 0.95455, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.7Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922005", "9024147",
"CDX-NAXOS8V2 - 0614", "CDX.NA.XO.8",
"CDX_NA_XO_S8_07YR_06/14 34/35", 2454181, 2456829, 0.018500000000000003, "USD",
"ACT/360", false, 0.4, 4, "1D764IAQ0", "CDX", 8, "NAXO", null, "XO", 2, 7,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.10Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922006", "9024150",
"CDX-NAXOS8V2 - 0617", "CDX.NA.XO.8",
"CDX_NA_XO_S8_10YR_06/17 34/35", 2454181, 2457925, 0.021500000000000002, "USD",
"ACT/360", false, 0.4, 4, "1D764IAQ0", "CDX", 8, "NAXO", null, "XO", 2, 10,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V4 FXD.LCDXNAV4 FXD.5Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922007", "9025334",
"LCDXNAS9V4 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_97/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GAO5 FXD", "LCDXNAS9V4 FXD", 9, "LCDXNAV4 FXD", null, "IG", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NAXOV2 EUR.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922008", "9024449",
"CDX-NAXOS8V2 EUR - 0612", "CDX.NA.XO.8",
"CDX_NA_XO_S8_05YR_06/12 EUR 34/35", 2454181, 2456099, 0.014, "EUR",
"ACT/360", false, 0.4, 4, "1D764IAQ0 EUR", "CDX", 8, "NAXOV2 EUR", null, "XO", 2, 5,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922009", "9024535",
"CDX-NAHYS9V4 - 1208", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_01YR_97/100", 2454372, 2454821, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBU3", "CDX", 9, "NA HY", null, "HY", 4, 1,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922010", "9024095",
"CDX-NAHYHBS10V2 - 0613", "CDX.NA.HY.HB.10",
"CDX_NA_HY_S10_HB__SWP_29/30", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWBG3", "CDX", 10, "NA HY HB", null, "HY", 2, 5,
null, 0.96667, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922011", "9024100",
"LCDXNAS10V4 - 0609", "LCDX.NA.10",
"CDX_NA_LN_S10_100_01YR_97/100", 2454561, 2455003, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAP2", "LCDX", 10, "LCDXNA", null, "IG", 4, 1,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922012", "9024102",
"LCDXNAS10V4 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_97/1000", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAP2", "LCDX", 10, "LCDXNA", null, "IG", 4, 2,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922013", "9024103",
"LCDXNAS10V4 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_97/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAP2", "LCDX", 10, "LCDXNA", null, "IG", 4, 7,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922014", "9024110",
"LCDXNAS10V4 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_97/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAP2", "LCDX", 10, "LCDXNA", null, "IG", 4, 10,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922018", "9024701",
"LCDXNAS9V4 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_97/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAO5", "LCDX", 9, "LCDXNA", null, "IG", 4, 7,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922020", "9024702",
"LCDXNAS9V4 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_97/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAO5", "LCDX", 9, "LCDXNA", null, "IG", 4, 10,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922021", "9024734",
"LCDXNAS9V4 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_97/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAO5", "LCDX", 9, "LCDXNA", null, "IG", 4, 4,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922024", "9024601",
"LCDXNAS9V4 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_97/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAO5", "LCDX", 9, "LCDXNA", null, "IG", 4, 6,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922026", "9024604",
"LCDXNAS9V4 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR_97/100", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAO5", "LCDX", 9, "LCDXNA", null, "IG", 4, 2,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922030", "9024111",
"LCDXNAS10V4 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_97/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAP2", "LCDX", 10, "LCDXNA", null, "IG", 4, 4,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922031", "9024926",
"LCDXNAS10V4 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_97/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAP2", "LCDX", 10, "LCDXNA", null, "IG", 4, 6,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922032", "9024071",
"CDX-NAHYHBS11V2 - 1213", "CDX.NA.HY.HB.11",
"CDX_NA_HY_S11_HB__SWP_29/30", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWBH1", "CDX", 11, "NA HY HB", null, "HY", 2, 5,
null, 0.96667, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922033", "9024154",
"CDX-NAHYS11V2 - 1209", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_01YR_99/100", 2454738, 2455186, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBW9", "CDX", 11, "NA HY", null, "HY", 2, 1,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922034", "9024929",
"CDX-NAHYS11V2 - 1210", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_02YR_99/100", 2454738, 2455551, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBW9", "CDX", 11, "NA HY", null, "HY", 2, 2,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922035", "9024534",
"CDX-NAHYS9V4 - 1211", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_04YR_97/100", 2454372, 2455916, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBU3", "CDX", 9, "NA HY", null, "HY", 4, 4,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922036", "9024689",
"CDX-NAHYS9V4 - 1213", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_06YR_97/100", 2454372, 2456647, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBU3", "CDX", 9, "NA HY", null, "HY", 4, 6,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922037", "9024688",
"CDX-NAHYS9V4 - 1209", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_02YR_97/100", 2454372, 2455186, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBU3", "CDX", 9, "NA HY", null, "HY", 4, 2,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922038", "9024698",
"CDX-NAHYHBS9V4 - 1212", "CDX.NA.HY.HB.9",
"CDX_NA_HY_S09_HB__SWP_27/30", 2454372, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWBF5", "CDX", 9, "NA HY HB", null, "HY", 4, 5,
null, 0.9000100000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922040", "9024607",
"LCDXNAS9V4 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_97/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAO5", "LCDX", 9, "LCDXNA", null, "IG", 4, 3,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922041", "9024642",
"CDX-NAHYS10V2 - 0609", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_01YR_99/100", 2454554, 2455003, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBV1", "CDX", 10, "NA HY", null, "HY", 2, 1,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922042", "9024644",
"CDX-NAHYS10V2 - 0612", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_04YR_99/100", 2454554, 2456099, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBV1", "CDX", 10, "NA HY", null, "HY", 2, 4,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922043", "9024646",
"CDX-NAHYS10V2 - 0614", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_06YR_99/100", 2454554, 2456829, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBV1", "CDX", 10, "NA HY", null, "HY", 2, 6,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922044", "9024088",
"CDX-NAHYS10V2 - 0610", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_02YR_99/100", 2454554, 2455368, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBV1", "CDX", 10, "NA HY", null, "HY", 2, 2,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922047", "9024546",
"CDX-NAIGHVOLS6V2 EUR - 0611", "Dow Jones CDX.NA.IG.HVOL.6",
"DJCDX_NA_IG_S6_HVOL_05Y_6/11_EUR 29/30", 2453816, 2455733, 0.007500000000000001, "EUR",
"ACT/360", false, 0.4, 4, "2I65B3BC6 EUR", "CDX", 6, "NA IG HVOL", null, "HV", 2, 5,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EMDIV.5Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922052", "7845294",
"CDX-EMDIVS1V2 - 0610", "Dow Jones CDX.EM.DIVERSIFIED.1",
"DOW JONES CDX DIVER INDEX 06/20/10 39/40", 2453465, 2455368, 0.016, "USD",
"ACT/360", true, 0.25, 2, "2165EKAI0", "CDX", 1, "EMDIV", null, "EM", 2, 5,
null, 0.975, 40, 0, "LON", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EMDIV.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922053", "7845316",
"CDX-EMDIVS2V2 - 1210", "Dow Jones CDX.EM.DIVERSIFIED.2",
"DOW JONES CDX EM DIVER 2 5YR 39/40", 2453635, 2455551, 0.013000000000000001, "USD",
"ACT/360", true, 0.25, 2, "2165EKAJ8", "CDX", 2, "EMDIV", null, "EM", 2, 5,
null, 0.975, 40, 0, "LON", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EMDIV.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922054", "7845324",
"CDX-EMDIVS3V2 - 0611", "Dow Jones CDX.EM.DIVERSIFIED.3",
"DOW JONES CDX EM DIVER 3 5YR 39/40", 2453816, 2455733, 0.0085, "USD",
"ACT/360", true, 0.25, 2, "2165EKAK5", "CDX", 3, "EMDIV", null, "EM", 2, 5,
null, 0.975, 40, 0, "LON", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EMDIV.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922055", "7845332",
"CDX-EMDIVS4V2 - 1211", "Dow Jones CDX.EM.DIVERSIFIED.4",
"DOW JONES CDX EM DIVER 4 5YR 39/40", 2454000, 2455916, 0.0095, "USD",
"ACT/360", true, 0.25, 2, "2165EKAL3", "CDX", 4, "EMDIV", null, "EM", 2, 5,
null, 0.975, 40, 0, "LON", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LevXSenS1V11.LevXSen.5Y.1.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922201", "9016274",
"LevXSenS1V11 - 1211", "ITRAXX LEVX SENIOR SERIES 1 VERSION 11",
"ITRAXX LEVX SENIOR SERIES 1 VERSION 11 EUR 1ST SEC MMR I03 CDS", 2453999, 2455916, 0.017, "EUR",
"ACT/360", false, 0.71, 4, "4ABCAJAL7", "LevXSenS1V11", 1, "LevXSen", null, "IG", 11, 5,
null, 0.7141, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevXSub.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922202", "9029392",
"ITRAXX-LevXSubS2V2 - 0613", "ITRAXX LEVX SUBORDINATE SERIES 2 VERSION 2",
"ITRAXX LEVX SUBORDINATE SERIES 2 VERSION 2 EUR 2ND SEC RES I03 CDS", 2454543, 2456464, 0.0825, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKBF6", "ITRAXX", 2, "LevXSub", null, "IG", 2, 5,
null, 0.9778, 45, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922203", "9029382",
"ITRAXX-LevXS3V2 - 1213", "ITRAXX LEVX SENIOR SERIES 3 VERSION 2",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 2 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBD4", "ITRAXX", 3, "LevX", null, "IG", 2, 5,
null, 0.9866, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevXSub.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922204", "9029383",
"ITRAXX-LevXSubS3V2 - 1213", "ITRAXX LEVX SUBORDINATE SERIES 3 VERSION 2",
"ITRAXX LEVX SUBORDINATE SERIES 3 VERSION 2 EUR 2ND SEC RES I03 CDS", 2454739, 2456647, 0.12000000000000001, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKBG4", "ITRAXX", 3, "LevXSub", null, "IG", 2, 5,
null, 0.9778, 45, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922207", "9029378",
"ITRAXX-LevXS2V3 - 0613", "ITRAXX LEVX SENIOR SERIES 2 VERSION 3",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 3 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBB8", "ITRAXX", 2, "LevX", null, "IG", 3, 5,
null, 0.9598000000000001, 74, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LevXSubS1V14.LevXSub.5Y.1.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922208", "9029616",
"LevXSubS1V14 - 1211", "ITRAXX LEVX SUBORDINATE SERIES 1 VERSION 14",
"ITRAXX LEVX SUBORDINATE SERIES 1 VERSION 14 EUR 2ND SEC MMR I03 CDS", 2454180, 2455916, 0.045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKAN0", "LevXSubS1V14", 1, "LevXSub", null, "IG", 14, 5,
null, 0.6286, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922214", "9030177",
"CDX-NAHYBBS8V2 - 0612", "CDX.NA.HY.BB.8",
"CDX_NA_HY_S08_BB__SWP_35/36", 2454188, 2456099, 0.0175, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBA8", "CDX", 8, "NA HY BB", null, "HY", 2, 5,
null, 0.97222, 36, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922215", "9030173",
"CDX-NAHYS8V4 - 0612", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_97/100", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBR0", "CDX", 8, "NA HY", null, "HY", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922216", "9030002",
"CDX-NAHYS8V4 - 0610", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_03YR_97/100", 2454188, 2455368, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBR0", "CDX", 8, "NA HY", null, "HY", 4, 3,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922217", "9030003",
"CDX-NAHYS8V4 - 0614", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_07YR_97/100", 2454188, 2456829, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBR0", "CDX", 8, "NA HY", null, "HY", 4, 7,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922218", "9030007",
"CDX-NAHYS8V4 - 0617", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_10YR_97/100", 2454188, 2457925, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBR0", "CDX", 8, "NA HY", null, "HY", 4, 10,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.7.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922224", "9030161",
"CDX-NAHYS7V4 - 1211", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_97/100", 2454007, 2455916, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCG3", "CDX", 7, "NA HY", null, "HY", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet16()
{
UpdateCDXRefDataMap ("CDX.NA HY.7Y.7.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922225", "9030162",
"CDX-NAHYS7V4 - 1213", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_07YR_97/100", 2454007, 2456647, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCG3", "CDX", 7, "NA HY", null, "HY", 4, 7,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.7.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922227", "9030168",
"CDX-NAHYS7V4 - 1209", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_03YR_97/100", 2454007, 2455186, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCG3", "CDX", 7, "NA HY", null, "HY", 4, 3,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.7.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922228", "9030169",
"CDX-NAHYS7V4 - 1216", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_10YR_97/100", 2454007, 2457743, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCG3", "CDX", 7, "NA HY", null, "HY", 4, 10,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.1.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922229", "9030141",
"CDX-NAHYS1V6 - 0309", "Dow Jones CDX.NA.HY.1",
"CDX_NA_HY_S01_100_SWP_90/100", 2452934, 2454911, 0.0425, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCA6", "CDX", 1, "NA HY", null, "HY", 6, 5,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.2.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922231", "9030487",
"CDX-NAHYS2V7 - 0909", "Dow Jones CDX.NA.HY.2",
"DJCDX_NA_HY_S2_100_SWP_91/100", 2453088, 2455095, 0.043000000000000003, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCB4", "CDX", 2, "NA HY", null, "HY", 7, 5,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.3.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922232", "9030542",
"CDX-NAHYBS3V5 - 1209", "Dow Jones CDX.NA.HY.B.3",
"CDX_NA_HY_S03_B___SWP_40/44", 2453196, 2455186, 0.04, "USD",
"ACT/360", false, 0.3, 4, "2I65BSBK3", "CDX", 3, "NA HY B", null, "HY", 5, 5,
null, 0.90908, 44, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.3.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922233", "9030579",
"CDX-NAHYS3V8 - 1209", "Dow Jones CDX.NA.HY.3",
"CDX_NA_HY_S03_100_SWP_93/100", 2453196, 2455186, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCC2", "CDX", 3, "NA HY", null, "HY", 8, 5,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.5.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922234", "9030438",
"CDX-NAHYS5V7 - 1212", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_07YR_94/100", 2453651, 2456282, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCE8", "CDX", 5, "NA HY", null, "HY", 7, 7,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.5.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922235", "9030439",
"CDX-NAHYS5V7 - 1215", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_10YR_94/100", 2453651, 2457377, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCE8", "CDX", 5, "NA HY", null, "HY", 7, 10,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.5.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922236", "9030496",
"CDX-NAHYS5V7 - 1210", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_94/100", 2453651, 2455551, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCE8", "CDX", 5, "NA HY", null, "HY", 7, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922237", "9030635",
"CDX-NAHYBS6V2 - 0611", "Dow Jones CDX.NA.HY.B.6",
"CDX_NA_HY_S06_B___SWP_47/48", 2453823, 2455733, 0.030000000000000002, "USD",
"ACT/360", false, 0.3, 4, "2I65BSBN7", "CDX", 6, "NA HY B", null, "HY", 2, 5,
null, 0.97917, 48, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922238", "9030408",
"CDX-NAHYBBS9V2 - 1212", "CDX.NA.HY.BB.9",
"CDX_NA_HY_S09_BB__SWP_36/37", 2454372, 2456282, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBB6", "CDX", 9, "NA HY BB", null, "HY", 2, 5,
null, 0.97297, 37, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.9.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922239", "9030412",
"CDX-NAHYS9V5 - 1212", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_96/100", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBX7", "CDX", 9, "NA HY", null, "HY", 5, 5,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.9.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922240", "9030559",
"CDX-NAHYS9V5 - 1210", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_03YR_96/100", 2454372, 2455551, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBX7", "CDX", 9, "NA HY", null, "HY", 5, 3,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.9.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922241", "9030560",
"CDX-NAHYS9V5 - 1214", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_07YR_96/100", 2454372, 2457012, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBX7", "CDX", 9, "NA HY", null, "HY", 5, 7,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.9.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922242", "9030609",
"CDX-NAHYS9V5 - 1217", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_10YR_96/100", 2454372, 2458108, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBX7", "CDX", 9, "NA HY", null, "HY", 5, 10,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922243", "9030613",
"LCDXNAS9V6 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_96/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAU1", "LCDX", 9, "LCDXNA", null, "IG", 6, 5,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922244", "9030608",
"LCDXNAS10V6 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_96/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.6, 4, "5F199GAV9", "LCDX", 10, "LCDXNA", null, "IG", 6, 3,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922245", "9030611",
"LCDXNAS10V6 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_96/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAV9", "LCDX", 10, "LCDXNA", null, "IG", 6, 5,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.4.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922246", "9030238",
"CDX-NAHYS4V8 - 0610", "Dow Jones CDX.NA.HY.4",
"CDX_NA_HY_S04_100_SWP_93/100", 2453475, 2455368, 0.036000000000000004, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCD0", "CDX", 4, "NA HY", null, "HY", 8, 5,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922247", "9030249",
"CDX-NAHYBS4V3 - 0610", "DOW JONES CDX.NA.HY.B.4",
"CDX_NA_HY_S04_B___SWP_38/40", 2453475, 2455368, 0.034, "USD",
"ACT/360", false, 0.3, 4, "2I65BSBL1", "CDX", 4, "NA HY B", null, "HY", 3, 5,
null, 0.9500000000000001, 40, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922248", "9030157",
"CDX-NAHYBS5V3 - 1210", "Dow Jones CDX.NA.HY.B.5",
"CDX_NA_HY_S05_B___SWP_40/42", 2453651, 2455551, 0.034, "USD",
"ACT/360", false, 0.3, 4, "2I65BSBM9", "CDX", 5, "NA HY B", null, "HY", 3, 5,
null, 0.9523999999999999, 42, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.6.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922249", "9030165",
"CDX-NAHYS6V5 - 0609", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_03YR_96/100", 2453823, 2455003, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCF5", "CDX", 6, "NA HY", null, "HY", 5, 3,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.6.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922250", "9030257",
"CDX-NAHYS6V5 - 0616", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_10YR_96/100", 2453823, 2457560, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCF5", "CDX", 6, "NA HY", null, "HY", 5, 10,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.6.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922251", "9030260",
"CDX-NAHYS6V5 - 0613", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_07YR_96/100", 2453823, 2456464, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCF5", "CDX", 6, "NA HY", null, "HY", 5, 7,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.6.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922252", "9030262",
"CDX-NAHYS6V5 - 0611", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_96/100", 2453823, 2455733, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCF5", "CDX", 6, "NA HY", null, "HY", 5, 5,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922253", "9030154",
"CDX-NAHYBBS7V3 - 1211", "Dow Jones CDX.NA.HY.BB.7",
"CDX_NA_HY_S07_BB__SWP_36/38", 2454007, 2455917, 0.0205, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBD2", "CDX", 7, "NA HY BB", null, "HY", 3, 5,
null, 0.9473699999999999, 38, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922254", "9030073",
"LCDXNAS8V10 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_92/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAT4", "LCDX", 8, "LCDXNA", null, "IG", 10, 5,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("DJTRAC.XNA HB.5Y.2.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922256", "9030490",
"DJTRAC-XNAS2 HBV7 - 0309", "Dow Jones TRACX.NA.HY.HB.2",
"TRACX_NA_HY_S2_HB_SWP_26/33", 2452978, 2454911, 0.045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "DJTRAC-XNAS2 HBV7", "DJTRAC", 2, "XNA HB", null, "HY", 7, 5,
null, 0.7878000000000001, 33, 0, "NYC", false, false, false, null, "Trac-X"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922258", "9030614",
"LCDXNAS10V6 - 0609", "LCDX.NA.10",
"CDX_NA_LN_S10_100_01YR_96/100", 2454561, 2455003, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GAV9", "LCDX", 10, "LCDXNA", null, "IG", 6, 1,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.9.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922259", "9030538",
"CDX-NAHYS9V5 - 1213", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_06YR_96/100", 2454372, 2456647, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBX7", "CDX", 9, "NA HY", null, "HY", 5, 6,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922260", "9030616",
"LCDXNAS10V6 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_96/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GAV9", "LCDX", 10, "LCDXNA", null, "IG", 6, 2,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922261", "9030618",
"LCDXNAS10V6 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_96/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GAV9", "LCDX", 10, "LCDXNA", null, "IG", 6, 7,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922262", "9030620",
"LCDXNAS10V6 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_96/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GAV9", "LCDX", 10, "LCDXNA", null, "IG", 6, 10,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.9.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922263", "9030545",
"CDX-NAHYS9V5 - 1209", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_02YR_96/100", 2454372, 2455186, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBX7", "CDX", 9, "NA HY", null, "HY", 5, 2,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922264", "9030622",
"LCDXNAS10V6 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_96/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GAV9", "LCDX", 10, "LCDXNA", null, "IG", 6, 4,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922265", "9030571",
"LCDXNAS9V6 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_96/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GAU1", "LCDX", 9, "LCDXNA", null, "IG", 6, 7,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922266", "9030624",
"LCDXNAS10V6 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_96/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GAV9", "LCDX", 10, "LCDXNA", null, "IG", 6, 6,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V6 FXD.LCDXNAV6 FXD.5Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922268", "9030626",
"LCDXNAS10V6 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_96/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GAV9 FXD", "LCDXNAS10V6 FXD", 10, "LCDXNAV6 FXD", null, "IG", 6, 5,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922270", "9030573",
"LCDXNAS9V6 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_96/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GAU1", "LCDX", 9, "LCDXNA", null, "IG", 6, 10,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.9.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922271", "9030537",
"CDX-NAHYS9V5 - 1211", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_04YR_96/100", 2454372, 2455916, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBX7", "CDX", 9, "NA HY", null, "HY", 5, 4,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922272", "9030574",
"LCDXNAS9V6 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_96/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GAU1", "LCDX", 9, "LCDXNA", null, "IG", 6, 4,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922273", "9030600",
"LCDXNAS9V6 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_96/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GAU1", "LCDX", 9, "LCDXNA", null, "IG", 6, 6,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922274", "9030604",
"LCDXNAS9V6 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR_96/100", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GAU1", "LCDX", 9, "LCDXNA", null, "IG", 6, 2,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922275", "9030605",
"LCDXNAS9V6 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_96/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GAU1", "LCDX", 9, "LCDXNA", null, "IG", 6, 3,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V6 FXD.LCDXNAV6 FXD.5Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922276", "9030607",
"LCDXNAS9V6 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_96/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GAU1-FXD", "LCDXNAS9V6 FXD", 9, "LCDXNAV6 FXD", null, "IG", 6, 5,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V10 FXD.LCDXNAV10 FXD.5Y.8.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922277", "9030393",
"LCDXNAS8V10 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_92/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAT4 FXD", "LCDXNAS8V10 FXD", 8, "LCDXNAV10 FXD", null, "IG", 10, 5,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922278", "9030395",
"LCDXNAS8V10 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_92/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAT4", "LCDX", 8, "LCDXNA", null, "IG", 10, 6,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922279", "9030396",
"LCDXNAS8V10 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_92/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAT4", "LCDX", 8, "LCDXNA", null, "IG", 10, 7,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922281", "9030400",
"LCDXNAS8V10 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_92/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAT4", "LCDX", 8, "LCDXNA", null, "IG", 10, 4,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922282", "9030407",
"LCDXNAS8V10 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_92/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAT4", "LCDX", 8, "LCDXNA", null, "IG", 10, 10,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.2.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922286", "9030554",
"CDX-NAHYBS2V4 - 0909", "Dow Jones CDX.NA.HY.B.2",
"DJIBOXX_NA_HY_S02_B___SWP_38/43", 2453088, 2455095, 0.048, "USD",
"ACT/360", false, 0.3, 4, "2I65BSBJ6", "CDX", 2, "NA HY B", null, "HY", 4, 5,
null, 0.8837, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJIBOXX.NA HY.5Y.2.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922289", "9030568",
"DJIBOXX-NA-HY-S2V7 - 0909", "Dow Jones CDX.NA.HY.2",
"DJIBOXX_NA_HY_S02_100_SWP_91/100", 2453088, 2455095, 0.043000000000000003, "USD",
"ACT/360", false, 0.3, 4, "DJIBOXX-NA-HY-S2V7", "DJIBOXX", 2, "NA HY", null, "HY", 7, 5,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJTRAC.XNABS.5Y.2.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922290", "9030494",
"DJTRAC-XNAS2BS V6 - 0309", "Dow Jones TRACX.NA.HY.B.2",
"TRACX_NA_HY_S02_B___SWP_54/59", 2452978, 2454913, 0.041, "USD",
"ACT/360", false, 0.3, 4, "DJTRAC-XNAS2BS V6", "DJTRAC", 2, "XNABS", null, "HY", 6, 5,
null, 0.918, 59, 0, "NYC", false, false, false, null, "Trac-X"));
UpdateCDXRefDataMap ("DJCDX.NA HY HB.5Y.3.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922291", "9030580",
"DJCDX-NAHYHBS3V6 - 1209", "Dow Jones CDX.NA.HY.HB.3",
"CDX_NA_HY_S03_HB__SWP_25/30", 2453196, 2455186, 0.0625, "USD",
"ACT/360", false, 0.3, 4, "2I65BWBI9", "DJCDX", 3, "NA HY HB", null, "HY", 6, 5,
null, 0.8331999999999999, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.6.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922293", "9030597",
"CDX-NAHYS6V5 - 0610", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_04YR_96/100", 2453823, 2455368, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCF5", "CDX", 6, "NA HY", null, "HY", 5, 4,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.6.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922295", "9030598",
"CDX-NAHYS6V5 - 0612", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_06YR_96/100", 2453823, 2456099, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCF5", "CDX", 6, "NA HY", null, "HY", 5, 6,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922302", "9030008",
"CDX-NAHYS8V4 - 0609", "Dow Jones CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_02YR_97/100", 2454188, 2455003, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBR0", "CDX", 8, "NA HY", null, "HY", 4, 2,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.1.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922303", "9030134",
"CDX-NAHYBS1V4 - 0309", "Dow Jones CDX.NA.HY.B.1",
"CDX_NA_HY_S01_B___SWP_39/43", 2452720, 2454911, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSBI8", "CDX", 1, "NA HY B", null, "HY", 4, 5,
null, 0.90696, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.1.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922304", "9030150",
"CDX-NAHYBBS1V4 - 0309", "Dow Jones CDX.NA.HY.BB.1",
"CDX_NA_HY_S01_BB__SWP_39/44", 2452934, 2454911, 0.029, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBC4", "CDX", 1, "NA HY BB", null, "HY", 4, 5,
null, 0.8863500000000001, 44, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJTRAC.XNABS.5Y.1.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922305", "9030524",
"DJTRAC-XNAS1BS V6 - 0309", "DOW JONES TRACX NAHY S1B S",
"TRACX_NA_HY_S1_B_SWP_54/59", 2452978, 2454911, 0.045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "DJTRAC-XNAS1BS V6", "DJTRAC", 1, "XNABS", null, "HY", 6, 5,
null, 0.918, 59, 0, "NYC", false, false, false, null, "Trac-X"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922306", "9030015",
"CDX-NAHYS8V4 - 0611", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_04YR_97/100", 2454188, 2455733, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBR0", "CDX", 8, "NA HY", null, "HY", 4, 4,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJTRAC.XNA HB.5Y.1.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922308", "9030547",
"DJTRAC-XNAS1 HB V7 - 0309", "Dow Jones TRACX.NA.HY.HB.1",
"TRACX_NA_HY_S02_HB__SWP_26/33", 2452978, 2454911, 0.045000000000000005, "USD",
"ACT/360", false, 0.3, 4, "DJTRAC-XNAS1 HB V7", "DJTRAC", 1, "XNA HB", null, "HY", 7, 5,
null, 0.7878000000000001, 33, 0, "NYC", false, false, false, null, "Trac-X"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922309", "9030020",
"CDX-NAHYS8V4 - 0613", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_06YR_97/100", 2454188, 2456464, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBR0", "CDX", 8, "NA HY", null, "HY", 4, 6,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922310", "9030074",
"LCDXNAS8V10 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_92/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAT4", "LCDX", 8, "LCDXNA", null, "IG", 10, 3,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.3.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922311", "9030229",
"CDX-NAHYS3V8 - 1214", "Dow Jones CDX.NA.HY.3",
"CDX_NA_HY_S03_100_SWP_10YR_93/100", 2453196, 2457012, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCC2", "CDX", 3, "NA HY", null, "HY", 8, 10,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922335", "9031281",
"ITRAXX-LevXS3V3 - 1213", "ITRAXX LEVX SENIOR SERIES 3 VERSION 3",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 3 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBF9", "ITRAXX", 3, "LevX", null, "IG", 3, 5,
null, 0.9734, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevXSub.5Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922336", "9031283",
"ITRAXX-LevXSubS3V3 - 1213", "ITRAXX LEVX SUBORDINATE SERIES 3 VERSION 3",
"ITRAXX LEVX SUBORDINATE SERIES 3 VERSION 3 EUR 2ND SEC RES I03 CDS", 2454739, 2456647, 0.12000000000000001, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKBK5", "ITRAXX", 3, "LevXSub", null, "IG", 3, 5,
null, 0.9556, 45, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922337", "9031286",
"ITRAXX-LevXS2V4 - 0613", "ITRAXX LEVX SENIOR SERIES 2 VERSION 4",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 4 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBE2", "ITRAXX", 2, "LevX", null, "IG", 4, 5,
null, 0.9466, 74, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevXSub.5Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922338", "9031223",
"ITRAXX-LevXSubS2V3 - 0613", "ITRAXX LEVX SUBORDINATE SERIES 2 VERSION 3",
"ITRAXX LEVX SUBORDINATE SERIES 2 VERSION 3 EUR 2ND SEC RES I03 CDS", 2454543, 2456464, 0.0825, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKBJ8", "ITRAXX", 2, "LevXSub", null, "IG", 3, 5,
null, 0.9556, 45, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LevXSenS1V12.LevXSen.5Y.1.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922339", "9029443",
"LevXSenS1V12 - 1211", "ITRAXX LEVX SENIOR SERIES 1 VERSION 12",
"ITRAXX LEVX SENIOR SERIES 1 VERSION 12 EUR 1ST SEC MMR I03 CDS", 2453999, 2455916, 0.017, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBC6", "LevXSenS1V12", 1, "LevXSen", null, "IG", 12, 5,
null, 0.6855, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LevXSubS1V15.LevXSub.5Y.1.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922340", "9031232",
"LevXSubS1V15 - 1211", "ITRAXX LEVX SUBORDINATE SERIES 1 VERSION 15",
"ITRAXX LEVX SUBORDINATE SERIES 1 VERSION 15 EUR 2ND SEC MMR I03 CDS", 2454180, 2455916, 0.045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKBI0", "LevXSubS1V15", 1, "LevXSub", null, "IG", 15, 5,
null, 0.6001, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("TRACXNA. HY HBV7xCKC.5Y.2.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922345", "9031511",
"TRACXNA-HYHB-S2V7xCKC - 0409", "TRAC-X NA HIGH YIELD SERIES 2 TRUST 4 FLOAT X CKC 27/33",
"TRACX_NA_HY_S2_HB__SWP_27/33", 2452978, 2454925, 0.061500000000000006, "USD",
"ACT/360", false, 0.4, 4, "TRACXNA-HYHB-S2V7xCKC", "TRACXNA", 2, "HY HBV7xCKC", null, "HY", 7, 5,
null, 0.8181820000000001, 33, 0, "NYC", false, false, false, null, "Trac-X"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922348", "9031256",
"ITRAXX-LevXS3V4 - 1213", "ITRAXX LEVX SENIOR SERIES 3 VERSION 4",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 4 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBH5", "ITRAXX", 3, "LevX", null, "IG", 4, 5,
null, 0.96, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevXSub.5Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922349", "9031239",
"ITRAXX-LevXSubS3V4 - 1213", "ITRAXX LEVX SUBORDINATE SERIES 3 VERSION 4",
"ITRAXX LEVX SUBORDINATE SERIES 3 VERSION 4 EUR 2ND SEC RES I03 CDS", 2454739, 2456647, 0.12000000000000001, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKBN9", "ITRAXX", 3, "LevXSub", null, "IG", 4, 5,
null, 0.9334, 45, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922350", "9031244",
"ITRAXX-LevXS2V5 - 0613", "ITRAXX LEVX SENIOR SERIES 2 VERSION 5",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 5 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBG7", "ITRAXX", 2, "LevX", null, "IG", 5, 5,
null, 0.9464, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevXSub.5Y.2.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922351", "9031254",
"ITRAXX-LevXSubS2V4 - 0613", "ITRAXX LEVX SUBORDINATE SERIES 2 VERSION 4",
"ITRAXX LEVX SUBORDINATE SERIES 2 VERSION 4 EUR 2ND SEC RES I03 CDS", 2454543, 2456464, 0.0825, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKBM1", "ITRAXX", 2, "LevXSub", null, "IG", 4, 5,
null, 0.9334, 45, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LevXSubS1V16.LevXSub.5Y.1.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922352", "9031245",
"LevXSubS1V16 - 1211", "ITRAXX LEVX SUBORDINATE SERIES 1 VERSION 16",
"ITRAXX LEVX SUBORDINATE SERIES 1 VERSION 16 EUR 2ND SEC MMR I03 CDS", 2454180, 2455916, 0.045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKBL3", "LevXSubS1V16", 1, "LevXSub", null, "IG", 16, 5,
null, 0.5715, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.5.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922355", "9031775",
"CDX-NAHYS5V8 - 1215", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_10YR_93/100", 2453651, 2457377, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCJ7", "CDX", 5, "NA HY", null, "HY", 8, 10,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.5.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922356", "9031776",
"CDX-NAHYS5V8 - 1210", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_93/100", 2453651, 2455551, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCJ7", "CDX", 5, "NA HY", null, "HY", 8, 5,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.6.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922357", "9031783",
"CDX-NAHYS6V6 - 0609", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_03YR_95/100", 2453823, 2455003, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCK4", "CDX", 6, "NA HY", null, "HY", 6, 3,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.1.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922360", "9031704",
"CDX-NAHYS1V7 - 0309", "Dow Jones CDX.NA.HY.1",
"CDX_NA_HY_S01_100_SWP_89/100", 2452934, 2454911, 0.0425, "USD",
"ACT/360", false, 0.3, 4, "2I65BRBY5", "CDX", 1, "NA HY", null, "HY", 7, 5,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.3.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922362", "9031784",
"CDX-NAHYS3V9 - 1209", "Dow Jones CDX.NA.HY.3",
"CDX_NA_HY_S03_100_SWP_92/100", 2453196, 2455186, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCH1", "CDX", 3, "NA HY", null, "HY", 9, 5,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.3.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922363", "9031785",
"CDX-NAHYBS3V6 - 1209", "Dow Jones CDX.NA.HY.B.3",
"CDX_NA_HY_S03_B___SWP_39/44", 2453196, 2455186, 0.04, "USD",
"ACT/360", false, 0.3, 4, "2I65BSCJ5", "CDX", 3, "NA HY B", null, "HY", 6, 5,
null, 0.8863500000000001, 44, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.4.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922364", "9031787",
"CDX-NAHYS4V9 - 0610", "Dow Jones CDX.NA.HY.4",
"CDX_NA_HY_S04_100_SWP_92/100", 2453475, 2455368, 0.036000000000000004, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCI9", "CDX", 4, "NA HY", null, "HY", 9, 5,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.4.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922365", "9031685",
"CDX-NAHYBS4V4 - 0610", "DOW JONES CDX.NA.HY.B.4",
"CDX_NA_HY_S04_B___SWP_37/40", 2453475, 2455368, 0.034, "USD",
"ACT/360", false, 0.3, 4, "2I65BSCK2", "CDX", 4, "NA HY B", null, "HY", 4, 5,
null, 0.925, 40, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.5.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922366", "9031688",
"CDX-NAHYS5V8 - 1212", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_07YR_93/100", 2453651, 2456282, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCJ7", "CDX", 5, "NA HY", null, "HY", 8, 7,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.6.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922367", "9031786",
"CDX-NAHYS6V6 - 0616", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_10YR_95/100", 2453823, 2457560, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCK4", "CDX", 6, "NA HY", null, "HY", 6, 10,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.6.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922368", "9031695",
"CDX-NAHYS6V6 - 0613", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_07YR_95/100", 2453823, 2456464, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCK4", "CDX", 6, "NA HY", null, "HY", 6, 7,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.6.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922369", "9031698",
"CDX-NAHYS6V6 - 0611", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_95/100", 2453823, 2455733, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCK4", "CDX", 6, "NA HY", null, "HY", 6, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922370", "9031788",
"CDX-NAHYBS6V3 - 0611", "Dow Jones CDX.NA.HY.B.6",
"CDX_NA_HY_S06_B___SWP_46/48", 2453823, 2455733, 0.030000000000000002, "USD",
"ACT/360", false, 0.3, 4, "2I65BSCM8", "CDX", 6, "NA HY B", null, "HY", 3, 5,
null, 0.9583400000000001, 48, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.7.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922371", "9031789",
"CDX-NAHYS7V5 - 1211", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_96/100", 2454007, 2455916, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCL2", "CDX", 7, "NA HY", null, "HY", 5, 5,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.7.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922372", "9031797",
"CDX-NAHYS7V5 - 1213", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_07YR_96/100", 2454007, 2456647, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCL2", "CDX", 7, "NA HY", null, "HY", 5, 7,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.7.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922373", "9031800",
"CDX-NAHYS7V5 - 1209", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_03YR_96/100", 2454007, 2455186, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCL2", "CDX", 7, "NA HY", null, "HY", 5, 3,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.7.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922374", "9031735",
"CDX-NAHYS7V5 - 1216", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_10YR_96/100", 2454007, 2457743, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCL2", "CDX", 7, "NA HY", null, "HY", 5, 10,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922375", "9031736",
"CDX-NAHYBS7V2 - 1211", "Dow Jones CDX.NA.HY.B.7",
"CDX_NA_HY_S07_B___SWP_49/50", 2454007, 2455916, 0.030000000000000002, "USD",
"ACT/360", false, 0.3, 4, "2I65BSCN6", "CDX", 7, "NA HY B", null, "HY", 2, 5,
null, 0.98, 50, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.8.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922376", "9031737",
"CDX-NAHYS8V5 - 0612", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_96/100", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCM0", "CDX", 8, "NA HY", null, "HY", 5, 5,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet17()
{
UpdateCDXRefDataMap ("CDX.NA HY.3Y.8.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922377", "9031691",
"CDX-NAHYS8V5 - 0610", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_03YR_96/100", 2454188, 2455368, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCM0", "CDX", 8, "NA HY", null, "HY", 5, 3,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.8.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922378", "9031692",
"CDX-NAHYS8V5 - 0614", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_07YR_96/100", 2454188, 2456829, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCM0", "CDX", 8, "NA HY", null, "HY", 5, 7,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.8.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922379", "9031738",
"CDX-NAHYS8V5 - 0617", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_10YR_96/100", 2454188, 2457925, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCM0", "CDX", 8, "NA HY", null, "HY", 5, 10,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922380", "9031743",
"CDX-NAHYBS8V3 - 0612", "CDX.NA.HY.B.8",
"CDX_NA_HY_S08_B___SWP_47/49", 2454188, 2456099, 0.025, "USD",
"ACT/360", false, 0.3, 4, "2I65BSCO4", "CDX", 8, "NA HY B", null, "HY", 3, 5,
null, 0.95918, 49, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922381", "9031745",
"CDX-NAHYS9V6 - 1212", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_95/100", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCN8", "CDX", 9, "NA HY", null, "HY", 6, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922382", "9031746",
"CDX-NAHYS9V6 - 1210", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_03YR_95/100", 2454372, 2455551, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCN8", "CDX", 9, "NA HY", null, "HY", 6, 3,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922383", "9031748",
"CDX-NAHYS9V6 - 1214", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_07YR_95/100", 2454372, 2457012, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCN8", "CDX", 9, "NA HY", null, "HY", 6, 7,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922384", "9031749",
"CDX-NAHYS9V6 - 1217", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_10YR_95/100", 2454372, 2458108, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCN8", "CDX", 9, "NA HY", null, "HY", 6, 10,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922385", "9031810",
"CDX-NAHYBS9V4 - 1212", "CDX.NA.HY.B.9",
"CDX_NA_HY_S09_B___SWP_43/46", 2454372, 2456282, 0.035, "USD",
"ACT/360", false, 0.3, 4, "2I65BSCP1", "CDX", 9, "NA HY B", null, "HY", 4, 5,
null, 0.93479, 46, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922386", "9031816",
"CDX-NAHYS10V3 - 0613", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_98/100", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCO6", "CDX", 10, "NA HY", null, "HY", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922387", "9031817",
"CDX-NAHYS10V3 - 0611", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_03YR_98/100", 2454554, 2455733, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCO6", "CDX", 10, "NA HY", null, "HY", 3, 3,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922388", "9031819",
"CDX-NAHYS10V3 - 0615", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_07YR_98/100", 2454554, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCO6", "CDX", 10, "NA HY", null, "HY", 3, 7,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922389", "9031820",
"CDX-NAHYS10V3 - 0618", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_10YR_98/100", 2454554, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCO6", "CDX", 10, "NA HY", null, "HY", 3, 10,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.11.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922390", "9031833",
"CDX-NAHYS11V3 - 1213", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_98/100", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCP3", "CDX", 11, "NA HY", null, "HY", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.11.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922391", "9031798",
"CDX-NAHYS11V3 - 1211", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_03YR_98/100", 2454738, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCP3", "CDX", 11, "NA HY", null, "HY", 3, 3,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.11.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922392", "9031799",
"CDX-NAHYS11V3 - 1215", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_07YR_98/100", 2454738, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCP3", "CDX", 11, "NA HY", null, "HY", 3, 7,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.11.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922393", "9031801",
"CDX-NAHYS11V3 - 1218", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_10YR_98/100", 2454738, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCP3", "CDX", 11, "NA HY", null, "HY", 3, 10,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.1.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922394", "9031705",
"CDX-NAHYBS1V5 - 0309", "Dow Jones CDX.NA.HY.B.1",
"CDX_NA_HY_S01_B___SWP_38/43", 2452720, 2454911, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSCH9", "CDX", 1, "NA HY B", null, "HY", 5, 5,
null, 0.88371, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.2.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922395", "9031777",
"CDX-NAHYBS2V5 - 0909", "Dow Jones CDX.NA.HY.B.2",
"DJIBOXX_NA_HY_S02_B___SWP_37/43", 2453088, 2455095, 0.048, "USD",
"ACT/360", false, 0.3, 4, "2I65BSCI7", "CDX", 2, "NA HY B", null, "HY", 5, 5,
null, 0.86045, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJIBOXX.NA HY.5Y.2.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922396", "9031781",
"DJIBOXX-NA-HY-S2V8 - 0909", "Dow Jones CDX.NA.HY.2",
"DJIBOXX_NA_HY_S02_100_SWP_90/100", 2453088, 2455095, 0.043000000000000003, "USD",
"ACT/360", false, 0.3, 4, "DJIBOXX-NA-HY-S2V8", "DJIBOXX", 2, "NA HY", null, "HY", 8, 5,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.3.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922397", "9031782",
"CDX-NAHYS3V9 - 1214", "Dow Jones CDX.NA.HY.3",
"CDX_NA_HY_S03_100_SWP_10YR_92/100", 2453196, 2457012, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCH1", "CDX", 3, "NA HY", null, "HY", 9, 10,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.6.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922399", "9031697",
"CDX-NAHYS6V6 - 0610", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_04YR_95/100", 2453823, 2455368, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCK4", "CDX", 6, "NA HY", null, "HY", 6, 4,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922400", "9031809",
"CDX-NAHYS9V6 - 1211", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_04YR_ 95/100", 2454372, 2455916, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCN8", "CDX", 9, "NA HY", null, "HY", 6, 4,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922401", "9031814",
"CDX-NAHYS10V3 - 0610", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_02YR_98/100", 2454554, 2455368, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCO6", "CDX", 10, "NA HY", null, "HY", 3, 2,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922402", "9031821",
"CDX-NAHYS10V3 - 0609", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_01YR_98/100", 2454554, 2455003, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCO6", "CDX", 10, "NA HY", null, "HY", 3, 1,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922403", "9031831",
"CDX-NAHYS10V3 - 0612", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_04YR_98/100", 2454554, 2456099, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCO6", "CDX", 10, "NA HY", null, "HY", 3, 4,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922404", "9031832",
"CDX-NAHYS10V3 - 0614", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_06YR_98/100", 2454554, 2456829, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCO6", "CDX", 10, "NA HY", null, "HY", 3, 6,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922405", "9032083",
"CDX-NAHYHBS10V3 - 0613", "CDX.NA.HY.HB.10",
"CDX_NA_HY_S10_HB__SWP_28/30", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWBJ7", "CDX", 10, "NA HY HB", null, "HY", 3, 5,
null, 0.9333400000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.11.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922406", "9031834",
"CDX-NAHYS11V3 - 1209", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_01YR_98/100", 2454738, 2455186, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCP3", "CDX", 11, "NA HY", null, "HY", 3, 1,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.11.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922407", "9031802",
"CDX-NAHYS11V3 - 1210", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_02YR_98/100", 2454738, 2455551, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCP3", "CDX", 11, "NA HY", null, "HY", 3, 2,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.11.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922408", "9031803",
"CDX-NAHYS11V3 - 1212", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_04YR_98/100", 2454738, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCP3", "CDX", 11, "NA HY", null, "HY", 3, 4,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.11.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922409", "9031805",
"CDX-NAHYS11V3 - 1214", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_06YR_98/100", 2454738, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCP3", "CDX", 11, "NA HY", null, "HY", 3, 6,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.6.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922410", "9031696",
"CDX-NAHYS6V6 - 0612", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_06YR_95/100", 2453823, 2456099, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCK4", "CDX", 6, "NA HY", null, "HY", 6, 6,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.8.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922411", "9031741",
"CDX-NAHYS8V5 - 0611", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_04YR_96/100", 2454188, 2455733, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCM0", "CDX", 8, "NA HY", null, "HY", 5, 4,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.8.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922412", "9031742",
"CDX-NAHYS8V5 - 0613", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_06YR_96/100", 2454188, 2456464, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCM0", "CDX", 8, "NA HY", null, "HY", 5, 6,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.8.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922413", "9031744",
"CDX-NAHYS8V5 - 0609", "Dow Jones CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_02YR_96/100", 2454188, 2455003, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCM0", "CDX", 8, "NA HY", null, "HY", 5, 2,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922415", "9031750",
"CDX-NAHYS9V6 - 1213", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_06YR_95/100", 2454372, 2456647, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCN8", "CDX", 9, "NA HY", null, "HY", 6, 6,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922416", "9031808",
"CDX-NAHYS9V6 - 1209", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_02YR_95/100", 2454372, 2455186, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCN8", "CDX", 9, "NA HY", null, "HY", 6, 2,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922417", "9031780",
"CDX-NAHYBS5V4 - 1210", "Dow Jones CDX.NA.HY.B.5",
"CDX_NA_HY_S05_B___SWP_39/42", 2453651, 2455551, 0.034, "USD",
"ACT/360", false, 0.3, 4, "2I65BSCL0", "CDX", 5, "NA HY B", null, "HY", 4, 5,
null, 0.9286, 42, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.11.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922418", "9031806",
"CDX-NAHYHBS11V3 - 1213", "CDX.NA.HY.HB.11",
"CDX_NA_HY_S11_HB__SWP_28/30", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWBK4", "CDX", 11, "NA HY HB", null, "HY", 3, 5,
null, 0.9333400000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922443", "9033951",
"LCDXNAS9V7 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_95/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GAX5", "LCDX", 9, "LCDXNA", null, "IG", 7, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922444", "9033934",
"LCDXNAS8V11 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_91/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAW7", "LCDX", 8, "LCDXNA", null, "IG", 11, 5,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922445", "9033949",
"LCDXNAS8V11 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_91/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAW7", "LCDX", 8, "LCDXNA", null, "IG", 11, 3,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922446", "9033958",
"LCDXNAS9V7 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_95/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GAX5", "LCDX", 9, "LCDXNA", null, "IG", 7, 7,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922447", "9033959",
"LCDXNAS9V7 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_95/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GAX5", "LCDX", 9, "LCDXNA", null, "IG", 7, 10,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V11 FXD.LCDXNAV11 FXD.5Y.8.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922448", "9033937",
"LCDXNAS8V11 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_91/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAW7 FXD", "LCDXNAS8V11 FXD", 8, "LCDXNAV11 FXD", null, "IG", 11, 5,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922449", "9033952",
"LCDXNAS9V7 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_95/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GAX5", "LCDX", 9, "LCDXNA", null, "IG", 7, 4,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922450", "9033953",
"LCDXNAS9V7 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_95/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GAX5", "LCDX", 9, "LCDXNA", null, "IG", 7, 6,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922451", "9033938",
"LCDXNAS8V11 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_91/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAW7", "LCDX", 8, "LCDXNA", null, "IG", 11, 6,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922452", "9033945",
"LCDXNAS8V11 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_91/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAW7", "LCDX", 8, "LCDXNA", null, "IG", 11, 7,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922453", "9033947",
"LCDXNAS10V7 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_95/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.6, 4, "5F199GAY3", "LCDX", 10, "LCDXNA", null, "IG", 7, 3,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922454", "9033954",
"LCDXNAS10V7 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_95/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GAY3", "LCDX", 10, "LCDXNA", null, "IG", 7, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.10.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922456", "9033948",
"LCDXNAS10V7 - 0609", "LCDX.NA.10",
"CDX_NA_LN_S10_100_01YR_95/100", 2454561, 2455003, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GAY3", "LCDX", 10, "LCDXNA", null, "IG", 7, 1,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922457", "9033960",
"LCDXNAS8V11 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_91/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAW7", "LCDX", 8, "LCDXNA", null, "IG", 11, 4,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922458", "9033956",
"LCDXNAS10V7 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_95/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GAY3", "LCDX", 10, "LCDXNA", null, "IG", 7, 2,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922459", "9033961",
"LCDXNAS8V11 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_91/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAW7", "LCDX", 8, "LCDXNA", null, "IG", 11, 10,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922460", "9033967",
"LCDXNAS9V7 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR_95/100", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GAX5", "LCDX", 9, "LCDXNA", null, "IG", 7, 2,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922461", "9033968",
"LCDXNAS9V7 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_95/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GAX5", "LCDX", 9, "LCDXNA", null, "IG", 7, 3,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V7 FXD.LCDXNAV7 FXD.5Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922462", "9033940",
"LCDXNAS9V7 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_95/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GAX5-FXD", "LCDXNAS9V7 FXD", 9, "LCDXNAV7 FXD", null, "IG", 7, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922463", "9033962",
"LCDXNAS10V7 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_95/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GAY3", "LCDX", 10, "LCDXNA", null, "IG", 7, 7,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922464", "9033966",
"LCDXNAS10V7 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_95/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GAY3", "LCDX", 10, "LCDXNA", null, "IG", 7, 10,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922465", "9033971",
"LCDXNAS10V7 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_95/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GAY3", "LCDX", 10, "LCDXNA", null, "IG", 7, 4,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922466", "9033975",
"LCDXNAS10V7 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_95/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GAY3", "LCDX", 10, "LCDXNA", null, "IG", 7, 6,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V7 FXD.LCDXNAV7 FXD.5Y.10.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922467", "9033978",
"LCDXNAS10V7 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_95/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GAY3 FXD", "LCDXNAS10V7 FXD", 10, "LCDXNAV7 FXD", null, "IG", 7, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.2.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922480", "9035610",
"CDX-NAHYBS2V6 - 0909", "Dow Jones CDX.NA.HY.B.2",
"DJIBOXX_NA_HY_S02_B___SWP_36/43", 2453088, 2455095, 0.048, "USD",
"ACT/360", false, 0.3, 4, "2I65BSCR7", "CDX", 2, "NA HY B", null, "HY", 6, 5,
null, 0.8372, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922483", "9035572",
"LCDXNAS10V8 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_94/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBB2", "LCDX", 10, "LCDXNA", null, "IG", 8, 6,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V8 FXD.LCDXNAV8 FXD.5Y.10.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922484", "9035689",
"LCDXNAS10V8 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_94/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBB2 FXD", "LCDXNAS10V8 FXD", 10, "LCDXNAV8 FXD", null, "IG", 8, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922485", "9035954",
"CDX-NAHYBS11V2 - 1213", "CDX.NA.HY.B.11",
"CDX_NA_HY_S11_B___SWP_35/36", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDA3", "CDX", 11, "NA HY B", null, "HY", 2, 5,
null, 0.97223, 36, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.11.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922486", "9035961",
"CDX-NAHYS11V4 - 1218", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_10YR_97/100", 2454738, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDA5", "CDX", 11, "NA HY", null, "HY", 4, 10,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.11.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922487", "9036052",
"CDX-NAHYS11V4 - 1209", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_01YR_97/100", 2454738, 2455186, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDA5", "CDX", 11, "NA HY", null, "HY", 4, 1,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.11.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922488", "9036061",
"CDX-NAHYS11V4 - 1210", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_02YR_97/100", 2454738, 2455551, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDA5", "CDX", 11, "NA HY", null, "HY", 4, 2,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.11.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922489", "9036065",
"CDX-NAHYS11V4 - 1214", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_06YR_97/100", 2454738, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDA5", "CDX", 11, "NA HY", null, "HY", 4, 6,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.11.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922490", "9036090",
"CDX-NAHYS11V4 - 1212", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_04YR_97/100", 2454738, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDA5", "CDX", 11, "NA HY", null, "HY", 4, 4,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.11.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922491", "9036093",
"CDX-NAHYS11V4 - 1213", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_97/100", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDA5", "CDX", 11, "NA HY", null, "HY", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.11.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922492", "9036099",
"CDX-NAHYS11V4 - 1211", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_03YR_97/100", 2454738, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDA5", "CDX", 11, "NA HY", null, "HY", 4, 3,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.11.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922494", "9036110",
"CDX-NAHYS11V4 - 1215", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_07YR_97/100", 2454738, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDA5", "CDX", 11, "NA HY", null, "HY", 4, 7,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.2.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922495", "9031778",
"CDX-NAHYS2V8 - 0909", "Dow Jones CDX.NA.HY.2",
"CDX_NA_HY_S02_100_SWP_90/100", 2453088, 2455095, 0.043000000000000003, "USD",
"ACT/360", false, 0.4, 4, "2I65BRBZ2", "CDX", 2, "NA HY", null, "HY", 8, 5,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922497", "9035785",
"CDX-NAHYS8V6 - 0609", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_02YR_95/100", 2454188, 2455003, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCX6", "CDX", 8, "NA HY", null, "HY", 6, 2,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922498", "9035793",
"CDX-NAHYBS8V4 - 0612", "CDX.NA.HY.B.8",
"CDX_NA_HY_S08_B___SWP_46/49", 2454188, 2456099, 0.025, "USD",
"ACT/360", false, 0.3, 4, "2I65BSCX4", "CDX", 8, "NA HY B", null, "HY", 4, 5,
null, 0.9387800000000001, 49, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922499", "9035853",
"CDX-NAHYHBS8V4 - 0612", "CDX.NA.HY.HB.8",
"CDX_NA_HY_S08_HB__SWP_27/30", 2454188, 2456099, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWBN8", "CDX", 8, "NA HY HB", null, "HY", 4, 5,
null, 0.9000100000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922500", "9035869",
"LCDXNAS8V12 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_90/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GAZ0", "LCDX", 8, "LCDXNA", null, "IG", 12, 5,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.1.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922501", "9035594",
"CDX-NAHYBS1V6 - 0309", "Dow Jones CDX.NA.HY.B.1",
"CDX_NA_HY_S01_B___SWP_37/43", 2452720, 2454911, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSCQ9", "CDX", 1, "NA HY B", null, "HY", 6, 5,
null, 0.8604600000000001, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.1.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922502", "9035599",
"CDX-NAHYS1V8 - 0309", "Dow Jones CDX.NA.HY.1",
"CDX_NA_HY_S01_100_SWP_88/100", 2452934, 2454911, 0.0425, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCQ1", "CDX", 1, "NA HY", null, "HY", 8, 5,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("TRACXNAHYBS2V7.TRACXNA HY B.5Y.2.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922504", "9035616",
"TRACXNAHYBS2V7 - 0309", "Dow Jones TRACX.NA.HY.B.2",
"TRACX_NA_HY_S02_B___SWP_53/59", 2452978, 2454913, 0.041, "USD",
"ACT/360", false, 0.3, 4, "TRACXNAHYBS2V7", "TRACXNAHYBS2V7", 2, "TRACXNA HY B", null, "HY", 7, 5,
null, 0.9009999999999999, 59, 0, "NYC", false, false, false, null, "Trac-X"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.3.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922505", "9035631",
"CDX-NAHYS3V10 - 1209", "Dow Jones CDX.NA.HY.3",
"CDX_NA_HY_S03_100_SWP_91/100", 2453196, 2455186, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCS7", "CDX", 3, "NA HY", null, "HY", 10, 5,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.3.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922506", "9035682",
"CDX-NAHYS3V10 - 1214", "Dow Jones CDX.NA.HY.3",
"CDX_NA_HY_S03_100_SWP_10YR_91/100", 2453196, 2457012, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCS7", "CDX", 3, "NA HY", null, "HY", 10, 10,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.3.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922507", "9035687",
"CDX-NAHYBS3V7 - 1209", "Dow Jones CDX.NA.HY.B.3",
"CDX_NA_HY_S03_B___SWP_38/44", 2453196, 2455186, 0.04, "USD",
"ACT/360", false, 0.3, 4, "2I65BSCS5", "CDX", 3, "NA HY B", null, "HY", 7, 5,
null, 0.86363, 44, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922508", "9035732",
"LCDXNAS9V8 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_94/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBA4", "LCDX", 9, "LCDXNA", null, "IG", 8, 10,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922509", "9035737",
"LCDXNAS9V8 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_94/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBA4", "LCDX", 9, "LCDXNA", null, "IG", 8, 4,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.4.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922510", "9035683",
"CDX-NAHYS4V10 - 0610", "Dow Jones CDX.NA.HY.4",
"CDX_NA_HY_S04_100_SWP_91/100", 2453475, 2455368, 0.036000000000000004, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCT5", "CDX", 4, "NA HY", null, "HY", 10, 5,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922511", "9035741",
"LCDXNAS9V8 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_94/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBA4", "LCDX", 9, "LCDXNA", null, "IG", 8, 6,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922512", "9035815",
"LCDXNAS9V8 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR_94/100", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBA4", "LCDX", 9, "LCDXNA", null, "IG", 8, 2,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.4.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922513", "9035704",
"CDX-NAHYBS4V5 - 0610", "Dow Jones CDX.NA.HY.B.4",
"CDX_NA_HY_S04_B___SWP_36/40", 2453475, 2455368, 0.034, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BSCT3", "CDX", 4, "NA HY B", null, "HY", 5, 5,
null, 0.9, 40, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.5.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922514", "9035719",
"CDX-NAHYS5V9 - 1215", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_10YR_92/100", 2453651, 2457377, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCU2", "CDX", 5, "NA HY", null, "HY", 9, 10,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.5.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922515", "9035720",
"CDX-NAHYS5V9 - 1212", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_07YR_92/100", 2453651, 2456282, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCU2", "CDX", 5, "NA HY", null, "HY", 9, 7,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922516", "9035919",
"LCDXNAS9V8 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_94/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBA4", "LCDX", 9, "LCDXNA", null, "IG", 8, 3,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V8 FXD.LCDXNAV8 FXD.5Y.9.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922517", "9035920",
"LCDXNAS9V8 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_94/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBA4 FXD", "LCDXNAS9V8 FXD", 9, "LCDXNAV8 FXD", null, "IG", 8, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922518", "9035931",
"CDX-NAHYS10V4 - 0610", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_02YR_97/100", 2454554, 2455368, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCZ1", "CDX", 10, "NA HY", null, "HY", 4, 2,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922519", "9035938",
"CDX-NAHYS10V4 - 0609", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_01YR_97/100", 2454554, 2455003, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCZ1", "CDX", 10, "NA HY", null, "HY", 4, 1,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet18()
{
UpdateCDXRefDataMap ("CDX.NA HY.4Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922520", "9035940",
"CDX-NAHYS10V4 - 0612", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_04YR_97/100", 2454554, 2456099, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCZ1", "CDX", 10, "NA HY", null, "HY", 4, 4,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922521", "9035941",
"CDX-NAHYS10V4 - 0614", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_06YR_97/100", 2454554, 2456829, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCZ1", "CDX", 10, "NA HY", null, "HY", 4, 6,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922522", "9035942",
"CDX-NAHYS10V4 - 0613", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_97/100", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCZ1", "CDX", 10, "NA HY", null, "HY", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.7.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922529", "9035768",
"CDX-NAHYS7V6 - 1213", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_07YR_95/100", 2454007, 2456647, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCW8", "CDX", 7, "NA HY", null, "HY", 6, 7,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.5.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922530", "9035730",
"CDX-NAHYS5V9 - 1210", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_92/100", 2453651, 2455551, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCU2", "CDX", 5, "NA HY", null, "HY", 9, 5,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.5.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922531", "9035696",
"CDX-NAHYBS5V5 - 1210", "Dow Jones CDX.NA.HY.B.5",
"CDX_NA_HY_S05_B___SWP_38/42", 2453651, 2455551, 0.034, "USD",
"ACT/360", false, 0.3, 4, "2I65BSCU0", "CDX", 5, "NA HY B", null, "HY", 5, 5,
null, 0.9048, 42, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.6.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922532", "9035634",
"CDX-NAHYS6V7 - 0609", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_03YR_94/100", 2453823, 2455003, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCV0", "CDX", 6, "NA HY", null, "HY", 7, 3,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.6.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922533", "9035674",
"CDX-NAHYS6V7 - 0616", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_10YR_94/100", 2453823, 2457560, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCV0", "CDX", 6, "NA HY", null, "HY", 7, 10,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.6.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922534", "9035675",
"CDX-NAHYS6V7 - 0613", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_07YR_94/100", 2453823, 2456464, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCV0", "CDX", 6, "NA HY", null, "HY", 7, 7,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.6.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922535", "9035713",
"CDX-NAHYS6V7 - 0611", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_94/100", 2453823, 2455733, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCV0", "CDX", 6, "NA HY", null, "HY", 7, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.6.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922536", "9035714",
"CDX-NAHYS6V7 - 0610", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_04YR_94/100", 2453823, 2455368, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCV0", "CDX", 6, "NA HY", null, "HY", 7, 4,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJIBOXX.NA HY.5Y.2.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922537", "9035605",
"DJIBOXX-NA-HY-S2V9 - 0909", "Dow Jones CDX.NA.HY.2",
"DJIBOXX_NA_HY_S02_100_SWP_89/100", 2453088, 2455095, 0.043000000000000003, "USD",
"ACT/360", false, 0.3, 4, "DJIBOXX-NA-HY-S2V9", "DJIBOXX", 2, "NA HY", null, "HY", 9, 5,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.6.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922538", "9035721",
"CDX-NAHYS6V7 - 0612", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_06YR_94/100", 2453823, 2456099, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCV0", "CDX", 6, "NA HY", null, "HY", 7, 6,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922539", "9035760",
"CDX-NAHYBS6V4 - 0611", "Dow Jones CDX.NA.HY.B.6",
"CDX_NA_HY_S06_B___SWP_45/48", 2453823, 2455733, 0.030000000000000002, "USD",
"ACT/360", false, 0.3, 4, "2I65BSCV8", "CDX", 6, "NA HY B", null, "HY", 4, 5,
null, 0.9375100000000001, 48, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922540", "9035762",
"CDX-NAHYHBS6V4 - 0611", "Dow Jones CDX.NA.HY.HB.6",
"CDX_NA_HY_S06_HB__SWP_27/30", 2453823, 2455733, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWBL2", "CDX", 6, "NA HY HB", null, "HY", 4, 5,
null, 0.9, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.7.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922541", "9035766",
"CDX-NAHYS7V6 - 1211", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_95/100", 2454007, 2455916, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCW8", "CDX", 7, "NA HY", null, "HY", 6, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922543", "9035870",
"LCDXNAS8V12 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_90/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAZ0", "LCDX", 8, "LCDXNA", null, "IG", 12, 3,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V12 FXD.LCDXNAV12 FXD.5Y.8.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922544", "9035872",
"LCDXNAS8V12 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_90/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAZ0 FXD", "LCDXNAS8V12 FXD", 8, "LCDXNAV12 FXD", null, "IG", 12, 5,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922545", "9035873",
"LCDXNAS8V12 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_90/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAZ0", "LCDX", 8, "LCDXNA", null, "IG", 12, 6,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922546", "9035884",
"LCDXNAS8V12 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_90/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAZ0", "LCDX", 8, "LCDXNA", null, "IG", 12, 7,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922549", "9035896",
"LCDXNAS8V12 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_90/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAZ0", "LCDX", 8, "LCDXNA", null, "IG", 12, 4,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922551", "9035897",
"LCDXNAS8V12 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_90/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GAZ0", "LCDX", 8, "LCDXNA", null, "IG", 12, 10,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922552", "9035946",
"CDX-NAHYS10V4 - 0611", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_03YR_97/100", 2454554, 2455733, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCZ1", "CDX", 10, "NA HY", null, "HY", 4, 3,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922553", "9035822",
"CDX-NAHYS10V4 - 0615", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_07YR_97/100", 2454554, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCZ1", "CDX", 10, "NA HY", null, "HY", 4, 7,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922554", "9035600",
"CDX-NAHYS10V4 - 0618", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_10YR_97/100", 2454554, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCZ1", "CDX", 10, "NA HY", null, "HY", 4, 10,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922555", "9035602",
"CDX-NAHYBS10V2 - 0613", "CDX.NA.HY.B.10",
"CDX_NA_HY_S10_B___SWP_44/45", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSCZ9", "CDX", 10, "NA HY B", null, "HY", 2, 5,
null, 0.9777800000000001, 45, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922556", "9035606",
"LCDXNAS10V8 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_94/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.6, 4, "5F199GBB2", "LCDX", 10, "LCDXNA", null, "IG", 8, 3,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922557", "9035608",
"LCDXNAS10V8 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_94/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GBB2", "LCDX", 10, "LCDXNA", null, "IG", 8, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.10.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922558", "9035609",
"LCDXNAS10V8 - 0609", "LCDX.NA.10",
"CDX_NA_LN_S10_100_01YR_94/100", 2454561, 2455003, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBB2", "LCDX", 10, "LCDXNA", null, "IG", 8, 1,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922559", "9035611",
"LCDXNAS10V8 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_94/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBB2", "LCDX", 10, "LCDXNA", null, "IG", 8, 2,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922560", "9035612",
"LCDXNAS10V8 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_94/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBB2", "LCDX", 10, "LCDXNA", null, "IG", 8, 7,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922561", "9035557",
"LCDXNAS10V8 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_94/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBB2", "LCDX", 10, "LCDXNA", null, "IG", 8, 10,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922562", "9035561",
"LCDXNAS10V8 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_94/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBB2", "LCDX", 10, "LCDXNA", null, "IG", 8, 4,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922590", "9035769",
"CDX-NAHYS8V6 - 0610", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_03YR_95/100", 2454188, 2455368, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCX6", "CDX", 8, "NA HY", null, "HY", 6, 3,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922593", "9035776",
"CDX-NAHYS8V6 - 0617", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_10YR_95/100", 2454188, 2457925, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCX6", "CDX", 8, "NA HY", null, "HY", 6, 10,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922594", "9035778",
"CDX-NAHYS8V6 - 0611", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_04YR_95/100", 2454188, 2455733, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCX6", "CDX", 8, "NA HY", null, "HY", 6, 4,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922595", "9035782",
"CDX-NAHYS8V6 - 0613", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_06YR_95/100", 2454188, 2456464, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCX6", "CDX", 8, "NA HY", null, "HY", 6, 6,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922596", "9035813",
"CDX-NAHYS9V7 - 1212", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_94/100", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCY4", "CDX", 9, "NA HY", null, "HY", 7, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922597", "9035581",
"CDX-NAHYS9V7 - 1211", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_04YR_ 94/100", 2454372, 2455916, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCY4", "CDX", 9, "NA HY", null, "HY", 7, 4,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922598", "9035686",
"CDX-NAHYS9V7 - 1213", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_06YR_ 94/100", 2454372, 2456647, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCY4", "CDX", 9, "NA HY", null, "HY", 7, 6,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922599", "9035618",
"CDX-NAHYS9V7 - 1210", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_03YR_ 94/100", 2454372, 2455551, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCY4", "CDX", 9, "NA HY", null, "HY", 7, 3,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922600", "9035681",
"CDX-NAHYS9V7 - 1214", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_07YR_ 94/100", 2454372, 2457012, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCY4", "CDX", 9, "NA HY", null, "HY", 7, 7,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922601", "9035691",
"CDX-NAHYS9V7 - 1209", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_02YR_ 94/100", 2454372, 2455186, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCY4", "CDX", 9, "NA HY", null, "HY", 7, 2,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922602", "9035685",
"CDX-NAHYS9V7 - 1217", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_10YR_ 94/100", 2454372, 2458108, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCY4", "CDX", 9, "NA HY", null, "HY", 7, 10,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.9.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922603", "9035698",
"CDX-NAHYBS9V5 - 1212", "CDX.NA.HY.B.9",
"CDX_NA_HY_S09_B___SWP_42/46", 2454372, 2456282, 0.035, "USD",
"ACT/360", false, 0.3, 4, "2I65BSCY2", "CDX", 9, "NA HY B", null, "HY", 5, 5,
null, 0.9130500000000001, 46, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922604", "9035715",
"LCDXNAS9V8 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_94/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GBA4", "LCDX", 9, "LCDXNA", null, "IG", 8, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922605", "9035717",
"LCDXNAS9V8 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_94/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBA4", "LCDX", 9, "LCDXNA", null, "IG", 8, 7,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.7.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922606", "9035635",
"CDX-NAHYS7V6 - 1209", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_03YR_95/100", 2454007, 2455186, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCW8", "CDX", 7, "NA HY", null, "HY", 6, 3,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.7.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922607", "9035789",
"CDX-NAHYS7V6 - 1216", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_10YR_95/100", 2454007, 2457743, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCW8", "CDX", 7, "NA HY", null, "HY", 6, 10,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922608", "9036087",
"CDX-NAHYBS7V3 - 1211", "Dow Jones CDX.NA.HY.B.7",
"CDX_NA_HY_S07_B___SWP_48/50", 2454007, 2455916, 0.030000000000000002, "USD",
"ACT/360", false, 0.3, 4, "2I65BSCW6", "CDX", 7, "NA HY B", null, "HY", 3, 5,
null, 0.96, 50, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.7.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922609", "9035748",
"CDX-NAHYHBS7V4 - 1211", "Dow Jones CDX.NA.HY.HB.7",
"CDX_NA_HY_S07_HB__SWP_27/30", 2454007, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWBM0", "CDX", 7, "NA HY HB", null, "HY", 4, 5,
null, 0.9000100000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922610", "9035750",
"CDX-NAHYS8V6 - 0614", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_07YR_95/100", 2454188, 2456829, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCX6", "CDX", 8, "NA HY", null, "HY", 6, 7,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922611", "9035753",
"CDX-NAHYS8V6 - 0612", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_95/100", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRCX6", "CDX", 8, "NA HY", null, "HY", 6, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.2.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922616", "9038837",
"CDX-NAHYS2V9 - 0909", "Dow Jones CDX.NA.HY.2",
"CDX_NA_HY_S02_100_SWP_89/100", 2453088, 2455095, 0.043000000000000003, "USD",
"ACT/360", false, 0.4, 4, "2I65BRCR9", "CDX", 2, "NA HY", null, "HY", 9, 5,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922628", "9039231",
"ITRAXX-LevXS2V6 - 0613", "ITRAXX LEVX SENIOR SERIES 2 VERSION 6",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 6 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBI3", "ITRAXX", 2, "LevX", null, "IG", 6, 5,
null, 0.9198000000000001, 74, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevXSub.5Y.2.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922629", "9039236",
"ITRAXX-LevXSubS2V5 - 0613", "ITRAXX LEVX SUBORDINATE SERIES 2 VERSION 5",
"ITRAXX LEVX SUBORDINATE SERIES 2 VERSION 5 EUR 2ND SEC RES I03 CDS", 2454543, 2456464, 0.0825, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKBR0", "ITRAXX", 2, "LevXSub", null, "IG", 5, 5,
null, 0.9112, 45, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922630", "9039255",
"ITRAXX-LevXS3V5 - 1213", "ITRAXX LEVX SENIOR SERIES 3 VERSION 5",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 5 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBJ1", "ITRAXX", 3, "LevX", null, "IG", 5, 5,
null, 0.9466, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevXSub.5Y.3.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922631", "9039257",
"ITRAXX-LevXSubS3V5 - 1213", "ITRAXX LEVX SUBORDINATE SERIES 3 VERSION 5",
"ITRAXX LEVX SUBORDINATE SERIES 3 VERSION 5 EUR 2ND SEC RES I03 CDS", 2454739, 2456647, 0.12000000000000001, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKBS8", "ITRAXX", 3, "LevXSub", null, "IG", 5, 5,
null, 0.9112, 45, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922652", "9040028",
"LCDXNAS8V13 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_89/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GBD8", "LCDX", 8, "LCDXNA", null, "IG", 13, 5,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922655", "9039970",
"LCDXNAS9V9 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_93/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GBE6", "LCDX", 9, "LCDXNA", null, "IG", 9, 5,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922656", "9039963",
"LCDXNAS10V9 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_93/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.6, 4, "5F199GBC0", "LCDX", 10, "LCDXNA", null, "IG", 9, 3,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922657", "9039964",
"LCDXNAS10V9 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_93/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GBC0", "LCDX", 10, "LCDXNA", null, "IG", 9, 5,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922668", "9040341",
"LCDXNAS8V13 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_89/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBD8", "LCDX", 8, "LCDXNA", null, "IG", 13, 3,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V13 FXD.LCDXNAV13 FXD.5Y.8.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922672", "9040343",
"LCDXNAS8V13 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_89/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBD8 FXD", "LCDXNAS8V13 FXD", 8, "LCDXNAV13 FXD", null, "IG", 13, 5,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922673", "9040347",
"LCDXNAS8V13 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_89/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBD8", "LCDX", 8, "LCDXNA", null, "IG", 13, 6,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922674", "9040278",
"LCDXNAS8V13 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_89/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBD8", "LCDX", 8, "LCDXNA", null, "IG", 13, 7,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922675", "9040279",
"LCDXNAS8V13 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_89/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBD8", "LCDX", 8, "LCDXNA", null, "IG", 13, 4,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922676", "9040280",
"LCDXNAS8V13 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_89/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBD8", "LCDX", 8, "LCDXNA", null, "IG", 13, 10,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922678", "9040322",
"LCDXNAS9V9 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_93/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBE6", "LCDX", 9, "LCDXNA", null, "IG", 9, 10,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922679", "9040325",
"LCDXNAS9V9 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_93/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBE6", "LCDX", 9, "LCDXNA", null, "IG", 9, 4,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922681", "9039960",
"LCDXNAS9V9 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR_93/100", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBE6", "LCDX", 9, "LCDXNA", null, "IG", 9, 2,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922682", "9039961",
"LCDXNAS9V9 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_93/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBE6", "LCDX", 9, "LCDXNA", null, "IG", 9, 3,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V9 FXD.LCDXNAV9 FXD.5Y.9.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922683", "9039967",
"LCDXNAS9V9 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_93/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBE6 FXD", "LCDXNAS9V9 FXD", 9, "LCDXNAV9 FXD", null, "IG", 9, 5,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922684", "9040286",
"LCDXNAS9V9 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_93/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBE6", "LCDX", 9, "LCDXNA", null, "IG", 9, 7,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V9 FXD.LCDXNAV9 FXD.5Y.10.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922685", "9040289",
"LCDXNAS10V9 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_93/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBC0 FXD", "LCDXNAS10V9 FXD", 10, "LCDXNAV9 FXD", null, "IG", 9, 5,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922686", "9040296",
"LCDXNAS10V9 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_93/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBC0", "LCDX", 10, "LCDXNA", null, "IG", 9, 6,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.10.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922687", "9039971",
"LCDXNAS10V9 - 0609", "LCDX.NA.10",
"CDX_NA_LN_S10_100_01YR_93/100", 2454561, 2455003, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBC0", "LCDX", 10, "LCDXNA", null, "IG", 9, 1,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922688", "9039972",
"LCDXNAS10V9 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_93/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBC0", "LCDX", 10, "LCDXNA", null, "IG", 9, 2,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922689", "9039950",
"LCDXNAS10V9 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_93/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBC0", "LCDX", 10, "LCDXNA", null, "IG", 9, 7,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922690", "9039953",
"LCDXNAS10V9 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_93/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBC0", "LCDX", 10, "LCDXNA", null, "IG", 9, 10,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922691", "9039956",
"LCDXNAS10V9 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_93/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBC0", "LCDX", 10, "LCDXNA", null, "IG", 9, 4,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922693", "9040326",
"LCDXNAS9V9 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_93/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBE6", "LCDX", 9, "LCDXNA", null, "IG", 9, 6,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.3Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922699", "9040999",
"ITRAXX-HIVOLS11V1 - 0612", "iTraxx Europe HiVol series 11 Version 1",
"ITRAXX-HIVOLS11V1-0612 EUR SEN MMR I03 CDS", 2454911, 2456099, 0.0425, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAK2", "ITRAXX", 11, "HIVOL", "VOL", "HV", 1, 3,
"242872", 1, 29, 0, "LON", true, true, true, "ITXEH311", "VOL"));
UpdateCDXRefDataMap ("LCDXNAS10V10 FXD.LCDXNAV10 FXD.5Y.10.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922701", "9042386",
"LCDXNAS10V10 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_92/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBF3 FXD", "LCDXNAS10V10 FXD", 10, "LCDXNAV10 FXD", null, "IG", 10, 5,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922702", "9042391",
"LCDXNAS10V10 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_92/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBF3", "LCDX", 10, "LCDXNA", null, "IG", 10, 6,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.3Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922703", "9040924",
"ITRAXX-EUROPES11V1 - 0612", "iTraxx Europe series 11 Version 1",
"ITRAXX-EUROPES11V1-0612 EUR SEN MMR I03 CDS", 2454911, 2456099, 0.02, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAK1", "ITRAXX", 11, "EUROPE", "EUR", "IG", 1, 3,
"242870", 1, 125, 0, "LON", true, true, true, "ITXEB311", "EUR"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922704", "9042358",
"LCDXNAS10V10 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_92/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.6, 4, "5F199GBF3", "LCDX", 10, "LCDXNA", null, "IG", 10, 3,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922705", "9040925",
"ITRAXX-EUROPES11V1 - 0614", "iTraxx Europe series 11 Version 1",
"ITRAXX-EUROPES11V1-0614 EUR SEN MMR I03 CDS", 2454911, 2456829, 0.018500000000000003, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAK1", "ITRAXX", 11, "EUROPE", "EUR", "IG", 1, 5,
"242870", 1, 125, 0, "LON", true, true, true, "ITXEB511", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922706", "9040926",
"ITRAXX-EUROPES11V1 - 0616", "iTraxx Europe series 11 Version 1",
"ITRAXX-EUROPES11V1-0616 EUR SEN MMR I03 CDS", 2454911, 2457560, 0.017, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAK1", "ITRAXX", 11, "EUROPE", "EUR", "IG", 1, 7,
"242870", 1, 125, 0, "LON", true, true, true, "ITXEB711", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922707", "9040929",
"ITRAXX-EUROPES11V1 - 0619", "iTraxx Europe series 11 Version 1",
"ITRAXX-EUROPES11V1-0619 EUR SEN MMR I03 CDS", 2454911, 2458655, 0.015000000000000001, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAK1", "ITRAXX", 11, "EUROPE", "EUR", "IG", 1, 10,
"242870", 1, 125, 0, "LON", true, true, true, "ITXEB011", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922708", "9040932",
"ITRAXX-XOVERS11V1 - 0612", "iTraxx Europe Crossover series 11 Version 1",
"ITRAXX-XOVERS11V1-0612 EUR SEN MMR I03 CDS MATURED", 2454911, 2456099, 0.11, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAL2", "ITRAXX", 11, "XOVER", "XVR", "XO", 1, 3,
"242871", 1, 45, 0, "LON", true, true, true, "ITXEX311", "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSEN.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922709", "9041329",
"USD ITRAXX-FINSENS11V1 - 0614", "iTraxx Europe Senior Financials series 11 Version 1",
"ITRAXX-FINSENS11V1-0614 USD SEN MMR I03 CDS", 2454911, 2456829, 0.021, "USD",
"ACT/360", false, 0.4, 4, "2I667DAK0", "USD ITRAXX", 11, "FINSEN", "SEN", "SENF", 1, 5,
null, 1, 25, 0, "LON", false, false, true, null, "SEN"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922710", "9040936",
"ITRAXX-XOVERS11V1 - 0614", "iTraxx Europe Crossover series 11 Version 1",
"ITRAXX-XOVERS11V1-0614 EUR SEN MMR I03 CDS MATURED", 2454911, 2456829, 0.0975, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAL2", "ITRAXX", 11, "XOVER", "XVR", "XO", 1, 5,
"242871", 1, 45, 0, "LON", true, true, true, "ITXEX511", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922711", "9040939",
"ITRAXX-XOVERS11V1 - 0616", "iTraxx Europe Crossover series 11 Version 1",
"ITRAXX-XOVERS11V1-0616 EUR SEN MMR I03 CDS MATURED", 2454911, 2457560, 0.08800000000000001, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAL2", "ITRAXX", 11, "XOVER", "XVR", "XO", 1, 7,
"242871", 1, 45, 0, "LON", true, true, true, "ITXEX711", "XVR"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922712", "9042363",
"LCDXNAS10V10 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_92/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GBF3", "LCDX", 10, "LCDXNA", null, "IG", 10, 5,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSEN.10Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922713", "9041333",
"USD ITRAXX-FINSENS11V1 - 0619", "iTraxx Europe Senior Financials series 11 Version 1",
"ITRAXX-FINSENS11V1-0619 USD SEN MMR I03 CDS", 2454911, 2458655, 0.019, "USD",
"ACT/360", false, 0.4, 4, "2I667DAK0", "USD ITRAXX", 11, "FINSEN", "SEN", "SENF", 1, 10,
null, 1, 25, 0, "LON", false, false, true, null, "SEN"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922714", "9040941",
"ITRAXX-XOVERS11V1 - 0619", "iTraxx Europe Crossover series 11 Version 1",
"ITRAXX-XOVERS11V1-0619 EUR SEN MMR I03 CDS MATURED", 2454911, 2458655, 0.082, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAL2", "ITRAXX", 11, "XOVER", "XVR", "XO", 1, 10,
"242871", 1, 45, 0, "LON", true, true, true, "ITXEX011", "XVR"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.10.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922715", "9042395",
"LCDXNAS10V10 - 0609", "LCDX.NA.10",
"CDX_NA_LN_S10_100_01YR_92/100", 2454561, 2455003, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBF3", "LCDX", 10, "LCDXNA", null, "IG", 10, 1,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSUB.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922716", "9041334",
"USD ITRAXX-FINSUBS11V1 - 0614", "iTraxx Europe Sub Financials series 11 Version 1",
"ITRAXX-FINSUBS11V1-0614 USD LT2 SUB MMR I03 CDS", 2454911, 2456829, 0.0375, "USD",
"ACT/360", false, 0.2, 4, "2I667EAL6", "USD ITRAXX", 11, "FINSUB", "SUB", "SUBF", 1, 5,
null, 1, 25, 0, "LON", false, false, true, null, "SUB"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922717", "9041315",
"ITRAXX-FINSUBS11V1 - 0614", "iTraxx Europe Sub Financials series 11 Version 1",
"ITRAXX-FINSUBS11V1-0614 EUR LT2 SUB MMR I03 CDS", 2454911, 2456829, 0.0375, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAL6", "ITRAXX", 11, "FINSUB", "SUB", "SUBF", 1, 5,
"242875", 1, 25, 0, "LON", true, true, true, "ITXEU511", "SUB"));
return true;
}
private static final boolean InitCDXRefDataSet19()
{
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922718", "9042736",
"LCDXNAS10V10 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_92/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBF3", "LCDX", 10, "LCDXNA", null, "IG", 10, 2,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.10Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922719", "9041320",
"ITRAXX-FINSUBS11V1 - 0619", "iTraxx Europe Sub Financials series 11 Version 1",
"ITRAXX-FINSUBS11V1-0619 EUR LT2 SUB MMR I03 CDS", 2454911, 2458655, 0.035, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAL6", "ITRAXX", 11, "FINSUB", "SUB", "SUBF", 1, 10,
"242875", 1, 25, 0, "LON", true, true, true, "ITXEU011", "SUB"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSUB.10Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922720", "9041279",
"USD ITRAXX-FINSUBS11V1 - 0619", "iTraxx Europe Sub Financials series 11 Version 1",
"ITRAXX-FINSUBS11V1-0619 USD LT2 SUB MMR I03 CDS", 2454911, 2458655, 0.035, "USD",
"ACT/360", false, 0.2, 4, "2I667EAL6", "USD ITRAXX", 11, "FINSUB", "SUB", "SUBF", 1, 10,
null, 1, 25, 0, "LON", false, false, true, null, "SUB"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922721", "9042735",
"LCDXNAS10V10 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_92/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBF3", "LCDX", 10, "LCDXNA", null, "IG", 10, 7,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922722", "9042734",
"LCDXNAS10V10 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_92/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBF3", "LCDX", 10, "LCDXNA", null, "IG", 10, 10,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922723", "9042733",
"LCDXNAS10V10 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_92/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBF3", "LCDX", 10, "LCDXNA", null, "IG", 10, 4,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.1Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922725", "9041194",
"CDX-NAIGHVOLS12V1 - 0610", "CDX.NA.IG.HVOL.12",
"CDX_NA_IG_S12_HVOL_01Y_06/10", 2454911, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BD4", "CDX", 12, "NA IG HVOL", null, "HV", 1, 1,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.2Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922726", "9041195",
"CDX-NAIGHVOLS12V1 - 0611", "CDX.NA.IG.HVOL.12",
"CDX_NA_IG_S12_HVOL_02Y_06/11", 2454911, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BD4", "CDX", 12, "NA IG HVOL", null, "HV", 1, 2,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.3Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922727", "9041198",
"CDX-NAIGHVOLS12V1 - 0612", "CDX.NA.IG.HVOL.12",
"CDX_NA_IG_S12_HVOL_03Y_06/12", 2454911, 2456099, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BD4", "CDX", 12, "NA IG HVOL", null, "HV", 1, 3,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922728", "9041008",
"ITRAXX-HIVOLS11V1 - 0614", "iTraxx Europe HiVol series 11 Version 1",
"ITRAXX-HIVOLS11V1-0614 EUR SEN MMR I03 CDS", 2454911, 2456829, 0.0375, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAK2", "ITRAXX", 11, "HIVOL", "VOL", "HV", 1, 5,
"242872", 1, 29, 0, "LON", true, true, true, "ITXEH511", "VOL"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.4Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922729", "9041199",
"CDX-NAIGHVOLS12V1 - 0613", "CDX.NA.IG.HVOL.12",
"CDX_NA_IG_S12_HVOL_04Y_06/13", 2454911, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BD4", "CDX", 12, "NA IG HVOL", null, "HV", 1, 4,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.7Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922730", "9041011",
"ITRAXX-HIVOLS11V1 - 0616", "iTraxx Europe HiVol series 11 Version 1",
"ITRAXX-HIVOLS11V1-0616 EUR SEN MMR I03 CDS", 2454911, 2457560, 0.035, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAK2", "ITRAXX", 11, "HIVOL", "VOL", "HV", 1, 7,
"242872", 1, 29, 0, "LON", true, true, true, "ITXEH711", "VOL"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922731", "9041201",
"CDX-NAIGHVOLS12V1 - 0614", "CDX.NA.IG.HVOL.12",
"CDX_NA_IG_S12_HVOL_05Y_06/14", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BD4", "CDX", 12, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922732", "9041016",
"ITRAXX-HIVOLS11V1 - 0619", "iTraxx Europe HiVol series 11 Version 1",
"ITRAXX-HIVOLS11V1-0619 EUR SEN MMR I03 CDS", 2454911, 2458655, 0.0325, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAK2", "ITRAXX", 11, "HIVOL", "VOL", "HV", 1, 10,
"242872", 1, 29, 0, "LON", true, true, true, "ITXEH011", "VOL"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922733", "9041202",
"CDX-NAIGHVOLS12V1 - 0616", "CDX.NA.IG.HVOL.12",
"CDX_NA_IG_S12_HVOL_07Y_06/16", 2454911, 2457560, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BD4", "CDX", 12, "NA IG HVOL", null, "HV", 1, 7,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922735", "9041205",
"CDX-NAIGHVOLS12V1 - 0619", "CDX.NA.IG.HVOL.12",
"CDX_NA_IG_S12_HVOL_10Y_06/19", 2454911, 2458655, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BD4", "CDX", 12, "NA IG HVOL", null, "HV", 1, 10,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922737", "9041365",
"ITRAXX-FINSENS11V1 - 0614", "iTraxx Europe Senior Financials series 11 Version 1",
"ITRAXX-FINSENS11V1-0614 EUR SEN MMR I03 CDS", 2454911, 2456829, 0.021, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAK0", "ITRAXX", 11, "FINSEN", "SEN", "SENF", 1, 5,
"242874", 1, 25, 0, "LON", true, true, true, "ITXES511", "SEN"));
UpdateCDXRefDataMap ("CDX.NA IG ENRG.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922738", "9041209",
"CDX-NAIGENRGS12V1 - 0614", "CDX.NA.IG.ENRG.12",
"CDX_NA_IG_S12_ENRG_06/14", 2454911, 2456829, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B1AN7", "CDX", 12, "NA IG ENRG", null, "IG", 1, 5,
null, 1, 16, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.10Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922739", "9041366",
"ITRAXX-FINSENS11V1 - 0619", "iTraxx Europe Senior Financials series 11 Version 1",
"ITRAXX-FINSENS11V1-0619 EUR SEN MMR I03 CDS", 2454911, 2458655, 0.019, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAK0", "ITRAXX", 11, "FINSEN", "SEN", "SENF", 1, 10,
"242874", 1, 25, 0, "LON", true, true, true, "ITXES011", "SEN"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922740", "9041210",
"CDX-NAIGFINS12V1 - 0614", "CDX.NA.IG.FIN.12",
"CDX_NA_IG_S12_FIN_06/14", 2454911, 2456829, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B2AN5", "CDX", 12, "NA IG FIN", null, "IG", 1, 5,
null, 1, 21, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG INDU.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922743", "9041225",
"CDX-NAIGINDUS12V1 - 0614", "CDX.NA.IG.INDU.12",
"CDX_NA_IG_S12_INDU_06/14", 2454911, 2456829, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B4AQ4", "CDX", 12, "NA IG INDU", null, "IG", 1, 5,
null, 1, 26, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG TMT.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922744", "9041226",
"CDX-NAIGTMTS12V1 - 0614", "CDX.NA.IG.TMT.12",
"CDX_NA_IG_S12_TMT_06/14", 2454911, 2456829, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65DJAO4", "CDX", 12, "NA IG TMT", null, "IG", 1, 5,
null, 1, 23, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOLV1 EUR.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922745", "9041247",
"CDX-NAIGHVOLS12V1 EUR - 0614", "CDX.NA.IG.HVOL.12",
"CDX_NA_IG_S12_HVOL_05Y_06/14 EUR", 2454911, 2456829, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I65B3BD4", "CDX", 12, "NA IG HVOLV1 EUR", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.3Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922746", "9041232",
"CDX-NAXOS12V1 - 0612", "CDX.NA.XO.12",
"CDX_NA_XO_S12_03YR_06/12", 2454911, 2456099, 0.034, "USD",
"ACT/360", false, 0.4, 4, "CDX-NAXOS12V1", "CDX", 12, "NAXO", null, "XO", 1, 3,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922747", "9041234",
"CDX-NAXOS12V1 - 0614", "CDX.NA.XO.12",
"CDX_NA_XO_S12_05YR_06/14", 2454911, 2456829, 0.034, "USD",
"ACT/360", false, 0.4, 4, "CDX-NAXOS12V1", "CDX", 12, "NAXO", null, "XO", 1, 5,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.7Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922748", "9041235",
"CDX-NAXOS12V1 - 0616", "CDX.NA.XO.12",
"CDX_NA_XO_S12_07YR_06/16", 2454911, 2457560, 0.034, "USD",
"ACT/360", false, 0.4, 4, "CDX-NAXOS12V1", "CDX", 12, "NAXO", null, "XO", 1, 7,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.10Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922749", "9041238",
"CDX-NAXOS12V1 - 0619", "CDX.NA.XO.12",
"CDX_NA_XO_S12_10YR_06/19", 2454911, 2458655, 0.034, "USD",
"ACT/360", false, 0.4, 4, "CDX-NAXOS12V1", "CDX", 12, "NAXO", null, "XO", 1, 10,
null, 1, 35, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("CDX.NAXOV1EUR.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922750", "9041245",
"CDX-NAXOS12V1EUR - 0614", "CDX.NA.XO.12",
"CDX NA XO S12 05YR 06/14 EUR", 2454911, 2456829, 0.034, "EUR",
"ACT/360", false, 0.4, 4, "CDX-NAXOS12V1", "CDX", 12, "NAXOV1EUR", null, "XO", 1, 5,
null, 1, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922754", "9041348",
"CDX-NAHYS12V1 - 0615", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_06YR", 2454911, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDF4", "CDX", 12, "NA HY", null, "HY", 1, 6,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922756", "9041349",
"CDX-NAHYS12V1 - 0616", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_07YR", 2454911, 2457560, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDF4", "CDX", 12, "NA HY", null, "HY", 1, 7,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922757", "9041352",
"CDX-NAHYS12V1 - 0619", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_10YR", 2454911, 2458655, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDF4", "CDX", 12, "NA HY", null, "HY", 1, 10,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BV2 FXD 34/35.5Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922758", "9041356",
"CDX-NAHYBS12V1 FXD - 0614", "CDX.NA.HY.B.12",
"CDX_NA_HY_S12_B___FXD", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BSBT4 FXD", "CDX", 12, "NA HY BV2 FXD 34/35", null, "HY", 2, 5,
null, 0.97143, 35, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922759", "9041357",
"CDX-NAHYBS12V1 - 0614", "CDX.NA.HY.B.12",
"CDX_NA_HY_S12_B___SWP", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDD7", "CDX", 12, "NA HY B", null, "HY", 1, 5,
null, 1, 35, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922760", "9041360",
"CDX-NAHYBBS12V1 - 0614", "CDX.NA.HY.BB.12",
"CDX_NA_HY_S12_BB__SWP", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBG5", "CDX", 12, "NA HY BB", null, "HY", 1, 5,
null, 1, 33, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HBV9 FXD 23/30.5Y.12.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922761", "9041361",
"CDX-NAHYHBS12V8 FXD 24/30 - 0614", "CDX.NA.HY.HB.12",
"CDX_NA_HY_S12_HB__FXD_24/30", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWFD6 FXD", "CDX", 12, "NA HY HBV9 FXD 23/30", null, "HY", 9, 5,
null, 0.76668, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922762", "9041362",
"CDX-NAHYHBS12V1 - 0614", "CDX.NA.HY.HB.12",
"CDX_NA_HY_S12_HB__SWP", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWBP3", "CDX", 12, "NA HY HB", null, "HY", 1, 5,
null, 1, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BBV1 FXD.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922763", "9041359",
"CDX-NAHYBBS12V1 FXD - 0614", "CDX.NA.HY.BB.12",
"CDX_NA_HY_S12_BB__FXD", 2454919, 2456829, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BVBG5 FXD", "CDX", 12, "NA HY BBV1 FXD", null, "HY", 1, 5,
null, 1, 33, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922764", "9041277",
"USD ITRAXX-HIVOLS11V1 - 0614", "iTraxx Europe HiVol series 11 Version 1",
"ITRAXX-HIVOLS11V1-0614 USD SEN MMR I03 CDS", 2454911, 2456829, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I667LAK2", "USD ITRAXX", 11, "HIVOL", "VOL", "HV", 1, 5,
null, 1, 29, 0, "LON", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.10Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922765", "9041278",
"USD ITRAXX-HIVOLS11V1 - 0619", "iTraxx Europe HiVol series 11 Version 1",
"ITRAXX-HIVOLS11V1-0619 USD SEN MMR I03 CDS", 2454911, 2458655, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "2I667LAK2", "USD ITRAXX", 11, "HIVOL", "VOL", "HV", 1, 10,
null, 1, 29, 0, "LON", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922768", "9041321",
"USD ITRAXX-EUROPES11V1 - 0614", "iTraxx Europe series 11 Version 1",
"ITRAXX-EUROPES11V1-0614 USD SEN MMR I03 CDS", 2454911, 2456829, 0.018500000000000003, "USD",
"ACT/360", false, 0.4, 4, "2I666VAK1", "USD ITRAXX", 11, "EUROPE", "EUR", "IG", 1, 5,
null, 1, 125, 0, "LON", false, false, true, null, "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.10Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922769", "9041325",
"USD ITRAXX-EUROPES11V1 - 0619", "iTraxx Europe series 11 Version 1",
"ITRAXX-EUROPES11V1-0619 USD SEN MMR I03 CDS", 2454911, 2458655, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I666VAK1", "USD ITRAXX", 11, "EUROPE", "EUR", "IG", 1, 10,
null, 1, 125, 0, "LON", false, false, true, null, "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922770", "9041326",
"USD ITRAXX-XOVERS11V1 - 0614", "iTraxx Europe Crossover series 11 Version 1",
"ITRAXX-XOVERS11V1-0614 USD SEN MMR I03 CDS MATURED", 2454911, 2456829, 0.0975, "USD",
"ACT/360", false, 0.4, 4, "2I667KAL2", "USD ITRAXX", 11, "XOVER", "XVR", "XO", 1, 5,
null, 1, 45, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922773", "9041328",
"USD ITRAXX-XOVERS11V1 - 0619", "iTraxx Europe Crossover series 11 Version 1",
"ITRAXX-XOVERS11V1-0619 USD SEN MMR I03 CDS MATURED", 2454911, 2458655, 0.082, "USD",
"ACT/360", false, 0.4, 4, "2I667KAL2", "USD ITRAXX", 11, "XOVER", "XVR", "XO", 1, 10,
null, 1, 45, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922776", "9041262",
"CDX-NAIGS12V1 - 0610", "CDX.NA.IG.12",
"CDX_NA_IG_S12_01Y_06/10", 2454911, 2455368, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBN4", "CDX", 12, "NA IG", null, "IG", 1, 1,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922777", "9041263",
"CDX-NAIGS12V1 - 0611", "CDX.NA.IG.12",
"CDX_NA_IG_S12_02Y_06/11", 2454911, 2455733, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBN4", "CDX", 12, "NA IG", null, "IG", 1, 2,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922778", "9041265",
"CDX-NAIGS12V1 - 0612", "CDX.NA.IG.12",
"CDX_NA_IG_S12_03Y_06/12", 2454911, 2456099, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBN4", "CDX", 12, "NA IG", null, "IG", 1, 3,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922779", "9041266",
"CDX-NAIGS12V1 - 0613", "CDX.NA.IG.12",
"CDX_NA_IG_S12_04Y_06/13", 2454911, 2456464, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBN4", "CDX", 12, "NA IG", null, "IG", 1, 4,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922780", "9041267",
"CDX-NAIGS12V1 - 0614", "CDX.NA.IG.12",
"CDX_NA_IG_S12_05Y_06/14", 2454911, 2456829, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBN4", "CDX", 12, "NA IG", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V1 EUR.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922781", "9041268",
"CDX-NAIGS12V1 EUR - 0614", "CDX.NA.IG.12",
"CDX_NA_IG_S12_05Y_06/14_EUR", 2454911, 2456829, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYBN4", "CDX", 12, "NA IG V1 EUR", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922782", "9041270",
"CDX-NAIGS12V1 - 0616", "CDX.NA.IG.12",
"CDX_NA_IG_S12_07Y_06/16", 2454911, 2457560, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBN4", "CDX", 12, "NA IG", null, "IG", 1, 7,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922783", "9041271",
"CDX-NAIGS12V1 - 0619", "CDX.NA.IG.12",
"CDX_NA_IG_S12_10Y_06/19", 2454911, 2458655, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBN4", "CDX", 12, "NA IG", null, "IG", 1, 10,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG CONS.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922784", "9041275",
"CDX-NAIGCONSS12V1 - 0614", "CDX.NA.IG.CONS.12",
"CDX_NA_IG_S12_CONS_06/14", 2454911, 2456829, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B0AN9", "CDX", 12, "NA IG CONS", null, "IG", 1, 5,
null, 1, 39, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ IG.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922793", "9041880",
"ITRAXX-ASIAXJIGS11V1 - 0614", "iTraxx Asia ex-Japan IG Series Number 11 Version 1",
"ITRAXX-ASIA-IGS11-5Y USD SEN RES I03 CDS", 2454911, 2456829, 0.035, "USD",
"ACT/360", false, 0.35000000000000003, 4, "4ABCAMAD8", "ITRAXX", 11, "ASIAXJ IG", null, "ASHG", 1, 5,
null, 1, 50, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ HY.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922794", "9041882",
"ITRAXX-ASIAXJHYS11V1 - 0614", "iTraxx Asia ex-Japan HY Series Number 11 Version 1",
"ITRAXX-ASIA-HYS11-5Y USD SEN RES I03 CDS", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.25, 4, "4ABCAGAD1", "ITRAXX", 11, "ASIAXJ HY", null, "ASHY", 1, 5,
null, 1, 20, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922795", "9041895",
"ITRAXX-AUSTRALIAS11V1 - 0614", "iTraxx Australia Series Number 11 Version 1",
"ITRAXX-AUSTRALIAS11V1-0614 USD SEN MR I03 CDS", 2454911, 2456829, 0.04, "USD",
"ACT/360", false, 0.4, 4, "2I668IAK8", "ITRAXX", 11, "AUSTRALIA", null, "AUHG", 1, 5,
null, 1, 25, 0, "HKG", false, false, true, null, "Itraxx Australia"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922796", "9041903",
"ITRAXX-JAPANS11V1 - 0614", "iTraxx Japan Series Number 11 Version 1",
"ITRAXX-JAPANS11V1-0614 JPY SEN RES I03 CDS", 2454914, 2456829, 0.05, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAK0", "ITRAXX", 11, "JAPAN", null, "JPHG", 1, 5,
null, 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("CDX.EMDIV.5Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922798", "9040725",
"CDX-EMDIVS9V1 - 0614", "CDX.EM.DIV.9",
"CDX EM DIVER 9 5YR", 2454912, 2456829, 0.05, "USD",
"ACT/360", true, 0.25, 2, "2165EKAM1", "CDX", 9, "EMDIV", null, "EM", 1, 5,
null, 1, 40, 0, "LON", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EM.10Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922799", "9040731",
"CDX-EMS11V1 - 0619", "CDX.EM.11",
"CDX EM 11 10YR", 2454912, 2458655, 0.05, "USD",
"ACT/360", true, 0.25, 2, "2I65BZAK8", "CDX", 11, "EM", null, "EM", 1, 10,
null, 1, 15, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EM.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922800", "9040738",
"CDX-EMS11V1 - 0614", "CDX.EM.11",
"CDX EM 11 5YR", 2454912, 2456829, 0.05, "USD",
"ACT/360", true, 0, 2, "2I65BZAK8", "CDX", 11, "EM", null, "EM", 1, 5,
null, 1, 15, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V11 FXD 91/100.5Y.12.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922801", "9041065",
"CDX-NAHYS12V11 FXD 91/100 - 0614", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_FXD_91/100", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIZ5 FXD", "CDX", 12, "NA HY V11 FXD 91/100", null, "HY", 11, 5,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922802", "9041070",
"CDX-NAHYS12V1 - 0614", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDF4", "CDX", 12, "NA HY", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922803", "9041072",
"CDX-NAHYS12V1 - 0610", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_01YR", 2454911, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDF4", "CDX", 12, "NA HY", null, "HY", 1, 1,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922804", "9041075",
"CDX-NAHYS12V1 - 0611", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_02YR", 2454911, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDF4", "CDX", 12, "NA HY", null, "HY", 1, 2,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922806", "9041078",
"CDX-NAHYS12V1 - 0612", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_03YR", 2454911, 2456099, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDF4", "CDX", 12, "NA HY", null, "HY", 1, 3,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922807", "9041087",
"CDX-NAHYS12V1 - 0613", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_04YR", 2454911, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDF4", "CDX", 12, "NA HY", null, "HY", 1, 4,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V11 FXD 91/100.3Y.12.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922808", "9041082",
"CDX-NAHYS12V8 FXD 94/100 - 0612", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_FXD_03YR_94/100", 2454911, 2456099, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRIZ5 FXD", "CDX", 12, "NA HY V11 FXD 91/100", null, "HY", 11, 3,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.10.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922811", "9043520",
"CDX-NAHYS10V5 - 0613", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_96/100", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDB3", "CDX", 10, "NA HY", null, "HY", 5, 5,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.10.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922812", "9043521",
"CDX-NAHYS10V5 - 0615", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_07YR_96/100", 2454554, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDB3", "CDX", 10, "NA HY", null, "HY", 5, 7,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.10.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922813", "9043522",
"CDX-NAHYS10V5 - 0618", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_10YR_96/100", 2454554, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDB3", "CDX", 10, "NA HY", null, "HY", 5, 10,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.10.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922814", "9043524",
"CDX-NAHYS10V5 - 0611", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_03YR_96/100", 2454554, 2455733, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDB3", "CDX", 10, "NA HY", null, "HY", 5, 3,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922815", "9043528",
"CDX-NAHYBS10V3 - 0613", "CDX.NA.HY.B.10",
"CDX_NA_HY_S10_B___SWP_43/45", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDB1", "CDX", 10, "NA HY B", null, "HY", 3, 5,
null, 0.95556, 45, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.11.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922816", "9043532",
"CDX-NAHYS11V5 - 1218", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_10YR_96/100", 2454738, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDC1", "CDX", 11, "NA HY", null, "HY", 5, 10,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.11.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922817", "9043544",
"CDX-NAHYS11V5 - 1213", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_96/100", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDC1", "CDX", 11, "NA HY", null, "HY", 5, 5,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.11.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922818", "9043546",
"CDX-NAHYS11V5 - 1211", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_03YR_96/100", 2454738, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDC1", "CDX", 11, "NA HY", null, "HY", 5, 3,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.11.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922819", "9043550",
"CDX-NAHYS11V5 - 1215", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_07YR_96/100", 2454738, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDC1", "CDX", 11, "NA HY", null, "HY", 5, 7,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.11.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922820", "9043556",
"CDX-NAHYBS11V3 - 1213", "CDX.NA.HY.B.11",
"CDX_NA_HY_S11_B___SWP_34/36", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDC9", "CDX", 11, "NA HY B", null, "HY", 3, 5,
null, 0.94446, 36, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.10.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922826", "9043502",
"CDX-NAHYS10V5 - 0610", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_02YR_96/100", 2454554, 2455368, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDB3", "CDX", 10, "NA HY", null, "HY", 5, 2,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.10.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922827", "9043506",
"CDX-NAHYS10V5 - 0609", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_01YR_96/100", 2454554, 2455003, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDB3", "CDX", 10, "NA HY", null, "HY", 5, 1,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.10.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922828", "9043509",
"CDX-NAHYS10V5 - 0612", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_04YR_96/100", 2454554, 2456099, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDB3", "CDX", 10, "NA HY", null, "HY", 5, 4,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.10.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922829", "9043512",
"CDX-NAHYS10V5 - 0614", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_06YR_96/100", 2454554, 2456829, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDB3", "CDX", 10, "NA HY", null, "HY", 5, 6,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.11.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922830", "9043535",
"CDX-NAHYS11V5 - 1209", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_01YR_96/100", 2454738, 2455186, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDC1", "CDX", 11, "NA HY", null, "HY", 5, 1,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.11.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922831", "9043558",
"CDX-NAHYHBS11V4 - 1213", "CDX.NA.HY.HB.11",
"CDX_NA_HY_S11_HB__SWP_27/30", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWBO6", "CDX", 11, "NA HY HB", null, "HY", 4, 5,
null, 0.9000100000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.11.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922832", "9043543",
"CDX-NAHYS11V5 - 1212", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_04YR_96/100", 2454738, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDC1", "CDX", 11, "NA HY", null, "HY", 5, 4,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.11.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922833", "9043539",
"CDX-NAHYS11V5 - 1214", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_06YR_96/100", 2454738, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDC1", "CDX", 11, "NA HY", null, "HY", 5, 6,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.11.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922834", "9043538",
"CDX-NAHYS11V5 - 1210", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_02YR_96/100", 2454738, 2455551, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDC1", "CDX", 11, "NA HY", null, "HY", 5, 2,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922840", "9029450",
"ITRAXX-XOVERS4V2 - 1210", "iTraxx Europe Crossover Series 4 Version 2",
"ITRAXX-XOVERS4V2-1210 EUR SEN MMR I03 CDS", 2453634, 2455551, 0.029500000000000002, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAO6", "ITRAXX", 4, "XOVER", "XVR", "XO", 2, 5,
"242899", 0.975, 40, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922841", "9029451",
"ITRAXX-XOVERS4V2 - 1215", "iTraxx Europe Crossover Series 4 Version 2",
"ITRAXX-XOVERS4V2-1215 EUR SEN MMR I03 CDS", 2453634, 2457377, 0.0345, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAO6", "ITRAXX", 4, "XOVER", "XVR", "XO", 2, 10,
"242899", 0.975, 40, 0, "LON", true, true, true, "ITRXEX04", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVERV25Y296.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922842", "9029394",
"ITRAXX-XOVERS4V2-5Y296 - 1210", "iTraxx Europe Crossover Series 4 Version 2",
"ITRAXX-XOVERS4V2-5Y296 EUR SEN MMR I03 CDS", 2453634, 2455551, 0.0296, "EUR",
"ACT/360", false, 0.4, 2, "2I667KAO6 296", "ITRAXX", 4, "XOVERV25Y296", "XVR", "XO", 2, 5,
"242899", 0.975, 40, 0, "LON", true, true, true, "ITRXEX54", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922843", "9029412",
"ITRAXX-XOVERS5V2 - 0611", "iTraxx Europe Crossover Series 5 Version 2",
"ITRAXX-XOVERS5V2-0611 EUR SEN MMR I03 CDS", 2453815, 2455733, 0.029, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAP3", "ITRAXX", 5, "XOVER", "XVR", "XO", 2, 5,
"242892", 0.9777, 44, 0, "LON", true, true, true, "ITRXEX55", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922844", "9029418",
"ITRAXX-XOVERS5V2 - 0616", "iTraxx Europe Crossover Series 5 Version 2",
"ITRAXX-XOVERS5V2-0616 EUR SEN MMR I03 CDS", 2453815, 2457560, 0.035, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAP3", "ITRAXX", 5, "XOVER", "XVR", "XO", 2, 10,
"242892", 0.9777, 44, 0, "LON", true, true, true, "ITRXEX05", "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922852", "9029419",
"USD ITRAXX-XOVERS5V2 - 0611", "iTraxx Europe Crossover Series 5 Version 2",
"ITRAXX-XOVERS5V2-0611 USD SEN MMR I03 CDS", 2453815, 2455733, 0.029, "USD",
"ACT/360", false, 0.4, 4, "2I667KAP3", "USD ITRAXX", 5, "XOVER", "XVR", "XO", 2, 5,
null, 0.9777, 44, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922853", "9029473",
"ITRAXX-XOVERS6V2 - 1211", "iTraxx Europe Crossover series 6 Version 2",
"ITRAXX-XOVERS6V2-1211 EUR SEN MMR I03 CDS", 2453999, 2455916, 0.028, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAQ1", "ITRAXX", 6, "XOVER", "XVR", "XO", 2, 5,
"242893", 0.9777, 44, 0, "LON", true, true, true, "ITRXEX56", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922854", "9029476",
"ITRAXX-XOVERS6V2 - 1216", "iTraxx Europe Crossover series 6 Version 2",
"ITRAXX-XOVERS6V2-1216 EUR SEN MMR I03 CDS", 2453999, 2457743, 0.0345, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAQ1", "ITRAXX", 6, "XOVER", "XVR", "XO", 2, 10,
"242893", 0.9777, 44, 0, "LON", true, true, true, "ITRXEX06", "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922855", "9029494",
"USD ITRAXX-XOVERS6V2 - 1211", "iTraxx Europe Crossover Series 6 Version 2",
"ITRAXX-XOVERS6V2-1211 USD SEN MMR I03 CDS", 2453999, 2455916, 0.028, "USD",
"ACT/360", false, 0.4, 4, "2I667KAQ1", "USD ITRAXX", 6, "XOVER", "XVR", "XO", 2, 5,
null, 0.9777, 44, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922856", "9029487",
"ITRAXX-XOVERS7V2 - 0612", "iTraxx Europe Crossover series 7 Version 2",
"ITRAXX-XOVERS7V2-0612 EUR SEN MMR I03 CDS MATURED", 2454180, 2456099, 0.023, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAR9", "ITRAXX", 7, "XOVER", "XVR", "XO", 2, 5,
"242894", 0.98, 50, 0, "LON", true, true, true, "ITRXEX57", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922857", "9029495",
"ITRAXX-XOVERS7V2 - 0617", "iTraxx Europe Crossover series 7 Version 2",
"ITRAXX-XOVERS7V2-0617 EUR SEN MMR I03 CDS MATURED", 2454180, 2457925, 0.032, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAR9", "ITRAXX", 7, "XOVER", "XVR", "XO", 2, 10,
"242894", 0.98, 50, 0, "LON", true, true, true, "ITRXEX07", "XVR"));
return true;
}
private static final boolean InitCDXRefDataSet20()
{
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922858", "9029496",
"USD ITRAXX-XOVERS7V2 - 0612", "iTraxx Europe Crossover series 7 Version 2",
"ITRAXX-XOVERS7V2-0612 USD SEN MMR I03 CDS MATURED", 2454180, 2456099, 0.023, "USD",
"ACT/360", false, 0.4, 4, "2I667KAR9", "USD ITRAXX", 7, "XOVER", "XVR", "XO", 2, 5,
null, 0.98, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922859", "9029374",
"ITRAXX-XOVERS8V2 - 1210", "iTraxx Europe Crossover series 8 Version 2",
"ITRAXX-XOVERS8V2-1210 EUR SEN MMR I03 CDS MATURED", 2454364, 2455551, 0.027, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAS7", "ITRAXX", 8, "XOVER", "XVR", "XO", 2, 3,
"242895", 0.98, 50, 0, "LON", true, true, true, "ITRXEX38", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922860", "9029379",
"ITRAXX-XOVERS8V2 - 1212", "iTraxx Europe Crossover series 8 Version 2",
"ITRAXX-XOVERS8V2-1212 EUR SEN MMR I03 CDS MATURED", 2454364, 2456282, 0.0375, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAS7", "ITRAXX", 8, "XOVER", "XVR", "XO", 2, 5,
"242895", 0.98, 50, 0, "LON", true, true, true, "ITRXEX58", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922862", "9029381",
"ITRAXX-XOVERS8V2 - 1214", "iTraxx Europe Crossover series 8 Version 2",
"ITRAXX-XOVERS8V2-1214 EUR SEN MMR I03 CDS MATURED", 2454364, 2457012, 0.039, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAS7", "ITRAXX", 8, "XOVER", "XVR", "XO", 2, 7,
"242895", 0.98, 50, 0, "LON", true, true, true, "ITRXEX78", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922863", "9029384",
"ITRAXX-XOVERS8V2 - 1217", "iTraxx Europe Crossover series 8 Version 2",
"ITRAXX-XOVERS8V2-1217 EUR SEN MMR I03 CDS MATURED", 2454364, 2458108, 0.046, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAS7", "ITRAXX", 8, "XOVER", "XVR", "XO", 2, 10,
"242895", 0.98, 50, 0, "LON", true, true, true, "ITRXEX08", "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922864", "9029452",
"USD ITRAXX-XOVERS8V2 - 1212", "iTraxx Europe Crossover series 8 Version 2",
"ITRAXX-XOVERS8V2-1212 USD SEN MMR I03 CDS MATURED", 2454364, 2456282, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I667KAS7", "USD ITRAXX", 8, "XOVER", "XVR", "XO", 2, 5,
null, 0.98, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922865", "9029357",
"ITRAXX-XOVERS9V2 - 0611", "iTraxx Europe Crossover series 9 Version 2",
"ITRAXX-XOVERS9V2-0611 EUR SEN MMR I03 CDS MATURED", 2454546, 2455733, 0.0625, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAM0", "ITRAXX", 9, "XOVER", "XVR", "XO", 2, 3,
"242896", 0.98, 50, 0, "LON", true, true, true, "ITRXEX39", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922866", "9029358",
"ITRAXX-XOVERS9V2 - 0613", "iTraxx Europe Crossover series 9 Version 2",
"ITRAXX-XOVERS9V2-0613 EUR SEN MMR I03 CDS MATURED", 2454546, 2456464, 0.065, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAM0", "ITRAXX", 9, "XOVER", "XVR", "XO", 2, 5,
"242896", 0.98, 50, 0, "LON", true, true, true, "ITRXEX59", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922867", "9029362",
"ITRAXX-XOVERS9V2 - 0618", "iTraxx Europe Crossover series 9 Version 2",
"ITRAXX-XOVERS9V2-0618 EUR SEN MMR I03 CDS MATURED", 2454546, 2458290, 0.064, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAM0", "ITRAXX", 9, "XOVER", "XVR", "XO", 2, 10,
"242896", 0.98, 50, 0, "LON", true, true, true, "ITRXEX09", "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922868", "9029368",
"USD ITRAXX-XOVERS9V2 - 0613", "iTraxx Europe Crossover series 9 Version 2",
"ITRAXX-XOVERS9V2-0613 USD SEN MMR I03 CDS MATURED", 2454546, 2456464, 0.065, "USD",
"ACT/360", false, 0.4, 4, "2I667KAM0", "USD ITRAXX", 9, "XOVER", "XVR", "XO", 2, 5,
null, 0.98, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922869", "9029355",
"ITRAXX-XOVERS10V2 - 1211", "iTraxx Europe Crossover series 10 Version 2",
"ITRAXX-XOVERS10V2-1211 EUR SEN MMR I03 CDS MATURED", 2454739, 2455916, 0.053000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAN8", "ITRAXX", 10, "XOVER", "XVR", "XO", 2, 3,
"242897", 0.98, 50, 0, "LON", true, true, true, "ITXEX310", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922870", "9029359",
"ITRAXX-XOVERS10V2 - 1213", "iTraxx Europe Crossover series 10 Version 2",
"ITRAXX-XOVERS10V2-1213 EUR SEN MMR I03 CDS MATURED", 2454739, 2456647, 0.056, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAN8", "ITRAXX", 10, "XOVER", "XVR", "XO", 2, 5,
"242897", 0.98, 50, 0, "LON", true, true, true, "ITXEX510", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922871", "9029363",
"ITRAXX-XOVERS10V2 - 1215", "iTraxx Europe Crossover series 10 Version 2",
"ITRAXX-XOVERS10V2-1215 EUR SEN MMR I03 CDS MATURED", 2454739, 2457377, 0.055, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAN8", "ITRAXX", 10, "XOVER", "XVR", "XO", 2, 7,
"242897", 0.98, 50, 0, "LON", true, true, true, "ITXEX710", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922872", "9029365",
"ITRAXX-XOVERS10V2 - 1218", "iTraxx Europe Crossover series 10 Version 2",
"ITRAXX-XOVERS10V2-1218 EUR SEN MMR I03 CDS MATURED", 2454739, 2458473, 0.054, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAN8", "ITRAXX", 10, "XOVER", "XVR", "XO", 2, 10,
"242897", 0.98, 50, 0, "LON", true, true, true, "ITXEX010", "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922873", "9029370",
"USD ITRAXX-XOVERS10V2 - 1213", "iTraxx Europe Crossover series 10 Version 2",
"ITRAXX-XOVERS10V2-1213 USD SEN MMR I03 CDS MATURED", 2454739, 2456647, 0.056, "USD",
"ACT/360", false, 0.4, 4, "2I667KAN8", "USD ITRAXX", 10, "XOVER", "XVR", "XO", 2, 5,
null, 0.98, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922874", "9029432",
"USD ITRAXX-XOVERS10V2 - 1218", "iTraxx Europe Crossover series 10 Version 2",
"ITRAXX-XOVERS10V2-1218 USD SEN MMR I03 CDS MATURED", 2454739, 2458473, 0.054, "USD",
"ACT/360", false, 0.4, 4, "2I667KAN8", "USD ITRAXX", 10, "XOVER", "XVR", "XO", 2, 10,
null, 0.98, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922885", "9046456",
"ITRAXX-LevXS4V1 - 0614", "iTraxx LevX Senior Index Series 4 Version 1",
"ITRAXX LEVX SENIOR SERIES 4 VERSION 1 EUR 1ST SEC RES I03 CDS", 2454911, 2456829, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJCA0", "ITRAXX", 4, "LevX", null, "IG", 1, 5,
null, 1, 50, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922978", "9049224",
"CDX-NAHYS10V6 - 0613", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_95/100", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDD9", "CDX", 10, "NA HY", null, "HY", 6, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922980", "9049227",
"CDX-NAHYS10V6 - 0615", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_07YR_95/100", 2454554, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDD9", "CDX", 10, "NA HY", null, "HY", 6, 7,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922982", "9049230",
"CDX-NAHYS10V6 - 0618", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_10YR_95/100", 2454554, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDD9", "CDX", 10, "NA HY", null, "HY", 6, 10,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922984", "9049222",
"CDX-NAHYS10V6 - 0611", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_03YR_95/100", 2454554, 2455733, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDD9", "CDX", 10, "NA HY", null, "HY", 6, 3,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922987", "9049231",
"CDX-NAHYBBS10V2 - 0613", "CDX.NA.HY.BB.10",
"CDX_NA_HY_S10_BB__SWP_32/33", 2454554, 2456464, 0.04, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBE0", "CDX", 10, "NA HY BB", null, "HY", 2, 5,
null, 0.9696899999999999, 33, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.11.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922991", "9047247",
"CDX-NAHYS11V6 - 1218", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_10YR_95/100", 2454738, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDE7", "CDX", 11, "NA HY", null, "HY", 6, 10,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.11.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("922992", "9047216",
"CDX-NAHYS11V6 - 1213", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_95/100", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDE7", "CDX", 11, "NA HY", null, "HY", 6, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("MCDX SERIES12 3YR.MCDX SERIE 3YR.3Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923027", "9047124",
"MCDX SERIES12 3YR - 0612", "MCDX.NA.12",
"MCDX SERIES 12 3Y", 2454926, 2456099, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAC1", "MCDX SERIES12 3YR", 12, "MCDX SERIE 3YR", null, "IG", 1, 3,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("MCDX SERIES12 5YR.MCDX SERIE 5YR.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923028", "9047125",
"MCDX SERIES12 5YR - 0614", "MCDX.NA.12",
"MCDX SERIES 12 5Y", 2454926, 2456829, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAC1", "MCDX SERIES12 5YR", 12, "MCDX SERIE 5YR", null, "IG", 1, 5,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("MCDX SERIES12 10YR.MCDX SERIE 10YR.10Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923029", "9047126",
"MCDX SERIES12 10YR - 0619", "MCDX.NA.12",
"MCDX SERIES 12 10Y", 2454926, 2458655, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAC1", "MCDX SERIES12 10YR", 12, "MCDX SERIE 10YR", null, "IG", 1, 10,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.11.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923030", "9047243",
"CDX-NAHYS11V6 - 1214", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_06YR_95/100", 2454738, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDE7", "CDX", 11, "NA HY", null, "HY", 6, 6,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.11.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923031", "9047246",
"CDX-NAHYS11V6 - 1210", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_02YR_95/100", 2454738, 2455551, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDE7", "CDX", 11, "NA HY", null, "HY", 6, 2,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.3Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923032", "9047612",
"CDX-NAXOS8V3 - 0610", "CDX.NA.XO.8",
"CDX_NA_XO_S8_03YR_06/10_33/35", 2454181, 2455368, 0.0085, "USD",
"ACT/360", false, 0.4, 4, "1D764IAR8", "CDX", 8, "NAXO", null, "XO", 3, 3,
null, 0.94286, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923033", "9047665",
"CDX-NAXOS8V3 - 0612", "CDX.NA.XO.8",
"CDX_NA_XO_S8_05YR_06/12_33/35", 2454181, 2456099, 0.014, "USD",
"ACT/360", false, 0.4, 4, "1D764IAR8", "CDX", 8, "NA XO", null, "XO", 3, 5,
null, 0.94286, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.7Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923034", "9047668",
"CDX-NAXOS8V3 - 0614", "CDX.NA.XO.8",
"CDX_NA_XO_S8_07YR_06/14_33/35", 2454181, 2456829, 0.018500000000000003, "USD",
"ACT/360", false, 0.4, 4, "1D764IAR8", "CDX", 8, "NA XO", null, "XO", 3, 7,
null, 0.94286, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.10Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923035", "9047673",
"CDX-NAXOS8V3 - 0617", "CDX.NA.XO.8",
"CDX_NA_XO_S8_10YR_06/17_33/35", 2454181, 2457925, 0.021500000000000002, "USD",
"ACT/360", false, 0.4, 4, "1D764IAR8", "CDX", 8, "NA XO", null, "XO", 3, 10,
null, 0.94286, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923036", "9047674",
"CDX-NAXOS8V3 EUR - 0612", "CDX.NA.XO.8",
"CDX_NA_XO_S8_05YR_06/12_EUR_33/35", 2454181, 2456099, 0.014, "EUR",
"ACT/360", false, 0.4, 4, "1D764IAR8 EUR", "CDX", 8, "NA XO", null, "XO", 3, 5,
null, 0.94286, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.3Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923037", "9047225",
"CDX-NAXOS11V2 - 1211", "CDX.NA.XO.11",
"CDX_NA_XO_S11_03YR_12/11_34/35", 2454731, 2455916, 0.034, "USD",
"ACT/360", false, 0.4, 4, "1D764IAU1", "CDX", 11, "NA XO", null, "XO", 2, 3,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.3Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923038", "9047282",
"CDX-NAXOS10V2 - 0611", "CDX.NA.XO.10",
"CDX_NA_XO_S10_03YR_06/11_34/35", 2454547, 2455733, 0.035, "USD",
"ACT/360", false, 0.4, 4, "1D764IAT4", "CDX", 10, "NA XO", null, "XO", 2, 3,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.5Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923039", "9047228",
"CDX-NAXOS11V2 - 1213", "CDX.NA.XO.11",
"CDX_NA_XO_S11_05YR_12/13_34/35", 2454731, 2456647, 0.034, "USD",
"ACT/360", false, 0.4, 4, "1D764IAU1", "CDX", 11, "NA XO", null, "XO", 2, 5,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923041", "9049225",
"CDX-NAHYS10V6 - 0609", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_01YR_95/100", 2454554, 2455003, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDD9", "CDX", 10, "NA HY", null, "HY", 6, 1,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923042", "9049226",
"CDX-NAHYS10V6 - 0612", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_04YR_95/100", 2454554, 2456099, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDD9", "CDX", 10, "NA HY", null, "HY", 6, 4,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923044", "9049228",
"CDX-NAHYS10V6 - 0614", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_06YR_95/100", 2454554, 2456829, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDD9", "CDX", 10, "NA HY", null, "HY", 6, 6,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.11.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923045", "9047235",
"CDX-NAHYS11V6 - 1209", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_01YR_95/100", 2454738, 2455186, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDE7", "CDX", 11, "NA HY", null, "HY", 6, 1,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.11.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923046", "9047237",
"CDX-NAHYS11V6 - 1212", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_04YR_95/100", 2454738, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDE7", "CDX", 11, "NA HY", null, "HY", 6, 4,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.5Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923047", "9047284",
"CDX-NAXOS10V2 - 0613", "CDX.NA.XO.10",
"CDX_NA_XO_S10_05YR_06/13_34/35", 2454547, 2456464, 0.035, "USD",
"ACT/360", false, 0.4, 4, "1D764IAT4", "CDX", 10, "NA XO", null, "XO", 2, 5,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.7Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923048", "9049205",
"CDX-NAXOS10V2 - 0615", "CDX.NA.XO.10",
"CDX_NA_XO_S10_07YR_06/15_34/35", 2454547, 2457194, 0.035, "USD",
"ACT/360", false, 0.4, 4, "1D764IAT4", "CDX", 10, "NA XO", null, "XO", 2, 7,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.10Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923050", "9049216",
"CDX-NAXOS10V2 - 0618", "CDX.NA.XO.10",
"CDX_NA_XO_S10_10YR_06/18_34/35", 2454547, 2458290, 0.035, "USD",
"ACT/360", false, 0.4, 4, "1D764IAT4", "CDX", 10, "NA XO", null, "XO", 2, 10,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.5Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923051", "9049219",
"CDX-NAXOS10V2 EUR - 0613", "CDX.NA.XO.10",
"CDX_NA_XO_S10_05YR_06/13_EUR_34/35", 2454547, 2456464, 0.035, "EUR",
"ACT/360", false, 0.4, 4, "1D764IAT4 EUR", "CDX", 10, "NA XO", null, "XO", 2, 5,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923063", "9047260",
"CDX-NAXOS9V2 - 1212", "CDX.NA.XO.9",
"CDX_NA_XO_S9_05YR_12/12_34/35", 2454365, 2456282, 0.0245, "USD",
"ACT/360", false, 0.4, 4, "1D764IAS6", "CDX", 9, "NA XO", null, "XO", 2, 5,
null, 0.97142, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.3Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923065", "9047677",
"CDX-NAXOS9V2 - 1210", "CDX.NA.XO.9",
"CDX_NA_XO_S9_03YR_12/10_34/35", 2454365, 2455551, 0.02, "USD",
"ACT/360", false, 0.4, 4, "1D764IAS6", "CDX", 9, "NA XO", null, "XO", 2, 3,
null, 0.97142, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.7Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923066", "9047267",
"CDX-NAXOS9V2 - 1214", "CDX.NA.XO.9",
"CDX_NA_XO_S9_07YR_12/14_34/35", 2454365, 2457012, 0.027, "USD",
"ACT/360", false, 0.4, 4, "1D764IAS6", "CDX", 9, "NA XO", null, "XO", 2, 7,
null, 0.97142, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.10Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923069", "9047273",
"CDX-NAXOS9V2 - 1217", "CDX.NA.XO.9",
"CDX_NA_XO_S9_10YR_12/17_34/35", 2454365, 2458108, 0.029, "USD",
"ACT/360", false, 0.4, 4, "1D764IAS6", "CDX", 9, "NA XO", null, "XO", 2, 10,
null, 0.97142, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.11.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923070", "9047227",
"CDX-NAHYS11V6 - 1211", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_03YR_95/100", 2454738, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDE7", "CDX", 11, "NA HY", null, "HY", 6, 3,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.11.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923071", "9047232",
"CDX-NAHYS11V6 - 1215", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_07YR_95/100", 2454738, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDE7", "CDX", 11, "NA HY", null, "HY", 6, 7,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923072", "9047275",
"CDX-NAXOS9V2 EUR - 1212", "CDX.NA.XO.9",
"CDX_NA_XO_S9_05YR_12/12_EUR_34/35", 2454365, 2456282, 0.0245, "EUR",
"ACT/360", false, 0.4, 4, "1D764IAS6 EUR", "CDX", 9, "NA XO", null, "XO", 2, 5,
null, 0.97142, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.7Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923073", "9047231",
"CDX-NAXOS11V2 - 1215", "CDX.NA.XO.11",
"CDX_NA_XO_S11_07YR_12/15_34/35", 2454731, 2457377, 0.034, "USD",
"ACT/360", false, 0.4, 4, "1D764IAU1", "CDX", 11, "NA XO", null, "XO", 2, 7,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.10Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923074", "9047234",
"CDX-NAXOS11V2 - 1218", "CDX.NA.XO.11",
"CDX_NA_XO_S11_10YR_12/18_34/35", 2454731, 2458473, 0.034, "USD",
"ACT/360", false, 0.4, 4, "1D764IAU1", "CDX", 11, "NA XO", null, "XO", 2, 10,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923077", "9047254",
"CDX-NAHYBBS11V2 - 1213", "CDX.NA.HY.BB.11",
"CDX_NA_HY_S11_BB__SWP_39/40", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBF7", "CDX", 11, "NA HY BB", null, "HY", 2, 5,
null, 0.975, 40, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.5Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923115", "9047236",
"CDX-NAXOS11V2 EUR - 1213", "CDX.NA.XO.11",
"CDX NA XO S11 05YR 12/13 EUR 34/35", 2454731, 2456647, 0.034, "EUR",
"ACT/360", false, 0.4, 4, "1D764IAU1 EUR", "CDX", 11, "NA XO", null, "XO", 2, 5,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923127", "9049223",
"CDX-NAHYS10V6 - 0610", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_02YR_95/100", 2454554, 2455368, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDD9", "CDX", 10, "NA HY", null, "HY", 6, 2,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923135", "9054435",
"LCDXNAS8V14 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_88/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.6, 4, "5F199GBH9", "LCDX", 8, "LCDXNA", null, "IG", 14, 5,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923136", "9054429",
"LCDXNAS8V14 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_88/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBH9", "LCDX", 8, "LCDXNA", null, "IG", 14, 3,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V14 FXD.LCDXNAV14 FXD.5Y.8.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923137", "9054421",
"LCDXNAS8V14 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_88/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBH9 FXD", "LCDXNAS8V14 FXD", 8, "LCDXNAV14 FXD", null, "IG", 14, 5,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923138", "9054426",
"LCDXNAS8V14 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_88/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBH9", "LCDX", 8, "LCDXNA", null, "IG", 14, 6,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923139", "9054416",
"LCDXNAS8V14 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_88/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBH9", "LCDX", 8, "LCDXNA", null, "IG", 14, 7,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923140", "9053788",
"LCDXNAS8V14 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_88/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBH9", "LCDX", 8, "LCDXNA", null, "IG", 14, 4,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923141", "9053790",
"LCDXNAS8V14 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_88/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBH9", "LCDX", 8, "LCDXNA", null, "IG", 14, 10,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.2.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923143", "9054073",
"CDX-NAHYBBS2V4 - 0909", "Dow Jones CDX.NA.HY.BB.2",
"CDX_NA_HY_S02_BB__SWP_39/42", 2453088, 2455095, 0.029, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBH3", "CDX", 2, "NA HY BB", null, "HY", 4, 5,
null, 0.92857, 42, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923145", "9054074",
"CDX-NAHYBBS3V4 - 1209", "Dow Jones CDX.NA.HY.BB.3",
"CDX_NA_HY_S03_BB__SWP_40/43", 2453196, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBI1", "CDX", 3, "NA HY BB", null, "HY", 4, 5,
null, 0.93023, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.4.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923147", "9054083",
"CDX-NAHYBBS4V4 - 0610", "DOW JONES CDX.NA.HY.BB.4",
"CDX_NA_HY_S04_BB__SWP_40/43", 2453475, 2455368, 0.021, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBJ9", "CDX", 4, "NA HY BB", null, "HY", 4, 5,
null, 0.93022, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.7Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923148", "9053822",
"CDX-NAXOS5V3 - 1212", "Dow Jones CDX.NA.XO.5",
"DJCDX_NA_XO_S5_07YR_12/12_33/35", 2453635, 2456282, 0.02, "USD",
"ACT/360", false, 0.4, 4, "1D764IAV9", "CDX", 5, "NAXO", null, "XO", 3, 7,
null, 0.94285, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.10Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923149", "9053824",
"CDX-NAXOS5V3 - 1215", "Dow Jones CDX.NA.XO.5",
"DJCDX_NA_XO_S5_10YR_12/15_33/35", 2453635, 2457377, 0.024, "USD",
"ACT/360", false, 0.4, 4, "1D764IAV9", "CDX", 5, "NAXO", null, "XO", 3, 10,
null, 0.94285, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.5Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923150", "9053825",
"CDX-NAXOS5V3 - 1210", "Dow Jones CDX.NA.XO.5",
"DJCDX_NA_XO_S5_05Y_12/10_33/35", 2453635, 2455551, 0.02, "USD",
"ACT/360", false, 0.4, 4, "1D764IAV9", "CDX", 5, "NAXO", null, "XO", 3, 5,
null, 0.94285, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923151", "9053801",
"LCDXNAS9V10 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_92/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.6, 4, "5F199GBI7", "LCDX", 9, "LCDXNA", null, "IG", 10, 5,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923152", "9054033",
"CDX-NAHYBBS5V3 - 1210", "Dow Jones CDX.NA.HY.BB.5",
"CDX_NA_HY_S05_BB__SWP_39/41", 2453651, 2455551, 0.025, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBK6", "CDX", 5, "NA HY BB", null, "HY", 3, 5,
null, 0.95121, 41, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923153", "9054043",
"LCDXNAS9V10 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_92/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBI7", "LCDX", 9, "LCDXNA", null, "IG", 10, 10,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923154", "9054048",
"LCDXNAS9V10 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_92/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBI7", "LCDX", 9, "LCDXNA", null, "IG", 10, 4,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923155", "9054050",
"LCDXNAS9V10 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_92/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBI7", "LCDX", 9, "LCDXNA", null, "IG", 10, 6,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923156", "9054054",
"LCDXNAS9V10 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR_92/100", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBI7", "LCDX", 9, "LCDXNA", null, "IG", 10, 2,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.6.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923157", "9053785",
"CDX-NAHYBS6V5 - 0611", "Dow Jones CDX.NA.HY.B.6",
"CDX_NA_HY_S06_B___SWP_44/48", 2453823, 2455733, 0.030000000000000002, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDE5", "CDX", 6, "NA HY B", null, "HY", 5, 5,
null, 0.91667, 48, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V10 FXD.LCDXNAV10 FXD.5Y.9.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923158", "9054055",
"LCDXNAS9V10 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_92/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBI7 FXD", "LCDXNAS9V10 FXD", 9, "LCDXNAV10 FXD", null, "IG", 10, 5,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.7.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923159", "9054211",
"CDX-NAHYBS7V4 - 1211", "Dow Jones CDX.NA.HY.B.7",
"CDX_NA_HY_S07_B___SWP_47/50", 2454007, 2455916, 0.030000000000000002, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDF2", "CDX", 7, "NA HY B", null, "HY", 4, 5,
null, 0.9400000000000001, 50, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.8.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923160", "9053220",
"CDX-NAHYBS8V5 - 0612", "CDX.NA.HY.B.8",
"CDX_NA_HY_S08_B___SWP_45/49", 2454188, 2456099, 0.025, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDG0", "CDX", 8, "NA HY B", null, "HY", 5, 5,
null, 0.91837, 49, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923161", "9054220",
"LCDXNAS9V10 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_92/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBI7", "LCDX", 9, "LCDXNA", null, "IG", 10, 7,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923162", "9054221",
"LCDXNAS9V10 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_92/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBI7", "LCDX", 9, "LCDXNA", null, "IG", 10, 3,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923163", "9054452",
"CDX-NAHYBS9V6 - 1212", "CDX.NA.HY.B.9",
"CDX_NA_HY_S09_B___SWP_41/46", 2454372, 2456282, 0.035, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDH8", "CDX", 9, "NA HY B", null, "HY", 6, 5,
null, 0.89131, 46, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923164", "9054446",
"CDX-NAHYBS10V4 - 0613", "CDX.NA.HY.B.10",
"CDX_NA_HY_S10_B___SWP_42/45", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDI6", "CDX", 10, "NA HY B", null, "HY", 4, 5,
null, 0.93333, 45, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V11 FXD.LCDXNAV11 FXD.5Y.10.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923165", "9054226",
"LCDXNAS10V11 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_91/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBJ5 FXD", "LCDXNAS10V11 FXD", 10, "LCDXNAV11 FXD", null, "IG", 11, 5,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923166", "9054227",
"LCDXNAS10V11 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_91/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBJ5", "LCDX", 10, "LCDXNA", null, "IG", 11, 6,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923167", "9054437",
"LCDXNAS10V11 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_91/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.6, 4, "5F199GBJ5", "LCDX", 10, "LCDXNA", null, "IG", 11, 3,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923168", "9054440",
"LCDXNAS10V11 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_91/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.6, 4, "5F199GBJ5", "LCDX", 10, "LCDXNA", null, "IG", 11, 5,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.10.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923169", "9054439",
"LCDXNAS10V11 - 0609", "LCDX.NA.10",
"CDX_NA_LN_S10_100_01YR_91/100", 2454561, 2455003, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBJ5", "LCDX", 10, "LCDXNA", null, "IG", 11, 1,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923170", "9054430",
"LCDXNAS10V11 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_91/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBJ5", "LCDX", 10, "LCDXNA", null, "IG", 11, 2,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923171", "9054432",
"LCDXNAS10V11 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_91/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBJ5", "LCDX", 10, "LCDXNA", null, "IG", 11, 7,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923172", "9054419",
"LCDXNAS10V11 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_91/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBJ5", "LCDX", 10, "LCDXNA", null, "IG", 11, 10,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923173", "9054420",
"LCDXNAS10V11 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_91/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBJ5", "LCDX", 10, "LCDXNA", null, "IG", 11, 4,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.11.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923179", "9054986",
"CDX-NAHYHBS11V7 - 1213", "CDX.NA.HY.HB.11",
"CDX_NA_HY_S11_HB__SWP_26/30", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWCQ0", "CDX", 11, "NA HY HB", null, "HY", 7, 5,
null, 0.86667, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923182", "9054964",
"CDX-NAHYHBS10V6 - 0613", "CDX.NA.HY.HB.10",
"CDX_NA_HY_S10_HB__SWP_27/30", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWCN7", "CDX", 10, "NA HY HB", null, "HY", 6, 5,
null, 0.9, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.11.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923183", "9054963",
"CDX-NAHYS11V9 - 1209", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_01YR_94/100", 2454738, 2455186, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BREV8", "CDX", 11, "NA HY", null, "HY", 9, 1,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.11.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923184", "9054962",
"CDX-NAHYS11V9 - 1212", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_04YR_94/100", 2454738, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BREV8", "CDX", 11, "NA HY", null, "HY", 9, 4,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.11.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923185", "9054958",
"CDX-NAHYS11V9 - 1218", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_10YR_94/100", 2454738, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BREV8", "CDX", 11, "NA HY", null, "HY", 9, 10,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.11.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923186", "9054960",
"CDX-NAHYS11V9 - 1213", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_94/100", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BREV8", "CDX", 11, "NA HY", null, "HY", 9, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet21()
{
UpdateCDXRefDataMap ("CDX.NA HY.6Y.11.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923187", "9054981",
"CDX-NAHYS11V9 - 1214", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_06YR_94/100", 2454738, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BREV8", "CDX", 11, "NA HY", null, "HY", 9, 6,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.11.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923188", "9054982",
"CDX-NAHYS11V9 - 1210", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_02YR_94/100", 2454738, 2455551, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BREV8", "CDX", 11, "NA HY", null, "HY", 9, 2,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.3.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923190", "9055088",
"CDX-NAHYS3V12 - 1209", "Dow Jones CDX.NA.HY.3",
"CDX_NA_HY_S03_100_SWP_90/100", 2453196, 2455186, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BREC0", "CDX", 3, "NA HY", null, "HY", 12, 5,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.3.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923191", "9055151",
"CDX-NAHYS3V12 - 1214", "Dow Jones CDX.NA.HY.3",
"CDX_NA_HY_S03_100_SWP_10YR_90/100", 2453196, 2457012, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BREC0", "CDX", 3, "NA HY", null, "HY", 12, 10,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.4.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923192", "9055153",
"CDX-NAHYHBS4V8 - 0610", "Dow Jones CDX.NA.HY.HB.4",
"CDX_NA_HY_S04_HB__SWP_24/30", 2453475, 2455368, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWCT4", "CDX", 4, "NA HY HB", null, "HY", 8, 5,
null, 0.7998000000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.6.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923193", "9054720",
"CDX-NAHYS6V9 - 0613", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_07YR_93/100", 2453823, 2456464, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BREI7", "CDX", 6, "NA HY", null, "HY", 9, 7,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.11.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923194", "9054983",
"CDX-NAHYS11V9 - 1211", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_03YR_94/100", 2454738, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BREV8", "CDX", 11, "NA HY", null, "HY", 9, 3,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.4.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923195", "9055089",
"CDX-NAHYS4V12 - 0610", "Dow Jones CDX.NA.HY.4",
"CDX_NA_HY_S04_100_SWP_90/100", 2453475, 2455368, 0.036000000000000004, "USD",
"ACT/360", false, 0.3, 4, "2I65BREE6", "CDX", 4, "NA HY", null, "HY", 12, 5,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.6.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923196", "9054724",
"CDX-NAHYS6V9 - 0611", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_93/100", 2453823, 2455733, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BREI7", "CDX", 6, "NA HY", null, "HY", 9, 5,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.5.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923198", "9055258",
"CDX-NAHYHBS5V8 - 1210", "Dow Jones CDX.NA.HY.HB.5",
"CDX_NA_HY_S05_HB__SWP_24/30", 2453651, 2455551, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWCD9", "CDX", 5, "NA HY HB", null, "HY", 8, 5,
null, 0.7998000000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.5.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923199", "9054706",
"CDX-NAHYS5V11 - 1210", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_91/100", 2453651, 2455551, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BREG1", "CDX", 5, "NA HY", null, "HY", 11, 5,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.11.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923200", "9054984",
"CDX-NAHYS11V9 - 1215", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_07YR_94/100", 2454738, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BREV8", "CDX", 11, "NA HY", null, "HY", 9, 7,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.6.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923201", "9054725",
"CDX-NAHYS6V9 - 0610", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_04YR_93/100", 2453823, 2455368, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BREI7", "CDX", 6, "NA HY", null, "HY", 9, 4,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.6.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923202", "9054710",
"CDX-NAHYS6V9 - 0609", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_03YR_93/100", 2453823, 2455003, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BREI7", "CDX", 6, "NA HY", null, "HY", 9, 3,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.6.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923203", "9054730",
"CDX-NAHYS6V9 - 0612", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_06YR_93/100", 2453823, 2456099, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BREI7", "CDX", 6, "NA HY", null, "HY", 9, 6,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.5.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923204", "9055090",
"CDX-NAHYS5V11 - 1215", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_10YR_91/100", 2453651, 2457377, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BREG1", "CDX", 5, "NA HY", null, "HY", 11, 10,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.6.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923205", "9054714",
"CDX-NAHYS6V9 - 0616", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_10YR_93/100", 2453823, 2457560, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BREI7", "CDX", 6, "NA HY", null, "HY", 9, 10,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.10.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923206", "9055363",
"CDX-NAHYS10V9 - 0612", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_04YR_94/100", 2454554, 2456099, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRES5", "CDX", 10, "NA HY", null, "HY", 9, 4,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.7.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923207", "9054733",
"CDX-NAHYHBS7V6 - 1211", "Dow Jones CDX.NA.HY.HB.7",
"CDX_NA_HY_S07_HB__SWP_26/30", 2454007, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWCH0", "CDX", 7, "NA HY HB", null, "HY", 6, 5,
null, 0.86667, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.5.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923208", "9054692",
"CDX-NAHYS5V11 - 1212", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_07YR_91/100", 2453651, 2456282, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BREG1", "CDX", 5, "NA HY", null, "HY", 11, 7,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.8.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923209", "9054735",
"CDX-NAHYS8V9 - 0609", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_02YR_94/100", 2454188, 2455003, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BREM8", "CDX", 8, "NA HY", null, "HY", 9, 2,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.8.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923210", "9054737",
"CDX-NAHYS8V9 - 0614", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_07YR_94/100", 2454188, 2456829, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BREM8", "CDX", 8, "NA HY", null, "HY", 9, 7,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.8.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923211", "9054739",
"CDX-NAHYS8V9 - 0612", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_94/100", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BREM8", "CDX", 8, "NA HY", null, "HY", 9, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.8.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923212", "9055023",
"CDX-NAHYS8V9 - 0610", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_03YR_94/100", 2454188, 2455368, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BREM8", "CDX", 8, "NA HY", null, "HY", 9, 3,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.8.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923213", "9055026",
"CDX-NAHYS8V9 - 0617", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_10YR_94/100", 2454188, 2457925, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BREM8", "CDX", 8, "NA HY", null, "HY", 9, 10,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.8.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923214", "9055259",
"CDX-NAHYS8V9 - 0611", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_04YR_94/100", 2454188, 2455733, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BREM8", "CDX", 8, "NA HY", null, "HY", 9, 4,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.8.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923216", "9055260",
"CDX-NAHYS8V9 - 0613", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_06YR_94/100", 2454188, 2456464, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BREM8", "CDX", 8, "NA HY", null, "HY", 9, 6,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.10.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923217", "9055365",
"CDX-NAHYS10V9 - 0614", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_06YR_94/100", 2454554, 2456829, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRES5", "CDX", 10, "NA HY", null, "HY", 9, 6,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923219", "9055262",
"CDX-NAHYHBS8V6 - 0612", "CDX.NA.HY.HB.8",
"CDX_NA_HY_S08_HB__SWP_26/30", 2454188, 2456099, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWCJ6", "CDX", 8, "NA HY HB", null, "HY", 6, 5,
null, 0.86667, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.9.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923220", "9055031",
"CDX-NAHYS9V10 - 1212", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_93/100", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BREP1", "CDX", 9, "NA HY", null, "HY", 10, 5,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.9.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923227", "9055263",
"CDX-NAHYS9V10 - 1211", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_04YR_ 93/100", 2454372, 2455916, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BREP1", "CDX", 9, "NA HY", null, "HY", 10, 4,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.9.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923232", "9055034",
"CDX-NAHYS9V10 - 1210", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_03YR_ 93/100", 2454372, 2455551, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BREP1", "CDX", 9, "NA HY", null, "HY", 10, 3,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.9.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923234", "9055036",
"CDX-NAHYS9V10 - 1214", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_07YR_ 93/100", 2454372, 2457012, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BREP1", "CDX", 9, "NA HY", null, "HY", 10, 7,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.6.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923235", "9054721",
"CDX-NAHYHBS6V6 - 0611", "Dow Jones CDX.NA.HY.HB.6",
"CDX_NA_HY_S06_HB__SWP_26/30", 2453823, 2455733, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWCF4", "CDX", 6, "NA HY HB", null, "HY", 6, 5,
null, 0.86666, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.9.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923237", "9055053",
"CDX-NAHYS9V10 - 1217", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_10YR_ 93/100", 2454372, 2458108, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BREP1", "CDX", 9, "NA HY", null, "HY", 10, 10,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.7.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923238", "9054722",
"CDX-NAHYS7V8 - 1211", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_94/100", 2454007, 2455916, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BREK2", "CDX", 7, "NA HY", null, "HY", 8, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.7.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923239", "9054726",
"CDX-NAHYS7V8 - 1209", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_03YR_94/100", 2454007, 2455186, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BREK2", "CDX", 7, "NA HY", null, "HY", 8, 3,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.9.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923240", "9055266",
"CDX-NAHYS9V10 - 1213", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_06YR_ 93/100", 2454372, 2456647, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BREP1", "CDX", 9, "NA HY", null, "HY", 10, 6,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.9.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923241", "9055264",
"CDX-NAHYS9V10 - 1209", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_02YR_ 93/100", 2454372, 2455186, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BREP1", "CDX", 9, "NA HY", null, "HY", 10, 2,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.7.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923242", "9054723",
"CDX-NAHYS7V8 - 1213", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_07YR_94/100", 2454007, 2456647, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BREK2", "CDX", 7, "NA HY", null, "HY", 8, 7,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.7.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923243", "9054727",
"CDX-NAHYS7V8 - 1216", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_10YR_94/100", 2454007, 2457743, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BREK2", "CDX", 7, "NA HY", null, "HY", 8, 10,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923244", "9055267",
"CDX-NAHYHBS9V6 - 1212", "CDX.NA.HY.HB.9",
"CDX_NA_HY_S09_HB__SWP_26/30", 2454372, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWCL1", "CDX", 9, "NA HY HB", null, "HY", 6, 5,
null, 0.86667, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.10.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923245", "9055095",
"CDX-NAHYS10V9 - 0613", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_94/100", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRES5", "CDX", 10, "NA HY", null, "HY", 9, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.10.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923246", "9055054",
"CDX-NAHYS10V9 - 0615", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_07YR_94/100", 2454554, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRES5", "CDX", 10, "NA HY", null, "HY", 9, 7,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.10.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923247", "9055057",
"CDX-NAHYS10V9 - 0618", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_10YR_94/100", 2454554, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRES5", "CDX", 10, "NA HY", null, "HY", 9, 10,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.10.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923248", "9055058",
"CDX-NAHYS10V9 - 0611", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_03YR_94/100", 2454554, 2455733, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRES5", "CDX", 10, "NA HY", null, "HY", 9, 3,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.10.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923249", "9055360",
"CDX-NAHYS10V9 - 0610", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_02YR_94/100", 2454554, 2455368, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRES5", "CDX", 10, "NA HY", null, "HY", 9, 2,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.10.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923250", "9055362",
"CDX-NAHYS10V9 - 0609", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_01YR_94/100", 2454554, 2455003, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRES5", "CDX", 10, "NA HY", null, "HY", 9, 1,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.2.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923252", "9055085",
"CDX-NAHYS2V11 - 0909", "Dow Jones CDX.NA.HY.2",
"DJIBOXX_NA_HY_S02_100_SWP_88/100", 2453088, 2455095, 0.043000000000000003, "USD",
"ACT/360", false, 0.3, 4, "2I65BREA4", "CDX", 2, "NA HY", null, "HY", 11, 5,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.10.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923255", "9054441",
"CDX-NAHYS10V10 - 0613", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_93/100", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRET3", "CDX", 10, "NA HY", null, "HY", 10, 5,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.10.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923256", "9054406",
"CDX-NAHYS10V10 - 0615", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_07YR_93/100", 2454554, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRET3", "CDX", 10, "NA HY", null, "HY", 10, 7,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.10.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923257", "9054410",
"CDX-NAHYS10V10 - 0618", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_10YR_93/100", 2454554, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRET3", "CDX", 10, "NA HY", null, "HY", 10, 10,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.10.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923258", "9054413",
"CDX-NAHYS10V10 - 0611", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_03YR_93/100", 2454554, 2455733, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRET3", "CDX", 10, "NA HY", null, "HY", 10, 3,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.10.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923260", "9054418",
"CDX-NAHYS10V10 - 0610", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_02YR_93/100", 2454554, 2455368, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRET3", "CDX", 10, "NA HY", null, "HY", 10, 2,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.10.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923262", "9054427",
"CDX-NAHYS10V10 - 0609", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_01YR_93/100", 2454554, 2455003, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRET3", "CDX", 10, "NA HY", null, "HY", 10, 1,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.10.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923263", "9054428",
"CDX-NAHYS10V10 - 0612", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_04YR_93/100", 2454554, 2456099, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRET3", "CDX", 10, "NA HY", null, "HY", 10, 4,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.10.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923264", "9054433",
"CDX-NAHYS10V10 - 0614", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_06YR_93/100", 2454554, 2456829, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRET3", "CDX", 10, "NA HY", null, "HY", 10, 6,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.10.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923265", "9054465",
"CDX-NAHYHBS10V7 - 0613", "CDX.NA.HY.HB.10",
"CDX_NA_HY_S10_HB__SWP_26/30", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWCO5", "CDX", 10, "NA HY HB", null, "HY", 7, 5,
null, 0.86666, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.11.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923266", "9054099",
"CDX-NAHYS11V10 - 1209", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_01YR_93/100", 2454738, 2455186, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BREX4", "CDX", 11, "NA HY", null, "HY", 10, 1,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.11.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923267", "9054100",
"CDX-NAHYS11V10 - 1212", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_04YR_93/100", 2454738, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BREX4", "CDX", 11, "NA HY", null, "HY", 10, 4,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.11.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923268", "9054101",
"CDX-NAHYS11V10 - 1218", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_10YR_93/100", 2454738, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BREX4", "CDX", 11, "NA HY", null, "HY", 10, 10,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.11.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923269", "9054104",
"CDX-NAHYS11V10 - 1213", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_93/100", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BREX4", "CDX", 11, "NA HY", null, "HY", 10, 5,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.11.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923270", "9054105",
"CDX-NAHYS11V10 - 1214", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_06YR_93/100", 2454738, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BREX4", "CDX", 11, "NA HY", null, "HY", 10, 6,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.11.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923271", "9053243",
"CDX-NAHYS11V10 - 1210", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_02YR_93/100", 2454738, 2455551, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BREX4", "CDX", 11, "NA HY", null, "HY", 10, 2,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.11.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923272", "9053246",
"CDX-NAHYS11V10 - 1211", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_03YR_93/100", 2454738, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BREX4", "CDX", 11, "NA HY", null, "HY", 10, 3,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.11.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923273", "9053248",
"CDX-NAHYS11V10 - 1215", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_07YR_93/100", 2454738, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BREX4", "CDX", 11, "NA HY", null, "HY", 10, 7,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.11.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923274", "9053253",
"CDX-NAHYHBS11V8 - 1213", "CDX.NA.HY.HB.11",
"CDX_NA_HY_S11_HB__SWP_25/30", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWCR8", "CDX", 11, "NA HY HB", null, "HY", 8, 5,
null, 0.83333, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.6.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923278", "9053774",
"CDX-NAHYS6V10 - 0616", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_10YR_92/100", 2453823, 2457560, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BREJ5", "CDX", 6, "NA HY", null, "HY", 10, 10,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.6.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923279", "9053776",
"CDX-NAHYS6V10 - 0613", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_07YR_92/100", 2453823, 2456464, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BREJ5", "CDX", 6, "NA HY", null, "HY", 10, 7,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.8.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923280", "9053195",
"CDX-NAHYS8V10 - 0612", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_93/100", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BREN6", "CDX", 8, "NA HY", null, "HY", 10, 5,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.8.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923281", "9053202",
"CDX-NAHYS8V10 - 0610", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_03YR_93/100", 2454188, 2455368, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BREN6", "CDX", 8, "NA HY", null, "HY", 10, 3,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.6.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923282", "9053779",
"CDX-NAHYS6V10 - 0611", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_92/100", 2453823, 2455733, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BREJ5", "CDX", 6, "NA HY", null, "HY", 10, 5,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.8.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923283", "9053205",
"CDX-NAHYS8V10 - 0617", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_10YR_93/100", 2454188, 2457925, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BREN6", "CDX", 8, "NA HY", null, "HY", 10, 10,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.6.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923284", "9053780",
"CDX-NAHYS6V10 - 0610", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_04YR_92/100", 2453823, 2455368, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BREJ5", "CDX", 6, "NA HY", null, "HY", 10, 4,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.8.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923285", "9053207",
"CDX-NAHYS8V10 - 0611", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_04YR_93/100", 2454188, 2455733, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BREN6", "CDX", 8, "NA HY", null, "HY", 10, 4,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.8.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923286", "9053209",
"CDX-NAHYS8V10 - 0613", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_06YR_93/100", 2454188, 2456464, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BREN6", "CDX", 8, "NA HY", null, "HY", 10, 6,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.6.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923287", "9053782",
"CDX-NAHYS6V10 - 0612", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_06YR_92/100", 2453823, 2456099, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BREJ5", "CDX", 6, "NA HY", null, "HY", 10, 6,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.6.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923289", "9054193",
"CDX-NAHYHBS6V7 - 0611", "Dow Jones CDX.NA.HY.HB.6",
"CDX_NA_HY_S06_HB__SWP_25/30", 2453823, 2455733, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWCG2", "CDX", 6, "NA HY HB", null, "HY", 7, 5,
null, 0.83332, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.7.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923290", "9054194",
"CDX-NAHYS7V9 - 1211", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_93/100", 2454007, 2455916, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BREL0", "CDX", 7, "NA HY", null, "HY", 9, 5,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.7.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923291", "9054197",
"CDX-NAHYS7V9 - 1213", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_07YR_93/100", 2454007, 2456647, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BREL0", "CDX", 7, "NA HY", null, "HY", 9, 7,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.7.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923292", "9054202",
"CDX-NAHYS7V9 - 1209", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_03YR_93/100", 2454007, 2455186, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BREL0", "CDX", 7, "NA HY", null, "HY", 9, 3,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.8.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923293", "9053230",
"CDX-NAHYHBS8V7 - 0612", "CDX.NA.HY.HB.8",
"CDX_NA_HY_S08_HB__SWP_25/30", 2454188, 2456099, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWCK3", "CDX", 8, "NA HY HB", null, "HY", 7, 5,
null, 0.83333, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.7.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923294", "9054207",
"CDX-NAHYS7V9 - 1216", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_10YR_93/100", 2454007, 2457743, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BREL0", "CDX", 7, "NA HY", null, "HY", 9, 10,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.7.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923295", "9054212",
"CDX-NAHYHBS7V7 - 1211", "Dow Jones CDX.NA.HY.HB.7",
"CDX_NA_HY_S07_HB__SWP_25/30", 2454007, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWCI8", "CDX", 7, "NA HY HB", null, "HY", 7, 5,
null, 0.83333, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.9.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923296", "9053237",
"CDX-NAHYS9V11 - 1212", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_92/100", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BREQ9", "CDX", 9, "NA HY", null, "HY", 11, 5,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.8.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923297", "9054213",
"CDX-NAHYS8V10 - 0609", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_02YR_93/100", 2454188, 2455003, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BREN6", "CDX", 8, "NA HY", null, "HY", 10, 2,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.9.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923298", "9054434",
"CDX-NAHYS9V11 - 1211", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_04YR_ 92/100", 2454372, 2455916, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BREQ9", "CDX", 9, "NA HY", null, "HY", 11, 4,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.9.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923299", "9054442",
"CDX-NAHYS9V11 - 1210", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_03YR_ 92/100", 2454372, 2455551, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BREQ9", "CDX", 9, "NA HY", null, "HY", 11, 3,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.8.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923300", "9054217",
"CDX-NAHYS8V10 - 0614", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_07YR_93/100", 2454188, 2456829, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BREN6", "CDX", 8, "NA HY", null, "HY", 10, 7,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.9.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923301", "9054443",
"CDX-NAHYS9V11 - 1214", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_07YR_ 92/100", 2454372, 2457012, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BREQ9", "CDX", 9, "NA HY", null, "HY", 11, 7,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.9.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923302", "9054448",
"CDX-NAHYS9V11 - 1217", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_10YR_ 92/100", 2454372, 2458108, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BREQ9", "CDX", 9, "NA HY", null, "HY", 11, 10,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.9.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923303", "9054449",
"CDX-NAHYS9V11 - 1213", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_06YR_ 92/100", 2454372, 2456647, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BREQ9", "CDX", 9, "NA HY", null, "HY", 11, 6,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.9.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923304", "9054450",
"CDX-NAHYS9V11 - 1209", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_02YR_ 92/100", 2454372, 2455186, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BREQ9", "CDX", 9, "NA HY", null, "HY", 11, 2,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923305", "9054447",
"CDX-NAHYHBS9V7 - 1212", "CDX.NA.HY.HB.9",
"CDX_NA_HY_S09_HB__SWP_25/30", 2454372, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWCM9", "CDX", 9, "NA HY HB", null, "HY", 7, 5,
null, 0.83333, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.2.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923311", "9054069",
"CDX-NAHYS2V12 - 0909", "Dow Jones CDX.NA.HY.2",
"DJIBOXX_NA_HY_S02_100_SWP_87/100", 2453088, 2455095, 0.043000000000000003, "USD",
"ACT/360", false, 0.3, 4, "2I65BREB2", "CDX", 2, "NA HY", null, "HY", 12, 5,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.3.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923312", "9054075",
"CDX-NAHYHBS3V7 - 1209", "Dow Jones CDX.NA.HY.HB.3",
"CDX_NA_HY_S03_HB__SWP_24/30", 2453196, 2455186, 0.0625, "USD",
"ACT/360", false, 0.3, 4, "2I65BWBQ1", "CDX", 3, "NA HY HB", null, "HY", 7, 5,
null, 0.7998000000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.3.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923316", "9054078",
"CDX-NAHYS3V13 - 1209", "Dow Jones CDX.NA.HY.3",
"CDX_NA_HY_S03_100_SWP_89/100", 2453196, 2455186, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRED8", "CDX", 3, "NA HY", null, "HY", 13, 5,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.3.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923317", "9054082",
"CDX-NAHYS3V13 - 1214", "Dow Jones CDX.NA.HY.3",
"CDX_NA_HY_S03_100_SWP_10YR_89/100", 2453196, 2457012, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRED8", "CDX", 3, "NA HY", null, "HY", 13, 10,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.4.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923318", "9054084",
"CDX-NAHYHBS4V9 - 0610", "Dow Jones CDX.NA.HY.HB.4",
"CDX_NA_HY_S04_HB__SWP_23/30", 2453475, 2455368, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWCC1", "CDX", 4, "NA HY HB", null, "HY", 9, 5,
null, 0.7664, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.4.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923319", "9053814",
"CDX-NAHYS4V13 - 0610", "Dow Jones CDX.NA.HY.4",
"CDX_NA_HY_S04_100_SWP_89/100", 2453475, 2455368, 0.036000000000000004, "USD",
"ACT/360", false, 0.3, 4, "2I65BREF3", "CDX", 4, "NA HY", null, "HY", 13, 5,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet22()
{
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.5.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923320", "9054037",
"CDX-NAHYHBS5V9 - 1210", "Dow Jones CDX.NA.HY.HB.5",
"CDX_NA_HY_S05_HB__SWP_23/30", 2453651, 2455551, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWCE7", "CDX", 5, "NA HY HB", null, "HY", 9, 5,
null, 0.7664, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.5.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923321", "9054039",
"CDX-NAHYS5V12 - 1215", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_10YR_90/100", 2453651, 2457377, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BREH9", "CDX", 5, "NA HY", null, "HY", 12, 10,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.5.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923322", "9054042",
"CDX-NAHYS5V12 - 1212", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_07YR_90/100", 2453651, 2456282, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BREH9", "CDX", 5, "NA HY", null, "HY", 12, 7,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.5.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923323", "9053748",
"CDX-NAHYS5V12 - 1210", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_90/100", 2453651, 2455551, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BREH9", "CDX", 5, "NA HY", null, "HY", 12, 5,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.6.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923324", "9053773",
"CDX-NAHYS6V10 - 0609", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_03YR_92/100", 2453823, 2455003, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BREJ5", "CDX", 6, "NA HY", null, "HY", 10, 3,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.7.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923327", "9060981",
"CDX-NAIGS7V4 - 1211", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_05Y_12/11_122/126", 2454000, 2455916, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBU8", "CDX", 7, "NA IG", null, "IG", 4, 5,
null, 0.9720000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.7.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923328", "9060982",
"CDX-NAIGS7V4 - 1209", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_03Y_12/09_122/126", 2454000, 2455186, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBU8", "CDX", 7, "NA IG", null, "IG", 4, 3,
null, 0.9720000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.8.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923329", "9060985",
"CDX-NAHYS8V11 - 0614", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_07YR_92/100", 2454188, 2456829, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BREO4", "CDX", 8, "NA HY", null, "HY", 11, 7,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.8.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923330", "9060986",
"CDX-NAHYS8V11 - 0612", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_92/100", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BREO4", "CDX", 8, "NA HY", null, "HY", 11, 5,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.8.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923331", "9060987",
"CDX-NAHYS8V11 - 0610", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_03YR_92/100", 2454188, 2455368, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BREO4", "CDX", 8, "NA HY", null, "HY", 11, 3,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.8.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923332", "9060988",
"CDX-NAHYS8V11 - 0617", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_10YR_92/100", 2454188, 2457925, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BREO4", "CDX", 8, "NA HY", null, "HY", 11, 10,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923333", "9060992",
"CDX-NAHYBS8V6 - 0612", "CDX.NA.HY.B.8",
"CDX_NA_HY_S08_B___SWP_44/49", 2454188, 2456099, 0.025, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDJ4", "CDX", 8, "NA HY B", null, "HY", 6, 5,
null, 0.8979600000000001, 49, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.9.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923334", "9061002",
"CDX-NAHYS9V12 - 1212", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_91/100", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRER7", "CDX", 9, "NA HY", null, "HY", 12, 5,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.9.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923335", "9061004",
"CDX-NAHYS9V12 - 1210", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_03YR_ 91/100", 2454372, 2455551, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRER7", "CDX", 9, "NA HY", null, "HY", 12, 3,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.9.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923336", "9061005",
"CDX-NAHYS9V12 - 1214", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_07YR_ 91/100", 2454372, 2457012, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRER7", "CDX", 9, "NA HY", null, "HY", 12, 7,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.4.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923337", "9060959",
"CDX-NAIGS4V4 - 0610", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_05Y_6/10_122/126", 2453451, 2455368, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBR5", "CDX", 4, "NA IG", null, "IG", 4, 5,
null, 0.9720000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.9.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923338", "9061006",
"CDX-NAHYS9V12 - 1217", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_10YR_ 91/100", 2454372, 2458108, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRER7", "CDX", 9, "NA HY", null, "HY", 12, 10,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.4.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923339", "9060960",
"CDX-NAIGS4V4 - 0609", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_04Y_6/09_122/126", 2453451, 2455003, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBR5", "CDX", 4, "NA IG", null, "IG", 4, 4,
null, 0.9720000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923340", "9060962",
"CDX-NAIGS5V4 - 1215", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_10Y_12/15_123/127", 2453635, 2457377, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBS3", "CDX", 5, "NA IG", null, "IG", 4, 10,
null, 0.9720000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923341", "9060963",
"CDX-NAIGS5V4 - 1212", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_07Y_12/12_123/127", 2453635, 2456282, 0.0055000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBS3", "CDX", 5, "NA IG", null, "IG", 4, 7,
null, 0.9720000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923342", "9060993",
"LCDXNAS8V15 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_87/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.55, 4, "5F199GBK2", "LCDX", 8, "LCDXNA", null, "IG", 15, 5,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923343", "9060964",
"CDX-NAIGS5V4 - 1210", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_05Y_12/10_123/127", 2453635, 2455551, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBS3", "CDX", 5, "NA IG", null, "IG", 4, 5,
null, 0.9720000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V5 EUR.5Y.6.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923344", "9060969",
"CDX-NAIGS6V5 EUR - 0611", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_05Y_6/11_EUR_122/127", 2453816, 2455733, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYBT1 EUR", "CDX", 6, "NA IG V5 EUR", null, "IG", 5, 5,
null, 0.9640000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.6.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923345", "9060971",
"CDX-NAIGS6V5 - 0616", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_10Y_6/16_122/127", 2453816, 2457560, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBT1", "CDX", 6, "NA IG", null, "IG", 5, 10,
null, 0.9640000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.6.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923346", "9060972",
"CDX-NAIGS6V5 - 0613", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_07Y_6/13_122/127", 2453816, 2456464, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBT1", "CDX", 6, "NA IG", null, "IG", 5, 7,
null, 0.9640000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.6.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923347", "9060973",
"CDX-NAIGS6V5 - 0611", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_05Y_6/11_122/127", 2453816, 2455733, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBT1", "CDX", 6, "NA IG", null, "IG", 5, 5,
null, 0.9640000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.6.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923348", "9060974",
"CDX-NAIGS6V5 - 0609", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_03Y_6/09_122/127", 2453816, 2455003, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBT1", "CDX", 6, "NA IG", null, "IG", 5, 3,
null, 0.9640000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.7.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923349", "9060977",
"CDX-NAIGS7V4 - 1213", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_07Y_12/13_122/126", 2454000, 2456647, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBU8", "CDX", 7, "NA IG", null, "IG", 4, 7,
null, 0.9720000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923350", "9061010",
"CDX-NAHYBS9V7 - 1212", "CDX.NA.HY.B.9",
"CDX_NA_HY_S09_B___SWP_40/46", 2454372, 2456282, 0.035, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDK1", "CDX", 9, "NA HY B", null, "HY", 7, 5,
null, 0.86957, 46, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.7.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923351", "9060980",
"CDX-NAIGS7V4 - 1216", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_10Y_12/16_122/126", 2454000, 2457743, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBU8", "CDX", 7, "NA IG", null, "IG", 4, 10,
null, 0.9720000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923352", "9061012",
"LCDXNAS9V11 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_91/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.55, 4, "5F199GBL0", "LCDX", 9, "LCDXNA", null, "IG", 11, 5,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.10.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923353", "9060897",
"CDX-NAHYS10V11 - 0613", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_92/100", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BREU0", "CDX", 10, "NA HY", null, "HY", 11, 5,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.10.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923354", "9060898",
"CDX-NAHYS10V11 - 0615", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_07YR_92/100", 2454554, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BREU0", "CDX", 10, "NA HY", null, "HY", 11, 7,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.10.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923355", "9060900",
"CDX-NAHYS10V11 - 0611", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_03YR_92/100", 2454554, 2455733, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BREU0", "CDX", 10, "NA HY", null, "HY", 11, 3,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923356", "9060910",
"LCDXNAS10V12 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_90/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.55, 4, "5F199GBM8", "LCDX", 10, "LCDXNA", null, "IG", 12, 3,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923357", "9060911",
"LCDXNAS10V12 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_90/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.55, 4, "5F199GBM8", "LCDX", 10, "LCDXNA", null, "IG", 12, 5,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.11.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923358", "9060921",
"CDX-NAHYS11V11 - 1213", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_92/100", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BREY2", "CDX", 11, "NA HY", null, "HY", 11, 5,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.11.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923359", "9060924",
"CDX-NAHYS11V11 - 1211", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_03YR_92/100", 2454738, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BREY2", "CDX", 11, "NA HY", null, "HY", 11, 3,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.11.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923361", "9060925",
"CDX-NAHYS11V11 - 1215", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_07YR_92/100", 2454738, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BREY2", "CDX", 11, "NA HY", null, "HY", 11, 7,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923363", "9060932",
"CDX-NAHYS12V2 - 0614", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_99/100", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDV9", "CDX", 12, "NA HY", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.10.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923364", "9060906",
"CDX-NAHYBS10V5 - 0613", "CDX.NA.HY.B.10",
"CDX_NA_HY_S10_B___SWP_41/45", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDL9", "CDX", 10, "NA HY B", null, "HY", 5, 5,
null, 0.9111100000000001, 45, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.10.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923365", "9060907",
"CDX-NAHYHBS10V8 - 0613", "CDX.NA.HY.HB.10",
"CDX_NA_HY_S10_HB__SWP_25/30", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWCP2", "CDX", 10, "NA HY HB", null, "HY", 8, 5,
null, 0.83333, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V12 FXD.LCDXNAV12 FXD.5Y.10.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923366", "9060908",
"LCDXNAS10V12 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_90/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBM8 FXD", "LCDXNAS10V12 FXD", 10, "LCDXNAV12 FXD", null, "IG", 12, 5,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923367", "9060909",
"LCDXNAS10V12 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_90/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBM8", "LCDX", 10, "LCDXNA", null, "IG", 12, 6,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.10.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923368", "9060912",
"LCDXNAS10V12 - 0609", "LCDX.NA.10",
"CDX_NA_LN_S10_100_01YR_90/100", 2454561, 2455003, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBM8", "LCDX", 10, "LCDXNA", null, "IG", 12, 1,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923369", "9060913",
"LCDXNAS10V12 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_90/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBM8", "LCDX", 10, "LCDXNA", null, "IG", 12, 2,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923370", "9060914",
"LCDXNAS10V12 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_90/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBM8", "LCDX", 10, "LCDXNA", null, "IG", 12, 7,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923372", "9060915",
"LCDXNAS10V12 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_90/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBM8", "LCDX", 10, "LCDXNA", null, "IG", 12, 10,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923373", "9060916",
"LCDXNAS10V12 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_90/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBM8", "LCDX", 10, "LCDXNA", null, "IG", 12, 4,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.1.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923374", "9060939",
"CDX-NAIGS1V6 - 0314", "Dow Jones CDX.NA.IG",
"DJCDX_NA_IG_S1_10Y_3/14_120/125", 2452934, 2456737, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBO2", "CDX", 1, "NA IG", null, "IG", 6, 10,
null, 0.9640000000000001, 124, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923375", "9061014",
"LCDXNAS9V11 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_91/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBL0", "LCDX", 9, "LCDXNA", null, "IG", 11, 4,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.11.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923376", "9060918",
"CDX-NAHYS11V11 - 1209", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_01YR_92/100", 2454738, 2455186, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BREY2", "CDX", 11, "NA HY", null, "HY", 11, 1,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923377", "9061015",
"LCDXNAS9V11 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_91/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBL0", "LCDX", 9, "LCDXNA", null, "IG", 11, 6,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923378", "9061016",
"LCDXNAS9V11 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR_91/100", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBL0", "LCDX", 9, "LCDXNA", null, "IG", 11, 2,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V11 FXD.LCDXNAV11 FXD.5Y.9.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923379", "9060893",
"LCDXNAS9V11 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_91/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBL0 FXD", "LCDXNAS9V11 FXD", 9, "LCDXNAV11 FXD", null, "IG", 11, 5,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.2.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923380", "9060942",
"CDX-NAIGS2V6 - 0909", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_05Y_9/09_121/126", 2453088, 2455095, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBP9", "CDX", 2, "NA IG", null, "IG", 6, 5,
null, 0.9640000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923381", "9060894",
"LCDXNAS9V11 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_91/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBL0", "LCDX", 9, "LCDXNA", null, "IG", 11, 7,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.2.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923382", "9060943",
"CDX-NAIGS2V6 - 0914", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_10Y_9/14_121/126", 2453088, 2456921, 0.008, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBP9", "CDX", 2, "NA IG", null, "IG", 6, 10,
null, 0.9640000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923383", "9060895",
"LCDXNAS9V11 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_91/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBL0", "LCDX", 9, "LCDXNA", null, "IG", 11, 3,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.2.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923384", "9060944",
"CDX-NAIGS2V6 - 0911", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_07Y_9/11_121/126", 2453088, 2455825, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBP9", "CDX", 2, "NA IG", null, "IG", 6, 7,
null, 0.9640000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.10.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923385", "9060899",
"CDX-NAHYS10V11 - 0618", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_10YR_92/100", 2454554, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BREU0", "CDX", 10, "NA HY", null, "HY", 11, 10,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.10.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923386", "9060901",
"CDX-NAHYS10V11 - 0610", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_02YR_92/100", 2454554, 2455368, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BREU0", "CDX", 10, "NA HY", null, "HY", 11, 2,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.10.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923388", "9060903",
"CDX-NAHYS10V11 - 0612", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_04YR_92/100", 2454554, 2456099, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BREU0", "CDX", 10, "NA HY", null, "HY", 11, 4,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.11.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923389", "9060919",
"CDX-NAHYS11V11 - 1212", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_04YR_92/100", 2454738, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BREY2", "CDX", 11, "NA HY", null, "HY", 11, 4,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.10.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923390", "9060904",
"CDX-NAHYS10V11 - 0614", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_06YR_92/100", 2454554, 2456829, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BREU0", "CDX", 10, "NA HY", null, "HY", 11, 6,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923391", "9061013",
"LCDXNAS9V11 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_91/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBL0", "LCDX", 9, "LCDXNA", null, "IG", 11, 10,
null, 0.91, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V5 EUR.5Y.3.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923393", "9060949",
"CDX-NAIGS3V5 EUR - 0310", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_05Y_3/10_121/126_EUR", 2453270, 2455276, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYBQ7 EUR", "CDX", 3, "NA IG V5 EUR", null, "IG", 5, 5,
null, 0.9640000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.11.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923394", "9060920",
"CDX-NAHYS11V11 - 1218", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_10YR_92/100", 2454738, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BREY2", "CDX", 11, "NA HY", null, "HY", 11, 10,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.3.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923395", "9060950",
"CDX-NAIGS3V5 - 0310", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_05Y_3/10_121/126", 2453270, 2455276, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBQ7", "CDX", 3, "NA IG", null, "IG", 5, 5,
null, 0.9640000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.3.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923396", "9060951",
"CDX-NAIGS3V5 - 0312", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_07Y_3/12_121/126", 2453270, 2456007, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBQ7", "CDX", 3, "NA IG", null, "IG", 5, 7,
null, 0.9640000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V4 EUR.5Y.4.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923397", "9060956",
"CDX-NAIGS4V4 EUR - 0610", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_05Y_6/10_EUR_122/126", 2453451, 2455368, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYBR5 EUR", "CDX", 4, "NA IG V4 EUR", null, "IG", 4, 5,
null, 0.9720000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.11.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923398", "9060922",
"CDX-NAHYS11V11 - 1214", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_06YR_92/100", 2454738, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BREY2", "CDX", 11, "NA HY", null, "HY", 11, 6,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.3.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923399", "9060952",
"CDX-NAIGS3V5 - 0315", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_10Y_3/15_121/126", 2453270, 2457102, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBQ7", "CDX", 3, "NA IG", null, "IG", 5, 10,
null, 0.9640000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.4.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923400", "9060957",
"CDX-NAIGS4V4 - 0615", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_10Y_6/15_122/126", 2453451, 2457194, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBR5", "CDX", 4, "NA IG", null, "IG", 4, 10,
null, 0.9720000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.4.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923401", "9060958",
"CDX-NAIGS4V4 - 0612", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_07Y_6/12_122/126", 2453451, 2456099, 0.0055000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBR5", "CDX", 4, "NA IG", null, "IG", 4, 7,
null, 0.9720000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.11.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923403", "9060927",
"CDX-NAHYBS11V4 - 1213", "CDX.NA.HY.B.11",
"CDX_NA_HY_S11_B___SWP_33/36", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDM7", "CDX", 11, "NA HY B", null, "HY", 4, 5,
null, 0.91668, 36, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.11.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923404", "9060928",
"CDX-NAHYHBS11V9 - 1213", "CDX.NA.HY.HB.11",
"CDX_NA_HY_S11_HB__SWP_24/30", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWCS6", "CDX", 11, "NA HY HB", null, "HY", 9, 5,
null, 0.8, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923405", "9060933",
"CDX-NAHYS12V2 - 0612", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_03YR_99/100", 2454911, 2456099, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDV9", "CDX", 12, "NA HY", null, "HY", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923406", "9060938",
"CDX-NAHYHBS12V2 - 0614", "CDX.NA.HY.HB.12",
"CDX_NA_HY_S12_HB__SWP_29/30", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWCB3", "CDX", 12, "NA HY HB", null, "HY", 2, 5,
null, 0.96667, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923407", "9060930",
"CDX-NAHYS12V2 - 0616", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_07YR_99/100", 2454911, 2457560, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDV9", "CDX", 12, "NA HY", null, "HY", 2, 7,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923408", "9060931",
"CDX-NAHYS12V2 - 0619", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_10YR_99/100", 2454911, 2458655, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRDV9", "CDX", 12, "NA HY", null, "HY", 2, 10,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.8.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923412", "9060984",
"CDX-NAHYS8V11 - 0609", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_02YR_92/100", 2454188, 2455003, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BREO4", "CDX", 8, "NA HY", null, "HY", 11, 2,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.8.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923413", "9060989",
"CDX-NAHYS8V11 - 0611", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_04YR_92/100", 2454188, 2455733, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BREO4", "CDX", 8, "NA HY", null, "HY", 11, 4,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.8.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923414", "9060990",
"CDX-NAHYS8V11 - 0613", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_06YR_92/100", 2454188, 2456464, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BREO4", "CDX", 8, "NA HY", null, "HY", 11, 6,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923418", "9060994",
"LCDXNAS8V15 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_87/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBK2", "LCDX", 8, "LCDXNA", null, "IG", 15, 3,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA IG TMT.5Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923419", "9060946",
"CDX-NAIGTMTS2V3 - 0909", "Dow Jones CDX.NA.IG.TMT.2",
"DJCDX_NA_IG_S2_TMT_09/09_27/28", 2453088, 2455095, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65DJAQ9", "CDX", 2, "NA IG TMT", null, "IG", 3, 5,
null, 0.98077, 28, 0, "NYC", false, false, true, null, "Trac-X"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923420", "9060996",
"LCDXNAS8V15 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_87/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBK2", "LCDX", 8, "LCDXNA", null, "IG", 15, 6,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA IG TMT.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923421", "9060955",
"CDX-NAIGTMTS4V2 - 0610", "Dow Jones CDX.NA.IG.TMT.4",
"DJCDX_NA_IG_S4_TMT_06/10_23/24", 2453451, 2455368, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65DJAS5", "CDX", 4, "NA IG TMT", null, "IG", 2, 5,
null, 0.9772750000000001, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923422", "9060997",
"LCDXNAS8V15 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_87/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBK2", "LCDX", 8, "LCDXNA", null, "IG", 15, 7,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923423", "9060998",
"LCDXNAS8V15 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_87/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBK2", "LCDX", 8, "LCDXNA", null, "IG", 15, 4,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923424", "9060999",
"LCDXNAS8V15 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_87/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBK2", "LCDX", 8, "LCDXNA", null, "IG", 15, 10,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.9.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923426", "9061003",
"CDX-NAHYS9V12 - 1211", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_04YR_ 91/100", 2454372, 2455916, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRER7", "CDX", 9, "NA HY", null, "HY", 12, 4,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923427", "9060965",
"CDX-NAIGS5V4 - 1209", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_04Y_12/09_123/127", 2453635, 2455186, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBS3", "CDX", 5, "NA IG", null, "IG", 4, 4,
null, 0.9720000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.9.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923428", "9061007",
"CDX-NAHYS9V12 - 1213", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_06YR_ 91/100", 2454372, 2456647, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRER7", "CDX", 9, "NA HY", null, "HY", 12, 6,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.9.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923429", "9061008",
"CDX-NAHYS9V12 - 1209", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_02YR_ 91/100", 2454372, 2455186, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRER7", "CDX", 9, "NA HY", null, "HY", 12, 2,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG TMT.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923430", "9060967",
"CDX-NAIGTMTS5V2 - 1210", "Dow Jones CDX.NA.IG.TMT.5",
"DJCDX_NA_IG_S5_TMT_12/10_23/24", 2453635, 2455551, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65DJAT3", "CDX", 5, "NA IG TMT", null, "IG", 2, 5,
null, 0.9772750000000001, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG TMT.5Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923431", "9060968",
"CDX-NAIGTMTS6V3 - 0611", "DOW JONES CDX.NA.IG.TMT.6",
"DJCDX_NA_IG_S6_TMT_6/11 22/24", 2453816, 2455733, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65DJAU0", "CDX", 6, "NA IG TMT", null, "IG", 3, 5,
null, 0.931825, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V15 FXD.LCDXNAV15 FXD.5Y.8.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923432", "9060995",
"LCDXNAS8V15 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_87/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBK2 FXD", "LCDXNAS8V15 FXD", 8, "LCDXNAV15 FXD", null, "IG", 15, 5,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
return true;
}
private static final boolean InitCDXRefDataSet23()
{
UpdateCDXRefDataMap ("CDX.NA IG.4Y.6.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923433", "9060970",
"CDX-NAIGS6V5 - 0610", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_04Y_6/10_122/127", 2453816, 2455368, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBT1", "CDX", 6, "NA IG", null, "IG", 5, 4,
null, 0.9640000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG TMT.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923434", "9060976",
"CDX-NAIGTMTS7V2 - 1211", "Dow Jones CDX.NA.IG.TMT.7",
"DJCDX_NA_IG_S7_TMT_12/11_22/23", 2454000, 2455916, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65DJAV8", "CDX", 7, "NA IG TMT", null, "IG", 2, 5,
null, 0.9772750000000001, 23, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V4 EUR.5Y.7.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923435", "9060978",
"CDX-NAIGS7V4 EUR - 1211", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_05Y_12/11_EUR_122/126", 2454000, 2455916, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYBU8 EUR", "CDX", 7, "NA IG V4 EUR", null, "IG", 4, 5,
null, 0.9720000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.7.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923436", "9060979",
"CDX-NAIGS7V4 - 1210", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_04Y_12/10_122/126", 2454000, 2455551, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBU8", "CDX", 7, "NA IG", null, "IG", 4, 4,
null, 0.9720000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.11.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923455", "9060923",
"CDX-NAHYS11V11 - 1210", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_02YR_92/100", 2454738, 2455551, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BREY2", "CDX", 11, "NA HY", null, "HY", 11, 2,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923456", "9060929",
"CDX-NAHYS12V2 - 0615", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_06YR_99/100", 2454911, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDV9", "CDX", 12, "NA HY", null, "HY", 2, 6,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923457", "9060934",
"CDX-NAHYS12V2 - 0613", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_04YR_99/100", 2454911, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDV9", "CDX", 12, "NA HY", null, "HY", 2, 4,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923458", "9060935",
"CDX-NAHYS12V2 - 0611", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_02YR_99/100", 2454911, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDV9", "CDX", 12, "NA HY", null, "HY", 2, 2,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923459", "9060936",
"CDX-NAHYS12V2 - 0610", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_01YR_99/100", 2454911, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRDV9", "CDX", 12, "NA HY", null, "HY", 2, 1,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.3.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923472", "9061922",
"CDX-NAHYBBS3V5 - 1209", "Dow Jones CDX.NA.HY.BB.3",
"CDX_NA_HY_S03_BB__SWP_39/43", 2453196, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBN0", "CDX", 3, "NA HY BB", null, "HY", 5, 5,
null, 0.90697, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.4.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923473", "9061926",
"CDX-NAHYBBS4V5 - 0610", "DOW JONES CDX.NA.HY.BB.4",
"CDX_NA_HY_S04_BB__SWP_39/43", 2453475, 2455368, 0.021, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBO8", "CDX", 4, "NA HY BB", null, "HY", 5, 5,
null, 0.90696, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V16 FXD.LCDXNAV16 FXD.5Y.8.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923474", "9062991",
"LCDXNAS8V16 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_86/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBN6 FXD", "LCDXNAS8V16 FXD", 8, "LCDXNAV16 FXD", null, "IG", 16, 5,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.4.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923475", "9061927",
"CDX-NAHYS4V14 - 0610", "Dow Jones CDX.NA.HY.4",
"CDX_NA_HY_S04_100_SWP_88/100", 2453475, 2455368, 0.036000000000000004, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFC9", "CDX", 4, "NA HY", null, "HY", 14, 5,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923476", "9062994",
"LCDXNAS8V16 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_86/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBN6", "LCDX", 8, "LCDXNA", null, "IG", 16, 6,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923478", "9062997",
"LCDXNAS8V16 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_86/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBN6", "LCDX", 8, "LCDXNA", null, "IG", 16, 7,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.6.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923479", "9062086",
"CDX-NAHYS6V11 - 0609", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_03YR_91/100", 2453823, 2455003, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFE5", "CDX", 6, "NA HY", null, "HY", 11, 3,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.6.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923480", "9062089",
"CDX-NAHYS6V11 - 0616", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_10YR_91/100", 2453823, 2457560, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFE5", "CDX", 6, "NA HY", null, "HY", 11, 10,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.6.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923481", "9062098",
"CDX-NAHYS6V11 - 0613", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_07YR_91/100", 2453823, 2456464, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFE5", "CDX", 6, "NA HY", null, "HY", 11, 7,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.6.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923482", "9062104",
"CDX-NAHYS6V11 - 0611", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_91/100", 2453823, 2455733, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFE5", "CDX", 6, "NA HY", null, "HY", 11, 5,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.7.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923483", "9062119",
"CDX-NAHYBS7V5 - 1211", "Dow Jones CDX.NA.HY.B.7",
"CDX_NA_HY_S07_B___SWP_46/50", 2454007, 2455916, 0.030000000000000002, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDO3", "CDX", 7, "NA HY B", null, "HY", 5, 5,
null, 0.91, 50, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.2.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923484", "9061620",
"CDX-NAHYS2V13 - 0909", "Dow Jones CDX.NA.HY.2",
"DJIBOXX_NA_HY_S02_100_SWP_86/100", 2453088, 2455095, 0.043000000000000003, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFA3", "CDX", 2, "NA HY", null, "HY", 13, 5,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.2.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923485", "9061625",
"CDX-NAHYBBS2V5 - 0909", "Dow Jones CDX.NA.HY.BB.2",
"CDX_NA_HY_S02_BB__SWP_38/42", 2453088, 2455095, 0.029, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBM2", "CDX", 2, "NA HY BB", null, "HY", 5, 5,
null, 0.90476, 42, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.3.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923486", "9061915",
"CDX-NAHYS3V14 - 1209", "Dow Jones CDX.NA.HY.3",
"CDX_NA_HY_S03_100_SWP_88/100", 2453196, 2455186, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFB1", "CDX", 3, "NA HY", null, "HY", 14, 5,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.5.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923487", "9062070",
"CDX-NAHYS5V13 - 1212", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_07YR_89/100", 2453651, 2456282, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFD7", "CDX", 5, "NA HY", null, "HY", 13, 7,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.5.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923488", "9062074",
"CDX-NAHYS5V13 - 1210", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_89/100", 2453651, 2455551, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFD7", "CDX", 5, "NA HY", null, "HY", 13, 5,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.6.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923489", "9062082",
"CDX-NAHYBS6V6 - 0611", "Dow Jones CDX.NA.HY.B.6",
"CDX_NA_HY_S06_B___SWP_43/48", 2453823, 2455733, 0.030000000000000002, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDN5", "CDX", 6, "NA HY B", null, "HY", 6, 5,
null, 0.89583, 48, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923490", "9062999",
"LCDXNAS8V16 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_86/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBN6", "LCDX", 8, "LCDXNA", null, "IG", 16, 4,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923491", "9062388",
"LCDXNAS10V13 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_89/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.55, 4, "5F199GBP1", "LCDX", 10, "LCDXNA", null, "IG", 13, 3,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923492", "9062389",
"LCDXNAS10V13 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_89/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.55, 4, "5F199GBP1", "LCDX", 10, "LCDXNA", null, "IG", 13, 5,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923494", "9062278",
"LCDXNAS9V12 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_90/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.55, 4, "5F199GBO4", "LCDX", 9, "LCDXNA", null, "IG", 12, 5,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923495", "9062294",
"LCDXNAS9V12 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_90/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBO4", "LCDX", 9, "LCDXNA", null, "IG", 12, 10,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.7.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923498", "9062124",
"CDX-NAHYS7V10 - 1213", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_07YR_92/100", 2454007, 2456647, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFG0", "CDX", 7, "NA HY", null, "HY", 10, 7,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.7.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923499", "9062126",
"CDX-NAHYS7V10 - 1209", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_03YR_92/100", 2454007, 2455186, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFG0", "CDX", 7, "NA HY", null, "HY", 10, 3,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.7.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923500", "9062129",
"CDX-NAHYS7V10 - 1216", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_10YR_92/100", 2454007, 2457743, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFG0", "CDX", 7, "NA HY", null, "HY", 10, 10,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.7.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923501", "9062130",
"CDX-NAHYS7V10 - 1211", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_92/100", 2454007, 2455916, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFG0", "CDX", 7, "NA HY", null, "HY", 10, 5,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923503", "9062983",
"LCDXNAS8V16 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_86/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.55, 4, "5F199GBN6", "LCDX", 8, "LCDXNA", null, "IG", 16, 5,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923504", "9062988",
"LCDXNAS8V16 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_86/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBN6", "LCDX", 8, "LCDXNA", null, "IG", 16, 3,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923506", "9062266",
"LCDXNAS8V16 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_86/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBN6", "LCDX", 8, "LCDXNA", null, "IG", 16, 10,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923508", "9061960",
"CDX-NAHYBBS5V4 - 1210", "Dow Jones CDX.NA.HY.BB.5",
"CDX_NA_HY_S05_BB__SWP_38/41", 2453651, 2455551, 0.025, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBP5", "CDX", 5, "NA HY BB", null, "HY", 4, 5,
null, 0.9268200000000001, 41, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.5Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923511", "9061977",
"CDX-NAXOS5V4 - 1210", "Dow Jones CDX.NA.XO.5",
"DJCDX_NA_XO_S5_05Y_12/10_32/35", 2453635, 2455551, 0.02, "USD",
"ACT/360", false, 0.4, 4, "1D764IAW7", "CDX", 5, "NAXO", null, "XO", 4, 5,
null, 0.91428, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.5.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923512", "9061983",
"CDX-NAHYS5V13 - 1215", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_10YR_89/100", 2453651, 2457377, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFD7", "CDX", 5, "NA HY", null, "HY", 13, 10,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923516", "9062333",
"LCDXNAS9V12 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_90/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBO4", "LCDX", 9, "LCDXNA", null, "IG", 12, 4,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923518", "9062982",
"LCDXNAS9V12 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_90/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBO4", "LCDX", 9, "LCDXNA", null, "IG", 12, 6,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923519", "9062984",
"LCDXNAS9V12 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR_90/100", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBO4", "LCDX", 9, "LCDXNA", null, "IG", 12, 2,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V12 FXD.LCDXNAV12 FXD.5Y.9.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923520", "9062985",
"LCDXNAS9V12 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_90/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBO4 FXD", "LCDXNAS9V12 FXD", 9, "LCDXNAV12 FXD", null, "IG", 12, 5,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.3.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923521", "9061916",
"CDX-NAHYS3V14 - 1214", "Dow Jones CDX.NA.HY.3",
"CDX_NA_HY_S03_100_SWP_10YR_88/100", 2453196, 2457012, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFB1", "CDX", 3, "NA HY", null, "HY", 14, 10,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923522", "9062987",
"LCDXNAS9V12 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_90/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBO4", "LCDX", 9, "LCDXNA", null, "IG", 12, 7,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923523", "9062989",
"LCDXNAS9V12 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_90/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBO4", "LCDX", 9, "LCDXNA", null, "IG", 12, 3,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.7Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923524", "9061966",
"CDX-NAXOS5V4 - 1212", "Dow Jones CDX.NA.XO.5",
"DJCDX_NA_XO_S5_07YR_12/12_32/35", 2453635, 2456282, 0.02, "USD",
"ACT/360", false, 0.4, 4, "1D764IAW7", "CDX", 5, "NAXO", null, "XO", 4, 7,
null, 0.91428, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.10Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923527", "9061971",
"CDX-NAXOS5V4 - 1215", "Dow Jones CDX.NA.XO.5",
"DJCDX_NA_XO_S5_10YR_12/15_32/35", 2453635, 2457377, 0.024, "USD",
"ACT/360", false, 0.4, 4, "1D764IAW7", "CDX", 5, "NAXO", null, "XO", 4, 10,
null, 0.91428, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.6.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923528", "9062107",
"CDX-NAHYS6V11 - 0610", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_04YR_91/100", 2453823, 2455368, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFE5", "CDX", 6, "NA HY", null, "HY", 11, 4,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.6.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923529", "9062112",
"CDX-NAHYS6V11 - 0612", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_06YR_91/100", 2453823, 2456099, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFE5", "CDX", 6, "NA HY", null, "HY", 11, 6,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V13 FXD.LCDXNAV13 FXD.5Y.10.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923530", "9062393",
"LCDXNAS10V13 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_89/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBP1 FXD", "LCDXNAS10V13 FXD", 10, "LCDXNAV13 FXD", null, "IG", 13, 5,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923531", "9062396",
"LCDXNAS10V13 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_89/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBP1", "LCDX", 10, "LCDXNA", null, "IG", 13, 6,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923535", "9062198",
"LCDXNAS10V13 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_89/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBP1", "LCDX", 10, "LCDXNA", null, "IG", 13, 2,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923536", "9062220",
"LCDXNAS10V13 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_89/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBP1", "LCDX", 10, "LCDXNA", null, "IG", 13, 7,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923537", "9062223",
"LCDXNAS10V13 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_89/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBP1", "LCDX", 10, "LCDXNA", null, "IG", 13, 10,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923538", "9062276",
"LCDXNAS10V13 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_89/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBP1", "LCDX", 10, "LCDXNA", null, "IG", 13, 4,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V17 FXD.LCDXNAV17 FXD.5Y.8.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923566", "9070397",
"LCDXNAS8V17 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_85/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBQ9 FXD", "LCDXNAS8V17 FXD", 8, "LCDXNAV17 FXD", null, "IG", 17, 5,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923567", "9070400",
"LCDXNAS8V17 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_85/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBQ9", "LCDX", 8, "LCDXNA", null, "IG", 17, 6,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923568", "9070401",
"LCDXNAS8V17 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_85/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBQ9", "LCDX", 8, "LCDXNA", null, "IG", 17, 7,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923569", "9070403",
"LCDXNAS8V17 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_85/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBQ9", "LCDX", 8, "LCDXNA", null, "IG", 17, 4,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923570", "9070404",
"LCDXNAS8V17 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_85/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.55, 4, "5F199GBQ9", "LCDX", 8, "LCDXNA", null, "IG", 17, 5,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923571", "9070405",
"LCDXNAS8V17 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_85/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBQ9", "LCDX", 8, "LCDXNA", null, "IG", 17, 3,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923572", "9070406",
"LCDXNAS8V17 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_85/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBQ9", "LCDX", 8, "LCDXNA", null, "IG", 17, 10,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923577", "9070641",
"ITRAXX-LevXS2V7 - 0613", "ITRAXX LEVX SENIOR SERIES 2 VERSION 7",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 7 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBL6", "ITRAXX", 2, "LevX", null, "IG", 7, 5,
null, 0.92, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923588", "9072706",
"CDX-NAHYBS10V6 - 0613", "CDX.NA.HY.B.10",
"CDX_NA_HY_S10_B___SWP_40/45", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDR6", "CDX", 10, "NA HY B", null, "HY", 6, 5,
null, 0.88889, 45, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.11.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923589", "9072711",
"CDX-NAHYS11V12 - 1213", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_91/100", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFL9", "CDX", 11, "NA HY", null, "HY", 12, 5,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.11.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923590", "9072572",
"CDX-NAHYS11V12 - 1211", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_03YR_91/100", 2454738, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFL9", "CDX", 11, "NA HY", null, "HY", 12, 3,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.11.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923591", "9072574",
"CDX-NAHYS11V12 - 1215", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_07YR_91/100", 2454738, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFL9", "CDX", 11, "NA HY", null, "HY", 12, 7,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.11.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923592", "9072576",
"CDX-NAHYS11V12 - 1218", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_10YR_91/100", 2454738, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFL9", "CDX", 11, "NA HY", null, "HY", 12, 10,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.8.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923593", "9072475",
"CDX-NAHYBS8V7 - 0612", "CDX.NA.HY.B.8",
"CDX_NA_HY_S08_B___SWP_43/49", 2454188, 2456099, 0.025, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDP0", "CDX", 8, "NA HY B", null, "HY", 7, 5,
null, 0.8775499999999999, 49, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.9.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923594", "9072476",
"CDX-NAHYS9V13 - 1212", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_90/100", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFJ4", "CDX", 9, "NA HY", null, "HY", 13, 5,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.9.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923595", "9072477",
"CDX-NAHYS9V13 - 1210", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_03YR_ 90/100", 2454372, 2455551, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFJ4", "CDX", 9, "NA HY", null, "HY", 13, 3,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.9.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923596", "9072478",
"CDX-NAHYS9V13 - 1214", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_07YR_ 90/100", 2454372, 2457012, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFJ4", "CDX", 9, "NA HY", null, "HY", 13, 7,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.9.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923597", "9072554",
"CDX-NAHYS9V13 - 1217", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_10YR_ 90/100", 2454372, 2458108, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFJ4", "CDX", 9, "NA HY", null, "HY", 13, 10,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.9.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923600", "9072556",
"CDX-NAHYBS9V8 - 1212", "CDX.NA.HY.B.9",
"CDX_NA_HY_S09_B___SWP_39/46", 2454372, 2456282, 0.035, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDQ8", "CDX", 9, "NA HY B", null, "HY", 8, 5,
null, 0.8478300000000001, 46, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.11.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923601", "9072586",
"CDX-NAHYBS11V5 - 1213", "CDX.NA.HY.B.11",
"CDX_NA_HY_S11_B___SWP_32/36", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDS4", "CDX", 11, "NA HY B", null, "HY", 5, 5,
null, 0.8889100000000001, 36, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923602", "9072767",
"CDX-NAHYS12V3 - 0614", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_98/100", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFM7", "CDX", 12, "NA HY", null, "HY", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923603", "9072769",
"CDX-NAHYS12V3 - 0616", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_07YR_98/100", 2454911, 2457560, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFM7", "CDX", 12, "NA HY", null, "HY", 3, 7,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923604", "9072770",
"CDX-NAHYS12V3 - 0619", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_10YR_98/100", 2454911, 2458655, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFM7", "CDX", 12, "NA HY", null, "HY", 3, 10,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923605", "9072771",
"CDX-NAHYS12V3 - 0612", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_03YR_98/100", 2454911, 2456099, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFM7", "CDX", 12, "NA HY", null, "HY", 3, 3,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.10.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923606", "9072560",
"CDX-NAHYS10V12 - 0613", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_91/100", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFK1", "CDX", 10, "NA HY", null, "HY", 12, 5,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.10.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923607", "9072561",
"CDX-NAHYS10V12 - 0615", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_07YR_91/100", 2454554, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFK1", "CDX", 10, "NA HY", null, "HY", 12, 7,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.10.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923608", "9072693",
"CDX-NAHYS10V12 - 0611", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_03YR_91/100", 2454554, 2455733, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFK1", "CDX", 10, "NA HY", null, "HY", 12, 3,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.10.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923609", "9072695",
"CDX-NAHYS10V12 - 0618", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_10YR_91/100", 2454554, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFK1", "CDX", 10, "NA HY", null, "HY", 12, 10,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923610", "9073013",
"LCDXNAS8V18 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_84/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.55, 4, "5F199GBR7", "LCDX", 8, "LCDXNA", null, "IG", 18, 5,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923611", "9073014",
"LCDXNAS9V13 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_89/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.55, 4, "5F199GBS5", "LCDX", 9, "LCDXNA", null, "IG", 13, 5,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923612", "9073011",
"LCDXNAS10V14 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_88/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "5F199GBT3", "LCDX", 10, "LCDXNA", null, "IG", 14, 3,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923613", "9073010",
"LCDXNAS10V14 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_88/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.55, 4, "5F199GBT3", "LCDX", 10, "LCDXNA", null, "IG", 14, 5,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923614", "9073016",
"LCDXNAS12V2 - 0612", "LCDX.NA.12",
"CDX_NA_LN_S12_100_03YR_99/100", 2454938, 2456099, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GBU0", "LCDX", 12, "LCDXNA", null, "IG", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923615", "9073017",
"LCDXNAS12V2 - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_99/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GBU0", "LCDX", 12, "LCDXNA", null, "IG", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.10.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923616", "9072840",
"CDX-NAHYS10V12 - 0610", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_02YR_91/100", 2454554, 2455368, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFK1", "CDX", 10, "NA HY", null, "HY", 12, 2,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.7.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923618", "9072679",
"CDX-NAHYS7V11 - 1213", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_07YR_91/100", 2454007, 2456647, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFH8", "CDX", 7, "NA HY", null, "HY", 11, 7,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.10.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923619", "9072851",
"CDX-NAHYS10V12 - 0612", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_04YR_91/100", 2454554, 2456099, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFK1", "CDX", 10, "NA HY", null, "HY", 12, 4,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.7.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923620", "9072681",
"CDX-NAHYS7V11 - 1209", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_03YR_91/100", 2454007, 2455186, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFH8", "CDX", 7, "NA HY", null, "HY", 11, 3,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.10.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923621", "9072836",
"CDX-NAHYS10V12 - 0614", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_06YR_91/100", 2454554, 2456829, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFK1", "CDX", 10, "NA HY", null, "HY", 12, 6,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.7.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923622", "9072682",
"CDX-NAHYS7V11 - 1216", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_10YR_91/100", 2454007, 2457743, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFH8", "CDX", 7, "NA HY", null, "HY", 11, 10,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.7.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923624", "9072720",
"CDX-NAHYS7V11 - 1211", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_91/100", 2454007, 2455916, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFH8", "CDX", 7, "NA HY", null, "HY", 11, 5,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.8.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923625", "9072532",
"CDX-NAHYS8V12 - 0614", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_07YR_91/100", 2454188, 2456829, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFI6", "CDX", 8, "NA HY", null, "HY", 12, 7,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet24()
{
UpdateCDXRefDataMap ("CDX.NA HY.5Y.8.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923626", "9072536",
"CDX-NAHYS8V12 - 0612", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_91/100", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFI6", "CDX", 8, "NA HY", null, "HY", 12, 5,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.8.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923627", "9072538",
"CDX-NAHYS8V12 - 0610", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_03YR_91/100", 2454188, 2455368, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFI6", "CDX", 8, "NA HY", null, "HY", 12, 3,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.8.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923628", "9072542",
"CDX-NAHYS8V12 - 0617", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_10YR_91/100", 2454188, 2457925, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFI6", "CDX", 8, "NA HY", null, "HY", 12, 10,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.8.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923633", "9072944",
"CDX-NAHYS8V12 - 0611", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_04YR_91/100", 2454188, 2455733, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFI6", "CDX", 8, "NA HY", null, "HY", 12, 4,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.8.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923634", "9072952",
"CDX-NAHYS8V12 - 0613", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_06YR_91/100", 2454188, 2456464, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFI6", "CDX", 8, "NA HY", null, "HY", 12, 6,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.8.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923635", "9072945",
"CDX-NAHYS8V12 - 0609", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_02YR_91/100", 2454188, 2455003, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFI6", "CDX", 8, "NA HY", null, "HY", 12, 2,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.11.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923640", "9072976",
"CDX-NAHYS11V12 - 1212", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_04YR_91/100", 2454738, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFL9", "CDX", 11, "NA HY", null, "HY", 12, 4,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.11.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923642", "9072978",
"CDX-NAHYS11V12 - 1214", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_06YR_91/100", 2454738, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFL9", "CDX", 11, "NA HY", null, "HY", 12, 6,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.9.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923643", "9072842",
"CDX-NAHYS9V13 - 1211", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_04YR_ 90/100", 2454372, 2455916, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFJ4", "CDX", 9, "NA HY", null, "HY", 13, 4,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.10.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923645", "9072848",
"CDX-NAHYHBS10V9 - 0613", "CDX.NA.HY.HB.10",
"CDX_NA_HY_S10_HB__SWP_24/30", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWCU1", "CDX", 10, "NA HY HB", null, "HY", 9, 5,
null, 0.8, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.11.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923646", "9072857",
"CDX-NAHYS11V12 - 1209", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_01YR_91/100", 2454738, 2455186, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFL9", "CDX", 11, "NA HY", null, "HY", 12, 1,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.11.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923647", "9072893",
"CDX-NAHYHBS11V10 - 1213", "CDX.NA.HY.HB.11",
"CDX_NA_HY_S11_HB__SWP_23/30", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWCV9", "CDX", 11, "NA HY HB", null, "HY", 10, 5,
null, 0.7666700000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923648", "9072902",
"CDX-NAHYS12V3 - 0615", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_06YR_98/100", 2454911, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFM7", "CDX", 12, "NA HY", null, "HY", 3, 6,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923649", "9072906",
"CDX-NAHYS12V3 - 0613", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_04YR_98/100", 2454911, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFM7", "CDX", 12, "NA HY", null, "HY", 3, 4,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923651", "9072953",
"CDX-NAHYHBS12V3 - 0614", "CDX.NA.HY.HB.12",
"CDX_NA_HY_S12_HB__SWP_28/30", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWCW7", "CDX", 12, "NA HY HB", null, "HY", 3, 5,
null, 0.9333400000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.9.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923652", "9072850",
"CDX-NAHYS9V13 - 1213", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_06YR_ 90/100", 2454372, 2456647, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFJ4", "CDX", 9, "NA HY", null, "HY", 13, 6,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.9.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923653", "9072854",
"CDX-NAHYS9V13 - 1209", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_02YR_ 90/100", 2454372, 2455186, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFJ4", "CDX", 9, "NA HY", null, "HY", 13, 2,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.11.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923654", "9072979",
"CDX-NAHYS11V12 - 1210", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_02YR_91/100", 2454738, 2455551, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFL9", "CDX", 11, "NA HY", null, "HY", 12, 2,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923657", "9072912",
"CDX-NAHYS12V3 - 0611", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_02YR_98/100", 2454911, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFM7", "CDX", 12, "NA HY", null, "HY", 3, 2,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923658", "9073005",
"CDX-NAHYS12V3 - 0610", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_01YR_98/100", 2454911, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFM7", "CDX", 12, "NA HY", null, "HY", 3, 1,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V18 FXD.LCDXNAV18 FXD.5Y.8.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923669", "9073084",
"LCDXNAS8V18 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_84/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBR7 FXD", "LCDXNAS8V18 FXD", 8, "LCDXNAV18 FXD", null, "IG", 18, 5,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923670", "9073088",
"LCDXNAS8V18 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_84/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBR7", "LCDX", 8, "LCDXNA", null, "IG", 18, 6,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923671", "9073091",
"LCDXNAS8V18 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_84/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBR7", "LCDX", 8, "LCDXNA", null, "IG", 18, 7,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923672", "9073093",
"LCDXNAS8V18 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_84/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBR7", "LCDX", 8, "LCDXNA", null, "IG", 18, 4,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923673", "9073094",
"LCDXNAS8V18 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_84/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBR7", "LCDX", 8, "LCDXNA", null, "IG", 18, 3,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923674", "9073770",
"LCDXNAS8V18 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_84/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBR7", "LCDX", 8, "LCDXNA", null, "IG", 18, 10,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V14 FXD.LCDXNAV14 FXD.5Y.10.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923676", "9073306",
"LCDXNAS10V14 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_88/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBT3 FXD", "LCDXNAS10V14 FXD", 10, "LCDXNAV14 FXD", null, "IG", 14, 5,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923677", "9073308",
"LCDXNAS10V14 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_88/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBT3", "LCDX", 10, "LCDXNA", null, "IG", 14, 6,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923679", "9073313",
"LCDXNAS10V14 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_88/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBT3", "LCDX", 10, "LCDXNA", null, "IG", 14, 2,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923680", "9073762",
"LCDXNAS10V14 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_88/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBT3", "LCDX", 10, "LCDXNA", null, "IG", 14, 7,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923681", "9073764",
"LCDXNAS10V14 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_88/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBT3", "LCDX", 10, "LCDXNA", null, "IG", 14, 10,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923682", "9073777",
"LCDXNAS9V13 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_89/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBS5", "LCDX", 9, "LCDXNA", null, "IG", 13, 10,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923683", "9073765",
"LCDXNAS10V14 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_88/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBT3", "LCDX", 10, "LCDXNA", null, "IG", 14, 4,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923684", "9073779",
"LCDXNAS9V13 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_89/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBS5", "LCDX", 9, "LCDXNA", null, "IG", 13, 4,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923685", "9073769",
"LCDXNAS12V2 - 0610", "LCDX.NA.12",
"CDX_NA_LN_S12_100_01YR_99/100", 2454938, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GBU0", "LCDX", 12, "LCDXNA", null, "IG", 2, 1,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS12V2 FXD.LCDXNAV2 FXD.5Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923686", "9073720",
"LCDXNAS12V2 FXD - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_FXD_99/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GBU0 FXD", "LCDXNAS12V2 FXD", 12, "LCDXNAV2 FXD", null, "IG", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923687", "9073781",
"LCDXNAS12V2 - 0611", "LCDX.NA.12",
"CDX_NA_LN_S12_100_02YR_99/100", 2454938, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GBU0", "LCDX", 12, "LCDXNA", null, "IG", 2, 2,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923688", "9073782",
"LCDXNAS12V2 - 0616", "LCDX.NA.12",
"CDX_NA_LN_S12_100_07YR_99/100", 2454938, 2457560, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GBU0", "LCDX", 12, "LCDXNA", null, "IG", 2, 7,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923689", "9073785",
"LCDXNAS12V2 - 0619", "LCDX.NA.12",
"CDX_NA_LN_S12_100_10YR_99/100", 2454938, 2458655, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GBU0", "LCDX", 12, "LCDXNA", null, "IG", 2, 10,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923690", "9073750",
"LCDXNAS9V13 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_89/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBS5", "LCDX", 9, "LCDXNA", null, "IG", 13, 6,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923692", "9073755",
"LCDXNAS9V13 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR_89/100", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBS5", "LCDX", 9, "LCDXNA", null, "IG", 13, 2,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V13 FXD.LCDXNAV13 FXD.5Y.9.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923693", "9073759",
"LCDXNAS9V13 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_89/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBS5 FXD", "LCDXNAS9V13 FXD", 9, "LCDXNAV13 FXD", null, "IG", 13, 5,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923694", "9073760",
"LCDXNAS9V13 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_89/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBS5", "LCDX", 9, "LCDXNA", null, "IG", 13, 7,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923695", "9073761",
"LCDXNAS9V13 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_89/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBS5", "LCDX", 9, "LCDXNA", null, "IG", 13, 3,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923698", "9073808",
"LCDXNAS12V2 - 0613", "LCDX.NA.12",
"CDX_NA_LN_S12_100_04YR_99/100", 2454938, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GBU0", "LCDX", 12, "LCDXNA", null, "IG", 2, 4,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923699", "9073809",
"LCDXNAS12V2 - 0615", "LCDX.NA.12",
"CDX_NA_LN_S12_100_06YR_99/100", 2454938, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GBU0", "LCDX", 12, "LCDXNA", null, "IG", 2, 6,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LevXSubS1V17.LevXSub.5Y.1.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923701", "9074123",
"LevXSubS1V17 - 1211", "ITRAXX LEVX SUBORDINATE SERIES 1 VERSION 17",
"ITRAXX LEVX SUBORDINATE SERIES 1 VERSION 17 EUR 2ND SEC MMR I03 CDS", 2454180, 2455916, 0.045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKBO7", "LevXSubS1V17", 1, "LevXSub", null, "IG", 17, 5,
null, 0.5429, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.5.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923717", "9074497",
"CDX-NAHYBBS5V5 - 1210", "Dow Jones CDX.NA.HY.BB.5",
"CDX_NA_HY_S05_BB__SWP_37/41", 2453651, 2455551, 0.025, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBR1", "CDX", 5, "NA HY BB", null, "HY", 5, 5,
null, 0.90243, 41, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.5.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923718", "9074500",
"CDX-NAHYS5V15 - 1215", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_10YR_88/100", 2453651, 2457377, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFW5", "CDX", 5, "NA HY", null, "HY", 15, 10,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.5.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923719", "9074501",
"CDX-NAHYS5V15 - 1212", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_07YR_88/100", 2453651, 2456282, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFW5", "CDX", 5, "NA HY", null, "HY", 15, 7,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.5.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923720", "9074502",
"CDX-NAHYS5V15 - 1210", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_88/100", 2453651, 2455551, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFW5", "CDX", 5, "NA HY", null, "HY", 15, 5,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.6.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923721", "9074503",
"CDX-NAHYBS6V8 - 0611", "Dow Jones CDX.NA.HY.B.6",
"CDX_NA_HY_S06_B___SWP_42/48", 2453823, 2455733, 0.030000000000000002, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDW5", "CDX", 6, "NA HY B", null, "HY", 8, 5,
null, 0.8749899999999999, 48, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923722", "9074623",
"LCDXNAS10V15 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_87/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.55, 4, "5F199GBX4", "LCDX", 10, "LCDXNA", null, "IG", 15, 5,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.11.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923723", "9074624",
"CDX-NAHYS11V14 - 1213", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_90/100", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGC8", "CDX", 11, "NA HY", null, "HY", 14, 5,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.11.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923724", "9074627",
"CDX-NAHYS11V14 - 1211", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_03YR_90/100", 2454738, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGC8", "CDX", 11, "NA HY", null, "HY", 14, 3,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.11.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923725", "9074511",
"CDX-NAHYS11V14 - 1215", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_07YR_90/100", 2454738, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGC8", "CDX", 11, "NA HY", null, "HY", 14, 7,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.11.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923726", "9074839",
"CDX-NAHYS11V14 - 1218", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_10YR_90/100", 2454738, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGC8", "CDX", 11, "NA HY", null, "HY", 14, 10,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.12.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923727", "9074512",
"CDX-NAHYS12V5 - 0614", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_97/100", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGD6", "CDX", 12, "NA HY", null, "HY", 5, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.12.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923728", "9074846",
"CDX-NAHYS12V5 - 0616", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_07YR_97/100", 2454911, 2457560, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGD6", "CDX", 12, "NA HY", null, "HY", 5, 7,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.12.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923729", "9074847",
"CDX-NAHYS12V5 - 0619", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_10YR_97/100", 2454911, 2458655, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGD6", "CDX", 12, "NA HY", null, "HY", 5, 10,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.12.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923730", "9074515",
"CDX-NAHYS12V5 - 0612", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_03YR_97/100", 2454911, 2456099, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGD6", "CDX", 12, "NA HY", null, "HY", 5, 3,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923731", "9074853",
"LCDXNAS12V3 - 0612", "LCDX.NA.12",
"CDX_NA_LN_S12_100_03YR_98/100", 2454938, 2456099, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GBY2", "LCDX", 12, "LCDXNA", null, "IG", 3, 3,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923732", "9074516",
"LCDXNAS12V3 - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_98/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GBY2", "LCDX", 12, "LCDXNA", null, "IG", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.9.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923733", "9074591",
"CDX-NAHYBS9V9 - 1212", "CDX.NA.HY.B.9",
"CDX_NA_HY_S09_B___SWP_38/46", 2454372, 2456282, 0.035, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDY1", "CDX", 9, "NA HY B", null, "HY", 9, 5,
null, 0.82609, 46, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.9.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923734", "9074986",
"CDX-NAHYS9V15 - 1212", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_89/100", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGA2", "CDX", 9, "NA HY", null, "HY", 15, 5,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.9.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923735", "9074987",
"CDX-NAHYS9V15 - 1210", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_03YR_ 89/100", 2454372, 2455551, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGA2", "CDX", 9, "NA HY", null, "HY", 15, 3,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.9.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923736", "9074989",
"CDX-NAHYS9V15 - 1214", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_07YR_ 89/100", 2454372, 2457012, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGA2", "CDX", 9, "NA HY", null, "HY", 15, 7,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.9.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923737", "9074990",
"CDX-NAHYS9V15 - 1217", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_10YR_ 89/100", 2454372, 2458108, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGA2", "CDX", 9, "NA HY", null, "HY", 15, 10,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923738", "9074609",
"LCDXNAS9V14 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_88/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.55, 4, "5F199GBW6", "LCDX", 9, "LCDXNA", null, "IG", 14, 5,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.10.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923739", "9074822",
"CDX-NAHYBS10V7 - 0613", "CDX.NA.HY.B.10",
"CDX_NA_HY_S10_B___SWP_39/45", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDZ8", "CDX", 10, "NA HY B", null, "HY", 7, 5,
null, 0.86667, 45, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.10.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923740", "9074611",
"CDX-NAHYS10V14 - 0613", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_90/100", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGB0", "CDX", 10, "NA HY", null, "HY", 14, 5,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.10.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923741", "9074614",
"CDX-NAHYS10V14 - 0615", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_07YR_90/100", 2454554, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGB0", "CDX", 10, "NA HY", null, "HY", 14, 7,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.10.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923742", "9074617",
"CDX-NAHYS10V14 - 0611", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_03YR_90/100", 2454554, 2455733, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGB0", "CDX", 10, "NA HY", null, "HY", 14, 3,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.10.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923743", "9074824",
"CDX-NAHYS10V14 - 0618", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_10YR_90/100", 2454554, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGB0", "CDX", 10, "NA HY", null, "HY", 14, 10,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923744", "9074622",
"LCDXNAS10V15 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_87/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.55, 4, "5F199GBX4", "LCDX", 10, "LCDXNA", null, "IG", 15, 3,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.6.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923745", "9074505",
"CDX-NAHYS6V13 - 0609", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_03YR_90/100", 2453823, 2455003, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFX3", "CDX", 6, "NA HY", null, "HY", 13, 3,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.6.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923746", "9074506",
"CDX-NAHYS6V13 - 0616", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_10YR_90/100", 2453823, 2457560, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFX3", "CDX", 6, "NA HY", null, "HY", 13, 10,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.6.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923747", "9074507",
"CDX-NAHYS6V13 - 0613", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_07YR_90/100", 2453823, 2456464, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFX3", "CDX", 6, "NA HY", null, "HY", 13, 7,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.6.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923748", "9074508",
"CDX-NAHYS6V13 - 0611", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_90/100", 2453823, 2455733, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFX3", "CDX", 6, "NA HY", null, "HY", 13, 5,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.7.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923749", "9074616",
"CDX-NAHYS7V13 - 1213", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_07YR_90/100", 2454007, 2456647, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFY1", "CDX", 7, "NA HY", null, "HY", 13, 7,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.8.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923750", "9074517",
"CDX-NAHYS8V14 - 0614", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_07YR_90/100", 2454188, 2456829, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFZ8", "CDX", 8, "NA HY", null, "HY", 14, 7,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.7.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923751", "9074618",
"CDX-NAHYS7V13 - 1209", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_03YR_90/100", 2454007, 2455186, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFY1", "CDX", 7, "NA HY", null, "HY", 13, 3,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.8.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923752", "9074518",
"CDX-NAHYS8V14 - 0612", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_90/100", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFZ8", "CDX", 8, "NA HY", null, "HY", 14, 5,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.5.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923753", "9074498",
"CDX-NAHYHBS5V11 - 1210", "Dow Jones CDX.NA.HY.HB.5",
"CDX_NA_HY_S05_HB__SWP_22/30", 2453651, 2455551, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWDG1", "CDX", 5, "NA HY HB", null, "HY", 11, 5,
null, 0.7331000000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.7.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923754", "9074625",
"CDX-NAHYS7V13 - 1216", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_10YR_90/100", 2454007, 2457743, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFY1", "CDX", 7, "NA HY", null, "HY", 13, 10,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.8.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923755", "9074573",
"CDX-NAHYS8V14 - 0610", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_03YR_90/100", 2454188, 2455368, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFZ8", "CDX", 8, "NA HY", null, "HY", 14, 3,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.6.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923756", "9074504",
"CDX-NAHYHBS6V9 - 0611", "Dow Jones CDX.NA.HY.HB.6",
"CDX_NA_HY_S06_HB__SWP_24/30", 2453823, 2455733, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWDH9", "CDX", 6, "NA HY HB", null, "HY", 9, 5,
null, 0.79999, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.7.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923757", "9074513",
"CDX-NAHYS7V13 - 1211", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_90/100", 2454007, 2455916, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFY1", "CDX", 7, "NA HY", null, "HY", 13, 5,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923758", "9074804",
"LCDXNAS8V19 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_83/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBV8", "LCDX", 8, "LCDXNA", null, "IG", 19, 4,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.8.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923759", "9074514",
"CDX-NAHYBS8V8 - 0612", "CDX.NA.HY.B.8",
"CDX_NA_HY_S08_B___SWP_42/49", 2454188, 2456099, 0.025, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDX3", "CDX", 8, "NA HY B", null, "HY", 8, 5,
null, 0.85714, 49, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923760", "9074805",
"LCDXNAS8V19 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_83/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBV8", "LCDX", 8, "LCDXNA", null, "IG", 19, 3,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.8.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923761", "9074587",
"CDX-NAHYS8V14 - 0617", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_10YR_90/100", 2454188, 2457925, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFZ8", "CDX", 8, "NA HY", null, "HY", 14, 10,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923762", "9074590",
"LCDXNAS8V19 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_83/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.55, 4, "5F199GBV8", "LCDX", 8, "LCDXNA", null, "IG", 19, 5,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.6.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923764", "9074792",
"CDX-NAHYS6V13 - 0610", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_04YR_90/100", 2453823, 2455368, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFX3", "CDX", 6, "NA HY", null, "HY", 13, 4,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.6.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923765", "9074793",
"CDX-NAHYS6V13 - 0612", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_06YR_90/100", 2453823, 2456099, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFX3", "CDX", 6, "NA HY", null, "HY", 13, 6,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.8.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923766", "9074796",
"CDX-NAHYHBS8V9 - 0612", "CDX.NA.HY.HB.8",
"CDX_NA_HY_S08_HB__SWP_24/30", 2454188, 2456099, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWDJ5", "CDX", 8, "NA HY HB", null, "HY", 9, 5,
null, 0.79999, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.8.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923767", "9074797",
"CDX-NAHYS8V14 - 0609", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_02YR_90/100", 2454188, 2455003, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFZ8", "CDX", 8, "NA HY", null, "HY", 14, 2,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.8.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923768", "9074798",
"CDX-NAHYS8V14 - 0611", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_04YR_90/100", 2454188, 2455733, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFZ8", "CDX", 8, "NA HY", null, "HY", 14, 4,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.8.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923769", "9074799",
"CDX-NAHYS8V14 - 0613", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_06YR_90/100", 2454188, 2456464, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRFZ8", "CDX", 8, "NA HY", null, "HY", 14, 6,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V19 FXD.LCDXNAV19 FXD.5Y.8.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923770", "9074801",
"LCDXNAS8V19 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_83/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBV8 FXD", "LCDXNAS8V19 FXD", 8, "LCDXNAV19 FXD", null, "IG", 19, 5,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
return true;
}
private static final boolean InitCDXRefDataSet25()
{
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923771", "9074802",
"LCDXNAS8V19 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_83/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBV8", "LCDX", 8, "LCDXNA", null, "IG", 19, 6,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923772", "9074803",
"LCDXNAS8V19 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_83/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBV8", "LCDX", 8, "LCDXNA", null, "IG", 19, 7,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.7.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923773", "9074610",
"CDX-NAHYHBS7V9 - 1211", "Dow Jones CDX.NA.HY.HB.7",
"CDX_NA_HY_S07_HB__SWP_24/30", 2454007, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWDI7", "CDX", 7, "NA HY HB", null, "HY", 9, 5,
null, 0.8, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.12.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923778", "9074848",
"CDX-NAHYS12V5 - 0611", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_02YR_97/100", 2454911, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGD6", "CDX", 12, "NA HY", null, "HY", 5, 2,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.12.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923779", "9074849",
"CDX-NAHYS12V5 - 0610", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_01YR_97/100", 2454911, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGD6", "CDX", 12, "NA HY", null, "HY", 5, 1,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.12.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923780", "9074850",
"CDX-NAHYS12V5 - 0615", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_06YR_97/100", 2454911, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGD6", "CDX", 12, "NA HY", null, "HY", 5, 6,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.12.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923781", "9074851",
"CDX-NAHYS12V5 - 0613", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_04YR_97/100", 2454911, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGD6", "CDX", 12, "NA HY", null, "HY", 5, 4,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923784", "9074854",
"LCDXNAS12V3 - 0610", "LCDX.NA.12",
"CDX_NA_LN_S12_100_01YR_98/100", 2454938, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GBY2", "LCDX", 12, "LCDXNA", null, "IG", 3, 1,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS12V3 FXD.LCDXNAV3 FXD.5Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923785", "9074855",
"LCDXNAS12V3 FXD - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_FXD_98/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GBY2 FXD", "LCDXNAS12V3 FXD", 12, "LCDXNAV3 FXD", null, "IG", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923786", "9074856",
"LCDXNAS12V3 - 0611", "LCDX.NA.12",
"CDX_NA_LN_S12_100_02YR_98/100", 2454938, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GBY2", "LCDX", 12, "LCDXNA", null, "IG", 3, 2,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923787", "9074857",
"LCDXNAS12V3 - 0616", "LCDX.NA.12",
"CDX_NA_LN_S12_100_07YR_98/100", 2454938, 2457560, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GBY2", "LCDX", 12, "LCDXNA", null, "IG", 3, 7,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923788", "9074858",
"LCDXNAS12V3 - 0619", "LCDX.NA.12",
"CDX_NA_LN_S12_100_10YR_98/100", 2454938, 2458655, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GBY2", "LCDX", 12, "LCDXNA", null, "IG", 3, 10,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923789", "9074859",
"LCDXNAS12V3 - 0613", "LCDX.NA.12",
"CDX_NA_LN_S12_100_04YR_98/100", 2454938, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GBY2", "LCDX", 12, "LCDXNA", null, "IG", 3, 4,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923790", "9074860",
"LCDXNAS12V3 - 0615", "LCDX.NA.12",
"CDX_NA_LN_S12_100_06YR_98/100", 2454938, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GBY2", "LCDX", 12, "LCDXNA", null, "IG", 3, 6,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923792", "9074817",
"LCDXNAS9V14 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR_88/100", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBW6", "LCDX", 9, "LCDXNA", null, "IG", 14, 2,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V14 FXD.LCDXNAV14 FXD.5Y.9.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923793", "9074818",
"LCDXNAS9V14 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_88/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBW6 FXD", "LCDXNAS9V14 FXD", 9, "LCDXNAV14 FXD", null, "IG", 14, 5,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923794", "9074819",
"LCDXNAS9V14 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_88/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBW6", "LCDX", 9, "LCDXNA", null, "IG", 14, 7,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923795", "9074820",
"LCDXNAS9V14 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_88/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBW6", "LCDX", 9, "LCDXNA", null, "IG", 14, 3,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.10.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923797", "9074823",
"CDX-NAHYHBS10V11 - 0613", "CDX.NA.HY.HB.10",
"CDX_NA_HY_S10_HB__SWP_23/30", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWDL0", "CDX", 10, "NA HY HB", null, "HY", 11, 5,
null, 0.7666700000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.10.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923798", "9074825",
"CDX-NAHYS10V14 - 0610", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_02YR_90/100", 2454554, 2455368, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGB0", "CDX", 10, "NA HY", null, "HY", 14, 2,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.10.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923800", "9074827",
"CDX-NAHYS10V14 - 0612", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_04YR_90/100", 2454554, 2456099, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGB0", "CDX", 10, "NA HY", null, "HY", 14, 4,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.10.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923802", "9074828",
"CDX-NAHYS10V14 - 0614", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_06YR_90/100", 2454554, 2456829, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGB0", "CDX", 10, "NA HY", null, "HY", 14, 6,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923803", "9074806",
"LCDXNAS8V19 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_83/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBV8", "LCDX", 8, "LCDXNA", null, "IG", 19, 10,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V15 FXD.LCDXNAV15 FXD.5Y.10.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923806", "9074830",
"LCDXNAS10V15 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_87/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBX4 FXD", "LCDXNAS10V15 FXD", 10, "LCDXNAV15 FXD", null, "IG", 15, 5,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.9.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923807", "9074809",
"CDX-NAHYHBS9V9 - 1212", "CDX.NA.HY.HB.9",
"CDX_NA_HY_S09_HB__SWP_24/30", 2454372, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWDK2", "CDX", 9, "NA HY HB", null, "HY", 9, 5,
null, 0.79999, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923808", "9074831",
"LCDXNAS10V15 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_87/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBX4", "LCDX", 10, "LCDXNA", null, "IG", 15, 6,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.9.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923809", "9074810",
"CDX-NAHYS9V15 - 1211", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_04YR_ 89/100", 2454372, 2455916, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGA2", "CDX", 9, "NA HY", null, "HY", 15, 4,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.9.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923810", "9074811",
"CDX-NAHYS9V15 - 1213", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_06YR_ 89/100", 2454372, 2456647, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGA2", "CDX", 9, "NA HY", null, "HY", 15, 6,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.9.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923811", "9074812",
"CDX-NAHYS9V15 - 1209", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_02YR_ 89/100", 2454372, 2455186, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGA2", "CDX", 9, "NA HY", null, "HY", 15, 2,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923812", "9074814",
"LCDXNAS9V14 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_88/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBW6", "LCDX", 9, "LCDXNA", null, "IG", 14, 10,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923813", "9074815",
"LCDXNAS9V14 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_88/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBW6", "LCDX", 9, "LCDXNA", null, "IG", 14, 4,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923814", "9074816",
"LCDXNAS9V14 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_88/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GBW6", "LCDX", 9, "LCDXNA", null, "IG", 14, 6,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923819", "9074833",
"LCDXNAS10V15 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_87/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBX4", "LCDX", 10, "LCDXNA", null, "IG", 15, 2,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923820", "9074834",
"LCDXNAS10V15 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_87/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBX4", "LCDX", 10, "LCDXNA", null, "IG", 15, 7,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923821", "9074835",
"LCDXNAS10V15 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_87/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBX4", "LCDX", 10, "LCDXNA", null, "IG", 15, 10,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923822", "9074836",
"LCDXNAS10V15 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_87/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GBX4", "LCDX", 10, "LCDXNA", null, "IG", 15, 4,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.11.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923823", "9074838",
"CDX-NAHYHBS11V12 - 1213", "CDX.NA.HY.HB.11",
"CDX_NA_HY_S11_HB__SWP_22/30", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWDM8", "CDX", 11, "NA HY HB", null, "HY", 12, 5,
null, 0.73334, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.11.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923824", "9074840",
"CDX-NAHYS11V14 - 1214", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_06YR_90/100", 2454738, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGC8", "CDX", 11, "NA HY", null, "HY", 14, 6,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.11.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923825", "9074841",
"CDX-NAHYS11V14 - 1212", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_04YR_90/100", 2454738, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGC8", "CDX", 11, "NA HY", null, "HY", 14, 4,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.11.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923826", "9074842",
"CDX-NAHYS11V14 - 1210", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_02YR_90/100", 2454738, 2455551, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGC8", "CDX", 11, "NA HY", null, "HY", 14, 2,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.11.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923827", "9074843",
"CDX-NAHYS11V14 - 1209", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_01YR_90/100", 2454738, 2455186, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGC8", "CDX", 11, "NA HY", null, "HY", 14, 1,
null, 0.9, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.12.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923828", "9074845",
"CDX-NAHYHBS12V5 - 0614", "CDX.NA.HY.HB.12",
"CDX_NA_HY_S12_HB__SWP_27/30", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWDN6", "CDX", 12, "NA HY HB", null, "HY", 5, 5,
null, 0.9000100000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.CONS.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923833", "9074874",
"ITRAXX-CONSS2V2 - 0310", "iTraxx Europe Consumers Series 2 Version 2",
"ITRAXX-CONSS2V2-0310 EUR SEN MMR I03 CDS", 2453269, 2455276, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I667BAG3", "ITRAXX", 2, "CONS", "CON", "IG", 2, 5,
"244141", 0.9667, 31, 0, "LON", true, true, true, "ITRXEY52", "CON"));
UpdateCDXRefDataMap ("ITRAXX.CONS.10Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923834", "9074875",
"ITRAXX-CONSS2V2 - 0315", "iTraxx Europe Consumers Series 2 Version 2",
"ITRAXX-CONSS2V2-0315 EUR SEN MMR I03 CDS", 2453269, 2457102, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I667BAG3", "ITRAXX", 2, "CONS", "CON", "IG", 2, 10,
"244141", 0.9667, 31, 0, "LON", true, true, true, "ITRXEY02", "CON"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923835", "9074774",
"USD ITRAXX-XOVERS9V3 - 0613", "iTraxx Europe Crossover series 9 Version 3",
"ITRAXX-XOVERS9V3-0613 USD SEN MMR I03 CDS MATURED", 2454546, 2456464, 0.065, "USD",
"ACT/360", false, 0.4, 4, "2I667KAU2", "USD ITRAXX", 9, "XOVER", "XVR", "XO", 3, 5,
null, 0.96, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923836", "9074777",
"ITRAXX-XOVERS10V3 - 1211", "iTraxx Europe Crossover series 10 Version 3",
"ITRAXX-XOVERS10V3-1211 EUR SEN MMR I03 CDS", 2454739, 2455916, 0.053000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAV0", "ITRAXX", 10, "XOVER", "XVR", "XO", 3, 3,
"244066", 0.96, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923837", "9074876",
"ITRAXX-EUROPES2V2 - 0310", "Itraxx Europe Series 2 Version 2",
"ITRAXX-EUROPES2V2-0310 EUR SEN MMR I03 CDS", 2453269, 2455276, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAM7", "ITRAXX", 2, "EUROPE", "EUR", "IG", 2, 5,
"244122", 0.9920000000000001, 125, 0, "LON", true, true, true, "ITRXEB52", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923838", "9074778",
"ITRAXX-XOVERS10V3 - 1215", "iTraxx Europe Crossover series 10 Version 3",
"ITRAXX-XOVERS10V3-1215 EUR SEN MMR I03 CDS", 2454739, 2457377, 0.055, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAV0", "ITRAXX", 10, "XOVER", "XVR", "XO", 3, 7,
"244066", 0.96, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923839", "9074779",
"ITRAXX-XOVERS10V3 - 1218", "iTraxx Europe Crossover series 10 Version 3",
"ITRAXX-XOVERS10V3-1218 EUR SEN MMR I03 CDS", 2454739, 2458473, 0.054, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAV0", "ITRAXX", 10, "XOVER", "XVR", "XO", 3, 10,
"244066", 0.96, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923840", "9074780",
"USD ITRAXX-XOVERS10V3 - 1213", "iTraxx Europe Crossover series 10 Version 3",
"ITRAXX-XOVERS10V3-1213 USD SEN MMR I03 CDS", 2454739, 2456647, 0.056, "USD",
"ACT/360", false, 0.4, 4, "2I667KAV0", "USD ITRAXX", 10, "XOVER", "XVR", "XO", 3, 5,
null, 0.96, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923841", "9074781",
"USD ITRAXX-XOVERS10V3 - 1218", "iTraxx Europe Crossover series 10 Version 3",
"ITRAXX-XOVERS10V3-1218 USD SEN MMR I03 CDS", 2454739, 2458473, 0.054, "USD",
"ACT/360", false, 0.4, 4, "2I667KAV0", "USD ITRAXX", 10, "XOVER", "XVR", "XO", 3, 10,
null, 0.96, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923842", "9074877",
"ITRAXX-EUROPES2V2 - 0315", "Itraxx Europe Series 2 Version 2",
"ITRAXX-EUROPES2V2-0315 EUR SEN MMR I03 CDS", 2453269, 2457102, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAM7", "ITRAXX", 2, "EUROPE", "EUR", "IG", 2, 10,
"244122", 0.9920000000000001, 125, 0, "LON", true, true, true, "ITRXEB02", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923843", "9074782",
"ITRAXX-XOVERS10V3 - 1213", "iTraxx Europe Crossover series 10 Version 3",
"ITRAXX-XOVERS10V3-1213 EUR SEN MMR I03 CDS", 2454739, 2456647, 0.056, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAV0", "ITRAXX", 10, "XOVER", "XVR", "XO", 3, 5,
"244066", 0.96, 50, 0, "LON", true, true, true, "ITXEX510", "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923845", "9074784",
"USD ITRAXX-XOVERS11V2 - 0614", "iTraxx Europe Crossover series 11 Version 2",
"ITRAXX-XOVERS11V2-0614 USD SEN MMR I03 CDS", 2454911, 2456829, 0.0975, "USD",
"ACT/360", false, 0.4, 4, "2I667KAW8", "USD ITRAXX", 11, "XOVER", "XVR", "XO", 2, 5,
null, 0.9778, 45, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923846", "9074785",
"USD ITRAXX-XOVERS11V2 - 0619", "iTraxx Europe Crossover series 11 Version 2",
"ITRAXX-XOVERS11V2-0619 USD SEN MMR I03 CDS", 2454911, 2458655, 0.082, "USD",
"ACT/360", false, 0.4, 4, "2I667KAW8", "USD ITRAXX", 11, "XOVER", "XVR", "XO", 2, 10,
null, 0.9778, 45, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923848", "9074786",
"ITRAXX-XOVERS11V2 - 0612", "iTraxx Europe Crossover series 11 Version 2",
"ITRAXX-XOVERS11V2-0612 EUR SEN MMR I03 CDS", 2454911, 2456099, 0.11, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAW8", "ITRAXX", 11, "XOVER", "XVR", "XO", 2, 3,
"244064", 0.9778, 45, 0, "LON", true, true, true, "ITXEX311", "XVR"));
UpdateCDXRefDataMap ("TRACXE.100.10Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923849", "9074881",
"TRACXE-100S2V2 - 0614", "DOW JONES TRAC-X EUROPE 100 INDEX - SERIES 2 VERSION 2",
"TRACXE-100S2V2-0614 EUR SEN MMR I03 CDS", 2453087, 2456829, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "TRACXE-100S2V2", "TRACXE", 2, "100", null, "IG", 2, 10,
"244120", 0.99, 98, 0, "LON", false, false, true, null, "Tracxe"));
UpdateCDXRefDataMap ("TRACXE.CON.10Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923851", "9074883",
"TRACXE-CONS2V2 - 0614", "DOW JONES TRAC-X EUROPE CONSUMER INDEX - SERIES 2 VERSION 2",
"TRACXE-CONS2V2-0614 EUR SEN MMR I03 CDS", 2453087, 2456829, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "TRACXE-CONS2V2", "TRACXE", 2, "CON", null, "IG", 2, 10,
"244121", 0.96, 26, 0, "LON", false, false, true, null, "Tracxe"));
UpdateCDXRefDataMap ("TRACXE.CORP.10Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923853", "9074885",
"TRACXE-CORPS2V2 - 0614", "DOW JONES TRAC-X EUROPE CORPORATE INDEX - SERIES 2 VERSION 2",
"TRACXE-CORPS2V2-0614 EUR SEN MMR I03 CDS", 2453087, 2456829, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "TRACXE-CORPS2V2", "TRACXE", 2, "CORP", "COR", "IG", 2, 10,
"244119", 0.9867, 76, 0, "LON", false, false, true, null, "COR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923854", "9074787",
"ITRAXX-XOVERS11V2 - 0614", "iTraxx Europe Crossover series 11 Version 2",
"ITRAXX-XOVERS11V2-0614 EUR SEN MMR I03 CDS", 2454911, 2456829, 0.0975, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAW8", "ITRAXX", 11, "XOVER", "XVR", "XO", 2, 5,
"244064", 0.9778, 45, 0, "LON", true, true, true, "ITXEX511", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.CONS.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923856", "9074888",
"ITRAXX-CONSS3V2 - 0610", "iTraxx Europe Consumers Series 3 Version 2",
"ITRAXX-CONSS3V2-0610 EUR SEN MMR I03 CDS", 2453451, 2455368, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I667BAH1", "ITRAXX", 3, "CONS", "CON", "IG", 2, 5,
"244124", 0.9667, 31, 0, "LON", true, true, true, "ITRXEY53", "CON"));
UpdateCDXRefDataMap ("ITRAXX.CONS.10Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923857", "9074889",
"ITRAXX-CONSS3V2 - 0615", "iTraxx Europe Consumers Series 3 Version 2",
"ITRAXX-CONSS3V2-0615 EUR SEN MMR I03 CDS", 2453451, 2457194, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667BAH1", "ITRAXX", 3, "CONS", "CON", "IG", 2, 10,
"244124", 0.9667, 31, 0, "LON", true, true, true, "ITRXEY03", "CON"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923860", "9074892",
"ITRAXX-EUROPES3V2 - 0615", "iTraxx Europe Series 3 Version 2",
"ITRAXX-EUROPES3V2-0615 EUR SEN MMR I03 CDS", 2453451, 2457194, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAN5", "ITRAXX", 3, "EUROPE", "EUR", "IG", 2, 10,
"244125", 0.9920000000000001, 124, 0, "LON", true, true, true, "ITRXEB03", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923861", "9074893",
"ITRAXX-EUROPES3V2 - 0612", "iTraxx Europe Series 3 Version 2",
"ITRAXX-EUROPES3V2-0612 EUR SEN MMR I03 CDS", 2453451, 2456099, 0.0045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAN5", "ITRAXX", 3, "EUROPE", "EUR", "IG", 2, 7,
"244125", 0.9920000000000001, 124, 0, "LON", true, true, true, "ITRXEB73", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923862", "9074900",
"ITRAXX-HIVOLS4V2 - 1210", "iTraxx Europe HiVol Series 4 Version 2",
"ITRAXX-HIVOLS4V2-1210 EUR SEN MMR I03 CDS", 2453634, 2455551, 0.007, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAL0", "ITRAXX", 4, "HIVOL", "VOL", "HV", 2, 5,
"244128", 0.9667, 30, 0, "LON", true, true, true, "ITRXEH54", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.EUROPEV25Y43.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923863", "9074894",
"ITRAXX-EUROPES3V2-5Y43 - 0610", "iTraxx Europe Series 3 Version 2",
"ITRAXX-EUROPES3V2-5Y43 EUR SEN MMR I03 CDS", 2453451, 2455368, 0.0043, "EUR",
"ACT/360", false, 0.4, 4, "ITRAXX-EUROPES3V2-5Y43", "ITRAXX", 3, "EUROPEV25Y43", null, "IG", 2, 5,
"225369", 0.9920000000000001, 124, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923864", "9074895",
"ITRAXX-EUROPES3V2 - 0610", "iTraxx Europe Series 3 Version 2",
"ITRAXX-EUROPES3V2-0610 EUR SEN MMR I03 CDS", 2453451, 2455368, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAN5", "ITRAXX", 3, "EUROPE", "EUR", "IG", 2, 5,
"244125", 0.9920000000000001, 124, 0, "LON", true, true, true, "ITRXEB53", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923865", "9074902",
"ITRAXX-HIVOLS4V2 - 1215", "iTraxx Europe HiVol Series 4 Version 2",
"ITRAXX-HIVOLS4V2-1215 EUR SEN MMR I03 CDS", 2453634, 2457377, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAL0", "ITRAXX", 4, "HIVOL", "VOL", "HV", 2, 10,
"244128", 0.9667, 30, 0, "LON", true, true, true, "ITRXEH04", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.CONS.10Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923866", "9074897",
"ITRAXX-CONSS4V2 - 1215", "iTraxx Europe Consumers Series 4 Version 2",
"ITRAXX-CONSS4V2-1215 EUR SEN MMR I03 CDS", 2453634, 2457377, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667BAI9", "ITRAXX", 4, "CONS", "CON", "IG", 2, 10,
"244126", 0.9667, 31, 0, "LON", true, true, true, "ITRXEY04", "CON"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923867", "9074903",
"ITRAXX-EUROPES4V2 - 1210", "iTraxx Europe Series 4 Version 2",
"ITRAXX-EUROPES4V2-1210 EUR SEN MMR I03 CDS", 2453634, 2455551, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAO3", "ITRAXX", 4, "EUROPE", "EUR", "IG", 2, 5,
"244127", 0.9920000000000001, 123, 0, "LON", true, true, true, "ITRXEB54", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923868", "9074719",
"ITRAXX-EUROPES4V2 - 1212", "iTraxx Europe Series 4 Version 2",
"ITRAXX-EUROPES4V2-1212 EUR SEN MMR I03 CDS", 2453634, 2456282, 0.0045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAO3", "ITRAXX", 4, "EUROPE", "EUR", "IG", 2, 7,
"244127", 0.9920000000000001, 123, 0, "LON", true, true, true, "ITRXEB74", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923869", "9074720",
"ITRAXX-EUROPES4V2 - 1215", "iTraxx Europe Series 4 Version 2",
"ITRAXX-EUROPES4V2-1215 EUR SEN MMR I03 CDS", 2453634, 2457377, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAO3", "ITRAXX", 4, "EUROPE", "EUR", "IG", 2, 10,
"244127", 0.9920000000000001, 123, 0, "LON", true, true, true, "ITRXEB04", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923870", "9074721",
"ITRAXX-HIVOLS5V2 - 0611", "iTraxx Europe HiVol Series 5 Version 2",
"ITRAXX-HIVOLS5V2-0611 EUR SEN MMR I03 CDS", 2453815, 2455733, 0.007, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAM8", "ITRAXX", 5, "HIVOL", "VOL", "HV", 2, 5,
"244131", 0.9667, 30, 0, "LON", true, true, true, "ITRXEH55", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923871", "9074722",
"ITRAXX-HIVOLS5V2 - 0616", "iTraxx Europe HiVol Series 5 Version 2",
"ITRAXX-HIVOLS5V2-0616 EUR SEN MMR I03 CDS", 2453815, 2457560, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAM8", "ITRAXX", 5, "HIVOL", "VOL", "HV", 2, 10,
"244131", 0.9667, 30, 0, "LON", true, true, true, "ITRXEH05", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.7Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923873", "9074724",
"ITRAXX-HIVOLS5V2 - 0613", "iTraxx Europe HiVol Series 5 Version 2",
"ITRAXX-HIVOLS5V2-0613 EUR SEN MMR I03 CDS", 2453815, 2456464, 0.0085, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAM8", "ITRAXX", 5, "HIVOL", "VOL", "HV", 2, 7,
"244131", 0.9667, 30, 0, "LON", true, true, true, "ITRXEH75", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923874", "9074788",
"ITRAXX-XOVERS11V2 - 0616", "iTraxx Europe Crossover series 11 Version 2",
"ITRAXX-XOVERS11V2-0616 EUR SEN MMR I03 CDS", 2454911, 2457560, 0.08800000000000001, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAW8", "ITRAXX", 11, "XOVER", "XVR", "XO", 2, 7,
"244064", 0.9778, 45, 0, "LON", true, true, true, "ITXEX711", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.CONS.10Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923876", "9074863",
"ITRAXX-CONSS1V2 - 0914", "iTraxx Europe Consumers Series 1 Version 2",
"ITRAXX-CONSS1V2-0914 EUR SEN MMR I03 CDS", 2453179, 2456921, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I667BAF5", "ITRAXX", 1, "CONS", "CON", "IG", 2, 10,
"244140", 0.9667, 31, 0, "LON", true, true, true, "ITRXEY01", "CON"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923878", "9074865",
"ITRAXX-EUROPES1V2 - 0914", "Itraxx Europe Series 1 Version 2",
"ITRAXX-EUROPES1V2-0914 EUR SEN MMR I03 CDS", 2453179, 2456921, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAL9", "ITRAXX", 1, "EUROPE", "EUR", "IG", 2, 10,
"244118", 0.9920000000000001, 124, 0, "LON", true, true, true, "ITRXEB01", "EUR"));
UpdateCDXRefDataMap ("TRACXE.100.10Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923881", "9074871",
"DJTRAC-XEUROPE100S1V2 - 0913", "Dow Jones TRAC-X Europe 100 Series 1 Version 2 (EX PARMALAT)",
"DJTRAC-XEUROPE100S1V2-0913 EUR SEN MMR I03 CDS", 2452936, 2456556, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "DJTRAC-XEUROPE100S1V2", "TRACXE", 1, "100", null, "IG", 2, 10,
"221850", 0.9898990000000001, 97, 0, "LON", false, false, true, null, "Trac-X"));
UpdateCDXRefDataMap ("TRACXE.CON.10Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923882", "9074872",
"DJTRAC-XEUROPECONS1V2 - 0913", "Dow Jones TRAC-X Europe Consumer Series 1 Version 2 (EX PARMALAT)",
"DJTRAC-XEUROPECONS1V2-0913 EUR SEN MMR I03 CDS", 2452936, 2456556, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "DJTRAC-XEUROPECONS1V2", "TRACXE", 1, "CON", null, "IG", 2, 10,
"221852", 0.92, 26, 0, "LON", false, false, true, null, "Trac-X"));
UpdateCDXRefDataMap ("TRACXE.CORP.10Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923884", "9074873",
"DJTRAC-XEUROPECORPS1V2 - 0913", "Dow Jones TRAC-X Europe Corporate Series 1 Version 2 (EX PARMALAT)",
"DJTRAC-XEUROPECORPS1V2-0913 EUR SEN MMR I03 CDS", 2452936, 2456556, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "DJTRAC-XEUROPECORPS1V2", "TRACXE", 1, "CORP", "COR", "IG", 2, 10,
"221851", 0.9865210000000001, 74, 0, "LON", false, false, true, null, "COR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923886", "9074727",
"ITRAXX-EUROPES5V2 - 0611", "iTraxx Europe Series 5 Version 2",
"ITRAXX-EUROPES5V2-0611 EUR SEN MMR I03 CDS", 2453815, 2455733, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAP0", "ITRAXX", 5, "EUROPE", "EUR", "IG", 2, 5,
"244130", 0.9920000000000001, 123, 0, "LON", true, true, true, "ITRXEB55", "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923889", "9074763",
"USD ITRAXX-EUROPES8V2 - 1212", "iTraxx Europe series 8 Version 2",
"ITRAXX-EUROPES8V2-1212 USD SEN MMR I03 CDS PENDING", 2454364, 2456282, 0.0045000000000000005, "USD",
"ACT/360", false, 0.39, 4, "2I666VAW5", "USD ITRAXX", 8, "EUROPE", "EUR", "IG", 2, 5,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.3Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923890", "9074749",
"ITRAXX-EUROPES7V2 - 0610", "iTraxx Europe series 7 Version 2",
"ITRAXX-EUROPES7V2-0610 EUR SEN MMR I03 CDS", 2454180, 2455368, 0.002, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAR6", "ITRAXX", 7, "EUROPE", "EUR", "IG", 2, 3,
"244134", 0.9920000000000001, 123, 0, "LON", true, true, true, "ITRXEB37", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923891", "9074750",
"ITRAXX-EUROPES7V2 - 0612", "iTraxx Europe series 7 Version 2",
"ITRAXX-EUROPES7V2-0612 EUR SEN MMR I03 CDS", 2454180, 2456099, 0.003, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAR6", "ITRAXX", 7, "EUROPE", "EUR", "IG", 2, 5,
"244134", 0.9920000000000001, 123, 0, "LON", true, true, true, "ITRXEB57", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923892", "9074728",
"ITRAXX-EUROPES5V2 - 0616", "iTraxx Europe Series 5 Version 2",
"ITRAXX-EUROPES5V2-0616 EUR SEN MMR I03 CDS", 2453815, 2457560, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAP0", "ITRAXX", 5, "EUROPE", "EUR", "IG", 2, 10,
"244130", 0.9920000000000001, 123, 0, "LON", true, true, true, "ITRXEB05", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.3Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923893", "9074737",
"ITRAXX-EUROPES6V2 - 1209", "iTraxx Europe Series 6 Version 2",
"ITRAXX-EUROPES6V2-1209 EUR SEN MMR I03 CDS", 2453999, 2455186, 0.002, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAQ8", "ITRAXX", 6, "EUROPE", "EUR", "IG", 2, 3,
"244133", 0.9920000000000001, 122, 0, "LON", true, true, true, "ITRXEB36", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923894", "9074729",
"ITRAXX-EUROPES5V2 - 0613", "iTraxx Europe Series 5 Version 2",
"ITRAXX-EUROPES5V2-0613 EUR SEN MMR I03 CDS", 2453815, 2456464, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAP0", "ITRAXX", 5, "EUROPE", "EUR", "IG", 2, 7,
"244130", 0.9920000000000001, 123, 0, "LON", true, true, true, "ITRXEB75", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923895", "9074738",
"ITRAXX-EUROPES6V2 - 1211", "iTraxx Europe Series 6 Version 2",
"ITRAXX-EUROPES6V2-1211 EUR SEN MMR I03 CDS", 2453999, 2455917, 0.003, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAQ8", "ITRAXX", 6, "EUROPE", "EUR", "IG", 2, 5,
"244133", 0.9920000000000001, 122, 0, "LON", true, true, true, "ITRXEB56", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923896", "9074751",
"ITRAXX-EUROPES7V2 - 0614", "iTraxx Europe series 7 Version 2",
"ITRAXX-EUROPES7V2-0614 EUR SEN MMR I03 CDS", 2454180, 2456829, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAR6", "ITRAXX", 7, "EUROPE", "EUR", "IG", 2, 7,
"244134", 0.9920000000000001, 123, 0, "LON", true, true, true, "ITRXEB77", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923898", "9074752",
"ITRAXX-EUROPES7V2 - 0617", "iTraxx Europe series 7 Version 2",
"ITRAXX-EUROPES7V2-0617 EUR SEN MMR I03 CDS", 2454180, 2457925, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAR6", "ITRAXX", 7, "EUROPE", "EUR", "IG", 2, 10,
"244134", 0.9920000000000001, 123, 0, "LON", true, true, true, "ITRXEB07", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923899", "9074789",
"ITRAXX-XOVERS11V2 - 0619", "iTraxx Europe Crossover series 11 Version 2",
"ITRAXX-XOVERS11V2-0619 EUR SEN MMR I03 CDS", 2454911, 2458655, 0.082, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAW8", "ITRAXX", 11, "XOVER", "XVR", "XO", 2, 10,
"244064", 0.9778, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923900", "9074753",
"USD ITRAXX-EUROPES7V2 - 0612", "iTraxx Europe series 7 Version 2",
"ITRAXX-EUROPES7V2-0612 USD SEN MMR I03 CDS", 2454180, 2456099, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I666VAR6", "USD ITRAXX", 7, "EUROPE", "EUR", "IG", 2, 5,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "EUR"));
return true;
}
private static final boolean InitCDXRefDataSet26()
{
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.10Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923901", "9074754",
"USD ITRAXX-EUROPES7V2 - 0617", "iTraxx Europe series 7 Version 2",
"ITRAXX-EUROPES7V2-0617 USD SEN MMR I03 CDS", 2454180, 2457925, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I666VAR6", "USD ITRAXX", 7, "EUROPE", "EUR", "IG", 2, 10,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "EUR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.3Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923902", "9074755",
"ITRAXX-HIVOLS7V2 - 0610", "iTraxx Europe HiVol series 7 Version 2",
"ITRAXX-HIVOLS7V2-0610 EUR SEN MMR I03 CDS", 2454180, 2455368, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAO4", "ITRAXX", 7, "HIVOL", "VOL", "HV", 2, 3,
"244135", 0.9667, 31, 0, "LON", true, true, true, "ITRXEH37", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923903", "9074756",
"ITRAXX-HIVOLS7V2 - 0612", "iTraxx Europe HiVol series 7 Version 2",
"ITRAXX-HIVOLS7V2-0612 EUR SEN MMR I03 CDS", 2454180, 2456099, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAO4", "ITRAXX", 7, "HIVOL", "VOL", "HV", 2, 5,
"244135", 0.9667, 31, 0, "LON", true, true, true, "ITRXEH57", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.7Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923904", "9074757",
"ITRAXX-HIVOLS7V2 - 0614", "iTraxx Europe HiVol series 7 Version 2",
"ITRAXX-HIVOLS7V2-0614 EUR SEN MMR I03 CDS", 2454180, 2456829, 0.007, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAO4", "ITRAXX", 7, "HIVOL", "VOL", "HV", 2, 7,
"244135", 0.9667, 31, 0, "LON", true, true, true, "ITRXEH77", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923905", "9074758",
"ITRAXX-HIVOLS7V2 - 0617", "iTraxx Europe HiVol series 7 Version 2",
"ITRAXX-HIVOLS7V2-0617 EUR SEN MMR I03 CDS", 2454180, 2457925, 0.0085, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAO4", "ITRAXX", 7, "HIVOL", "VOL", "HV", 2, 10,
"244135", 0.9667, 31, 0, "LON", true, true, true, "ITRXEH07", "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923906", "9074759",
"USD ITRAXX-HIVOLS7V2 - 0612", "iTraxx Europe HiVol series 7 Version 2",
"ITRAXX-HIVOLS7V2-0612 USD SEN MMR I03 CDS", 2454180, 2456099, 0.0055000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I667LAO4", "USD ITRAXX", 7, "HIVOL", "VOL", "HV", 2, 5,
null, 0.9667, 31, 0, "LON", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.10Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923908", "9074760",
"USD ITRAXX-HIVOLS7V2 - 0617", "iTraxx Europe HiVol series 7 Version 2",
"ITRAXX-HIVOLS7V2-0617 USD SEN MMR I03 CDS", 2454180, 2457925, 0.0085, "USD",
"ACT/360", false, 0.4, 4, "2I667LAO4", "USD ITRAXX", 7, "HIVOL", "VOL", "HV", 2, 10,
null, 0.9667, 31, 0, "LON", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.10Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923912", "9074764",
"USD ITRAXX-EUROPES8V2 - 1217", "iTraxx Europe series 8 Version 2",
"ITRAXX-EUROPES8V2-1217 USD SEN MMR I03 CDS PENDING", 2454364, 2458108, 0.007, "USD",
"ACT/360", false, 0.39, 4, "2I666VAW5", "USD ITRAXX", 8, "EUROPE", "EUR", "IG", 2, 10,
null, 0.9920000000000001, 123, 0, "LON", false, false, true, null, "EUR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923913", "9074765",
"ITRAXX-XOVERS8V3 - 1210", "iTraxx Europe Crossover series 8 Version 3",
"ITRAXX-XOVERS8V3-1210 EUR SEN MMR I03 CDS MATURED", 2454364, 2455551, 0.027, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAT5", "ITRAXX", 8, "XOVER", "XVR", "XO", 3, 3,
"244067", 0.96, 50, 0, "LON", true, true, true, "ITRXEX38", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923914", "9074766",
"ITRAXX-XOVERS8V3 - 1212", "iTraxx Europe Crossover series 8 Version 3",
"ITRAXX-XOVERS8V3-1212 EUR SEN MMR I03 CDS MATURED", 2454364, 2456282, 0.0375, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAT5", "ITRAXX", 8, "XOVER", "XVR", "XO", 3, 5,
"244067", 0.96, 50, 0, "LON", true, true, true, "ITRXEX58", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923915", "9074767",
"ITRAXX-XOVERS8V3 - 1214", "iTraxx Europe Crossover series 8 Version 3",
"ITRAXX-XOVERS8V3-1214 EUR SEN MMR I03 CDS MATURED", 2454364, 2457012, 0.039, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAT5", "ITRAXX", 8, "XOVER", "XVR", "XO", 3, 7,
"244067", 0.96, 50, 0, "LON", true, true, true, "ITRXEX78", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923916", "9074768",
"ITRAXX-XOVERS8V3 - 1217", "iTraxx Europe Crossover series 8 Version 3",
"ITRAXX-XOVERS8V3-1217 EUR SEN MMR I03 CDS MATURED", 2454364, 2458108, 0.046, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAT5", "ITRAXX", 8, "XOVER", "XVR", "XO", 3, 10,
"244067", 0.96, 50, 0, "LON", true, true, true, "ITRXEX08", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923917", "9074770",
"ITRAXX-XOVERS9V3 - 0611", "iTraxx Europe Crossover series 9 Version 3",
"ITRAXX-XOVERS9V3-0611 EUR SEN MMR I03 CDS MATURED", 2454546, 2455733, 0.0625, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAU2", "ITRAXX", 9, "XOVER", "XVR", "XO", 3, 3,
"244065", 0.96, 50, 0, "LON", true, true, true, "ITRXEX39", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923918", "9074771",
"ITRAXX-XOVERS9V3 - 0613", "iTraxx Europe Crossover series 9 Version 3",
"ITRAXX-XOVERS9V3-0613 EUR SEN MMR I03 CDS MATURED", 2454546, 2456464, 0.065, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAU2", "ITRAXX", 9, "XOVER", "XVR", "XO", 3, 5,
"244065", 0.96, 50, 0, "LON", true, true, true, "ITRXEX59", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923919", "9074773",
"ITRAXX-XOVERS9V3 - 0618", "iTraxx Europe Crossover series 9 Version 3",
"ITRAXX-XOVERS9V3-0618 EUR SEN MMR I03 CDS MATURED", 2454546, 2458290, 0.064, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAU2", "ITRAXX", 9, "XOVER", "XVR", "XO", 3, 10,
"244065", 0.96, 50, 0, "LON", true, true, true, "ITRXEX09", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923920", "9074739",
"ITRAXX-EUROPES6V2 - 1213", "iTraxx Europe Series 6 Version 2",
"ITRAXX-EUROPES6V2-1213 EUR SEN MMR I03 CDS", 2453999, 2456647, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAQ8", "ITRAXX", 6, "EUROPE", "EUR", "IG", 2, 7,
"244133", 0.9920000000000001, 122, 0, "LON", true, true, true, "ITRXEB76", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923921", "9074740",
"ITRAXX-EUROPES6V2 - 1216", "iTraxx Europe Series 6 Version 2",
"ITRAXX-EUROPES6V2-1216 EUR SEN MMR I03 CDS", 2453999, 2457743, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAQ8", "ITRAXX", 6, "EUROPE", "EUR", "IG", 2, 10,
"244133", 0.9920000000000001, 122, 0, "LON", true, true, true, "ITRXEB06", "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923922", "9074741",
"USD ITRAXX-EUROPES6V2 - 1211", "iTraxx Europe series 6 Version 2",
"ITRAXX-EUROPES6V2-1211 USD SEN MMR I03 CDS", 2453999, 2455917, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I666VAQ8", "USD ITRAXX", 6, "EUROPE", "EUR", "IG", 2, 5,
null, 0.9920000000000001, 122, 0, "LON", false, false, true, null, "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.10Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923923", "9074742",
"USD ITRAXX-EUROPES6V2 - 1216", "iTraxx Europe series 6 Version 2",
"ITRAXX-EUROPES6V2-1216 USD SEN MMR I03 CDS", 2453999, 2457743, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I666VAQ8", "USD ITRAXX", 6, "EUROPE", "EUR", "IG", 2, 10,
null, 0.9920000000000001, 122, 0, "LON", false, false, true, null, "EUR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.3Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923924", "9074744",
"ITRAXX-HIVOLS6V2 - 1209", "iTraxx Europe HiVol Series 6 Version 2",
"ITRAXX-HIVOLS6V2-1209 EUR SEN MMR I03 CDS", 2453999, 2455186, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAN6", "ITRAXX", 6, "HIVOL", "VOL", "HV", 2, 3,
"244132", 0.9667, 30, 0, "LON", true, true, true, "ITRXEH36", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923925", "9074745",
"ITRAXX-HIVOLS6V2 - 1211", "iTraxx Europe HiVol Series 6 Version 2",
"ITRAXX-HIVOLS6V2-1211 EUR SEN MMR I03 CDS", 2453999, 2455917, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAN6", "ITRAXX", 6, "HIVOL", "VOL", "HV", 2, 5,
"244132", 0.9667, 30, 0, "LON", true, true, true, "ITRXEH56", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.7Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923926", "9074746",
"ITRAXX-HIVOLS6V2 - 1213", "iTraxx Europe HiVol Series 6 Version 2",
"ITRAXX-HIVOLS6V2-1213 EUR SEN MMR I03 CDS", 2453999, 2456647, 0.007, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAN6", "ITRAXX", 6, "HIVOL", "VOL", "HV", 2, 7,
"244132", 0.9667, 30, 0, "LON", true, true, true, "ITRXEH76", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923927", "9074747",
"ITRAXX-HIVOLS6V2 - 1216", "iTraxx Europe HiVol Series 6 Version 2",
"ITRAXX-HIVOLS6V2-1216 EUR SEN MMR I03 CDS", 2453999, 2457743, 0.0085, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAN6", "ITRAXX", 6, "HIVOL", "VOL", "HV", 2, 10,
"244132", 0.9667, 30, 0, "LON", true, true, true, "ITRXEH06", "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923928", "9074748",
"USD ITRAXX-HIVOLS6V2 - 1211", "iTraxx Europe HiVol series 6 Version 2",
"ITRAXX-HIVOLS6V2-1211 USD SEN MMR I03 CDS", 2453999, 2455916, 0.0055000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I667LAN6", "USD ITRAXX", 6, "HIVOL", "VOL", "HV", 2, 5,
null, 0.9667, 30, 0, "LON", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("TRACX.NA IG HB.10Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923934", "9076945",
"TRACX-NAIGHBS2V3 - 0314", "Dow Jones TRAC-X NA SERIES 2 High Beta March 2014",
"TRACX_NA_IG_S2_HB_10Y_3/14_SWP_38/40", 2452916, 2456737, 0.01, "USD",
"ACT/360", false, 0.4, 4, "TRACX-NAIGHBS2V3", "TRACX", 2, "NA IG HB", null, "IG", 3, 10,
null, 0.9500000000000001, 40, 0, "NYC", false, false, true, null, "Trac-X"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.4.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923935", "9076947",
"CDX-NAHYHBS4V10 - 0610", "Dow Jones CDX.NA.HY.HB.4",
"CDX_NA_HY_S04_HB__SWP_22/30", 2453475, 2455368, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWCX5", "CDX", 4, "NA HY HB", null, "HY", 10, 5,
null, 0.7331000000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.5.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923936", "9076968",
"CDX-NAHYBS5V6 - 1210", "Dow Jones CDX.NA.HY.B.5",
"CDX_NA_HY_S05_B___SWP_37/42", 2453651, 2455551, 0.034, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BSDT2", "CDX", 5, "NA HY B", null, "HY", 6, 5,
null, 0.881, 42, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.5.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923937", "9076973",
"CDX-NAHYHBS5V12 - 1210", "Dow Jones CDX.NA.HY.HB.5",
"CDX_NA_HY_S05_HB__SWP_21/30", 2453651, 2455551, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWDO4", "CDX", 5, "NA HY HB", null, "HY", 12, 5,
null, 0.6998000000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.6.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923938", "9077065",
"CDX-NAHYHBS6V10 - 0611", "Dow Jones CDX.NA.HY.HB.6",
"CDX_NA_HY_S06_HB__SWP_23/30", 2453823, 2455733, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWDP1", "CDX", 6, "NA HY HB", null, "HY", 10, 5,
null, 0.76666, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.8.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923939", "9077025",
"CDX-NAHYS8V15 - 0613", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_06YR_89/100", 2454188, 2456464, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGH7", "CDX", 8, "NA HY", null, "HY", 15, 6,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V20 FXD.LCDXNAV20 FXD.5Y.8.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923940", "9077111",
"LCDXNAS8V20 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_82/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBZ9 FXD", "LCDXNAS8V20 FXD", 8, "LCDXNAV20 FXD", null, "IG", 20, 5,
null, 0.8200000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923941", "9077114",
"LCDXNAS8V20 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_82/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBZ9", "LCDX", 8, "LCDXNA", null, "IG", 20, 6,
null, 0.8200000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923942", "9077118",
"LCDXNAS8V20 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_82/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBZ9", "LCDX", 8, "LCDXNA", null, "IG", 20, 7,
null, 0.8200000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923943", "9077121",
"LCDXNAS8V20 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_82/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBZ9", "LCDX", 8, "LCDXNA", null, "IG", 20, 4,
null, 0.8200000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923944", "9077131",
"LCDXNAS8V20 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_82/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBZ9", "LCDX", 8, "LCDXNA", null, "IG", 20, 3,
null, 0.8200000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923945", "9077155",
"LCDXNAS8V20 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_82/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GBZ9", "LCDX", 8, "LCDXNA", null, "IG", 20, 10,
null, 0.8200000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.9.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923950", "9077147",
"CDX-NAHYHBS9V10 - 1212", "CDX.NA.HY.HB.9",
"CDX_NA_HY_S09_HB__SWP_23/30", 2454372, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWDS5", "CDX", 9, "NA HY HB", null, "HY", 10, 5,
null, 0.76666, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.10.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923951", "9076971",
"CDX-NAHYS10V15 - 0610", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_02YR_89/100", 2454554, 2455368, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGJ3", "CDX", 10, "NA HY", null, "HY", 15, 2,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.10.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923952", "9076963",
"CDX-NAHYS10V15 - 0615", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_07YR_89/100", 2454554, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGJ3", "CDX", 10, "NA HY", null, "HY", 15, 7,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.10.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923953", "9076964",
"CDX-NAHYS10V15 - 0611", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_03YR_89/100", 2454554, 2455733, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGJ3", "CDX", 10, "NA HY", null, "HY", 15, 3,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.10.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923954", "9076967",
"CDX-NAHYS10V15 - 0618", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_10YR_89/100", 2454554, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGJ3", "CDX", 10, "NA HY", null, "HY", 15, 10,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923955", "9076991",
"LCDXNAS10V16 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_86/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "5F199GCB1", "LCDX", 10, "LCDXNA", null, "IG", 16, 3,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923956", "9076992",
"LCDXNAS10V16 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_86/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.55, 4, "5F199GCB1", "LCDX", 10, "LCDXNA", null, "IG", 16, 5,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.11.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923957", "9076956",
"CDX-NAHYS11V15 - 1213", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_89/100", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGK0", "CDX", 11, "NA HY", null, "HY", 15, 5,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.11.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923958", "9076958",
"CDX-NAHYS11V15 - 1211", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_03YR_89/100", 2454738, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGK0", "CDX", 11, "NA HY", null, "HY", 15, 3,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.11.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923959", "9076960",
"CDX-NAHYS11V15 - 1215", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_07YR_89/100", 2454738, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGK0", "CDX", 11, "NA HY", null, "HY", 15, 7,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.11.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923960", "9076961",
"CDX-NAHYS11V15 - 1218", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_10YR_89/100", 2454738, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGK0", "CDX", 11, "NA HY", null, "HY", 15, 10,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.12.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923961", "9077247",
"CDX-NAHYS12V6 - 0614", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_96/100", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGL8", "CDX", 12, "NA HY", null, "HY", 6, 5,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.12.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923962", "9077248",
"CDX-NAHYS12V6 - 0616", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_07YR_96/100", 2454911, 2457560, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGL8", "CDX", 12, "NA HY", null, "HY", 6, 7,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.12.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923963", "9077123",
"CDX-NAHYS12V6 - 0619", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_10YR_96/100", 2454911, 2458655, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGL8", "CDX", 12, "NA HY", null, "HY", 6, 10,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.12.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923964", "9077127",
"CDX-NAHYS12V6 - 0612", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_03YR_96/100", 2454911, 2456099, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGL8", "CDX", 12, "NA HY", null, "HY", 6, 3,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.12.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923965", "9077148",
"LCDXNAS12V4 - 0612", "LCDX.NA.12",
"CDX_NA_LN_S12_100_03YR_97/100", 2454938, 2456099, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCC9", "LCDX", 12, "LCDXNA", null, "IG", 4, 3,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.12.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923966", "9076965",
"LCDXNAS12V4 - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_97/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GCC9", "LCDX", 12, "LCDXNA", null, "IG", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.7.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923967", "9076724",
"CDX-NAHYS7V14 - 1213", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_07YR_89/100", 2454007, 2456647, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGG9", "CDX", 7, "NA HY", null, "HY", 14, 7,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.7.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923968", "9076996",
"CDX-NAHYS7V14 - 1209", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_03YR_89/100", 2454007, 2455186, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGG9", "CDX", 7, "NA HY", null, "HY", 14, 3,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.7.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923969", "9076997",
"CDX-NAHYS7V14 - 1216", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_10YR_89/100", 2454007, 2457743, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGG9", "CDX", 7, "NA HY", null, "HY", 14, 10,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.7.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923970", "9077015",
"CDX-NAHYS7V14 - 1211", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_89/100", 2454007, 2455916, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGG9", "CDX", 7, "NA HY", null, "HY", 14, 5,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.8.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923971", "9077091",
"CDX-NAHYS8V15 - 0614", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_07YR_89/100", 2454188, 2456829, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGH7", "CDX", 8, "NA HY", null, "HY", 15, 7,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.8.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923972", "9077096",
"CDX-NAHYS8V15 - 0612", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_89/100", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGH7", "CDX", 8, "NA HY", null, "HY", 15, 5,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.8.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923973", "9077102",
"CDX-NAHYS8V15 - 0610", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_03YR_89/100", 2454188, 2455368, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGH7", "CDX", 8, "NA HY", null, "HY", 15, 3,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.8.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923974", "9077106",
"CDX-NAHYS8V15 - 0617", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_10YR_89/100", 2454188, 2457925, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGH7", "CDX", 8, "NA HY", null, "HY", 15, 10,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923975", "9077141",
"LCDXNAS8V20 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_82/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.55, 4, "5F199GBZ9", "LCDX", 8, "LCDXNA", null, "IG", 20, 5,
null, 0.8200000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.9.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923976", "9077161",
"CDX-NAHYS9V16 - 1212", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_88/100", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGI5", "CDX", 9, "NA HY", null, "HY", 16, 5,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.9.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923977", "9077162",
"CDX-NAHYS9V16 - 1210", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_03YR_ 88/100", 2454372, 2455551, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGI5", "CDX", 9, "NA HY", null, "HY", 16, 3,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.9.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923978", "9077170",
"CDX-NAHYS9V16 - 1214", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_07YR_ 88/100", 2454372, 2457012, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGI5", "CDX", 9, "NA HY", null, "HY", 16, 7,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.9.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923979", "9077171",
"CDX-NAHYS9V16 - 1217", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_10YR_ 88/100", 2454372, 2458108, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGI5", "CDX", 9, "NA HY", null, "HY", 16, 10,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923980", "9077051",
"LCDXNAS9V15 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_87/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.55, 4, "5F199GCA3", "LCDX", 9, "LCDXNA", null, "IG", 15, 5,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.10.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923981", "9076959",
"CDX-NAHYS10V15 - 0613", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_89/100", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGJ3", "CDX", 10, "NA HY", null, "HY", 15, 5,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923983", "9077054",
"LCDXNAS9V15 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR_87/100", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCA3", "LCDX", 9, "LCDXNA", null, "IG", 15, 2,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V15 FXD.LCDXNAV15 FXD.5Y.9.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923984", "9077055",
"LCDXNAS9V15 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_87/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCA3 FXD", "LCDXNAS9V15 FXD", 9, "LCDXNAV15 FXD", null, "IG", 15, 5,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923985", "9077098",
"LCDXNAS9V15 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_87/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCA3", "LCDX", 9, "LCDXNA", null, "IG", 15, 7,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923986", "9077103",
"LCDXNAS9V15 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_87/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCA3", "LCDX", 9, "LCDXNA", null, "IG", 15, 3,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923987", "9077104",
"LCDXNAS9V15 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_87/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCA3", "LCDX", 9, "LCDXNA", null, "IG", 15, 10,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923988", "9077105",
"LCDXNAS9V15 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_87/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCA3", "LCDX", 9, "LCDXNA", null, "IG", 15, 4,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V16 FXD.LCDXNAV16 FXD.5Y.10.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923989", "9076995",
"LCDXNAS10V16 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_86/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCB1 FXD", "LCDXNAS10V16 FXD", 10, "LCDXNAV16 FXD", null, "IG", 16, 5,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923990", "9077107",
"LCDXNAS9V15 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_87/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCA3", "LCDX", 9, "LCDXNA", null, "IG", 15, 6,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923991", "9076998",
"LCDXNAS10V16 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_86/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCB1", "LCDX", 10, "LCDXNA", null, "IG", 16, 6,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923992", "9076952",
"LCDXNAS10V16 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_86/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCB1", "LCDX", 10, "LCDXNA", null, "IG", 16, 4,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.10.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923993", "9077001",
"LCDXNAS10V16 - 0609", "LCDX.NA.10",
"CDX_NA_LN_S10_100_01YR_86/100", 2454561, 2455003, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCB1", "LCDX", 10, "LCDXNA", null, "IG", 16, 1,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923994", "9077002",
"LCDXNAS10V16 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_86/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCB1", "LCDX", 10, "LCDXNA", null, "IG", 16, 2,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923995", "9077007",
"LCDXNAS10V16 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_86/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCB1", "LCDX", 10, "LCDXNA", null, "IG", 16, 7,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("923996", "9076951",
"LCDXNAS10V16 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_86/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCB1", "LCDX", 10, "LCDXNA", null, "IG", 16, 10,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.1.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924004", "9076734",
"CDX-NAIGS1V7 - 0314", "Dow Jones CDX.NA.IG",
"DJCDX_NA_IG_S1_10Y_3/14_119/125", 2452934, 2456737, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBV6", "CDX", 1, "NA IG", null, "IG", 7, 10,
null, 0.956, 124, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.1.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924006", "9076735",
"CDX-NAIGHVOLS1V4 - 0314", "Dow Jones CDX.NA.IG.HVOL.1",
"DJCDX_NA_IG_S1_HIVOL_10Y_28/30", 2452934, 2456737, 0.0135, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BE2", "CDX", 1, "NA IG HVOL", null, "HV", 4, 10,
null, 0.9333400000000001, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.4.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924012", "9076948",
"CDX-NAHYBBS4V6 - 0610", "DOW JONES CDX.NA.HY.BB.4",
"CDX_NA_HY_S04_BB__SWP_38/43", 2453475, 2455368, 0.021, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BVBQ3", "CDX", 4, "NA HY BB", null, "HY", 6, 5,
null, 0.88371, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.4.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924013", "9076955",
"CDX-NAHYS4V15 - 0610", "Dow Jones CDX.NA.HY.4",
"CDX_NA_HY_S04_100_SWP_87/100", 2453475, 2455368, 0.036000000000000004, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFN5", "CDX", 4, "NA HY", null, "HY", 15, 5,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.5.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924014", "9076975",
"CDX-NAHYS5V16 - 1215", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_10YR_87/100", 2453651, 2457377, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGE4", "CDX", 5, "NA HY", null, "HY", 16, 10,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.5.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924016", "9076985",
"CDX-NAHYS5V16 - 1212", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_07YR_87/100", 2453651, 2456282, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGE4", "CDX", 5, "NA HY", null, "HY", 16, 7,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.5.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924018", "9076988",
"CDX-NAHYS5V16 - 1210", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_87/100", 2453651, 2455551, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGE4", "CDX", 5, "NA HY", null, "HY", 16, 5,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.6.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924020", "9077064",
"CDX-NAHYBS6V9 - 0611", "Dow Jones CDX.NA.HY.B.6",
"CDX_NA_HY_S06_B___SWP_41/48", 2453823, 2455733, 0.030000000000000002, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BSEA2", "CDX", 6, "NA HY B", null, "HY", 9, 5,
null, 0.85416, 48, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.6.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924022", "9076710",
"CDX-NAHYS6V14 - 0609", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_03YR_89/100", 2453823, 2455003, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGF1", "CDX", 6, "NA HY", null, "HY", 14, 3,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.6.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924024", "9076714",
"CDX-NAHYS6V14 - 0616", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_10YR_89/100", 2453823, 2457560, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGF1", "CDX", 6, "NA HY", null, "HY", 14, 10,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.6.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924025", "9076715",
"CDX-NAHYS6V14 - 0613", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_07YR_89/100", 2453823, 2456464, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGF1", "CDX", 6, "NA HY", null, "HY", 14, 7,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.6.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924026", "9076718",
"CDX-NAHYS6V14 - 0611", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_89/100", 2453823, 2455733, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGF1", "CDX", 6, "NA HY", null, "HY", 14, 5,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.7.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924027", "9076720",
"CDX-NAHYBS7V6 - 1211", "Dow Jones CDX.NA.HY.B.7",
"CDX_NA_HY_S07_B___SWP_45/50", 2454007, 2455916, 0.030000000000000002, "USD",
"ACT/360", false, 0.3, 4, "2I65BSDV7", "CDX", 7, "NA HY B", null, "HY", 6, 5,
null, 0.9, 50, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.12.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924028", "9076966",
"LCDXNAS12V4 - 0610", "LCDX.NA.12",
"CDX_NA_LN_S12_100_01YR_97/100", 2454938, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCC9", "LCDX", 12, "LCDXNA", null, "IG", 4, 1,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS12V4 FXD.LCDXNAV4 FXD.5Y.12.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924029", "9076969",
"LCDXNAS12V4 FXD - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_FXD_97/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCC9 FXD", "LCDXNAS12V4 FXD", 12, "LCDXNAV4 FXD", null, "IG", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.12.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924030", "9076970",
"LCDXNAS12V4 - 0611", "LCDX.NA.12",
"CDX_NA_LN_S12_100_02YR_97/100", 2454938, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCC9", "LCDX", 12, "LCDXNA", null, "IG", 4, 2,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
return true;
}
private static final boolean InitCDXRefDataSet27()
{
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.12.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924031", "9076972",
"LCDXNAS12V4 - 0616", "LCDX.NA.12",
"CDX_NA_LN_S12_100_07YR_97/100", 2454938, 2457560, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCC9", "LCDX", 12, "LCDXNA", null, "IG", 4, 7,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.12.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924032", "9076974",
"LCDXNAS12V4 - 0619", "LCDX.NA.12",
"CDX_NA_LN_S12_100_10YR_97/100", 2454938, 2458655, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCC9", "LCDX", 12, "LCDXNA", null, "IG", 4, 10,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.12.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924033", "9076979",
"LCDXNAS12V4 - 0613", "LCDX.NA.12",
"CDX_NA_LN_S12_100_04YR_97/100", 2454938, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCC9", "LCDX", 12, "LCDXNA", null, "IG", 4, 4,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.12.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924034", "9076981",
"LCDXNAS12V4 - 0615", "LCDX.NA.12",
"CDX_NA_LN_S12_100_06YR_97/100", 2454938, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCC9", "LCDX", 12, "LCDXNA", null, "IG", 4, 6,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.9.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924035", "9077179",
"CDX-NAHYS9V16 - 1211", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_04YR_ 88/100", 2454372, 2455916, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGI5", "CDX", 9, "NA HY", null, "HY", 16, 4,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.9.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924036", "9077181",
"CDX-NAHYS9V16 - 1213", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_06YR_ 88/100", 2454372, 2456647, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGI5", "CDX", 9, "NA HY", null, "HY", 16, 6,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.9.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924037", "9077183",
"CDX-NAHYS9V16 - 1209", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_02YR_ 88/100", 2454372, 2455186, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGI5", "CDX", 9, "NA HY", null, "HY", 16, 2,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.10.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924038", "9077112",
"CDX-NAHYHBS10V12 - 0613", "CDX.NA.HY.HB.10",
"CDX_NA_HY_S10_HB__SWP_22/30", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWDT3", "CDX", 10, "NA HY HB", null, "HY", 12, 5,
null, 0.73334, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.11.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924039", "9076954",
"CDX-NAHYHBS11V13 - 1213", "CDX.NA.HY.HB.11",
"CDX_NA_HY_S11_HB__SWP_21/30", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWDU0", "CDX", 11, "NA HY HB", null, "HY", 13, 5,
null, 0.70001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.11.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924040", "9077238",
"CDX-NAHYS11V15 - 1214", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_06YR_89/100", 2454738, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGK0", "CDX", 11, "NA HY", null, "HY", 15, 6,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.11.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924041", "9077239",
"CDX-NAHYS11V15 - 1212", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_04YR_89/100", 2454738, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGK0", "CDX", 11, "NA HY", null, "HY", 15, 4,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.6.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924042", "9077072",
"CDX-NAHYS6V14 - 0610", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_04YR_89/100", 2453823, 2455368, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGF1", "CDX", 6, "NA HY", null, "HY", 14, 4,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.6.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924043", "9076709",
"CDX-NAHYS6V14 - 0612", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_06YR_89/100", 2453823, 2456099, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGF1", "CDX", 6, "NA HY", null, "HY", 14, 6,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.7.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924044", "9076723",
"CDX-NAHYHBS7V10 - 1211", "Dow Jones CDX.NA.HY.HB.7",
"CDX_NA_HY_S07_HB__SWP_23/30", 2454007, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWDQ9", "CDX", 7, "NA HY HB", null, "HY", 10, 5,
null, 0.7666700000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.8.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924045", "9077020",
"CDX-NAHYHBS8V10 - 0612", "CDX.NA.HY.HB.8",
"CDX_NA_HY_S08_HB__SWP_23/30", 2454188, 2456099, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWDR7", "CDX", 8, "NA HY HB", null, "HY", 10, 5,
null, 0.76666, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.8.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924046", "9077021",
"CDX-NAHYS8V15 - 0609", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_02YR_89/100", 2454188, 2455003, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGH7", "CDX", 8, "NA HY", null, "HY", 15, 2,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924050", "9076925",
"LCDXNAS8V21 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_81/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.55, 4, "5F199GCD7", "LCDX", 8, "LCDXNA", null, "IG", 21, 5,
null, 0.81, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924052", "9077177",
"LCDXNAS8V21 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_81/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCD7", "LCDX", 8, "LCDXNA", null, "IG", 21, 10,
null, 0.81, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924054", "9076926",
"LCDXNAS9V16 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_86/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.55, 4, "5F199GCE5", "LCDX", 9, "LCDXNA", null, "IG", 16, 5,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924056", "9076927",
"LCDXNAS10V17 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_85/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.55, 4, "5F199GCF2", "LCDX", 10, "LCDXNA", null, "IG", 17, 5,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.12.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924057", "9076928",
"LCDXNAS12V5 - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_96/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GCG0", "LCDX", 12, "LCDXNA", null, "IG", 5, 5,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.8.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924060", "9077024",
"CDX-NAHYS8V15 - 0611", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_04YR_89/100", 2454188, 2455733, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGH7", "CDX", 8, "NA HY", null, "HY", 15, 4,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.10.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924062", "9076980",
"CDX-NAHYS10V15 - 0612", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_04YR_89/100", 2454554, 2456099, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGJ3", "CDX", 10, "NA HY", null, "HY", 15, 4,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.10.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924063", "9076982",
"CDX-NAHYS10V15 - 0614", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_06YR_89/100", 2454554, 2456829, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGJ3", "CDX", 10, "NA HY", null, "HY", 15, 6,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924064", "9077086",
"LCDXNAS10V17 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_85/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.55, 4, "5F199GCF2", "LCDX", 10, "LCDXNA", null, "IG", 17, 3,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.12.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924065", "9077041",
"LCDXNAS12V5 - 0612", "LCDX.NA.12",
"CDX_NA_LN_S12_100_03YR_96/100", 2454938, 2456099, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GCG0", "LCDX", 12, "LCDXNA", null, "IG", 5, 3,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.11.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924066", "9077241",
"CDX-NAHYS11V15 - 1210", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_02YR_89/100", 2454738, 2455551, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGK0", "CDX", 11, "NA HY", null, "HY", 15, 2,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.11.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924067", "9077242",
"CDX-NAHYS11V15 - 1209", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_01YR_89/100", 2454738, 2455186, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGK0", "CDX", 11, "NA HY", null, "HY", 15, 1,
null, 0.89, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.12.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924068", "9077245",
"CDX-NAHYHBS12V6 - 0614", "CDX.NA.HY.HB.12",
"CDX_NA_HY_S12_HB__SWP_26/30", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWDV8", "CDX", 12, "NA HY HB", null, "HY", 6, 5,
null, 0.8666800000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.12.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924069", "9077132",
"CDX-NAHYS12V6 - 0611", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_02YR_96/100", 2454911, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGL8", "CDX", 12, "NA HY", null, "HY", 6, 2,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.12.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924070", "9077136",
"CDX-NAHYS12V6 - 0610", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_01YR_96/100", 2454911, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGL8", "CDX", 12, "NA HY", null, "HY", 6, 1,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.12.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924071", "9077140",
"CDX-NAHYS12V6 - 0615", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_06YR_96/100", 2454911, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGL8", "CDX", 12, "NA HY", null, "HY", 6, 6,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.12.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924072", "9077143",
"CDX-NAHYS12V6 - 0613", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_04YR_96/100", 2454911, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGL8", "CDX", 12, "NA HY", null, "HY", 6, 4,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V21 FXD.LCDXNAV21 FXD.5Y.8.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924074", "9077146",
"LCDXNAS8V21 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_81/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCD7 FXD", "LCDXNAS8V21 FXD", 8, "LCDXNAV21 FXD", null, "IG", 21, 5,
null, 0.81, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924075", "9077150",
"LCDXNAS8V21 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_81/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCD7", "LCDX", 8, "LCDXNA", null, "IG", 21, 6,
null, 0.81, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924076", "9077152",
"LCDXNAS8V21 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_81/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCD7", "LCDX", 8, "LCDXNA", null, "IG", 21, 7,
null, 0.81, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924077", "9077158",
"LCDXNAS8V21 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_81/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCD7", "LCDX", 8, "LCDXNA", null, "IG", 21, 4,
null, 0.81, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924078", "9077167",
"LCDXNAS8V21 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_81/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCD7", "LCDX", 8, "LCDXNA", null, "IG", 21, 3,
null, 0.81, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924079", "9077078",
"LCDXNAS9V16 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_86/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCE5", "LCDX", 9, "LCDXNA", null, "IG", 16, 10,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924080", "9077080",
"LCDXNAS9V16 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_86/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCE5", "LCDX", 9, "LCDXNA", null, "IG", 16, 4,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924081", "9077083",
"LCDXNAS9V16 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_86/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCE5", "LCDX", 9, "LCDXNA", null, "IG", 16, 6,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V17 FXD.LCDXNAV17 FXD.5Y.10.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924082", "9077087",
"LCDXNAS10V17 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_85/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCF2 FXD", "LCDXNAS10V17 FXD", 10, "LCDXNAV17 FXD", null, "IG", 17, 5,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924089", "9076918",
"LCDXNAS9V16 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR_86/100", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCE5", "LCDX", 9, "LCDXNA", null, "IG", 16, 2,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V16 FXD.LCDXNAV16 FXD.5Y.9.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924090", "9076920",
"LCDXNAS9V16 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_86/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCE5 FXD", "LCDXNAS9V16 FXD", 9, "LCDXNAV16 FXD", null, "IG", 16, 5,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924091", "9076921",
"LCDXNAS9V16 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_86/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCE5", "LCDX", 9, "LCDXNA", null, "IG", 16, 7,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924093", "9076922",
"LCDXNAS9V16 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_86/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCE5", "LCDX", 9, "LCDXNA", null, "IG", 16, 3,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924098", "9077543",
"LCDXNAS10V17 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_85/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCF2", "LCDX", 10, "LCDXNA", null, "IG", 17, 6,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.12.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924100", "9077100",
"LCDXNAS12V5 - 0616", "LCDX.NA.12",
"CDX_NA_LN_S12_100_07YR_96/100", 2454938, 2457560, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCG0", "LCDX", 12, "LCDXNA", null, "IG", 5, 7,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.12.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924101", "9077426",
"LCDXNAS12V5 - 0619", "LCDX.NA.12",
"CDX_NA_LN_S12_100_10YR_96/100", 2454938, 2458655, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCG0", "LCDX", 12, "LCDXNA", null, "IG", 5, 10,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.12.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924102", "9077427",
"LCDXNAS12V5 - 0613", "LCDX.NA.12",
"CDX_NA_LN_S12_100_04YR_96/100", 2454938, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCG0", "LCDX", 12, "LCDXNA", null, "IG", 5, 4,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.12.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924103", "9077431",
"LCDXNAS12V5 - 0615", "LCDX.NA.12",
"CDX_NA_LN_S12_100_06YR_96/100", 2454938, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCG0", "LCDX", 12, "LCDXNA", null, "IG", 5, 6,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924105", "9077550",
"LCDXNAS10V17 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_85/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCF2", "LCDX", 10, "LCDXNA", null, "IG", 17, 2,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924106", "9077553",
"LCDXNAS10V17 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_85/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCF2", "LCDX", 10, "LCDXNA", null, "IG", 17, 7,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924107", "9077556",
"LCDXNAS10V17 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_85/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCF2", "LCDX", 10, "LCDXNA", null, "IG", 17, 10,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924108", "9077560",
"LCDXNAS10V17 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_85/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCF2", "LCDX", 10, "LCDXNA", null, "IG", 17, 4,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.12.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924109", "9077046",
"LCDXNAS12V5 - 0610", "LCDX.NA.12",
"CDX_NA_LN_S12_100_01YR_96/100", 2454938, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCG0", "LCDX", 12, "LCDXNA", null, "IG", 5, 1,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS12V5 FXD.LCDXNAV5 FXD.5Y.12.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924110", "9077094",
"LCDXNAS12V5 FXD - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_FXD_96/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCG0 FXD", "LCDXNAS12V5 FXD", 12, "LCDXNAV5 FXD", null, "IG", 5, 5,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.12.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924111", "9077099",
"LCDXNAS12V5 - 0611", "LCDX.NA.12",
"CDX_NA_LN_S12_100_02YR_96/100", 2454938, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCG0", "LCDX", 12, "LCDXNA", null, "IG", 5, 2,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.6.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924124", "9087879",
"CDX-NAHYS6V15 - 0611", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_88/100", 2453823, 2455733, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGW4", "CDX", 6, "NA HY", null, "HY", 15, 5,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.7.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924125", "9087953",
"CDX-NAHYS7V15 - 1213", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_07YR_88/100", 2454007, 2456647, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGY0", "CDX", 7, "NA HY", null, "HY", 15, 7,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.7.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924126", "9087958",
"CDX-NAHYS7V15 - 1216", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_10YR_88/100", 2454007, 2457743, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGY0", "CDX", 7, "NA HY", null, "HY", 15, 10,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.7.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924127", "9087959",
"CDX-NAHYS7V15 - 1211", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_88/100", 2454007, 2455916, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGY0", "CDX", 7, "NA HY", null, "HY", 15, 5,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.8.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924128", "9087961",
"CDX-NAHYS8V16 - 0614", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_07YR_88/100", 2454188, 2456829, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGP9", "CDX", 8, "NA HY", null, "HY", 16, 7,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.8.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924129", "9087906",
"CDX-NAHYS8V16 - 0612", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_88/100", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGP9", "CDX", 8, "NA HY", null, "HY", 16, 5,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.8.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924130", "9087908",
"CDX-NAHYS8V16 - 0610", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_03YR_88/100", 2454188, 2455368, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGP9", "CDX", 8, "NA HY", null, "HY", 16, 3,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.8.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924131", "9087917",
"CDX-NAHYS8V16 - 0617", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_10YR_88/100", 2454188, 2457925, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGP9", "CDX", 8, "NA HY", null, "HY", 16, 10,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.9.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924132", "9087922",
"CDX-NAHYS9V17 - 1210", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_03YR_87/100", 2454372, 2455551, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGQ7", "CDX", 9, "NA HY", null, "HY", 17, 3,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.9.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924133", "9087881",
"CDX-NAHYS9V17 - 1214", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_07YR_87/100", 2454372, 2457012, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGQ7", "CDX", 9, "NA HY", null, "HY", 17, 7,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.9.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924134", "9087919",
"CDX-NAHYS9V17 - 1212", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_87/100", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGQ7", "CDX", 9, "NA HY", null, "HY", 17, 5,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.9.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924135", "9087882",
"CDX-NAHYS9V17 - 1217", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_10YR_87/100", 2454372, 2458108, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGQ7", "CDX", 9, "NA HY", null, "HY", 17, 10,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.10.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924136", "9087883",
"CDX-NAHYS10V16 - 0615", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_07YR_88/100", 2454554, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGM6", "CDX", 10, "NA HY", null, "HY", 16, 7,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.10.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924138", "9087887",
"CDX-NAHYS10V16 - 0611", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_03YR_88/100", 2454554, 2455733, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGM6", "CDX", 10, "NA HY", null, "HY", 16, 3,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.11.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924139", "9088126",
"CDX-NAHYS11V16 - 1218", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_10YR_88/100", 2454738, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGN4", "CDX", 11, "NA HY", null, "HY", 16, 10,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.10.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924140", "9087888",
"CDX-NAHYS10V16 - 0618", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_10YR_88/100", 2454554, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGM6", "CDX", 10, "NA HY", null, "HY", 16, 10,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.12.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924141", "9087712",
"CDX-NAHYS12V7 - 0614", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_95/100", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGO2", "CDX", 12, "NA HY", null, "HY", 7, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.12.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924143", "9087713",
"CDX-NAHYS12V7 - 0616", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_07YR_95/100", 2454911, 2457560, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGO2", "CDX", 12, "NA HY", null, "HY", 7, 7,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.11.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924144", "9088123",
"CDX-NAHYS11V16 - 1213", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_88/100", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGN4", "CDX", 11, "NA HY", null, "HY", 16, 5,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.12.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924145", "9087715",
"CDX-NAHYS12V7 - 0619", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_10YR_95/100", 2454911, 2458655, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGO2", "CDX", 12, "NA HY", null, "HY", 7, 10,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.11.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924146", "9088124",
"CDX-NAHYS11V16 - 1211", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_03YR_88/100", 2454738, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGN4", "CDX", 11, "NA HY", null, "HY", 16, 3,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.12.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924147", "9087716",
"CDX-NAHYS12V7 - 0612", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_03YR_95/100", 2454911, 2456099, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGO2", "CDX", 12, "NA HY", null, "HY", 7, 3,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.11.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924148", "9088125",
"CDX-NAHYS11V16 - 1215", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_07YR_88/100", 2454738, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGN4", "CDX", 11, "NA HY", null, "HY", 16, 7,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.10.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924149", "9088121",
"CDX-NAHYS10V16 - 0613", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_88/100", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGM6", "CDX", 10, "NA HY", null, "HY", 16, 5,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.7.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924150", "9087956",
"CDX-NAHYS7V15 - 1209", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_03YR_88/100", 2454007, 2455186, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGY0", "CDX", 7, "NA HY", null, "HY", 15, 3,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924151", "9087719",
"LCDXNAS8V22 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_80/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.55, 4, "5F199GCH8", "LCDX", 8, "LCDXNA", null, "IG", 22, 5,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924152", "9087941",
"LCDXNAS9V17 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_85/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.55, 4, "5F199GCI6", "LCDX", 9, "LCDXNA", null, "IG", 17, 5,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924153", "9087947",
"LCDXNAS10V18 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_84/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.55, 4, "5F199GCJ4", "LCDX", 10, "LCDXNA", null, "IG", 18, 5,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924154", "9087951",
"LCDXNAS10V18 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_84/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.55, 4, "5F199GCJ4", "LCDX", 10, "LCDXNA", null, "IG", 18, 3,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.12.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924155", "9087952",
"LCDXNAS12V6 - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_95/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GCK1", "LCDX", 12, "LCDXNA", null, "IG", 6, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.2.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924156", "9087730",
"CDX-NAHYS2V14 - 0909", "Dow Jones CDX.NA.HY.2",
"DJIBOXX_NA_HY_S02_100_SWP_85/100", 2453088, 2455095, 0.043000000000000003, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGS3", "CDX", 2, "NA HY", null, "HY", 14, 5,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.3.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924157", "9087731",
"CDX-NAHYS3V15 - 1209", "Dow Jones CDX.NA.HY.3",
"CDX_NA_HY_S03_100_SWP_87/100", 2453196, 2455186, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGT1", "CDX", 3, "NA HY", null, "HY", 15, 5,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.3.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924158", "9087732",
"CDX-NAHYBS3V8 - 1209", "Dow Jones CDX.NA.HY.B.3",
"CDX_NA_HY_S03_B___SWP_37/44", 2453196, 2455186, 0.04, "USD",
"ACT/360", false, 0.3, 4, "2I65BSEC8", "CDX", 3, "NA HY B", null, "HY", 8, 5,
null, 0.8409000000000001, 44, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.4.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924160", "9087734",
"CDX-NAHYS4V16 - 0610", "Dow Jones CDX.NA.HY.4",
"CDX_NA_HY_S04_100_SWP_86/100", 2453475, 2455368, 0.036000000000000004, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRGU8", "CDX", 4, "NA HY", null, "HY", 16, 5,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.5.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924161", "9087735",
"CDX-NAHYS5V17 - 1215", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_10YR_86/100", 2453651, 2457377, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGV6", "CDX", 5, "NA HY", null, "HY", 17, 10,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.5.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924162", "9087736",
"CDX-NAHYS5V17 - 1212", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_07YR_86/100", 2453651, 2456282, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGV6", "CDX", 5, "NA HY", null, "HY", 17, 7,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.5.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924163", "9087874",
"CDX-NAHYS5V17 - 1210", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_86/100", 2453651, 2455551, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGV6", "CDX", 5, "NA HY", null, "HY", 17, 5,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.6.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924164", "9087876",
"CDX-NAHYS6V15 - 0616", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_10YR_88/100", 2453823, 2457560, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGW4", "CDX", 6, "NA HY", null, "HY", 15, 10,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.6.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924165", "9087878",
"CDX-NAHYS6V15 - 0613", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_07YR_88/100", 2453823, 2456464, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGW4", "CDX", 6, "NA HY", null, "HY", 15, 7,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.12.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924166", "9087954",
"LCDXNAS12V6 - 0612", "LCDX.NA.12",
"CDX_NA_LN_S12_100_03YR_95/100", 2454938, 2456099, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GCK1", "LCDX", 12, "LCDXNA", null, "IG", 6, 3,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.4.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924176", "9088285",
"CDX-NAHYHBS4V11 - 0610", "Dow Jones CDX.NA.HY.HB.4",
"CDX_NA_HY_S04_HB__SWP_21/30", 2453475, 2455368, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWEB1", "CDX", 4, "NA HY HB", null, "HY", 11, 5,
null, 0.6998000000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.6.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924177", "9088237",
"CDX-NAHYS6V15 - 0612", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_06YR_88/100", 2453823, 2456099, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGW4", "CDX", 6, "NA HY", null, "HY", 15, 6,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet28()
{
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.12.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924178", "9088135",
"CDX-NAHYHBS12V7 - 0614", "CDX.NA.HY.HB.12",
"CDX_NA_HY_S12_HB__SWP_25/30", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWEH8", "CDX", 12, "NA HY HB", null, "HY", 7, 5,
null, 0.8333499999999999, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.6.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924179", "9088242",
"CDX-NAHYHBS6V11 - 0611", "Dow Jones CDX.NA.HY.HB.6",
"CDX_NA_HY_S06_HB__SWP_22/30", 2453823, 2455733, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWED7", "CDX", 6, "NA HY HB", null, "HY", 11, 5,
null, 0.73333, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924189", "9088210",
"LCDXNAS9V17 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR_85/100", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCI6", "LCDX", 9, "LCDXNA", null, "IG", 17, 2,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V17 FXD.LCDXNAV17 FXD.5Y.9.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924190", "9088220",
"LCDXNAS9V17 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_85/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCI6 FXD", "LCDXNAS9V17 FXD", 9, "LCDXNAV17 FXD", null, "IG", 17, 5,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924191", "9088222",
"LCDXNAS9V17 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_85/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCI6", "LCDX", 9, "LCDXNA", null, "IG", 17, 7,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924192", "9088223",
"LCDXNAS9V17 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_85/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCI6", "LCDX", 9, "LCDXNA", null, "IG", 17, 3,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V18 FXD.LCDXNAV18 FXD.5Y.10.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924193", "9087784",
"LCDXNAS10V18 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_84/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCJ4 FXD", "LCDXNAS10V18 FXD", 10, "LCDXNAV18 FXD", null, "IG", 18, 5,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924194", "9087786",
"LCDXNAS10V18 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_84/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCJ4", "LCDX", 10, "LCDXNA", null, "IG", 18, 6,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924195", "9087788",
"LCDXNAS10V18 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_84/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCJ4", "LCDX", 10, "LCDXNA", null, "IG", 18, 2,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924196", "9087861",
"LCDXNAS10V18 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_84/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCJ4", "LCDX", 10, "LCDXNA", null, "IG", 18, 7,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924197", "9087862",
"LCDXNAS10V18 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_84/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCJ4", "LCDX", 10, "LCDXNA", null, "IG", 18, 10,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.9.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924198", "9088071",
"CDX-NAHYHBS9V11 - 1212", "CDX.NA.HY.HB.9",
"CDX_NA_HY_S09_HB__SWP_22/30", 2454372, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWEJ4", "CDX", 9, "NA HY HB", null, "HY", 11, 5,
null, 0.73333, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.10.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924199", "9088072",
"CDX-NAHYS10V16 - 0610", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_02YR_88/100", 2454554, 2455368, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGM6", "CDX", 10, "NA HY", null, "HY", 16, 2,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.10.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924200", "9088137",
"CDX-NAHYS10V16 - 0612", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_04YR_88/100", 2454554, 2456099, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGM6", "CDX", 10, "NA HY", null, "HY", 16, 4,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924201", "9088069",
"LCDXNAS8V22 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_80/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCH8", "LCDX", 8, "LCDXNA", null, "IG", 22, 10,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V22 FXD.LCDXNAV22 FXD.5Y.8.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924202", "9088083",
"LCDXNAS8V22 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_80/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCH8 FXD", "LCDXNAS8V22 FXD", 8, "LCDXNAV22 FXD", null, "IG", 22, 5,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.10.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924203", "9088138",
"CDX-NAHYS10V16 - 0614", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_06YR_88/100", 2454554, 2456829, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGM6", "CDX", 10, "NA HY", null, "HY", 16, 6,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.10.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924204", "9088262",
"CDX-NAHYHBS10V13 - 0613", "CDX.NA.HY.HB.10",
"CDX_NA_HY_S10_HB__SWP_21/30", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWEF2", "CDX", 10, "NA HY HB", null, "HY", 13, 5,
null, 0.70001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924205", "9088084",
"LCDXNAS8V22 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_80/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCH8", "LCDX", 8, "LCDXNA", null, "IG", 22, 6,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.11.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924206", "9088073",
"CDX-NAHYS11V16 - 1214", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_06YR_88/100", 2454738, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGN4", "CDX", 11, "NA HY", null, "HY", 16, 6,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924207", "9088085",
"LCDXNAS8V22 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_80/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCH8", "LCDX", 8, "LCDXNA", null, "IG", 22, 7,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924208", "9088100",
"LCDXNAS8V22 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_80/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCH8", "LCDX", 8, "LCDXNA", null, "IG", 22, 4,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924209", "9088102",
"LCDXNAS8V22 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_80/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCH8", "LCDX", 8, "LCDXNA", null, "IG", 22, 3,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924210", "9088205",
"LCDXNAS9V17 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_85/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCI6", "LCDX", 9, "LCDXNA", null, "IG", 17, 10,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924211", "9088206",
"LCDXNAS9V17 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_85/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCI6", "LCDX", 9, "LCDXNA", null, "IG", 17, 4,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924213", "9088208",
"LCDXNAS9V17 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_85/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCI6", "LCDX", 9, "LCDXNA", null, "IG", 17, 6,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924216", "9088103",
"LCDXNAS10V18 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_84/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCJ4", "LCDX", 10, "LCDXNA", null, "IG", 18, 4,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.8.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924217", "9087790",
"CDX-NAHYS8V16 - 0613", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_06YR_88/100", 2454188, 2456464, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGP9", "CDX", 8, "NA HY", null, "HY", 16, 6,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.8.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924219", "9087793",
"CDX-NAHYS8V16 - 0611", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_04YR_88/100", 2454188, 2455733, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGP9", "CDX", 8, "NA HY", null, "HY", 16, 4,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.8.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924220", "9087863",
"CDX-NAHYHBS8V11 - 0612", "CDX.NA.HY.HB.8",
"CDX_NA_HY_S08_HB__SWP_22/30", 2454188, 2456099, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWEI6", "CDX", 8, "NA HY HB", null, "HY", 11, 5,
null, 0.73333, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.11.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924221", "9088076",
"CDX-NAHYS11V16 - 1212", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_04YR_88/100", 2454738, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGN4", "CDX", 11, "NA HY", null, "HY", 16, 4,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.9.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924222", "9087864",
"CDX-NAHYS9V17 - 1211", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_04YR_ 87/100", 2454372, 2455916, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGQ7", "CDX", 9, "NA HY", null, "HY", 17, 4,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.11.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924223", "9088077",
"CDX-NAHYS11V16 - 1210", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_02YR_88/100", 2454738, 2455551, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGN4", "CDX", 11, "NA HY", null, "HY", 16, 2,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.11.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924224", "9088078",
"CDX-NAHYS11V16 - 1209", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_01YR_88/100", 2454738, 2455186, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGN4", "CDX", 11, "NA HY", null, "HY", 16, 1,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.9.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924225", "9087865",
"CDX-NAHYS9V17 - 1213", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_06YR_ 87/100", 2454372, 2456647, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGQ7", "CDX", 9, "NA HY", null, "HY", 17, 6,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.9.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924226", "9087866",
"CDX-NAHYS9V17 - 1209", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_02YR_ 87/100", 2454372, 2455186, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGQ7", "CDX", 9, "NA HY", null, "HY", 17, 2,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.11.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924227", "9088067",
"CDX-NAHYHBS11V14 - 1213", "CDX.NA.HY.HB.11",
"CDX_NA_HY_S11_HB__SWP_20/30", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWEG0", "CDX", 11, "NA HY HB", null, "HY", 14, 5,
null, 0.66668, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.12.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924228", "9088130",
"CDX-NAHYS12V7 - 0611", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_02YR_95/100", 2454911, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGO2", "CDX", 12, "NA HY", null, "HY", 7, 2,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.12.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924229", "9088131",
"CDX-NAHYS12V7 - 0610", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_01YR_95/100", 2454911, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGO2", "CDX", 12, "NA HY", null, "HY", 7, 1,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.12.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924230", "9088132",
"CDX-NAHYS12V7 - 0615", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_06YR_95/100", 2454911, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGO2", "CDX", 12, "NA HY", null, "HY", 7, 6,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.12.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924231", "9088133",
"CDX-NAHYS12V7 - 0613", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_04YR_95/100", 2454911, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGO2", "CDX", 12, "NA HY", null, "HY", 7, 4,
null, 0.9500000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.12.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924233", "9088104",
"LCDXNAS12V6 - 0610", "LCDX.NA.12",
"CDX_NA_LN_S12_100_01YR_95/100", 2454938, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCK1", "LCDX", 12, "LCDXNA", null, "IG", 6, 1,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS12V6 FXD.LCDXNAV6 FXD.5Y.12.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924234", "9088108",
"LCDXNAS12V6 FXD - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_FXD_95/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCK1 FXD", "LCDXNAS12V6 FXD", 12, "LCDXNAV6 FXD", null, "IG", 6, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.12.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924235", "9088115",
"LCDXNAS12V6 - 0619", "LCDX.NA.12",
"CDX_NA_LN_S12_100_10YR_95/100", 2454938, 2458655, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCK1", "LCDX", 12, "LCDXNA", null, "IG", 6, 10,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.12.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924236", "9088116",
"LCDXNAS12V6 - 0613", "LCDX.NA.12",
"CDX_NA_LN_S12_100_04YR_95/100", 2454938, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCK1", "LCDX", 12, "LCDXNA", null, "IG", 6, 4,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.12.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924237", "9088111",
"LCDXNAS12V6 - 0611", "LCDX.NA.12",
"CDX_NA_LN_S12_100_02YR_95/100", 2454938, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCK1", "LCDX", 12, "LCDXNA", null, "IG", 6, 2,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.12.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924238", "9088118",
"LCDXNAS12V6 - 0615", "LCDX.NA.12",
"CDX_NA_LN_S12_100_06YR_95/100", 2454938, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCK1", "LCDX", 12, "LCDXNA", null, "IG", 6, 6,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.12.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924239", "9088113",
"LCDXNAS12V6 - 0616", "LCDX.NA.12",
"CDX_NA_LN_S12_100_07YR_95/100", 2454938, 2457560, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCK1", "LCDX", 12, "LCDXNA", null, "IG", 6, 7,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.2.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924240", "9088279",
"CDX-NAHYBS2V7 - 0909", "Dow Jones CDX.NA.HY.B.2",
"DJIBOXX_NA_HY_S02_B___SWP_35/43", 2453088, 2455095, 0.048, "USD",
"ACT/360", false, 0.3, 4, "2I65BSEB0", "CDX", 2, "NA HY B", null, "HY", 7, 5,
null, 0.81395, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.3.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924241", "9088280",
"CDX-NAHYS3V15 - 1214", "Dow Jones CDX.NA.HY.3",
"CDX_NA_HY_S03_100_SWP_10YR_87/100", 2453196, 2457012, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGT1", "CDX", 3, "NA HY", null, "HY", 15, 10,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.3.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924242", "9088068",
"CDX-NAHYHBS3V8 - 1209", "Dow Jones CDX.NA.HY.HB.3",
"CDX_NA_HY_S03_HB__SWP_23/30", 2453196, 2455186, 0.0625, "USD",
"ACT/360", false, 0.3, 4, "2I65BWEA3", "CDX", 3, "NA HY HB", null, "HY", 8, 5,
null, 0.7665000000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.5.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924243", "9088233",
"CDX-NAHYHBS5V13 - 1210", "Dow Jones CDX.NA.HY.HB.5",
"CDX_NA_HY_S05_HB__SWP_20/30", 2453651, 2455551, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWEC9", "CDX", 5, "NA HY HB", null, "HY", 13, 5,
null, 0.6665000000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.6.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924244", "9088236",
"CDX-NAHYS6V15 - 0610", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_04YR_88/100", 2453823, 2455368, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BRGW4", "CDX", 6, "NA HY", null, "HY", 15, 4,
null, 0.88, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.7.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924245", "9088249",
"CDX-NAHYHBS7V11 - 1211", "Dow Jones CDX.NA.HY.HB.7",
"CDX_NA_HY_S07_HB__SWP_22/30", 2454007, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWEE5", "CDX", 7, "NA HY HB", null, "HY", 11, 5,
null, 0.73334, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924258", "9093482",
"CDX-NAIGHVOLS4V2 - 0610", "DOW JONES CDX.NA.IG.HVOL.4",
"DJCDX_NA_IG_S4_HVOL_05Y_6/10_29/30", 2453451, 2455368, 0.009000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BF9", "CDX", 4, "NA IG HVOL", null, "HV", 2, 5,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924259", "9093484",
"CDX-NAIGHVOLS4V2 - 0615", "Dow Jones CDX.NA.IG.HVOL.4",
"DJCDX_NA_IG_S4_HVOL_10Y_6/15_29/30", 2453451, 2457194, 0.0115, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BF9", "CDX", 4, "NA IG HVOL", null, "HV", 2, 10,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.4.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924260", "9093486",
"CDX-NAIGS4V5 - 0610", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_05Y_6/10_121/126", 2453451, 2455368, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBW4", "CDX", 4, "NA IG", null, "IG", 5, 5,
null, 0.9640000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.4.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924261", "9093488",
"CDX-NAIGS4V5 - 0615", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_10Y_6/15_121/126", 2453451, 2457194, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBW4", "CDX", 4, "NA IG", null, "IG", 5, 10,
null, 0.9640000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.11.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924262", "9093451",
"CDX-NAHYS11V17 - 1218", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_10YR_87/100", 2454738, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHF0", "CDX", 11, "NA HY", null, "HY", 17, 10,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.4.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924263", "9093489",
"CDX-NAIGS4V5 - 0612", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_07Y_6/12_121/126", 2453451, 2456099, 0.0055000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBW4", "CDX", 4, "NA IG", null, "IG", 5, 7,
null, 0.9640000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.5Y.5.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924264", "9093491",
"CDX-NAXOS5V5 - 1210", "Dow Jones CDX.NA.XO.5",
"DJCDX_NA_XO_S5_05Y_12/10_31/35", 2453635, 2455551, 0.02, "USD",
"ACT/360", false, 0.4, 4, "1D764IAX5", "CDX", 5, "NAXO", null, "XO", 5, 5,
null, 0.88571, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.5.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924265", "9093480",
"CDX-NAHYBBS5V6 - 1210", "Dow Jones CDX.NA.HY.BB.5",
"CDX_NA_HY_S05_BB__SWP_36/41", 2453651, 2455551, 0.025, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BVBS9", "CDX", 5, "NA HY BB", null, "HY", 6, 5,
null, 0.87804, 41, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.12.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924266", "9093458",
"CDX-NAHYS12V8 - 0614", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_94/100", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHG8", "CDX", 12, "NA HY", null, "HY", 8, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.12.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924267", "9093459",
"CDX-NAHYS12V8 - 0616", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_07YR_94/100", 2454911, 2457560, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHG8", "CDX", 12, "NA HY", null, "HY", 8, 7,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.12.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924269", "9093460",
"CDX-NAHYS12V8 - 0619", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_10YR_94/100", 2454911, 2458655, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHG8", "CDX", 12, "NA HY", null, "HY", 8, 10,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.9.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924270", "9093541",
"CDX-NAHYS9V18 - 1217", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_10YR_86/100", 2454372, 2458108, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHD5", "CDX", 9, "NA HY", null, "HY", 18, 10,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.12.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924271", "9093461",
"CDX-NAHYS12V8 - 0612", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_03YR_94/100", 2454911, 2456099, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHG8", "CDX", 12, "NA HY", null, "HY", 8, 3,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.9.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924273", "9093542",
"CDX-NAHYS9V18 - 1212", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_86/100", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHD5", "CDX", 9, "NA HY", null, "HY", 18, 5,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.6.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924275", "9093508",
"CDX-NAHYS6V16 - 0611", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_87/100", 2453823, 2455733, 0.0345, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRHA1", "CDX", 6, "NA HY", null, "HY", 16, 5,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.6.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924276", "9093509",
"CDX-NAHYS6V16 - 0616", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_10YR_87/100", 2453823, 2457560, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHA1", "CDX", 6, "NA HY", null, "HY", 16, 10,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924277", "9093547",
"LCDXNAS9V18 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_84/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.55, 4, "5F199GCM7", "LCDX", 9, "LCDXNA", null, "IG", 18, 5,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.6.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924278", "9093510",
"CDX-NAHYS6V16 - 0613", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_07YR_87/100", 2453823, 2456464, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHA1", "CDX", 6, "NA HY", null, "HY", 16, 7,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.12.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924279", "9093467",
"LCDXNAS12V7 - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_94/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GCO3", "LCDX", 12, "LCDXNA", null, "IG", 7, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.7.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924280", "9093515",
"CDX-NAHYBS7V7 - 1211", "Dow Jones CDX.NA.HY.B.7",
"CDX_NA_HY_S07_B___SWP_44/50", 2454007, 2455916, 0.030000000000000002, "USD",
"ACT/360", false, 0.3, 4, "2I65BSEF1", "CDX", 7, "NA HY B", null, "HY", 7, 5,
null, 0.88, 50, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.10.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924281", "9093432",
"CDX-NAHYS10V17 - 0613", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_87/100", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHE3", "CDX", 10, "NA HY", null, "HY", 17, 5,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.10.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924282", "9093556",
"CDX-NAHYBS10V8 - 0613", "CDX.NA.HY.B.10",
"CDX_NA_HY_S10_B___SWP_38/45", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSEI5", "CDX", 10, "NA HY B", null, "HY", 8, 5,
null, 0.8444499999999999, 45, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.7.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924283", "9093516",
"CDX-NAHYS7V16 - 1213", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_07YR_87/100", 2454007, 2456647, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHB9", "CDX", 7, "NA HY", null, "HY", 16, 7,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.10.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924284", "9093557",
"CDX-NAHYS10V17 - 0615", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_07YR_87/100", 2454554, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHE3", "CDX", 10, "NA HY", null, "HY", 17, 7,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.7.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924286", "9093517",
"CDX-NAHYS7V16 - 1209", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_03YR_87/100", 2454007, 2455186, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHB9", "CDX", 7, "NA HY", null, "HY", 16, 3,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924287", "9093437",
"LCDXNAS10V19 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_83/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.55, 4, "5F199GCN5", "LCDX", 10, "LCDXNA", null, "IG", 19, 5,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.10.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924288", "9093558",
"CDX-NAHYS10V17 - 0611", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_03YR_87/100", 2454554, 2455733, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRHE3", "CDX", 10, "NA HY", null, "HY", 17, 3,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.7.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924289", "9093518",
"CDX-NAHYS7V16 - 1216", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_10YR_87/100", 2454007, 2457743, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHB9", "CDX", 7, "NA HY", null, "HY", 16, 10,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.8.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924290", "9093523",
"CDX-NAHYS8V17 - 0612", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_87/100", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHC7", "CDX", 8, "NA HY", null, "HY", 17, 5,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.10.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924291", "9093431",
"CDX-NAHYS10V17 - 0618", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_10YR_87/100", 2454554, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHE3", "CDX", 10, "NA HY", null, "HY", 17, 10,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.5.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924292", "9093495",
"CDX-NAHYS5V18 - 1215", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_10YR_85/100", 2453651, 2457377, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGZ7", "CDX", 5, "NA HY", null, "HY", 18, 10,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924293", "9093438",
"LCDXNAS10V19 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_83/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.55, 4, "5F199GCN5", "LCDX", 10, "LCDXNA", null, "IG", 19, 3,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.5.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924294", "9093496",
"CDX-NAHYS5V18 - 1212", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_07YR_85/100", 2453651, 2456282, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGZ7", "CDX", 5, "NA HY", null, "HY", 18, 7,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.7.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924295", "9093519",
"CDX-NAHYS7V16 - 1211", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_87/100", 2454007, 2455916, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHB9", "CDX", 7, "NA HY", null, "HY", 16, 5,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.11.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924296", "9093447",
"CDX-NAHYBS11V6 - 1213", "CDX.NA.HY.B.11",
"CDX_NA_HY_S11_B___SWP_31/36", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSEJ3", "CDX", 11, "NA HY B", null, "HY", 6, 5,
null, 0.8611300000000001, 36, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.5.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924297", "9093497",
"CDX-NAHYS5V18 - 1210", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_85/100", 2453651, 2455551, 0.0395, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRGZ7", "CDX", 5, "NA HY", null, "HY", 18, 5,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.12.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924298", "9093468",
"LCDXNAS12V7 - 0612", "LCDX.NA.12",
"CDX_NA_LN_S12_100_03YR_94/100", 2454938, 2456099, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GCO3", "LCDX", 12, "LCDXNA", null, "IG", 7, 3,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.5Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924299", "9093502",
"CDX-NAXOS6V3 - 0611", "Dow Jones CDX.NA.XO.6",
"DJCDX_NA_XO_S6_05YR_6/11_33/35", 2453816, 2455733, 0.019, "USD",
"ACT/360", false, 0.4, 4, "1D764IAY3", "CDX", 6, "NA XO", null, "XO", 3, 5,
null, 0.94286, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.11.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924300", "9093448",
"CDX-NAHYS11V17 - 1213", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_87/100", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHF0", "CDX", 11, "NA HY", null, "HY", 17, 5,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924302", "9093507",
"CDX-NAHYBBS6V3 - 0611", "Dow Jones CDX.NA.HY.BB.6",
"CDX_NA_HY_S06_BB__SWP_36/38", 2453823, 2455733, 0.021, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BVBT7", "CDX", 6, "NA HY BB", null, "HY", 3, 5,
null, 0.9473699999999999, 38, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.8.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924303", "9093521",
"CDX-NAHYBS8V9 - 0612", "CDX.NA.HY.B.8",
"CDX_NA_HY_S08_B___SWP_41/49", 2454188, 2456099, 0.025, "USD",
"ACT/360", false, 0.3, 4, "2I65BSEG9", "CDX", 8, "NA HY B", null, "HY", 9, 5,
null, 0.8367300000000001, 49, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.8.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924304", "9093524",
"CDX-NAHYS8V17 - 0610", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_03YR_87/100", 2454188, 2455368, 0.0275, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRHC7", "CDX", 8, "NA HY", null, "HY", 17, 3,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.8.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924305", "9093522",
"CDX-NAHYS8V17 - 0614", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_07YR_87/100", 2454188, 2456829, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHC7", "CDX", 8, "NA HY", null, "HY", 17, 7,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.8.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924306", "9093525",
"CDX-NAHYS8V17 - 0617", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_10YR_87/100", 2454188, 2457925, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHC7", "CDX", 8, "NA HY", null, "HY", 17, 10,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924307", "9093529",
"LCDXNAS8V23 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_79/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.55, 4, "5F199GCL9", "LCDX", 8, "LCDXNA", null, "IG", 23, 5,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.9.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924308", "9093538",
"CDX-NAHYBS9V10 - 1212", "CDX.NA.HY.B.9",
"CDX_NA_HY_S09_B___SWP_37/46", 2454372, 2456282, 0.035, "USD",
"ACT/360", false, 0.3, 4, "2I65BSEH7", "CDX", 9, "NA HY B", null, "HY", 10, 5,
null, 0.80435, 46, 0, "NYC", false, false, false, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet29()
{
UpdateCDXRefDataMap ("CDX.NA HY.3Y.11.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924309", "9093449",
"CDX-NAHYS11V17 - 1211", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_03YR_87/100", 2454738, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHF0", "CDX", 11, "NA HY", null, "HY", 17, 3,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.9.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924310", "9093539",
"CDX-NAHYS9V18 - 1210", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_03YR_86/100", 2454372, 2455551, 0.0375, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRHD5", "CDX", 9, "NA HY", null, "HY", 18, 3,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.9.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924311", "9093540",
"CDX-NAHYS9V18 - 1214", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_07YR_86/100", 2454372, 2457012, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHD5", "CDX", 9, "NA HY", null, "HY", 18, 7,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.11.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924312", "9093450",
"CDX-NAHYS11V17 - 1215", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_07YR_87/100", 2454738, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHF0", "CDX", 11, "NA HY", null, "HY", 17, 7,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924324", "9093442",
"LCDXNAS10V19 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_83/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCN5", "LCDX", 10, "LCDXNA", null, "IG", 19, 7,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924331", "9093443",
"LCDXNAS10V19 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_83/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCN5", "LCDX", 10, "LCDXNA", null, "IG", 19, 10,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924332", "9093444",
"LCDXNAS10V19 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_83/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCN5", "LCDX", 10, "LCDXNA", null, "IG", 19, 4,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.7.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924334", "9093514",
"CDX-NAHYHBS7V12 - 1211", "Dow Jones CDX.NA.HY.HB.7",
"CDX_NA_HY_S07_HB__SWP_21/30", 2454007, 2455917, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWEM7", "CDX", 7, "NA HY HB", null, "HY", 12, 5,
null, 0.70001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.11.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924335", "9093446",
"CDX-NAHYHBS11V15 - 1213", "CDX.NA.HY.HB.11",
"CDX_NA_HY_S11_HB__SWP_19/30", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWEP0", "CDX", 11, "NA HY HB", null, "HY", 15, 5,
null, 0.63335, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.11.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924338", "9093452",
"CDX-NAHYS11V17 - 1212", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_04YR_87/100", 2454738, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHF0", "CDX", 11, "NA HY", null, "HY", 17, 4,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.11.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924339", "9093453",
"CDX-NAHYS11V17 - 1210", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_02YR_87/100", 2454738, 2455551, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHF0", "CDX", 11, "NA HY", null, "HY", 17, 2,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.11.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924340", "9093454",
"CDX-NAHYS11V17 - 1209", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_01YR_87/100", 2454738, 2455186, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHF0", "CDX", 11, "NA HY", null, "HY", 17, 1,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.11.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924341", "9093455",
"CDX-NAHYS11V17 - 1214", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_06YR_87/100", 2454738, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHF0", "CDX", 11, "NA HY", null, "HY", 17, 6,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.8.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924342", "9093594",
"CDX-NAHYHBS8V12 - 0612", "CDX.NA.HY.HB.8",
"CDX_NA_HY_S08_HB__SWP_21/30", 2454188, 2456099, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWEN5", "CDX", 8, "NA HY HB", null, "HY", 12, 5,
null, 0.7000000000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.8.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924343", "9093526",
"CDX-NAHYS8V17 - 0613", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_06YR_87/100", 2454188, 2456464, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHC7", "CDX", 8, "NA HY", null, "HY", 17, 6,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.8.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924344", "9093527",
"CDX-NAHYS8V17 - 0611", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_04YR_87/100", 2454188, 2455733, 0.0275, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHC7", "CDX", 8, "NA HY", null, "HY", 17, 4,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924345", "9093530",
"LCDXNAS8V23 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_79/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCL9", "LCDX", 8, "LCDXNA", null, "IG", 23, 10,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V23 FXD.LCDXNAV23 FXD.5Y.8.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924346", "9093531",
"LCDXNAS8V23 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_79/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCL9 FXD", "LCDXNAS8V23 FXD", 8, "LCDXNAV23 FXD", null, "IG", 23, 5,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924347", "9093532",
"LCDXNAS8V23 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_79/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCL9", "LCDX", 8, "LCDXNA", null, "IG", 23, 6,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924348", "9093533",
"LCDXNAS8V23 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_79/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCL9", "LCDX", 8, "LCDXNA", null, "IG", 23, 7,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924349", "9093534",
"LCDXNAS8V23 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_79/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCL9", "LCDX", 8, "LCDXNA", null, "IG", 23, 4,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924352", "9093535",
"LCDXNAS8V23 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_79/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCL9", "LCDX", 8, "LCDXNA", null, "IG", 23, 3,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.9.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924353", "9093537",
"CDX-NAHYHBS9V12 - 1212", "CDX.NA.HY.HB.9",
"CDX_NA_HY_S09_HB__SWP_21/30", 2454372, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWEO3", "CDX", 9, "NA HY HB", null, "HY", 12, 5,
null, 0.7000000000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.9.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924354", "9093543",
"CDX-NAHYS9V18 - 1211", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_04YR_86/100", 2454372, 2455916, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHD5", "CDX", 9, "NA HY", null, "HY", 18, 4,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.9.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924355", "9093544",
"CDX-NAHYS9V18 - 1213", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_06YR_86/100", 2454372, 2456647, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHD5", "CDX", 9, "NA HY", null, "HY", 18, 6,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.9.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924356", "9093545",
"CDX-NAHYS9V18 - 1209", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_02YR_86/100", 2454372, 2455186, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHD5", "CDX", 9, "NA HY", null, "HY", 18, 2,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.12.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924357", "9093462",
"CDX-NAHYS12V8 - 0611", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_02YR_94/100", 2454911, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHG8", "CDX", 12, "NA HY", null, "HY", 8, 2,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924358", "9093548",
"LCDXNAS9V18 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR_84/100", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCM7", "LCDX", 9, "LCDXNA", null, "IG", 18, 2,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V18 FXD.LCDXNAV18 FXD.5Y.9.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924359", "9093549",
"LCDXNAS9V18 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_84/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCM7 FXD", "LCDXNAS9V18 FXD", 9, "LCDXNAV18 FXD", null, "IG", 18, 5,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924360", "9093550",
"LCDXNAS9V18 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_84/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCM7", "LCDX", 9, "LCDXNA", null, "IG", 18, 7,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924361", "9093551",
"LCDXNAS9V18 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_84/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCM7", "LCDX", 9, "LCDXNA", null, "IG", 18, 3,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.12.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924362", "9093463",
"CDX-NAHYS12V8 - 0610", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_01YR_94/100", 2454911, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHG8", "CDX", 12, "NA HY", null, "HY", 8, 1,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.12.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924363", "9093457",
"CDX-NAHYHBS12V8 - 0614", "CDX.NA.HY.HB.12",
"CDX_NA_HY_S12_HB__SWP_24/30", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWEQ8", "CDX", 12, "NA HY HB", null, "HY", 8, 5,
null, 0.80002, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.12.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924365", "9093464",
"CDX-NAHYS12V8 - 0615", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_06YR_94/100", 2454911, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHG8", "CDX", 12, "NA HY", null, "HY", 8, 6,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.12.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924366", "9093465",
"CDX-NAHYS12V8 - 0613", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_04YR_94/100", 2454911, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHG8", "CDX", 12, "NA HY", null, "HY", 8, 4,
null, 0.9400000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.10Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924367", "9093499",
"CDX-NAXOS6V2 - 0616", "Dow Jones CDX.NA.XO.6",
"DJCDX_NA_XO_S6_10YR_6/16_34/35", 2453816, 2457560, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "1D764IAG2", "CDX", 6, "NAXO", null, "XO", 2, 10,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.12.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924368", "9093469",
"LCDXNAS12V7 - 0610", "LCDX.NA.12",
"CDX_NA_LN_S12_100_01YR_94/100", 2454938, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCO3", "LCDX", 12, "LCDXNA", null, "IG", 7, 1,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NAXO.7Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924369", "9093500",
"CDX-NAXOS6V2 - 0613", "Dow Jones CDX.NA.XO.6",
"DJCDX_NA_XO_S6_07YR_6/13_34/35", 2453816, 2456464, 0.0205, "USD",
"ACT/360", false, 0.4, 4, "1D764IAG2", "CDX", 6, "NAXO", null, "XO", 2, 7,
null, 0.97143, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDXNAS12V7 FXD.LCDXNAV7 FXD.5Y.12.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924370", "9093470",
"LCDXNAS12V7 FXD - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_FXD_94/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCO3 FXD", "LCDXNAS12V7 FXD", 12, "LCDXNAV7 FXD", null, "IG", 7, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.12.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924371", "9093471",
"LCDXNAS12V7 - 0611", "LCDX.NA.12",
"CDX_NA_LN_S12_100_02YR_94/100", 2454938, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCO3", "LCDX", 12, "LCDXNA", null, "IG", 7, 2,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924372", "9093552",
"LCDXNAS9V18 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_84/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCM7", "LCDX", 9, "LCDXNA", null, "IG", 18, 10,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.12.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924373", "9093472",
"LCDXNAS12V7 - 0616", "LCDX.NA.12",
"CDX_NA_LN_S12_100_07YR_94/100", 2454938, 2457560, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCO3", "LCDX", 12, "LCDXNA", null, "IG", 7, 7,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.10Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924374", "9093503",
"CDX-NAXOS6V3 - 0616", "Dow Jones CDX.NA.XO.6",
"DJCDX_NA_XO_S6_10YR_6/16_33/35", 2453816, 2457560, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "1D764IAY3", "CDX", 6, "NA XO", null, "XO", 3, 10,
null, 0.94286, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.12.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924375", "9093473",
"LCDXNAS12V7 - 0619", "LCDX.NA.12",
"CDX_NA_LN_S12_100_10YR_94/100", 2454938, 2458655, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCO3", "LCDX", 12, "LCDXNA", null, "IG", 7, 10,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924376", "9093553",
"LCDXNAS9V18 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_84/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCM7", "LCDX", 9, "LCDXNA", null, "IG", 18, 4,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924377", "9093554",
"LCDXNAS9V18 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_84/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCM7", "LCDX", 9, "LCDXNA", null, "IG", 18, 6,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.7Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924378", "9093504",
"CDX-NAXOS6V3 - 0613", "Dow Jones CDX.NA.XO.6",
"DJCDX_NA_XO_S6_07YR_6/13_33/35", 2453816, 2456464, 0.0205, "USD",
"ACT/360", false, 0.4, 4, "1D764IAY3", "CDX", 6, "NA XO", null, "XO", 3, 7,
null, 0.94286, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.6.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924379", "9093506",
"CDX-NAHYHBS6V12 - 0611", "Dow Jones CDX.NA.HY.HB.6",
"CDX_NA_HY_S06_HB__SWP_21/30", 2453823, 2455733, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWEL9", "CDX", 6, "NA HY HB", null, "HY", 12, 5,
null, 0.7000000000000001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.6.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924380", "9093511",
"CDX-NAHYS6V16 - 0612", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_06YR_87/100", 2453823, 2456099, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHA1", "CDX", 6, "NA HY", null, "HY", 16, 6,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.10.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924381", "9093433",
"CDX-NAHYS10V17 - 0610", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_02YR_87/100", 2454554, 2455368, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHE3", "CDX", 10, "NA HY", null, "HY", 17, 2,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.10.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924382", "9093434",
"CDX-NAHYS10V17 - 0612", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_04YR_87/100", 2454554, 2456099, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHE3", "CDX", 10, "NA HY", null, "HY", 17, 4,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.10.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924383", "9093435",
"CDX-NAHYS10V17 - 0614", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_06YR_87/100", 2454554, 2456829, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHE3", "CDX", 10, "NA HY", null, "HY", 17, 6,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.6.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924384", "9093512",
"CDX-NAHYS6V16 - 0610", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_04YR_87/100", 2453823, 2455368, 0.0345, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHA1", "CDX", 6, "NA HY", null, "HY", 16, 4,
null, 0.87, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG INDU.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924385", "9093481",
"CDX-NAIGINDUS4V2 - 0610", "Dow Jones CDX.NA.IG.INDU.4",
"DJCDX_NA_IG_S4_INDU_05Y_6/10_29/30", 2453451, 2455368, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65B4AS0", "CDX", 4, "NA IG INDU", null, "IG", 2, 5,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V19 FXD.LCDXNAV19 FXD.5Y.10.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924386", "9093439",
"LCDXNAS10V19 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_83/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCN5 FXD", "LCDXNAS10V19 FXD", 10, "LCDXNAV19 FXD", null, "IG", 19, 5,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924387", "9093483",
"CDX-NAIGHVOLS4V2 - 0612", "Dow Jones CDX.NA.IG.HVOL.4",
"DJCDX_NA_IG_S4_HVOL_07Y_6/12_29/30", 2453451, 2456099, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BF9", "CDX", 4, "NA IG HVOL", null, "HV", 2, 7,
null, 0.96667, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924388", "9093440",
"LCDXNAS10V19 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_83/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCN5", "LCDX", 10, "LCDXNA", null, "IG", 19, 6,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V5 EUR.5Y.4.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924389", "9093487",
"CDX-NAIGS4V5 EUR - 0610", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_05Y_6/10_EUR_121/126", 2453451, 2455368, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYBW4 EUR", "CDX", 4, "NA IG V5 EUR", null, "IG", 5, 5,
null, 0.9640000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924390", "9093441",
"LCDXNAS10V19 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_83/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCN5", "LCDX", 10, "LCDXNA", null, "IG", 19, 2,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.7Y.5.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924391", "9093492",
"CDX-NAXOS5V5 - 1212", "Dow Jones CDX.NA.XO.5",
"DJCDX_NA_XO_S5_07YR_12/12_31/35", 2453635, 2456282, 0.02, "USD",
"ACT/360", false, 0.4, 4, "1D764IAX5", "CDX", 5, "NA XO", null, "XO", 5, 7,
null, 0.88571, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.10Y.5.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924392", "9093493",
"CDX-NAXOS5V5 - 1215", "Dow Jones CDX.NA.XO.5",
"DJCDX_NA_XO_S5_10YR_12/15_31/35", 2453635, 2457377, 0.024, "USD",
"ACT/360", false, 0.4, 4, "1D764IAX5", "CDX", 5, "NA XO", null, "XO", 5, 10,
null, 0.88571, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.5.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924393", "9093479",
"CDX-NAHYHBS5V14 - 1210", "Dow Jones CDX.NA.HY.HB.5",
"CDX_NA_HY_S05_HB__SWP_19/30", 2453651, 2455551, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BWEK1", "CDX", 5, "NA HY HB", null, "HY", 14, 5,
null, 0.6332, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.12.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924394", "9093474",
"LCDXNAS12V7 - 0613", "LCDX.NA.12",
"CDX_NA_LN_S12_100_04YR_94/100", 2454938, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCO3", "LCDX", 12, "LCDXNA", null, "IG", 7, 4,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.12.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924395", "9093475",
"LCDXNAS12V7 - 0615", "LCDX.NA.12",
"CDX_NA_LN_S12_100_06YR_94/100", 2454938, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCO3", "LCDX", 12, "LCDXNA", null, "IG", 7, 6,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924396", "9094605",
"USD ITRAXX-XOVERS8V3 - 1212", "iTraxx Europe Crossover series 8 Version 3",
"ITRAXX-XOVERS8V3-1212 USD SEN MMR I03 CDS MATURED", 2454364, 2456282, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I667KAT5", "USD ITRAXX", 8, "XOVER", "XVR", "XO", 3, 5,
null, 0.96, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.12.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924407", "9141416",
"LCDXNAS12V8 - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_93/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GCP0", "LCDX", 12, "LCDXNA", null, "IG", 8, 5,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.12.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924408", "9141412",
"LCDXNAS12V8 - 0612", "LCDX.NA.12",
"CDX_NA_LN_S12_100_03YR_93/100", 2454938, 2456099, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GCP0", "LCDX", 12, "LCDXNA", null, "IG", 8, 3,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.12.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924410", "9142977",
"LCDXNAS12V8 - 0610", "LCDX.NA.12",
"CDX_NA_LN_S12_100_01YR_93/100", 2454938, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCP0", "LCDX", 12, "LCDXNA", null, "IG", 8, 1,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS12V8 FXD.LCDXNAV8 FXD.5Y.12.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924411", "9142978",
"LCDXNAS12V8 FXD - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_FXD_93/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCP0 FXD", "LCDXNAS12V8 FXD", 12, "LCDXNAV8 FXD", null, "IG", 8, 5,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.12.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924412", "9142979",
"LCDXNAS12V8 - 0611", "LCDX.NA.12",
"CDX_NA_LN_S12_100_02YR_93/100", 2454938, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCP0", "LCDX", 12, "LCDXNA", null, "IG", 8, 2,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.12.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924413", "9143013",
"LCDXNAS12V8 - 0616", "LCDX.NA.12",
"CDX_NA_LN_S12_100_07YR_93/100", 2454938, 2457560, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCP0", "LCDX", 12, "LCDXNA", null, "IG", 8, 7,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.12.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924414", "9143017",
"LCDXNAS12V8 - 0619", "LCDX.NA.12",
"CDX_NA_LN_S12_100_10YR_93/100", 2454938, 2458655, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCP0", "LCDX", 12, "LCDXNA", null, "IG", 8, 10,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.12.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924415", "9143009",
"LCDXNAS12V8 - 0613", "LCDX.NA.12",
"CDX_NA_LN_S12_100_04YR_93/100", 2454938, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCP0", "LCDX", 12, "LCDXNA", null, "IG", 8, 4,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.12.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924417", "9143011",
"LCDXNAS12V8 - 0615", "LCDX.NA.12",
"CDX_NA_LN_S12_100_06YR_93/100", 2454938, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCP0", "LCDX", 12, "LCDXNA", null, "IG", 8, 6,
null, 0.93, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("MCDX SERIES13 3YR.MCDX SERIE 3YR.3Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924473", "9149987",
"MCDX SERIES13 3YR - 1212", "MCDX.NA.13",
"MCDX SERIES 13 3Y", 2455110, 2456282, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAD9", "MCDX SERIES13 3YR", 13, "MCDX SERIE 3YR", null, "IG", 1, 3,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("MCDX SERIES13 5YR.MCDX SERIE 5YR.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924474", "9149990",
"MCDX SERIES13 5YR - 1214", "MCDX.NA.13",
"MCDX SERIES 13 5Y", 2455110, 2457012, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAD9", "MCDX SERIES13 5YR", 13, "MCDX SERIE 5YR", null, "IG", 1, 5,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("MCDX SERIES13 10YR.MCDX SERIE 10YR.10Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924475", "9149995",
"MCDX SERIES13 10YR - 1219", "MCDX.NA.13",
"MCDX SERIES 13 10Y", 2455110, 2458838, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAD9", "MCDX SERIES13 10YR", 13, "MCDX SERIE 10YR", null, "IG", 1, 10,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ IG.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924476", "9149662",
"ITRAXX-ASIAXJIGS12V1 - 1214", "iTraxx Asia ex-Japan IG Series Number 12 Version 1",
"ITRAXX ASIA EX-JAPAN IG SERIES NUMBER 12 VERSION 1 USD SEN RES I03 CDS", 2455096, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "4ABCAMAE6", "ITRAXX", 12, "ASIAXJ IG", null, "ASHG", 1, 5,
null, 1, 50, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ HY.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924477", "9149663",
"ITRAXX-ASIAXJHYS12V1 - 1214", "iTraxx Asia ex-Japan HY Series Number 12 Version 1",
"ITRAXX ASIA EX-JAPAN HY SERIES NUMBER 12 VERSION 1 USD SEN RES I03 CDS", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.25, 4, "4ABCAGAE9", "ITRAXX", 12, "ASIAXJ HY", null, "ASHY", 1, 5,
null, 1, 20, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924478", "9149665",
"ITRAXX-AUSTRALIAS12V1 - 1214", "iTraxx Australia Series Number 12 Version 1",
"ITRAXX AUSTRALIA SERIES NUMBER 12 VERSION 1 USD SEN MR I03 CDS", 2455096, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I668IAL6", "ITRAXX", 12, "AUSTRALIA", null, "AUHG", 1, 5,
null, 1, 25, 0, "HKG", false, false, true, null, "Itraxx Australia"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924479", "9149670",
"ITRAXX-JAPANS12V1 - 1214", "iTraxx Japan Series Number 12 Version 1",
"ITRAXX JAPAN SERIES NUMBER 12 VERSION 1 JPY SEN RES I03 CDS", 2455099, 2457012, 0.01, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAL8", "ITRAXX", 12, "JAPAN", null, "JPHG", 1, 5,
null, 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.SOVXWE.5Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924480", "9148044",
"ITRAXX-SOVXWES1V1 - 1214", "Itraxx SovX Western Europe Series 1 Version 1",
"ITRAXX-SOVX WEST EUR S1V1-1214 USD SEN RES I03 CDS", 2455103, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAA9", "ITRAXX", 1, "SOVXWE", "SOV", "SOWE", 1, 5,
null, 1, 15, 0, "LON", false, false, true, null, "SOV"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924484", "9149794",
"USD ITRAXX-EUROPES12V1 - 1214", "iTraxx Europe series 12 Version 1",
"ITRAXX-EUROPES12V1-1214 USD SEN MMR I03 CDS", 2455096, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I666VAS4", "USD ITRAXX", 12, "EUROPE", "EUR", "IG", 1, 5,
null, 1, 126, 0, "LON", false, false, true, null, "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.10Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924485", "9149795",
"USD ITRAXX-EUROPES12V1 - 1219", "iTraxx Europe series 12 Version 1",
"ITRAXX-EUROPES12V1-1219 USD SEN MMR I03 CDS", 2455096, 2458838, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I666VAS4", "USD ITRAXX", 12, "EUROPE", "EUR", "IG", 1, 10,
null, 1, 126, 0, "LON", false, false, true, null, "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924486", "9149796",
"USD ITRAXX-XOVERS12V1 - 1214", "iTraxx Europe Crossover series 12 Version 1",
"ITRAXX-XOVERS12V1-1214 USD SEN MMR I03 CDS", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KAX6", "USD ITRAXX", 12, "XOVER", "XVR", "XO", 1, 5,
null, 1, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924487", "9149713",
"USD ITRAXX-XOVERS12V1 - 1219", "iTraxx Europe Crossover series 12 Version 1",
"ITRAXX-XOVERS12V1-1219 USD SEN MMR I03 CDS", 2455096, 2458838, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KAX6", "USD ITRAXX", 12, "XOVER", "XVR", "XO", 1, 10,
null, 1, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSEN.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924488", "9149714",
"USD ITRAXX-FINSENS12V1 - 1214", "iTraxx Europe Senior Financials series 12 Version 1",
"ITRAXX-FINSENS12V1-1214 USD SEN MMR I03 CDS", 2455096, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667DAL8", "USD ITRAXX", 12, "FINSEN", "SEN", "SENF", 1, 5,
null, 1, 25, 0, "LON", false, false, true, null, "SEN"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSEN.10Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924489", "9149715",
"USD ITRAXX-FINSENS12V1 - 1219", "iTraxx Europe Senior Financials series 12 Version 1",
"ITRAXX-FINSENS12V1-1219 USD SEN MMR I03 CDS", 2455096, 2458838, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667DAL8", "USD ITRAXX", 12, "FINSEN", "SEN", "SENF", 1, 10,
null, 1, 25, 0, "LON", false, false, true, null, "SEN"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSUB.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924491", "9149716",
"USD ITRAXX-FINSUBS12V1 - 1214", "iTraxx Europe Sub Financials series 12 Version 1",
"ITRAXX-FINSUBS12V1-1214 USD LT2 SUB MMR I03 CDS", 2455096, 2457012, 0.01, "USD",
"ACT/360", false, 0.2, 4, "2I667EAM4", "USD ITRAXX", 12, "FINSUB", "SUB", "SUBF", 1, 5,
null, 1, 25, 0, "LON", false, false, true, null, "SUB"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSUB.10Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924492", "9149717",
"USD ITRAXX-FINSUBS12V1 - 1219", "iTraxx Europe Sub Financials series 12 Version 1",
"ITRAXX-FINSUBS12V1-1219 USD LT2 SUB MMR I03 CDS", 2455096, 2458838, 0.01, "USD",
"ACT/360", false, 0.2, 4, "2I667EAM4", "USD ITRAXX", 12, "FINSUB", "SUB", "SUBF", 1, 10,
null, 1, 25, 0, "LON", false, false, true, null, "SUB"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924493", "9149718",
"USD ITRAXX-HIVOLS12V1 - 1214", "iTraxx Europe HiVol series 12 Version 1",
"ITRAXX-HIVOLS12V1-1214 USD SEN MMR I03 CDS", 2455096, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667LAP1", "USD ITRAXX", 12, "HIVOL", "VOL", "HV", 1, 5,
null, 1, 30, 0, "LON", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.3Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924499", "9149669",
"ITRAXX-JAPANS12V1 - 1212", "iTraxx Japan Series Number 12 Version 1",
"ITRAXX JAPAN SERIES NUMBER 12 VERSION 1 JPY SEN RES I03 CDS 3Y", 2455099, 2456282, 0.01, "JPY",
"ACT/360", false, 0.4, 4, "2I668HAL8", "ITRAXX", 12, "JAPAN", null, "JPHG", 1, 3,
null, 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924500", "9149711",
"ITRAXX-JAPANS12V1 - 1219", "iTraxx Japan Series Number 12 Version 1",
"ITRAXX JAPAN SERIES NUMBER 12 VERSION 1 JPY SEN RES I03 CDS 10Y", 2455099, 2458838, 0.01, "JPY",
"ACT/360", false, 0.4, 4, "2I668HAL8", "ITRAXX", 12, "JAPAN", null, "JPHG", 1, 10,
null, 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JHIVOL.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924502", "9149797",
"ITRAXX-JHIVOLS12V1 - 1214", "iTraxx Japan HiVol Series Number 12 Version 1",
"ITRAXX JAPAN HIVOL SERIES NUMBER 12 VERSION 1 JPY SEN RES I03 CDS", 2455096, 2457005, 0.035, "JPY",
"ACT/360", false, 0.4, 4, "ITRAXX-JHIVOLS12V1", "ITRAXX", 12, "JHIVOL", "VOL", "HV", 1, 5,
null, 1, 25, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.3Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924503", "9149771",
"ITRAXX-EUROPES12V1 - 1212", "iTraxx Europe series 12 Version 1",
"ITRAXX-EUROPES12V1-1212 EUR SEN MMR I03 CDS", 2455096, 2456282, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAS4", "ITRAXX", 12, "EUROPE", "EUR", "IG", 1, 3,
"244296", 1, 126, 0, "LON", true, true, true, "ITXEB312", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924504", "9149772",
"ITRAXX-EUROPES12V1 - 1214", "iTraxx Europe series 12 Version 1",
"ITRAXX-EUROPES12V1-1214 EUR SEN MMR I03 CDS", 2455096, 2457012, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAS4", "ITRAXX", 12, "EUROPE", "EUR", "IG", 1, 5,
"244296", 1, 126, 0, "LON", true, true, true, "ITXEB512", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924505", "9149773",
"ITRAXX-EUROPES12V1 - 1216", "iTraxx Europe series 12 Version 1",
"ITRAXX-EUROPES12V1-1216 EUR SEN MMR I03 CDS", 2455096, 2457743, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAS4", "ITRAXX", 12, "EUROPE", "EUR", "IG", 1, 7,
"244296", 1, 126, 0, "LON", true, true, true, "ITXEB712", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924506", "9149774",
"ITRAXX-EUROPES12V1 - 1219", "iTraxx Europe series 12 Version 1",
"ITRAXX-EUROPES12V1-1219 EUR SEN MMR I03 CDS", 2455096, 2458838, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAS4", "ITRAXX", 12, "EUROPE", "EUR", "IG", 1, 10,
"244296", 1, 126, 0, "LON", true, true, true, "ITXEB012", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924507", "9149776",
"ITRAXX-XOVERS12V1 - 1212", "iTraxx Europe Crossover series 12 Version 1",
"ITRAXX-XOVERS12V1-1212 EUR SEN MMR I03 CDS", 2455096, 2456282, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAX6", "ITRAXX", 12, "XOVER", "XVR", "XO", 1, 3,
"244297", 1, 50, 0, "LON", true, true, true, "ITXEX312", "XVR"));
return true;
}
private static final boolean InitCDXRefDataSet30()
{
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924508", "9149777",
"ITRAXX-XOVERS12V1 - 1214", "iTraxx Europe Crossover series 12 Version 1",
"ITRAXX-XOVERS12V1-1214 EUR SEN MMR I03 CDS", 2455096, 2457012, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAX6", "ITRAXX", 12, "XOVER", "XVR", "XO", 1, 5,
"244297", 1, 50, 0, "LON", true, true, true, "ITXEX512", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924509", "9149778",
"ITRAXX-XOVERS12V1 - 1216", "iTraxx Europe Crossover series 12 Version 1",
"ITRAXX-XOVERS12V1-1216 EUR SEN MMR I03 CDS", 2455096, 2457743, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAX6", "ITRAXX", 12, "XOVER", "XVR", "XO", 1, 7,
"244297", 1, 50, 0, "LON", true, true, true, "ITXEX712", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924510", "9149779",
"ITRAXX-XOVERS12V1 - 1219", "iTraxx Europe Crossover series 12 Version 1",
"ITRAXX-XOVERS12V1-1219 EUR SEN MMR I03 CDS", 2455096, 2458838, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAX6", "ITRAXX", 12, "XOVER", "XVR", "XO", 1, 10,
"244297", 1, 50, 0, "LON", true, true, true, "ITXEX012", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.3Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924513", "9149781",
"ITRAXX-HIVOLS12V1 - 1212", "iTraxx Europe HiVol series 12 Version 1",
"ITRAXX-HIVOLS12V1-1212 EUR SEN MMR I03 CDS", 2455096, 2456282, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAP1", "ITRAXX", 12, "HIVOL", "VOL", "HV", 1, 3,
"244299", 1, 30, 0, "LON", true, true, true, "ITXEH312", "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.10Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924514", "9149719",
"USD ITRAXX-HIVOLS12V1 - 1219", "iTraxx Europe HiVol series 12 Version 1",
"ITRAXX-HIVOLS12V1-1219 USD SEN MMR I03 CDS", 2455096, 2458838, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667LAP1", "USD ITRAXX", 12, "HIVOL", "VOL", "HV", 1, 10,
null, 1, 30, 0, "LON", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924517", "9149782",
"ITRAXX-HIVOLS12V1 - 1214", "iTraxx Europe HiVol series 12 Version 1",
"ITRAXX-HIVOLS12V1-1214 EUR SEN MMR I03 CDS", 2455096, 2457012, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAP1", "ITRAXX", 12, "HIVOL", "VOL", "HV", 1, 5,
"244299", 1, 30, 0, "LON", true, true, true, "ITXEH512", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.7Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924518", "9149783",
"ITRAXX-HIVOLS12V1 - 1216", "iTraxx Europe HiVol series 12 Version 1",
"ITRAXX-HIVOLS12V1-1216 EUR SEN MMR I03 CDS", 2455096, 2457743, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAP1", "ITRAXX", 12, "HIVOL", "VOL", "HV", 1, 7,
"244299", 1, 30, 0, "LON", true, true, true, "ITXEH712", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924519", "9149784",
"ITRAXX-HIVOLS12V1 - 1219", "iTraxx Europe HiVol series 12 Version 1",
"ITRAXX-HIVOLS12V1-1219 EUR SEN MMR I03 CDS", 2455096, 2458838, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAP1", "ITRAXX", 12, "HIVOL", "VOL", "HV", 1, 10,
"244299", 1, 30, 0, "LON", true, true, true, "ITXEH012", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924520", "9149789",
"ITRAXX-FINSENS12V1 - 1214", "iTraxx Europe Senior Financials series 12 Version 1",
"ITRAXX-FINSENS12V1-1214 EUR SEN MMR I03 CDS", 2455096, 2457012, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAL8", "ITRAXX", 12, "FINSEN", "SEN", "SENF", 1, 5,
"244300", 1, 25, 0, "LON", true, true, true, "ITXES512", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.10Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924521", "9149790",
"ITRAXX-FINSENS12V1 - 1219", "iTraxx Europe Senior Financials series 12 Version 1",
"ITRAXX-FINSENS12V1-1219 EUR SEN MMR I03 CDS", 2455096, 2458838, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAL8", "ITRAXX", 12, "FINSEN", "SEN", "SENF", 1, 10,
"244300", 1, 25, 0, "LON", true, true, true, "ITXES012", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924522", "9149792",
"ITRAXX-FINSUBS12V1 - 1214", "iTraxx Europe Sub Financials series 12 Version 1",
"ITRAXX-FINSUBS12V1-1214 EUR LT2 SUB MMR I03 CDS", 2455096, 2457012, 0.01, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAM4", "ITRAXX", 12, "FINSUB", "SUB", "SUBF", 1, 5,
"244301", 1, 25, 0, "LON", true, true, true, "ITXEU512", "SUB"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.10Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924523", "9149793",
"ITRAXX-FINSUBS12V1 - 1219", "iTraxx Europe Sub Financials series 12 Version 1",
"ITRAXX-FINSUBS12V1-1219 EUR LT2 SUB MMR I03 CDS", 2455096, 2458838, 0.01, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAM4", "ITRAXX", 12, "FINSUB", "SUB", "SUBF", 1, 10,
"244301", 1, 25, 0, "LON", true, true, true, "ITXEU012", "SUB"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924524", "9149748",
"CDX-NAIGS13V1 - 1211", "CDX.NA.IG.13",
"CDX_NA_IG_S13_02Y_12/11", 2455096, 2455916, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBX2", "CDX", 13, "NA IG", null, "IG", 1, 2,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924526", "9149749",
"CDX-NAIGS13V1 - 1212", "CDX.NA.IG.13",
"CDX_NA_IG_S13_03Y_12/12", 2455096, 2456282, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBX2", "CDX", 13, "NA IG", null, "IG", 1, 3,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924527", "9149750",
"CDX-NAIGS13V1 - 1213", "CDX.NA.IG.13",
"CDX_NA_IG_S13_04Y_12/13", 2455096, 2456647, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBX2", "CDX", 13, "NA IG", null, "IG", 1, 4,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924528", "9149751",
"CDX-NAIGS13V1 - 1214", "CDX.NA.IG.13",
"CDX_NA_IG_S13_05Y_12/14", 2455096, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBX2", "CDX", 13, "NA IG", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924529", "9149752",
"CDX-NAIGS13V1 EUR - 1214", "CDX.NA.IG.13",
"CDX_NA_IG_S13_05Y_12/14_EUR", 2455096, 2457012, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYBX2 EUR", "CDX", 13, "NA IG", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924530", "9149753",
"CDX-NAIGS13V1 - 1216", "CDX.NA.IG.13",
"CDX_NA_IG_S13_07Y_12/16", 2455096, 2457743, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBX2", "CDX", 13, "NA IG", null, "IG", 1, 7,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924531", "9149754",
"CDX-NAIGS13V1 - 1219", "CDX.NA.IG.13",
"CDX_NA_IG_S13_10Y_12/19", 2455096, 2458838, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBX2", "CDX", 13, "NA IG", null, "IG", 1, 10,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG CONS.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924532", "9149756",
"CDX-NAIGCONSS13V1 - 1214", "CDX.NA.IG.CONS.13",
"CDX_NA_IG_S13_CONS_12/14", 2455096, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B0AO7", "CDX", 13, "NA IG CONS", null, "IG", 1, 5,
null, 1, 39, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG ENRG.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924533", "9149757",
"CDX-NAIGENRGS13V1 - 1214", "CDX.NA.IG.ENRG.13",
"CDX_NA_IG_S13_ENRG_12/14", 2455096, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B1AO5", "CDX", 13, "NA IG ENRG", null, "IG", 1, 5,
null, 1, 17, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924534", "9149758",
"CDX-NAIGFINS13V1 - 1214", "CDX.NA.IG.FIN.13",
"CDX_NA_IG_S13_FIN_12/14", 2455096, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B2BT1", "CDX", 13, "NA IG FIN", null, "IG", 1, 5,
null, 1, 21, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.1Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924535", "9149759",
"CDX-NAIGHVOLS13V1 - 1210", "CDX.NA.IG.HVOL.13",
"CDX_NA_IG_S13_HVOL_01Y_12/10", 2455096, 2455551, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BG7", "CDX", 13, "NA IG HVOL", null, "HV", 1, 1,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.2Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924536", "9149760",
"CDX-NAIGHVOLS13V1 - 1211", "CDX.NA.IG.HVOL.13",
"CDX_NA_IG_S13_HVOL_02Y_12/11", 2455096, 2455916, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BG7", "CDX", 13, "NA IG HVOL", null, "HV", 1, 2,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.3Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924537", "9149761",
"CDX-NAIGHVOLS13V1 - 1212", "CDX.NA.IG.HVOL.13",
"CDX_NA_IG_S13_HVOL_03Y_12/12", 2455096, 2456282, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BG7", "CDX", 13, "NA IG HVOL", null, "HV", 1, 3,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.4Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924538", "9149762",
"CDX-NAIGHVOLS13V1 - 1213", "CDX.NA.IG.HVOL.13",
"CDX_NA_IG_S13_HVOL_04Y_12/13", 2455096, 2456647, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BG7", "CDX", 13, "NA IG HVOL", null, "HV", 1, 4,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924539", "9149763",
"CDX-NAIGHVOLS13V1 - 1214", "CDX.NA.IG.HVOL.13",
"CDX_NA_IG_S13_HVOL_05Y_12/14", 2455096, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BG7", "CDX", 13, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924540", "9149764",
"CDX-NAIGHVOLS13V1 - 1216", "CDX.NA.IG.HVOL.13",
"CDX_NA_IG_S13_HVOL_07Y_12/16", 2455096, 2457743, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BG7", "CDX", 13, "NA IG HVOL", null, "HV", 1, 7,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924541", "9149765",
"CDX-NAIGHVOLS13V1 - 1219", "CDX.NA.IG.HVOL.13",
"CDX_NA_IG_S13_HVOL_10Y_12/19", 2455096, 2458838, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BG7", "CDX", 13, "NA IG HVOL", null, "HV", 1, 10,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG INDU.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924542", "9149767",
"CDX-NAIGINDUS13V1 - 1214", "CDX.NA.IG.INDU.13",
"CDX_NA_IG_S13_INDU_12/14", 2455096, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B4AT8", "CDX", 13, "NA IG INDU", null, "IG", 1, 5,
null, 1, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG TMT.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924543", "9149768",
"CDX-NAIGTMTS13V1 - 1214", "CDX.NA.IG.TMT.13",
"CDX_NA_IG_S13_TMT_12/14", 2455096, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65DJAW6", "CDX", 13, "NA IG TMT", null, "IG", 1, 5,
null, 1, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EMDIV.5Y.10.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924544", "9149726",
"CDX-EMDIVS10V1 - 1214", "CDX.EM.DIVERSIFIED.10",
"CDX EM DIVER 10 5YR", 2455096, 2457012, 0.05, "USD",
"ACT/360", true, 0.25, 2, "2165EKAN9", "CDX", 10, "EMDIV", null, "EM", 1, 5,
null, 1, 40, 0, "LON", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924545", "9149769",
"CDX-NAIGHVOLS13V1 EUR - 1214", "CDX.NA.IG.HVOL.13",
"CDX_NA_IG_S13_HVOL_05Y_12/14 EUR", 2455096, 2457012, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I65B3BG7 EUR", "CDX", 13, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EM.10Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924546", "9149727",
"CDX-EMS12V1 - 1219", "CDX.EM.12",
"CDX EM 12 10YR", 2455096, 2458838, 0.05, "USD",
"ACT/360", false, 0.25, 4, "2I65BZAL6", "CDX", 12, "EM", null, "EM", 1, 10,
null, 1, 15, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EM.5Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924547", "9149728",
"CDX-EMS12V1 - 1214", "CDX.EM.12",
"CDX EM 12 5YR", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0, 4, "2I65BZAL6", "CDX", 12, "EM", null, "EM", 1, 5,
null, 1, 15, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V5 FXD 96/100.5Y.13.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924549", "9149729",
"CDX-NAHYS13V5 FXD 96/100 - 1214", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_FXD_96/100", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIY8 FXD", "CDX", 13, "NA HY V5 FXD 96/100", null, "HY", 5, 5,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924550", "9149730",
"CDX-NAHYS13V1 - 1214", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.35000000000000003, 4, "2I65BRHH6", "CDX", 13, "NA HY", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924551", "9149731",
"CDX-NAHYS13V1 - 1210", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_01YR", 2455096, 2455551, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHH6", "CDX", 13, "NA HY", null, "HY", 1, 1,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924552", "9149732",
"CDX-NAHYS13V1 - 1211", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_02YR", 2455096, 2455916, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHH6", "CDX", 13, "NA HY", null, "HY", 1, 2,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924553", "9149733",
"CDX-NAHYS13V1 - 1212", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_03YR", 2455096, 2456282, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHH6", "CDX", 13, "NA HY", null, "HY", 1, 3,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V5 FXD 96/100.3Y.13.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924554", "9149734",
"CDX-NAHYS13V2 FXD 99/100 - 1212", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_FXD_03YR_99/100", 2455096, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRIY8 FXD", "CDX", 13, "NA HY V5 FXD 96/100", null, "HY", 5, 3,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924555", "9149735",
"CDX-NAHYS13V1 - 1213", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_04YR", 2455096, 2456647, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHH6", "CDX", 13, "NA HY", null, "HY", 1, 4,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924560", "9149736",
"CDX-NAHYS13V1 - 1215", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_06YR", 2455096, 2457377, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHH6", "CDX", 13, "NA HY", null, "HY", 1, 6,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924561", "9149737",
"CDX-NAHYS13V1 - 1216", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_07YR", 2455096, 2457743, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHH6", "CDX", 13, "NA HY", null, "HY", 1, 7,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924562", "9149738",
"CDX-NAHYS13V1 - 1219", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_10YR", 2455096, 2458838, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHH6", "CDX", 13, "NA HY", null, "HY", 1, 10,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BV2 FXD 28/29.5Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924564", "9149741",
"CDX-NAHYBS13V1 FXD - 1214", "CDX.NA.HY.B.13",
"CDX_NA_HY_S13_B___FXD", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BSBU1 FXD", "CDX", 13, "NA HY BV2 FXD 28/29", null, "HY", 2, 5,
null, 0.96552, 29, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924565", "9149742",
"CDX-NAHYBS13V1 - 1214", "CDX.NA.HY.B.13",
"CDX_NA_HY_S13_B___SWP", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSEK0", "CDX", 13, "NA HY B", null, "HY", 1, 5,
null, 1, 29, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BBV1 FXD.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924566", "9149743",
"CDX-NAHYBBS13V1 FXD - 1214", "CDX.NA.HY.BB.13",
"CDX_NA_HY_S13_BB__FXD", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BVBU4 FXD", "CDX", 13, "NA HY BBV1 FXD", null, "HY", 1, 5,
null, 1, 32, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924567", "9149744",
"CDX-NAHYBBS13V1 - 1214", "CDX.NA.HY.BB.13",
"CDX_NA_HY_S13_BB__SWP", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBU4", "CDX", 13, "NA HY BB", null, "HY", 1, 5,
null, 1, 32, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HBV3 FXD 28/30.5Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924568", "9149745",
"CDX-NAHYHBS13V2 FXD 29/30 - 1214", "CDX.NA.HY.HB.13",
"CDX_NA_HY_S13_HB__FXD_29/30", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWFE4 FXD", "CDX", 13, "NA HY HBV3 FXD 28/30", null, "HY", 3, 5,
null, 0.9333199999999999, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924569", "9149746",
"CDX-NAHYHBS13V1 - 1214", "CDX.NA.HY.HB.13",
"CDX_NA_HY_S13_HB__SWP", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWER6", "CDX", 13, "NA HY HB", null, "HY", 1, 5,
null, 1, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924570", "9149747",
"CDX-NAIGS13V1 - 1210", "CDX.NA.IG.13",
"CDX_NA_IG_S13_01Y_12/10", 2455096, 2455551, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBX2", "CDX", 13, "NA IG", null, "IG", 1, 1,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.10Y.12.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924571", "9149668",
"ITRAXX-AUSTRALIAS12V1 - 1219", "iTraxx Australia Series Number 12 Version 1",
"ITRAXX AUSTRALIA SERIES NUMBER 12 VERSION 1 USD SEN MR I03 CDS 10Y", 2455096, 2458838, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I668IAL6", "ITRAXX", 12, "AUSTRALIA", null, "AUHG", 1, 10,
null, 1, 25, 0, "HKG", false, false, true, null, "Itraxx Australia"));
UpdateCDXRefDataMap ("LevXSenS1V13.LevXSen.5Y.1.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924580", "9151086",
"LevXSenS1V13 - 1211", "ITRAXX LEVX SENIOR SERIES 1 VERSION 13",
"ITRAXX LEVX SENIOR SERIES 1 VERSION 13 EUR 1ST SEC MMR I03 CDS", 2453999, 2455916, 0.017, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBK8", "LevXSenS1V13", 1, "LevXSen", null, "IG", 13, 5,
null, 0.65711, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LevXSubS1V18.LevXSub.5Y.1.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924582", "9151088",
"LevXSubS1V18 - 1211", "ITRAXX LEVX SUBORDINATE SERIES 1 VERSION 18",
"ITRAXX LEVX SUBORDINATE SERIES 1 VERSION 18 EUR 2ND SEC MMR I03 CDS", 2454180, 2455916, 0.045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKBP4", "LevXSubS1V18", 1, "LevXSub", null, "IG", 18, 5,
null, 0.5143, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevXSub.5Y.2.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924583", "9151090",
"ITRAXX-LevXSubS2V6 - 0613", "ITRAXX LEVX SUBORDINATE SERIES 2 VERSION 6",
"ITRAXX LEVX SUBORDINATE SERIES 2 VERSION 6 EUR 2ND SEC RES I03 CDS", 2454543, 2456464, 0.0825, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKBT6", "ITRAXX", 2, "LevXSub", null, "IG", 6, 5,
null, 0.8890000000000001, 45, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924584", "9151089",
"ITRAXX-LevXS2V8 - 0613", "ITRAXX LEVX SENIOR SERIES 2 VERSION 8",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 8 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBN2", "ITRAXX", 2, "LevX", null, "IG", 8, 5,
null, 0.9066, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924585", "9151091",
"ITRAXX-LevXS3V6 - 1213", "ITRAXX LEVX SENIOR SERIES 3 VERSION 6",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 6 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBM4", "ITRAXX", 3, "LevX", null, "IG", 6, 5,
null, 0.9334, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevXSub.5Y.3.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924586", "9151092",
"ITRAXX-LevXSubS3V6 - 1213", "ITRAXX LEVX SUBORDINATE SERIES 3 VERSION 6",
"ITRAXX LEVX SUBORDINATE SERIES 3 VERSION 6 EUR 2ND SEC RES I03 CDS", 2454739, 2456647, 0.12000000000000001, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKBU3", "ITRAXX", 3, "LevXSub", null, "IG", 6, 5,
null, 0.8890000000000001, 45, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924587", "9152506",
"ITRAXX-LevXS5V1 - 1214", "Itraxx Levx Senior Series 5 Version 1",
"ITRAXX LEVX SENIOR SERIES 5 VERSION 1 EUR 1ST SEC RES I03 CDS", 2455096, 2457012, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDA8", "ITRAXX", 5, "LevX", null, "IG", 1, 5,
null, 1, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.SOVXWE.10Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924593", "9167157",
"ITRAXX-SOVXWES1V1 - 1219", "Itraxx SovX Western Europe Series 1 Version 1",
"ITRAXX-SOVX WEST EUR S1V1-1219 USD SEN RES I03 CDS", 2455103, 2458838, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAA9", "ITRAXX", 1, "SOVXWE", "SOV", "SOWE", 1, 10,
null, 1, 15, 0, "LON", false, false, true, null, "SOV"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.5Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924606", "9175035",
"Itraxx-SovX West Eur S2V1 - 1214", "Itraxx SovX Western Europe Series 2 Version 1",
"ITRAXX-SOVX WEST EUR S2V1-1214 USD SEN RES I03 CDS", 2455103, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAB7", "Itraxx", 2, "SovX West Eur", "SOV", "SOWE", 1, 5,
"244322", 1, 15, 0, "LON", true, true, true, null, "SOV"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.10Y.2.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924607", "9175036",
"Itraxx-SovX West Eur S2V1 - 1219", "Itraxx SovX Western Europe Series 2 Version 1",
"ITRAXX-SOVX WEST EUR S2V1-1219 USD SEN RES I03 CDS", 2455103, 2458838, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAB7", "Itraxx", 2, "SovX West Eur", "SOV", "SOWE", 1, 10,
"244322", 1, 15, 0, "LON", true, true, true, null, "SOV"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924609", "9175199",
"LCDXNAS13V1 - 1210", "LCDX.NA.13",
"CDX_NA_LN_S13_100_01YR", 2455110, 2455551, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCQ8", "LCDX", 13, "LCDXNA", null, "IG", 1, 1,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924610", "9174946",
"LCDXNAS13V1 - 1212", "LCDX.NA.13",
"CDX_NA_LN_S13_100_03YR", 2455110, 2456282, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GCQ8", "LCDX", 13, "LCDXNA", null, "IG", 1, 3,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS13V1 FXD.LCDXNAV1 FXD.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924611", "9174965",
"LCDXNAS13V1 FXD - 1214", "LCDX.NA.13",
"CDX_NA_LN_S13_100_FXD", 2455110, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCQ8 FXD", "LCDXNAS13V1 FXD", 13, "LCDXNAV1 FXD", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924612", "9174967",
"LCDXNAS13V1 - 1211", "LCDX.NA.13",
"CDX_NA_LN_S13_100_02YR", 2455110, 2455916, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCQ8", "LCDX", 13, "LCDXNA", null, "IG", 1, 2,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924613", "9174677",
"LCDXNAS13V1 - 1214", "LCDX.NA.13",
"CDX_NA_LN_S13_100", 2455110, 2457012, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GCQ8", "LCDX", 13, "LCDXNA", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924614", "9174973",
"LCDXNAS13V1 - 1216", "LCDX.NA.13",
"CDX_NA_LN_S13_100_07YR", 2455110, 2457743, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCQ8", "LCDX", 13, "LCDXNA", null, "IG", 1, 7,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924615", "9174975",
"LCDXNAS13V1 - 1219", "LCDX.NA.13",
"CDX_NA_LN_S13_100_10YR", 2455110, 2458838, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCQ8", "LCDX", 13, "LCDXNA", null, "IG", 1, 10,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924616", "9174976",
"LCDXNAS13V1 - 1213", "LCDX.NA.13",
"CDX_NA_LN_S13_100_04YR", 2455110, 2456647, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCQ8", "LCDX", 13, "LCDXNA", null, "IG", 1, 4,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924617", "9174979",
"LCDXNAS13V1 - 1215", "LCDX.NA.13",
"CDX_NA_LN_S13_100_06YR", 2455110, 2457377, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCQ8", "LCDX", 13, "LCDXNA", null, "IG", 1, 6,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924648", "9353856",
"LCDXNAS8V24 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_78/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.55, 4, "5F199GCR6", "LCDX", 8, "LCDXNA", null, "IG", 24, 5,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924649", "9353857",
"LCDXNAS9V19 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_83/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.55, 4, "5F199GCS4", "LCDX", 9, "LCDXNA", null, "IG", 19, 5,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924650", "9353760",
"LCDXNAS10V20 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_82/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.55, 4, "5F199GCT2", "LCDX", 10, "LCDXNA", null, "IG", 20, 5,
null, 0.8200000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924651", "9353886",
"LCDXNAS8V24 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_78/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCR6", "LCDX", 8, "LCDXNA", null, "IG", 24, 10,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V24 FXD.LCDXNAV24 FXD.5Y.8.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924652", "9353889",
"LCDXNAS8V24 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_78/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCR6 FXD", "LCDXNAS8V24 FXD", 8, "LCDXNAV24 FXD", null, "IG", 24, 5,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924653", "9353891",
"LCDXNAS8V24 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_78/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCR6", "LCDX", 8, "LCDXNA", null, "IG", 24, 6,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924654", "9353894",
"LCDXNAS8V24 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_78/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCR6", "LCDX", 8, "LCDXNA", null, "IG", 24, 7,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924655", "9353897",
"LCDXNAS8V24 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_78/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCR6", "LCDX", 8, "LCDXNA", null, "IG", 24, 4,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924656", "9353901",
"LCDXNAS8V24 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_78/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCR6", "LCDX", 8, "LCDXNA", null, "IG", 24, 3,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924658", "9353866",
"LCDXNAS10V20 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_82/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.55, 4, "5F199GCT2", "LCDX", 10, "LCDXNA", null, "IG", 20, 3,
null, 0.8200000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V20 FXD.LCDXNAV20 FXD.5Y.10.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924659", "9354383",
"LCDXNAS10V20 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_82/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCT2 FXD", "LCDXNAS10V20 FXD", 10, "LCDXNAV20 FXD", null, "IG", 20, 5,
null, 0.8200000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924660", "9354387",
"LCDXNAS10V20 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_82/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCT2", "LCDX", 10, "LCDXNA", null, "IG", 20, 6,
null, 0.8200000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924661", "9354390",
"LCDXNAS10V20 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_82/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCT2", "LCDX", 10, "LCDXNA", null, "IG", 20, 2,
null, 0.8200000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924662", "9354071",
"LCDXNAS10V20 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_82/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCT2", "LCDX", 10, "LCDXNA", null, "IG", 20, 7,
null, 0.8200000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924663", "9354072",
"LCDXNAS10V20 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_82/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCT2", "LCDX", 10, "LCDXNA", null, "IG", 20, 10,
null, 0.8200000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924664", "9354074",
"LCDXNAS10V20 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_82/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCT2", "LCDX", 10, "LCDXNA", null, "IG", 20, 4,
null, 0.8200000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.12.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924665", "9353765",
"LCDXNAS12V9 - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_92/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GCU9", "LCDX", 12, "LCDXNA", null, "IG", 9, 5,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.12.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924666", "9353766",
"LCDXNAS12V9 - 0612", "LCDX.NA.12",
"CDX_NA_LN_S12_100_03YR_92/100", 2454938, 2456099, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GCU9", "LCDX", 12, "LCDXNA", null, "IG", 9, 3,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.12.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924669", "9354309",
"LCDXNAS12V9 - 0610", "LCDX.NA.12",
"CDX_NA_LN_S12_100_01YR_92/100", 2454938, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCU9", "LCDX", 12, "LCDXNA", null, "IG", 9, 1,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS12V9 FXD.LCDXNAV9 FXD.5Y.12.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924670", "9354310",
"LCDXNAS12V9 FXD - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_FXD_92/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCU9 FXD", "LCDXNAS12V9 FXD", 12, "LCDXNAV9 FXD", null, "IG", 9, 5,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.12.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924671", "9354313",
"LCDXNAS12V9 - 0611", "LCDX.NA.12",
"CDX_NA_LN_S12_100_02YR_92/100", 2454938, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCU9", "LCDX", 12, "LCDXNA", null, "IG", 9, 2,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.12.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924672", "9354314",
"LCDXNAS12V9 - 0616", "LCDX.NA.12",
"CDX_NA_LN_S12_100_07YR_92/100", 2454938, 2457560, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCU9", "LCDX", 12, "LCDXNA", null, "IG", 9, 7,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.12.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924673", "9354308",
"LCDXNAS12V9 - 0619", "LCDX.NA.12",
"CDX_NA_LN_S12_100_10YR_92/100", 2454938, 2458655, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCU9", "LCDX", 12, "LCDXNA", null, "IG", 9, 10,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.12.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924674", "9354311",
"LCDXNAS12V9 - 0613", "LCDX.NA.12",
"CDX_NA_LN_S12_100_04YR_92/100", 2454938, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCU9", "LCDX", 12, "LCDXNA", null, "IG", 9, 4,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.12.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924675", "9354312",
"LCDXNAS12V9 - 0615", "LCDX.NA.12",
"CDX_NA_LN_S12_100_06YR_92/100", 2454938, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCU9", "LCDX", 12, "LCDXNA", null, "IG", 9, 6,
null, 0.92, 100, 0, "NYC", false, false, true, null, "LCDX"));
return true;
}
private static final boolean InitCDXRefDataSet31()
{
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924679", "9353862",
"LCDXNAS9V19 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR_83/100", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCS4", "LCDX", 9, "LCDXNA", null, "IG", 19, 2,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V19 FXD.LCDXNAV19 FXD.5Y.9.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924680", "9353863",
"LCDXNAS9V19 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_83/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCS4 FXD", "LCDXNAS9V19 FXD", 9, "LCDXNAV19 FXD", null, "IG", 19, 5,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924681", "9353905",
"LCDXNAS9V19 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_83/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCS4", "LCDX", 9, "LCDXNA", null, "IG", 19, 7,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924682", "9354069",
"LCDXNAS9V19 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_83/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCS4", "LCDX", 9, "LCDXNA", null, "IG", 19, 3,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924683", "9354315",
"LCDXNAS9V19 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_83/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCS4", "LCDX", 9, "LCDXNA", null, "IG", 19, 10,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924684", "9354381",
"LCDXNAS9V19 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_83/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCS4", "LCDX", 9, "LCDXNA", null, "IG", 19, 4,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924685", "9353773",
"LCDXNAS9V19 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_83/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCS4", "LCDX", 9, "LCDXNA", null, "IG", 19, 6,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.7.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924696", "9365789",
"CDX-NAIGFINS7V4 - 1211", "Dow Jones CDX.NA.IG.FIN.7",
"DJCDX_NA_IG_S7_FIN_12/11_21/25", 2454000, 2455916, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2CA1", "CDX", 7, "NA IG FIN", null, "IG", 4, 5,
null, 0.84, 25, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924697", "9365791",
"CDX-NAIGS8V4 - 0617", "CDX.NA.IG.8",
"CDX_NA_IG_S8_10Y_06/17_121/125", 2454181, 2457925, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCF0", "CDX", 8, "NA IG", null, "IG", 4, 10,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924698", "9365792",
"CDX-NAIGS8V4 - 0614", "CDX.NA.IG.8",
"CDX_NA_IG_S8_07Y_06/14_121/125", 2454181, 2456829, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCF0", "CDX", 8, "NA IG", null, "IG", 4, 7,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924703", "9365793",
"CDX-NAIGS8V4 EUR - 0612", "CDX.NA.IG.8",
"CDX_NA_IG_S8_05Y_06/12_EUR_121/125", 2454181, 2456099, 0.0035, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYCF0 EUR", "CDX", 8, "NA IG", null, "IG", 4, 5,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924704", "9365794",
"CDX-NAIGS8V4 - 0612", "CDX.NA.IG.8",
"CDX_NA_IG_S8_05Y_06/12_121/125", 2454181, 2456099, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCF0", "CDX", 8, "NA IG", null, "IG", 4, 5,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.1.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924705", "9365747",
"CDX-NAIGS1V8 - 0314", "Dow Jones CDX.NA.IG.1",
"DJCDX_NA_IG_S1_10Y_3/14_118/125", 2452934, 2456737, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBY0", "CDX", 1, "NA IG", null, "IG", 8, 10,
null, 0.948, 124, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924706", "9365795",
"CDX-NAIGS8V4 - 0611", "CDX.NA.IG.8",
"CDX_NA_IG_S8_04Y_06/11_121/125", 2454181, 2455733, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCF0", "CDX", 8, "NA IG", null, "IG", 4, 4,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924708", "9365796",
"CDX-NAIGS8V4 - 0610", "CDX.NA.IG.8",
"CDX_NA_IG_S8_03Y_06/10_121/125", 2454181, 2455368, 0.002, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCF0", "CDX", 8, "NA IG", null, "IG", 4, 3,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.5.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924709", "9365769",
"CDX-NAIGS5V5 - 1212", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_07Y_12/12_122/127", 2453635, 2456282, 0.0055000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCC7", "CDX", 5, "NA IG", null, "IG", 5, 7,
null, 0.9640000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.2.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924710", "9365750",
"CDX-NAIGS2V7 - 0914", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_10Y_9/14_120/126", 2453088, 2456921, 0.008, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBZ7", "CDX", 2, "NA IG", null, "IG", 7, 10,
null, 0.956, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924711", "9365798",
"CDX-NAIGFINS8V4 - 0612", "CDX.NA.IG.FIN.8",
"CDX_NA_IG_S8_FIN_06/12_21/25", 2454181, 2456099, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2CB9", "CDX", 8, "NA IG FIN", null, "IG", 4, 5,
null, 0.84, 25, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.2.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924712", "9365751",
"CDX-NAIGS2V7 - 0911", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_07Y_9/11_120/126", 2453088, 2455825, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYBZ7", "CDX", 2, "NA IG", null, "IG", 7, 7,
null, 0.956, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.5.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924713", "9365770",
"CDX-NAIGS5V5 - 1210", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_05Y_12/10_122/127", 2453635, 2455551, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCC7", "CDX", 5, "NA IG", null, "IG", 5, 5,
null, 0.9640000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924714", "9365799",
"CDX-NAIGS9V4 - 1210", "CDX.NA.IG.9",
"CDX_NA_IG_S9_03Y_12/10_121/125", 2454365, 2455551, 0.0045000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCG8", "CDX", 9, "NA IG", null, "IG", 4, 3,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("TRACX.NA.10Y.2.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924715", "9365755",
"TRACXNA-S2V5 - 0314", "Dow Jones TRAC-X NA SERIES 2 March 2014",
"TRACX_NA_IG_S2_10Y_3/14_SWP_96/100", 2452916, 2456737, 0.01, "USD",
"ACT/360", false, 0.4, 4, "TRACXNA-S2V5", "TRACX", 2, "NA", null, "IG", 5, 10,
null, 0.965, 99, 0, "NYC", false, false, true, null, "Trac-X"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924716", "9365800",
"CDX-NAIGS9V4 - 1209", "CDX.NA.IG.9",
"CDX_NA_IG_S9_02Y_12/09_121/125", 2454365, 2455186, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCG8", "CDX", 9, "NA IG", null, "IG", 4, 2,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V6 EUR.5Y.3.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924717", "9365756",
"CDX-NAIGS3V6 EUR - 0310", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_05Y_3/10_120/126_EUR", 2453270, 2455276, 0.005, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYCA1 EUR", "CDX", 3, "NA IG V6 EUR", null, "IG", 6, 5,
null, 0.956, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.3.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924718", "9365757",
"CDX-NAIGS3V6 - 0310", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_05Y_3/10_120/126", 2453270, 2455278, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCA1", "CDX", 3, "NA IG", null, "IG", 6, 5,
null, 0.956, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924719", "9365801",
"CDX-NAIGS9V4 - 1214", "CDX.NA.IG.9",
"CDX_NA_IG_S9_07Y_12/14_121/125", 2454365, 2457012, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCG8", "CDX", 9, "NA IG", null, "IG", 4, 7,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924720", "9365802",
"CDX-NAIGS9V4 - 1217", "CDX.NA.IG.9",
"CDX_NA_IG_S9_10Y_12/17_121/125", 2454365, 2458108, 0.008, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCG8", "CDX", 9, "NA IG", null, "IG", 4, 10,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.3.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924721", "9365758",
"CDX-NAIGS3V6 - 0312", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_07Y_3/12_120/126", 2453270, 2456007, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCA1", "CDX", 3, "NA IG", null, "IG", 6, 7,
null, 0.956, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.5.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924722", "9365771",
"CDX-NAIGS5V5 - 1209", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_04Y_12/09_122/127", 2453635, 2455186, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCC7", "CDX", 5, "NA IG", null, "IG", 5, 4,
null, 0.9640000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924723", "9365803",
"CDX-NAIGS9V4 EUR - 1212", "CDX.NA.IG.9",
"CDX_NA_IG_S9_05Y_12/12_EUR_121/125", 2454365, 2456282, 0.006, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYCG8 EUR", "CDX", 9, "NA IG", null, "IG", 4, 5,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.3.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924724", "9365759",
"CDX-NAIGS3V6 - 0315", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_10Y_3/15_120/126", 2453270, 2457102, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCA1", "CDX", 3, "NA IG", null, "IG", 6, 10,
null, 0.956, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924725", "9365670",
"CDX-NAIGFINS9V4 - 1212", "CDX.NA.IG.FIN.9",
"CDX_NA_IG_S9_FIN_12/12_21/25", 2454365, 2456282, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2CC7", "CDX", 9, "NA IG FIN", null, "IG", 4, 5,
null, 0.84, 25, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924726", "9365804",
"CDX-NAIGS9V4 - 1212", "CDX.NA.IG.9",
"CDX_NA_IG_S9_05Y_12/12_121/125", 2454365, 2456282, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCG8", "CDX", 9, "NA IG", null, "IG", 4, 5,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924727", "9365761",
"CDX-NAIGFINS3V4 - 0310", "Dow Jones CDX.NA.IG.FIN.3",
"DOW_JONES_CDX_NA_IG_FIN_S3_05Y_19/23", 2453270, 2455276, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65B2BW4", "CDX", 3, "NA IG FIN", null, "IG", 4, 5,
null, 0.83333, 23, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924728", "9365805",
"CDX-NAIGS9V4 - 1211", "CDX.NA.IG.9",
"CDX_NA_IG_S9_04Y_12/11_121/125", 2454365, 2455916, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCG8", "CDX", 9, "NA IG", null, "IG", 4, 4,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.4.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924729", "9365762",
"CDX-NAIGS4V6 - 0610", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_05Y_6/10_120/126", 2453451, 2455368, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCB9", "CDX", 4, "NA IG", null, "IG", 6, 5,
null, 0.956, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.2Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924730", "9365671",
"CDX-NAIGHVOLS9V3 - 1209", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_02Y_12/09_28/30", 2454365, 2455186, 0.0115, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BH5", "CDX", 9, "NA IG HVOL", null, "HV", 3, 2,
null, 0.93333, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG V6 EUR.5Y.4.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924731", "9365763",
"CDX-NAIGS4V6 EUR - 0610", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_05Y_6/10_EUR_120/126", 2453451, 2455368, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYCB9 EUR", "CDX", 4, "NA IG V6 EUR", null, "IG", 6, 5,
null, 0.956, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924732", "9365773",
"CDX-NAIGFINS5V4 - 1210", "Dow Jones CDX.NA.IG.FIN.5",
"DJCDX_NA_IG_S5_FIN_12/10_20/24", 2453635, 2455551, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65B2BY0", "CDX", 5, "NA IG FIN", null, "IG", 4, 5,
null, 0.83333, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.4.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924734", "9365764",
"CDX-NAIGS4V6 - 0615", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_10Y_6/15_120/126", 2453451, 2457194, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCB9", "CDX", 4, "NA IG", null, "IG", 6, 10,
null, 0.956, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.3Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924735", "9365672",
"CDX-NAIGHVOLS9V3 - 1210", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_03Y_12/10_28/30", 2454365, 2455551, 0.0125, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BH5", "CDX", 9, "NA IG HVOL", null, "HV", 3, 3,
null, 0.93333, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.4.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924739", "9365765",
"CDX-NAIGS4V6 - 0612", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_07Y_6/12_120/126", 2453451, 2456099, 0.0055000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCB9", "CDX", 4, "NA IG", null, "IG", 6, 7,
null, 0.956, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.4Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924740", "9365673",
"CDX-NAIGHVOLS9V3 - 1211", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_04Y_12/11_28/30", 2454365, 2455916, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BH5", "CDX", 9, "NA IG HVOL", null, "HV", 3, 4,
null, 0.93333, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.4.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924741", "9365767",
"CDX-NAIGFINS4V4 - 0610", "Dow Jones CDX.NA.IG.FIN.4",
"DJCDX_NA_IG_S4_FIN_05Y_6/10_19/23", 2453451, 2455368, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65B2BX2", "CDX", 4, "NA IG FIN", null, "IG", 4, 5,
null, 0.83333, 23, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.5.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924742", "9365768",
"CDX-NAIGS5V5 - 1215", "Dow Jones CDX.NA.IG.5",
"DJCDX_NA_IG_S5_10Y_12/15_122/127", 2453635, 2457377, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCC7", "CDX", 5, "NA IG", null, "IG", 5, 10,
null, 0.9640000000000001, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924745", "9365674",
"CDX-NAIGHVOLS9V3 - 1212", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_05Y_12/12_28/30", 2454365, 2456282, 0.014, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BH5", "CDX", 9, "NA IG HVOL", null, "HV", 3, 5,
null, 0.93333, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924747", "9365675",
"CDX-NAIGHVOLS9V3 - 1214", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_07Y_12/14_28/30", 2454365, 2457012, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BH5", "CDX", 9, "NA IG HVOL", null, "HV", 3, 7,
null, 0.93333, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.6.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924748", "9365776",
"CDX-NAIGS6V6 - 0616", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_10Y_6/16_121/127", 2453816, 2457560, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCD5", "CDX", 6, "NA IG", null, "IG", 6, 10,
null, 0.956, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.6.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924749", "9365777",
"CDX-NAIGS6V6 - 0613", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_07Y_6/13_121/127", 2453816, 2456464, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCD5", "CDX", 6, "NA IG", null, "IG", 6, 7,
null, 0.956, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.7.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924750", "9365782",
"CDX-NAIGS7V5 - 1211", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_05Y_12/11_121/126", 2454000, 2455917, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCE3", "CDX", 7, "NA IG", null, "IG", 5, 5,
null, 0.9640000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924751", "9365680",
"CDX-NAIGS10V4 - 0610", "CDX.NA.IG.10",
"CDX_NA_IG_S10_02Y_06/10_121/125", 2454547, 2455368, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCH6", "CDX", 10, "NA IG", null, "IG", 4, 2,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.6.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924752", "9365778",
"CDX-NAIGS6V6 - 0611", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_05Y_6/11_121/127", 2453816, 2455733, 0.004, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCD5", "CDX", 6, "NA IG", null, "IG", 6, 5,
null, 0.956, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924753", "9365734",
"CDX-NAIGHVOLS12V2 - 0619", "CDX.NA.IG.HVOL.12",
"CDX_NA_IG_S12_HVOL_10Y_06/19_29/30", 2454911, 2458655, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BK8", "CDX", 12, "NA IG HVOL", null, "HV", 2, 10,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924754", "9365737",
"CDX-NAHYS13V2 - 1214", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_99/100", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHI4", "CDX", 13, "NA HY", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924756", "9365738",
"CDX-NAHYS13V2 - 1212", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_03YR_99/100", 2455096, 2456282, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHI4", "CDX", 13, "NA HY", null, "HY", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924757", "9365681",
"CDX-NAIGS10V4 - 0611", "CDX.NA.IG.10",
"CDX_NA_IG_S10_03Y_06/11_121/125", 2454547, 2455733, 0.0155, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCH6", "CDX", 10, "NA IG", null, "IG", 4, 3,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924758", "9365739",
"CDX-NAHYS13V2 - 1216", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_07YR_99/100", 2455096, 2457743, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHI4", "CDX", 13, "NA HY", null, "HY", 2, 7,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924759", "9365740",
"CDX-NAHYS13V2 - 1219", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_10YR_99/100", 2455096, 2458838, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHI4", "CDX", 13, "NA HY", null, "HY", 2, 10,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.3Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924760", "9365713",
"CDX-NAIGHVOLS11V2 - 1211", "CDX.NA.IG.HVOL.11",
"CDX_NA_IG_S11_HVOL_03Y_12/11_29/30", 2454731, 2455916, 0.04, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BJ1", "CDX", 11, "NA IG HVOL", null, "HV", 2, 3,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924761", "9365683",
"CDX-NAIGS10V4 - 0613", "CDX.NA.IG.10",
"CDX_NA_IG_S10_05Y_06/13_121/125", 2454547, 2456464, 0.0155, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCH6", "CDX", 10, "NA IG", null, "IG", 4, 5,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924762", "9365685",
"CDX-NAIGS10V4 - 0615", "CDX.NA.IG.10",
"CDX_NA_IG_S10_07Y_06/15_121/125", 2454547, 2457194, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCH6", "CDX", 10, "NA IG", null, "IG", 4, 7,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924763", "9365687",
"CDX-NAIGS10V4 - 0618", "CDX.NA.IG.10",
"CDX_NA_IG_S10_10Y_06/18_121/125", 2454547, 2458290, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCH6", "CDX", 10, "NA IG", null, "IG", 4, 10,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924764", "9365715",
"CDX-NAIGHVOLS11V2 - 1213", "CDX.NA.IG.HVOL.11",
"CDX_NA_IG_S11_HVOL_05Y_12/13_29/30", 2454731, 2456647, 0.0385, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BJ1", "CDX", 11, "NA IG HVOL", null, "HV", 2, 5,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924765", "9365676",
"CDX-NAIGHVOLS9V3 - 1217", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_10Y_12/17_28/30", 2454365, 2458108, 0.016, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BH5", "CDX", 9, "NA IG HVOL", null, "HV", 3, 10,
null, 0.93333, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924766", "9365677",
"CDX-NAIGHVOLS9V3 EUR - 1212", "CDX.NA.IG.HVOL.9",
"CDX_NA_IG_S9_HVOL_05Y_12/12 EUR_28/30", 2454365, 2456282, 0.014, "EUR",
"ACT/360", false, 0.4, 4, "2I65B3BH5 EUR", "CDX", 9, "NA IG HVOL", null, "HV", 3, 5,
null, 0.93333, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.7.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924767", "9365783",
"CDX-NAIGS7V5 - 1209", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_03Y_12/09_121/126", 2454000, 2455186, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCE3", "CDX", 7, "NA IG", null, "IG", 5, 3,
null, 0.9640000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924768", "9365698",
"CDX-NAIGS11V2 - 1209", "CDX.NA.IG.11",
"CDX_NA_IG_S11_01Y_12/09_124/125", 2454731, 2455186, 0.014, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCI4", "CDX", 11, "NA IG", null, "IG", 2, 1,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.7.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924769", "9365784",
"CDX-NAIGS7V5 - 1213", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_07Y_12/13_121/126", 2454000, 2456647, 0.005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCE3", "CDX", 7, "NA IG", null, "IG", 5, 7,
null, 0.9640000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924770", "9365699",
"CDX-NAIGS11V2 - 1215", "CDX.NA.IG.11",
"CDX_NA_IG_S11_07Y_12/15_124/125", 2454731, 2457377, 0.0145, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCI4", "CDX", 11, "NA IG", null, "IG", 2, 7,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.7.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924771", "9365785",
"CDX-NAIGS7V5 - 1216", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_10Y_12/16_121/126", 2454000, 2457743, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCE3", "CDX", 7, "NA IG", null, "IG", 5, 10,
null, 0.9640000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924772", "9365682",
"CDX-NAIGS10V4 - 0612", "CDX.NA.IG.10",
"CDX_NA_IG_S10_04Y_06/12_121/125", 2454547, 2456099, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCH6", "CDX", 10, "NA IG", null, "IG", 4, 4,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924773", "9365700",
"CDX-NAIGS11V2 - 1210", "CDX.NA.IG.11",
"CDX_NA_IG_S11_02Y_12/10_124/125", 2454731, 2455551, 0.0145, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCI4", "CDX", 11, "NA IG", null, "IG", 2, 2,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924774", "9365684",
"CDX-NAIGS10V4 EUR - 0613", "CDX.NA.IG.10",
"CDX_NA_IG_S10_05Y_06/13_EUR_121/125", 2454547, 2456464, 0.0155, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYCH6 EUR", "CDX", 10, "NA IG", null, "IG", 4, 5,
null, 0.968, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924775", "9365689",
"CDX-NAIGFINS10V4 - 0613", "CDX.NA.IG.FIN.10",
"CDX_NA_IG_S10_FIN_06/13_20/24", 2454547, 2456464, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2CD5", "CDX", 10, "NA IG FIN", null, "IG", 4, 5,
null, 0.83333, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924776", "9365701",
"CDX-NAIGS11V2 - 1211", "CDX.NA.IG.11",
"CDX_NA_IG_S11_03Y_12/11_124/125", 2454731, 2455916, 0.0145, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCI4", "CDX", 11, "NA IG", null, "IG", 2, 3,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924778", "9365694",
"CDX-NAIGHVOLS10V3 - 0615", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_07Y_06/15_28/30", 2454547, 2457194, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BI3", "CDX", 10, "NA IG HVOL", null, "HV", 3, 7,
null, 0.93333, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924779", "9365695",
"CDX-NAIGHVOLS10V3 - 0618", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_10Y_06/18_28/30", 2454547, 2458290, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BI3", "CDX", 10, "NA IG HVOL", null, "HV", 3, 10,
null, 0.93333, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924781", "9365703",
"CDX-NAIGS11V2 - 1213", "CDX.NA.IG.11",
"CDX_NA_IG_S11_05Y_12/13_124/125", 2454731, 2456647, 0.015000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCI4", "CDX", 11, "NA IG", null, "IG", 2, 5,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.1Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924783", "9365711",
"CDX-NAIGHVOLS11V2 - 1209", "CDX.NA.IG.HVOL.11",
"CDX_NA_IG_S11_HVOL_01Y_12/09_29/30", 2454731, 2455186, 0.04, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BJ1", "CDX", 11, "NA IG HVOL", null, "HV", 2, 1,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.2Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924786", "9365712",
"CDX-NAIGHVOLS11V2 - 1210", "CDX.NA.IG.HVOL.11",
"CDX_NA_IG_S11_HVOL_02Y_12/10_29/30", 2454731, 2455551, 0.04, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BJ1", "CDX", 11, "NA IG HVOL", null, "HV", 2, 2,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924787", "9365705",
"CDX-NAIGS11V2 - 1218", "CDX.NA.IG.11",
"CDX_NA_IG_S11_10Y_12/18_124/125", 2454731, 2458473, 0.014, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCI4", "CDX", 11, "NA IG", null, "IG", 2, 10,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.4Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924788", "9365714",
"CDX-NAIGHVOLS11V2 - 1212", "CDX.NA.IG.HVOL.11",
"CDX_NA_IG_S11_HVOL_04Y_12/12_29/30", 2454731, 2456282, 0.04, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BJ1", "CDX", 11, "NA IG HVOL", null, "HV", 2, 4,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924790", "9365709",
"CDX-NAIGHVOLS11V2 - 1218", "CDX.NA.IG.HVOL.11",
"CDX_NA_IG_S11_HVOL_10Y_12/18_29/30", 2454731, 2458473, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BJ1", "CDX", 11, "NA IG HVOL", null, "HV", 2, 10,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924792", "9365716",
"CDX-NAIGHVOLS11V2 - 1215", "CDX.NA.IG.HVOL.11",
"CDX_NA_IG_S11_HVOL_07Y_12/15_29/30", 2454731, 2457377, 0.036000000000000004, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BJ1", "CDX", 11, "NA IG HVOL", null, "HV", 2, 7,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924793", "9365721",
"CDX-NAIGS12V2 - 0613", "CDX.NA.IG.12",
"CDX_NA_IG_S12_04Y_06/13_124/125", 2454911, 2456464, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCJ2", "CDX", 12, "NA IG", null, "IG", 2, 4,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.3Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924795", "9365690",
"CDX-NAIGHVOLS10V3 - 0611", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_03Y_06/11_28/30", 2454547, 2455733, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BI3", "CDX", 10, "NA IG HVOL", null, "HV", 3, 3,
null, 0.93333, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924796", "9365692",
"CDX-NAIGHVOLS10V3 - 0613", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_05Y_06/13_28/30", 2454547, 2456464, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BI3", "CDX", 10, "NA IG HVOL", null, "HV", 3, 5,
null, 0.93333, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924797", "9365718",
"CDX-NAIGS12V2 - 0610", "CDX.NA.IG.12",
"CDX_NA_IG_S12_01Y_06/10_124/125", 2454911, 2455368, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCJ2", "CDX", 12, "NA IG", null, "IG", 2, 1,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924798", "9365719",
"CDX-NAIGS12V2 - 0611", "CDX.NA.IG.12",
"CDX_NA_IG_S12_02Y_06/11_124/125", 2454911, 2455733, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCJ2", "CDX", 12, "NA IG", null, "IG", 2, 2,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924799", "9365720",
"CDX-NAIGS12V2 - 0612", "CDX.NA.IG.12",
"CDX_NA_IG_S12_03Y_06/12_124/125", 2454911, 2456099, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCJ2", "CDX", 12, "NA IG", null, "IG", 2, 3,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924800", "9365725",
"CDX-NAIGS12V2 - 0619", "CDX.NA.IG.12",
"CDX_NA_IG_S12_10Y_06/19_124/125", 2454911, 2458655, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCJ2", "CDX", 12, "NA IG", null, "IG", 2, 10,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924801", "9365732",
"CDX-NAIGHVOLS12V2 - 0614", "CDX.NA.IG.HVOL.12",
"CDX_NA_IG_S12_HVOL_05Y_06/14_29/30", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BK8", "CDX", 12, "NA IG HVOL", null, "HV", 2, 5,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924802", "9365722",
"CDX-NAIGS12V2 - 0614", "CDX.NA.IG.12",
"CDX_NA_IG_S12_05Y_06/14_124/125", 2454911, 2456829, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCJ2", "CDX", 12, "NA IG", null, "IG", 2, 5,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.3Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924803", "9365730",
"CDX-NAIGHVOLS12V2 - 0612", "CDX.NA.IG.HVOL.12",
"CDX_NA_IG_S12_HVOL_03Y_06/12_29/30", 2454911, 2456099, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BK8", "CDX", 12, "NA IG HVOL", null, "HV", 2, 3,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924804", "9365724",
"CDX-NAIGS12V2 - 0616", "CDX.NA.IG.12",
"CDX_NA_IG_S12_07Y_06/16_124/125", 2454911, 2457560, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCJ2", "CDX", 12, "NA IG", null, "IG", 2, 7,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924805", "9365733",
"CDX-NAIGHVOLS12V2 - 0616", "CDX.NA.IG.HVOL.12",
"CDX_NA_IG_S12_HVOL_07Y_06/16_29/30", 2454911, 2457560, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BK8", "CDX", 12, "NA IG HVOL", null, "HV", 2, 7,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924806", "9365723",
"CDX-NAIGS12V2 EUR - 0614", "CDX.NA.IG.12",
"CDX_NA_IG_S12_05Y_06/14_EUR_124/125", 2454911, 2456829, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYCJ2 EUR", "CDX", 12, "NA IG", null, "IG", 2, 5,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924807", "9365727",
"CDX-NAIGFINS12V2 - 0614", "CDX.NA.IG.FIN.12",
"CDX_NA_IG_S12_FIN_06/14_20/21", 2454911, 2456829, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B2CF0", "CDX", 12, "NA IG FIN", null, "IG", 2, 5,
null, 0.95238, 21, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.1Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924808", "9365728",
"CDX-NAIGHVOLS12V2 - 0610", "CDX.NA.IG.HVOL.12",
"CDX_NA_IG_S12_HVOL_01Y_06/10_29/30", 2454911, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BK8", "CDX", 12, "NA IG HVOL", null, "HV", 2, 1,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet32()
{
UpdateCDXRefDataMap ("CDX.NA IG HVOL.4Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924811", "9365731",
"CDX-NAIGHVOLS12V2 - 0613", "CDX.NA.IG.HVOL.12",
"CDX_NA_IG_S12_HVOL_04Y_06/13_29/30", 2454911, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BK8", "CDX", 12, "NA IG HVOL", null, "HV", 2, 4,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.4Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924812", "9365691",
"CDX-NAIGHVOLS10V3 - 0612", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_04Y_06/12_28/30", 2454547, 2456099, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BI3", "CDX", 10, "NA IG HVOL", null, "HV", 3, 4,
null, 0.93333, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.2Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924813", "9365729",
"CDX-NAIGHVOLS12V2 - 0611", "CDX.NA.IG.HVOL.12",
"CDX_NA_IG_S12_HVOL_02Y_06/11_29/30", 2454911, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BK8", "CDX", 12, "NA IG HVOL", null, "HV", 2, 2,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924814", "9365735",
"CDX-NAIGHVOLS12V2 EUR - 0614", "CDX.NA.IG.HVOL.12",
"CDX_NA_IG_S12_HVOL_05Y_06/14 EUR_29/30", 2454911, 2456829, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I65B3BK8 EUR", "CDX", 12, "NA IG HVOL", null, "HV", 2, 5,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.2Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924815", "9365693",
"CDX-NAIGHVOLS10V3 - 0610", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_02Y_06/10_28/30", 2454547, 2455368, 0.035, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BI3", "CDX", 10, "NA IG HVOL", null, "HV", 3, 2,
null, 0.93333, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924816", "9365741",
"CDX-NAHYS13V2 - 1210", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_01YR_99/100", 2455096, 2455551, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHI4", "CDX", 13, "NA HY", null, "HY", 2, 1,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924817", "9365696",
"CDX-NAIGHVOLS10V3 EUR - 0613", "CDX.NA.IG.HVOL.10",
"CDX_NA_IG_S10_HVOL_05Y_06/13 EUR_28/30", 2454547, 2456464, 0.035, "EUR",
"ACT/360", false, 0.4, 4, "2I65B3BI3 EUR", "CDX", 10, "NA IG HVOL", null, "HV", 3, 5,
null, 0.93333, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924818", "9365742",
"CDX-NAHYS13V2 - 1211", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_02YR_99/100", 2455096, 2455916, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHI4", "CDX", 13, "NA HY", null, "HY", 2, 2,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924819", "9365702",
"CDX-NAIGS11V2 - 1212", "CDX.NA.IG.11",
"CDX_NA_IG_S11_04Y_12/12_124/125", 2454731, 2456282, 0.014, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCI4", "CDX", 11, "NA IG", null, "IG", 2, 4,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924820", "9365708",
"CDX-NAIGFINS11V2 - 1213", "CDX.NA.IG.FIN.11",
"CDX_NA_IG_S11_FIN_12/13_20/21", 2454731, 2456647, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2CE3", "CDX", 11, "NA IG FIN", null, "IG", 2, 5,
null, 0.95238, 21, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924821", "9365704",
"CDX-NAIGS11V2 EUR - 1213", "CDX.NA.IG.11",
"CDX_NA_IG_S11_05Y_12/13_EUR_124/125", 2454731, 2456647, 0.015000000000000001, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYCI4 EUR", "CDX", 11, "NA IG", null, "IG", 2, 5,
null, 0.9920000000000001, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924822", "9365743",
"CDX-NAHYS13V2 - 1213", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_04YR_99/100", 2455096, 2456647, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHI4", "CDX", 13, "NA HY", null, "HY", 2, 4,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924823", "9365710",
"CDX-NAIGHVOLS11V2 EUR - 1213", "CDX.NA.IG.HVOL.11",
"CDX_NA_IG_S11_HVOL_05Y_12/13 EUR_29/30", 2454733, 2456647, 0.0385, "EUR",
"ACT/360", false, 0.4, 4, "2I65B3BJ1 EUR", "CDX", 11, "NA IG HVOL", null, "HV", 2, 5,
null, 0.96666, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924824", "9365744",
"CDX-NAHYS13V2 - 1215", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_06YR_99/100", 2455096, 2457377, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHI4", "CDX", 13, "NA HY", null, "HY", 2, 6,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924825", "9365746",
"CDX-NAHYHBS13V2 - 1214", "CDX.NA.HY.HB.13",
"CDX_NA_HY_S13_HB__SWP_29/30", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWES4", "CDX", 13, "NA HY HB", null, "HY", 2, 5,
null, 0.96666, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924826", "9366665",
"LCDXNAS8V25 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_76/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.55, 4, "5F199GCV7", "LCDX", 8, "LCDXNA", null, "IG", 25, 5,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924827", "9366608",
"LCDXNAS9V20 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_81/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.55, 4, "5F199GCW5", "LCDX", 9, "LCDXNA", null, "IG", 20, 5,
null, 0.81, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924828", "9366609",
"LCDXNAS10V21 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_80/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.65, 4, "5F199GCX3", "LCDX", 10, "LCDXNA", null, "IG", 21, 5,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924829", "9366678",
"LCDXNAS10V21 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_80/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.65, 4, "5F199GCX3", "LCDX", 10, "LCDXNA", null, "IG", 21, 3,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.12.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924830", "9366645",
"LCDXNAS12V10 - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_90/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GCY1", "LCDX", 12, "LCDXNA", null, "IG", 10, 5,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.12.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924831", "9366682",
"LCDXNAS12V10 - 0612", "LCDX.NA.12",
"CDX_NA_LN_S12_100_03YR_90/100", 2454938, 2456099, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GCY1", "LCDX", 12, "LCDXNA", null, "IG", 10, 3,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.6.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924832", "9365775",
"CDX-NAIGS6V6 EUR - 0611", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_05Y_6/11_EUR_121/127", 2453816, 2455733, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYCD5 EUR", "CDX", 6, "NA IG", null, "IG", 6, 5,
null, 0.956, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.6.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924833", "9365779",
"CDX-NAIGS6V6 - 0610", "Dow Jones CDX.NA.IG.6",
"DJCDX_NA_IG_S6_04Y_6/10_121/127", 2453816, 2455368, 0.003, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCD5", "CDX", 6, "NA IG", null, "IG", 6, 4,
null, 0.956, 127, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.7.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924834", "9365786",
"CDX-NAIGS7V5 EUR - 1211", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_05Y_12/11_EUR_121/126", 2454000, 2455916, 0.004, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYCE3 EUR", "CDX", 7, "NA IG", null, "IG", 5, 5,
null, 0.9640000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.7.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924835", "9365787",
"CDX-NAIGS7V5 - 1210", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_04Y_12/10_121/126", 2454000, 2455551, 0.0035, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCE3", "CDX", 7, "NA IG", null, "IG", 5, 4,
null, 0.9640000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924836", "9365781",
"CDX-NAIGFINS6V4 - 0611", "Dow Jones CDX.NA.IG.FIN.6",
"DJCDX_NA_IG_S6_FIN_6/11_20/24", 2453816, 2455733, 0.0025, "USD",
"ACT/360", false, 0.4, 4, "2I65B2BZ7", "CDX", 6, "NA IG FIN", null, "IG", 4, 5,
null, 0.83333, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924843", "9366802",
"LCDXNAS8V25 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_76/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCV7", "LCDX", 8, "LCDXNA", null, "IG", 25, 10,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V25 FXD.LCDXNAV25 FXD.5Y.8.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924844", "9366803",
"LCDXNAS8V25 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_76/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCV7 FXD", "LCDXNAS8V25 FXD", 8, "LCDXNAV25 FXD", null, "IG", 25, 5,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924845", "9366805",
"LCDXNAS8V25 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_76/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCV7", "LCDX", 8, "LCDXNA", null, "IG", 25, 6,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924847", "9366804",
"LCDXNAS8V25 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_76/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCV7", "LCDX", 8, "LCDXNA", null, "IG", 25, 7,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924848", "9366807",
"LCDXNAS8V25 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_76/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCV7", "LCDX", 8, "LCDXNA", null, "IG", 25, 4,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924849", "9367096",
"LCDXNAS8V25 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_76/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCV7", "LCDX", 8, "LCDXNA", null, "IG", 25, 3,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924850", "9367098",
"LCDXNAS9V20 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR_81/100", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCW5", "LCDX", 9, "LCDXNA", null, "IG", 20, 2,
null, 0.81, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V20 FXD.LCDXNAV20 FXD.5Y.9.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924851", "9367099",
"LCDXNAS9V20 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_81/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCW5 FXD", "LCDXNAS9V20 FXD", 9, "LCDXNAV20 FXD", null, "IG", 20, 5,
null, 0.81, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924852", "9367100",
"LCDXNAS9V20 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_81/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCW5", "LCDX", 9, "LCDXNA", null, "IG", 20, 7,
null, 0.81, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924854", "9366753",
"LCDXNAS9V20 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_81/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCW5", "LCDX", 9, "LCDXNA", null, "IG", 20, 3,
null, 0.81, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924855", "9366758",
"LCDXNAS9V20 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_81/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCW5", "LCDX", 9, "LCDXNA", null, "IG", 20, 10,
null, 0.81, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924856", "9366759",
"LCDXNAS9V20 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_81/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCW5", "LCDX", 9, "LCDXNA", null, "IG", 20, 4,
null, 0.81, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924857", "9366760",
"LCDXNAS9V20 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_81/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GCW5", "LCDX", 9, "LCDXNA", null, "IG", 20, 6,
null, 0.81, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V21 FXD.LCDXNAV21 FXD.5Y.10.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924858", "9366809",
"LCDXNAS10V21 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_80/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCX3 FXD", "LCDXNAS10V21 FXD", 10, "LCDXNAV21 FXD", null, "IG", 21, 5,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924859", "9366810",
"LCDXNAS10V21 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_80/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCX3", "LCDX", 10, "LCDXNA", null, "IG", 21, 6,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924860", "9366700",
"LCDXNAS10V21 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_80/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCX3", "LCDX", 10, "LCDXNA", null, "IG", 21, 2,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924861", "9366699",
"LCDXNAS10V21 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_80/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCX3", "LCDX", 10, "LCDXNA", null, "IG", 21, 7,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924863", "9366646",
"LCDXNAS10V21 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_80/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCX3", "LCDX", 10, "LCDXNA", null, "IG", 21, 10,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924864", "9366962",
"LCDXNAS10V21 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_80/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GCX3", "LCDX", 10, "LCDXNA", null, "IG", 21, 4,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.12.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924865", "9366980",
"LCDXNAS12V10 - 0610", "LCDX.NA.12",
"CDX_NA_LN_S12_100_01YR_90/100", 2454938, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCY1", "LCDX", 12, "LCDXNA", null, "IG", 10, 1,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS12V10 FXD.LCDXNAV10 FXD.5Y.12.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924866", "9366982",
"LCDXNAS12V10 FXD - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_FXD_90/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCY1 FXD", "LCDXNAS12V10 FXD", 12, "LCDXNAV10 FXD", null, "IG", 10, 5,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.12.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924867", "9366984",
"LCDXNAS12V10 - 0611", "LCDX.NA.12",
"CDX_NA_LN_S12_100_02YR_90/100", 2454938, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCY1", "LCDX", 12, "LCDXNA", null, "IG", 10, 2,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.12.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924868", "9366610",
"LCDXNAS12V10 - 0616", "LCDX.NA.12",
"CDX_NA_LN_S12_100_07YR_90/100", 2454938, 2457560, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCY1", "LCDX", 12, "LCDXNA", null, "IG", 10, 7,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.12.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924869", "9366625",
"LCDXNAS12V10 - 0619", "LCDX.NA.12",
"CDX_NA_LN_S12_100_10YR_90/100", 2454938, 2458655, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCY1", "LCDX", 12, "LCDXNA", null, "IG", 10, 10,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.12.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924870", "9366628",
"LCDXNAS12V10 - 0613", "LCDX.NA.12",
"CDX_NA_LN_S12_100_04YR_90/100", 2454938, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCY1", "LCDX", 12, "LCDXNA", null, "IG", 10, 4,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.12.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924871", "9366630",
"LCDXNAS12V10 - 0615", "LCDX.NA.12",
"CDX_NA_LN_S12_100_06YR_90/100", 2454938, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GCY1", "LCDX", 12, "LCDXNA", null, "IG", 10, 6,
null, 0.9, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924885", "9369008",
"USD ITRAXX-XOVERS9V4 - 0613", "iTraxx Europe Crossover series 9 Version 4",
"ITRAXX-XOVERS9V4-0613 USD SEN MMR I03 CDS", 2454546, 2456464, 0.065, "USD",
"ACT/360", false, 0.4, 4, "2I667KBA5", "USD ITRAXX", 9, "XOVER", "XVR", "XO", 4, 5,
null, 0.9400000000000001, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924886", "9369104",
"ITRAXX-XOVERS9V4 - 0611", "iTraxx Europe Crossover series 9 Version 4",
"ITRAXX-XOVERS9V4-0611 EUR SEN MMR I03 CDS", 2454546, 2455733, 0.0625, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBA5", "ITRAXX", 9, "XOVER", "XVR", "XO", 4, 3,
"244498", 0.9400000000000001, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924887", "9369111",
"ITRAXX-XOVERS9V4 - 0613", "iTraxx Europe Crossover series 9 Version 4",
"ITRAXX-XOVERS9V4-0613 EUR SEN MMR I03 CDS", 2454546, 2456464, 0.065, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBA5", "ITRAXX", 9, "XOVER", "XVR", "XO", 4, 5,
"244498", 0.9400000000000001, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924888", "9369114",
"ITRAXX-XOVERS9V4 - 0618", "iTraxx Europe Crossover series 9 Version 4",
"ITRAXX-XOVERS9V4-0618 EUR SEN MMR I03 CDS", 2454546, 2458290, 0.064, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBA5", "ITRAXX", 9, "XOVER", "XVR", "XO", 4, 10,
"244498", 0.9400000000000001, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924891", "9369163",
"ITRAXX-XOVERS7V3 - 0612", "iTraxx Europe Crossover series 7 Version 3",
"ITRAXX-XOVERS7V3-0612 EUR SEN MMR I03 CDS", 2454180, 2456099, 0.023, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAY4", "ITRAXX", 7, "XOVER", "XVR", "XO", 3, 5,
"244499", 0.96, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924892", "9369164",
"ITRAXX-XOVERS7V3 - 0617", "iTraxx Europe Crossover series 7 Version 3",
"ITRAXX-XOVERS7V3-0617 EUR SEN MMR I03 CDS", 2454180, 2457925, 0.032, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAY4", "ITRAXX", 7, "XOVER", "XVR", "XO", 3, 10,
"244499", 0.96, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924893", "9369165",
"USD ITRAXX-XOVERS7V3 - 0612", "iTraxx Europe Crossover series 7 Version 3",
"ITRAXX-XOVERS7V3-0612 USD SEN MMR I03 CDS", 2454180, 2456099, 0.023, "USD",
"ACT/360", false, 0.4, 4, "2I667KAY4", "USD ITRAXX", 7, "XOVER", "XVR", "XO", 3, 5,
null, 0.96, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924894", "9369167",
"ITRAXX-XOVERS8V4 - 1210", "iTraxx Europe Crossover series 8 Version 4",
"ITRAXX-XOVERS8V4-1210 EUR SEN MMR I03 CDS", 2454364, 2455551, 0.027, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAZ1", "ITRAXX", 8, "XOVER", "XVR", "XO", 4, 3,
"244501", 0.9400000000000001, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924895", "9369169",
"ITRAXX-XOVERS8V4 - 1212", "iTraxx Europe Crossover series 8 Version 4",
"ITRAXX-XOVERS8V4-1212 EUR SEN MMR I03 CDS", 2454364, 2456282, 0.0375, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAZ1", "ITRAXX", 8, "XOVER", "XVR", "XO", 4, 5,
"244501", 0.9400000000000001, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924896", "9369170",
"ITRAXX-XOVERS8V4 - 1214", "iTraxx Europe Crossover series 8 Version 4",
"ITRAXX-XOVERS8V4-1214 EUR SEN MMR I03 CDS", 2454364, 2457012, 0.039, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAZ1", "ITRAXX", 8, "XOVER", "XVR", "XO", 4, 7,
"244501", 0.9400000000000001, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924897", "9369171",
"ITRAXX-XOVERS8V4 - 1217", "iTraxx Europe Crossover series 8 Version 4",
"ITRAXX-XOVERS8V4-1217 EUR SEN MMR I03 CDS", 2454364, 2458108, 0.046, "EUR",
"ACT/360", false, 0.4, 4, "2I667KAZ1", "ITRAXX", 8, "XOVER", "XVR", "XO", 4, 10,
"244501", 0.9400000000000001, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924898", "9369001",
"USD ITRAXX-XOVERS8V4 - 1212", "iTraxx Europe Crossover series 8 Version 4",
"ITRAXX-XOVERS8V4-1212 USD SEN MMR I03 CDS", 2454364, 2456282, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I667KAZ1", "USD ITRAXX", 8, "XOVER", "XVR", "XO", 4, 5,
null, 0.9400000000000001, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("LevXSenS1V14.LevXSen.5Y.1.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924900", "9369918",
"LevXSenS1V14 - 1211", "ITRAXX LEVX SENIOR SERIES 1 VERSION 14",
"ITRAXX LEVX SENIOR SERIES 1 VERSION 14 EUR 1ST SEC MMR I03 CDS", 2453999, 2455916, 0.017, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBP7", "LevXSenS1V14", 1, "LevXSen", null, "IG", 14, 5,
null, 0.62854, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.CEEMEA.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924920", "9375326",
"ITRAXX-CEEMEAS3V1 - 0615", "iTraxx SovX CEEMEA Series 3 Version 1",
"ITRAXX-SOVX CEEMEA S3V1-0615 USD SEN RES I03 CDS", 2455217, 2457194, 0.01, "USD",
"ACT/360", false, 0.25, 4, "5C769NAC3", "ITRAXX", 3, "CEEMEA", "SOVXCEM", "SOCE", 1, 5,
"244720", 1, 15, 0, "LON", true, true, true, "ITRXEX54", "SOVXCEM"));
UpdateCDXRefDataMap ("ITRAXX.CEEMEA.10Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924921", "9375329",
"ITRAXX-CEEMEAS3V1 - 0620", "iTraxx SovX CEEMEA Series 3 Version 1",
"ITRAXX-SOVX CEEMEA S3V1-0620 USD SEN RES I03 CDS", 2455217, 2459021, 0.01, "USD",
"ACT/360", false, 0.25, 4, "5C769NAC3", "ITRAXX", 3, "CEEMEA", "SOVXCEM", "SOCE", 1, 10,
"244720", 1, 15, 0, "LON", true, true, true, "ITRXEX54", "SOVXCEM"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.26",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924922", "9376265",
"LCDXNAS8V26 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_75/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.65, 4, "5F199GCZ8", "LCDX", 8, "LCDXNA", null, "IG", 26, 5,
null, 0.75, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924923", "9376267",
"LCDXNAS9V21 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_80/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.65, 4, "5F199GDA2", "LCDX", 9, "LCDXNA", null, "IG", 21, 5,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.26",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924926", "9376995",
"LCDXNAS8V26 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_75/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCZ8", "LCDX", 8, "LCDXNA", null, "IG", 26, 10,
null, 0.75, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V26 FXD.LCDXNAV26 FXD.5Y.8.26",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924927", "9376996",
"LCDXNAS8V26 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_75/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCZ8 FXD", "LCDXNAS8V26 FXD", 8, "LCDXNAV26 FXD", null, "IG", 26, 5,
null, 0.75, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.26",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924928", "9376998",
"LCDXNAS8V26 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_75/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCZ8", "LCDX", 8, "LCDXNA", null, "IG", 26, 6,
null, 0.75, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.26",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924929", "9376999",
"LCDXNAS8V26 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_75/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCZ8", "LCDX", 8, "LCDXNA", null, "IG", 26, 7,
null, 0.75, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.26",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924930", "9377000",
"LCDXNAS8V26 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_75/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCZ8", "LCDX", 8, "LCDXNA", null, "IG", 26, 4,
null, 0.75, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.26",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924931", "9377001",
"LCDXNAS8V26 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_75/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GCZ8", "LCDX", 8, "LCDXNA", null, "IG", 26, 3,
null, 0.75, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.9.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924932", "9377393",
"LCDXNAS9V21 - 1209", "LCDX.NA.9",
"CDX_NA_LN_S09_100_02YR_80/100", 2454378, 2455186, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDA2", "LCDX", 9, "LCDXNA", null, "IG", 21, 2,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V21 FXD.LCDXNAV21 FXD.5Y.9.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924933", "9377394",
"LCDXNAS9V21 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_80/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDA2 FXD", "LCDXNAS9V21 FXD", 9, "LCDXNAV21 FXD", null, "IG", 21, 5,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924934", "9377396",
"LCDXNAS9V21 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_80/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDA2", "LCDX", 9, "LCDXNA", null, "IG", 21, 7,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924935", "9377397",
"LCDXNAS9V21 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_80/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDA2", "LCDX", 9, "LCDXNA", null, "IG", 21, 3,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924936", "9377002",
"LCDXNAS9V21 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_80/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDA2", "LCDX", 9, "LCDXNA", null, "IG", 21, 10,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924937", "9377003",
"LCDXNAS9V21 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_80/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDA2", "LCDX", 9, "LCDXNA", null, "IG", 21, 4,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924938", "9377004",
"LCDXNAS9V21 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_80/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDA2", "LCDX", 9, "LCDXNA", null, "IG", 21, 6,
null, 0.8, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("ITRAXX.JAPANFIN.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924939", "9378186",
"ITRAXX-JAPANFINS2V2 - 0310", "iTraxx Japan Financials Series Number 2 Version 2",
"ITRAXX JAPAN FINANCIALS SERIES NUMBER 02 VERSION 2 JPY SEN RES I03 CDS", 2453269, 2455276, 0.0035, "JPY",
"ACT/360", false, 0.3, 4, "2I668LAE5", "ITRAXX", 2, "JAPANFIN", null, "IG", 2, 5,
null, 0.9, 9, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924940", "9378187",
"ITRAXX-JAPANHIVOLS2V2 - 0310", "iTraxx Japan HiVol Series Number 2 Version 2",
"ITRAXX JAPAN HIVOL SERIES NUMBER 02 VERSION 2 JPY SEN RES I03 CDS", 2453269, 2455276, 0.005, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAJ2", "ITRAXX", 2, "JAPANHIVOL", "VOL", "HV", 2, 5,
null, 0.9, 10, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924941", "9378097",
"ITRAXX-JAPANHIVOLS7V2 - 0612", "iTraxx Japan HiVol Series Number 7 Version 2",
"ITRAXX JAPAN HIVOL SERIES NUMBER 07 VERSION 2 JPY SEN RES I03 CDS", 2454180, 2456099, 0.006, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAP8", "ITRAXX", 7, "JAPANHIVOL", "VOL", "HV", 2, 5,
null, 0.96, 24, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924942", "9378191",
"ITRAXX-JAPANS2V2 - 0310", "iTraxx Japan Series Number 2 Version 2",
"ITRAXX JAPAN SERIES NUMBER 02 VERSION 2 JPY SEN RES I03 CDS", 2453269, 2455276, 0.0025, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAN4", "ITRAXX", 2, "JAPAN", null, "IG", 2, 5,
null, 0.98, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924943", "9378098",
"ITRAXX-JAPANS7V2 - 0612", "iTraxx Japan Series Number 7 Version 2",
"ITRAXX JAPAN SERIES NUMBER 07 VERSION 2 JPY SEN RES I03 CDS", 2454180, 2456099, 0.0025, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAT1", "ITRAXX", 7, "JAPAN", null, "IG", 2, 5,
null, 0.98, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924944", "9378192",
"ITRAXX-JAPANS2V2 - 0315", "ITRAXX JAPAN SERIES NUMBER 2 VERSION 2",
"ITRAXX JAPAN SERIES NUMBER 02 VERSION 2 JPY SEN RES I03 CDS 10Y", 2453269, 2457102, 0.0035, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAN4", "ITRAXX", 2, "JAPAN", null, "IG", 2, 10,
null, 0.98, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924945", "9378067",
"ITRAXX-JAPANS3V2 - 0610", "iTraxx Japan Series Number 3 Version 2",
"ITRAXX JAPAN SERIES NUMBER 03 VERSION 2 JPY SEN RES I03 CDS", 2453451, 2455368, 0.002, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAP9", "ITRAXX", 3, "JAPAN", null, "IG", 2, 5,
null, 0.98, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN80.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924946", "9378095",
"ITRAXX-JAPAN80S8V2 - 1212", "iTraxx Japan 80 Series Number 8 Version 2",
"ITRAXX JAPAN 80 SERIES NUMBER 08 VERSION 2 JPY SEN RES I03 CDS", 2454364, 2456282, 0.003, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "4ABCAHAD9", "ITRAXX", 8, "JAPAN80", null, "IG", 2, 5,
null, 0.9875, 80, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924947", "9378071",
"ITRAXX-JAPANS4V2 - 1210", "iTraxx Japan Series Number 4 Version 2",
"ITRAXX JAPAN SERIES NUMBER 04 VERSION 2 JPY SEN RES I03 CDS", 2453634, 2455551, 0.002, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAQ7", "ITRAXX", 4, "JAPAN", null, "IG", 2, 5,
null, 0.98, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPANFIN.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924948", "9378146",
"ITRAXX-JAPANFINS5V2 - 0611", "iTraxx Japan Financials Series Number 5 Version 2",
"ITRAXX JAPAN FINANCIALS SERIES NUMBER 05 VERSION 2 JPY SEN RES I03 CDS", 2453815, 2455733, 0.003, "JPY",
"ACT/360", false, 0.3, 4, "2I668LAH8", "ITRAXX", 5, "JAPANFIN", null, "IG", 2, 5,
null, 0.9, 10, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924949", "9378099",
"ITRAXX-JAPANHIVOLS8V2 - 1212", "iTraxx Japan HiVol Series Number 8 Version 2",
"ITRAXX JAPAN HIVOL SERIES NUMBER 08 VERSION 2 JPY SEN RES I03 CDS", 2454364, 2456282, 0.007500000000000001, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAQ6", "ITRAXX", 8, "JAPANHIVOL", "VOL", "HV", 2, 5,
null, 0.96, 25, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924950", "9378147",
"ITRAXX-JAPANS5V2 - 0611", "iTraxx Japan Series Number 5 Version 2",
"ITRAXX JAPAN SERIES NUMBER 05 VERSION 2 JPY SEN RES I03 CDS", 2453815, 2455733, 0.0025, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAR5", "ITRAXX", 5, "JAPAN", null, "IG", 2, 5,
null, 0.98, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924951", "9378102",
"ITRAXX-JAPANS8V2 - 1212", "iTraxx Japan Series Number 8 Version 2",
"ITRAXX JAPAN SERIES NUMBER 08 VERSION 2 JPY SEN RES I03 CDS", 2454364, 2456282, 0.003, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAU8", "ITRAXX", 8, "JAPAN", null, "IG", 2, 5,
null, 0.98, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924952", "9378149",
"ITRAXX-JAPANS5V2 - 0616", "iTraxx Japan Series Number 5 Version 2",
"ITRAXX JAPAN SERIES NUMBER 05 VERSION 2 JPY SEN RES I03 CDS 10Y", 2453815, 2457560, 0.004, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAR5", "ITRAXX", 5, "JAPAN", null, "IG", 2, 10,
null, 0.98, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924953", "9378193",
"ITRAXX-JAPANHIVOLS9V2 - 0613", "iTraxx Japan HiVol Series Number 9 Version 2",
"ITRAXX JAPAN HIVOL SERIES NUMBER 09 VERSION 2 JPY SEN RES I03 CDS", 2454546, 2456464, 0.035, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAR4", "ITRAXX", 9, "JAPANHIVOL", "VOL", "HV", 2, 5,
null, 0.96, 25, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924954", "9378381",
"ITRAXX-JAPANHIVOLS6V2 - 1211", "iTraxx Japan HiVol Series Number 6 Version 2",
"ITRAXX JAPAN HIVOL SERIES NUMBER 06 VERSION 2 JPY SEN RES I03 CDS", 2453999, 2455916, 0.0055000000000000005, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAN3", "ITRAXX", 6, "JAPANHIVOL", "VOL", "HV", 2, 5,
null, 0.96, 24, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924955", "9378090",
"ITRAXX-JAPANS6V2 - 1211", "iTraxx Japan Series Number 6 Version 2",
"ITRAXX JAPAN SERIES NUMBER 06 VERSION 2 JPY SEN RES I03 CDS", 2453999, 2455916, 0.0025, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAS3", "ITRAXX", 6, "JAPAN", null, "IG", 2, 5,
null, 0.98, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924956", "9378198",
"ITRAXX-JAPANS9V2 - 0613", "iTraxx Japan Series Number 9 Version 2",
"ITRAXX JAPAN SERIES NUMBER 09 VERSION 2 JPY SEN RES I03 CDS", 2454546, 2456464, 0.022000000000000002, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAV6", "ITRAXX", 9, "JAPAN", null, "IG", 2, 5,
null, 0.98, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
return true;
}
private static final boolean InitCDXRefDataSet33()
{
UpdateCDXRefDataMap ("ITRAXX.JAPAN80.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924957", "9378092",
"ITRAXX-JAPAN80S7V2 - 0612", "iTraxx Japan 80 Series Number 7 Version 2",
"ITRAXX JAPAN 80 SERIES NUMBER 07 VERSION 2 JPY SEN RES I03 CDS", 2454180, 2456099, 0.0025, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "4ABCAHAC1", "ITRAXX", 7, "JAPAN80", null, "IG", 2, 5,
null, 0.9875, 79, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.10.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924958", "9378204",
"ITRAXX-JAPANS10V2 - 1213", "ITRAXX JAPAN SERIES NUMBER 10 VERSION 2",
"ITRAXX JAPAN SERIES NUMBER 10 VERSION 2 JPY SEN RES I03 CDS", 2454739, 2456647, 0.015000000000000001, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAW4", "ITRAXX", 10, "JAPAN", null, "JPHG", 2, 5,
null, 0.98, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924959", "9378212",
"ITRAXX-JAPANS11V2 - 0614", "iTraxx Japan Series Number 11 Version 2",
"ITRAXX JAPAN SERIES NUMBER 11 VERSION 2 JPY SEN RES I03 CDS", 2454914, 2456829, 0.05, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAX2", "ITRAXX", 11, "JAPAN", null, "JPHG", 2, 5,
null, 0.98, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.10Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924962", "9378906",
"ITRAXX-JAPANHIVOLS2V2 - 0315", "iTraxx Japan HiVol Series Number 2 Version 2",
"ITRAXX JAPAN HIVOL SERIES NUMBER 02 VERSION 2 JPY SEN RES I03 CDS 10Y", 2453269, 2457102, 0.007, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAJ2", "ITRAXX", 2, "JAPANHIVOL", "VOL", "HV", 2, 10,
null, 0.9, 10, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPANFIN.10Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924963", "9378910",
"ITRAXX-JAPANFINS2V2 - 0315", "iTraxx Japan Financials Series Number 2 Version 2",
"ITRAXX JAPAN FINANCIALS SERIES NUMBER 02 VERSION 2 JPY SEN RES I03 CDS 10Y", 2453269, 2457102, 0.005, "JPY",
"ACT/360", false, 0.3, 4, "2I668LAE5", "ITRAXX", 2, "JAPANFIN", null, "IG", 2, 10,
null, 0.9, 9, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924964", "9378916",
"ITRAXX-JAPANS3V2 - 0615", "iTraxx Japan Series Number 3 Version 2",
"ITRAXX JAPAN SERIES NUMBER 03 VERSION 2 JPY SEN RES I03 CDS 10Y", 2453451, 2457194, 0.0035, "JPY",
"ACT/360", false, 0, 4, "2I668HAP9", "ITRAXX", 3, "JAPAN", null, "IG", 2, 10,
null, 0.98, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924965", "9378923",
"ITRAXX-JAPANS4V2 - 1215", "iTraxx Japan Series Number 4 Version 2",
"ITRAXX JAPAN SERIES NUMBER 04 VERSION 2 JPY SEN RES I03 CDS 10Y", 2453634, 2457377, 0.003, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAQ7", "ITRAXX", 4, "JAPAN", null, "IG", 2, 10,
null, 0.98, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924966", "9378914",
"ITRAXX-JAPANS6V2 - 1216", "iTraxx Japan Series Number 6 Version 2",
"ITRAXX JAPAN SERIES NUMBER 06 VERSION 2 JPY SEN RES I03 CDS 10Y", 2453999, 2457743, 0.004, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAS3", "ITRAXX", 6, "JAPAN", null, "IG", 2, 10,
null, 0.98, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("EUR ITRAXX.JAPANHIVOL.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924967", "9378918",
"EUR ITRAXX-JAPANHIVOLS6V2 - 1211", "iTraxx Japan HiVol Series Number 6 Version 2",
"ITRAXX JAPAN HIVOL SERIES NUMBER 06 VERSION 2 EUR SEN RES I03 CDS", 2453999, 2455916, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAN3", "EUR ITRAXX", 6, "JAPANHIVOL", "VOL", "HV", 2, 5,
null, 0.96, 24, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924968", "9378901",
"ITRAXX-JAPANS7V2 - 0617", "iTraxx Japan Series Number 7 Version 2",
"ITRAXX JAPAN SERIES NUMBER 07 VERSION 2 JPY SEN RES I03 CDS 10Y", 2454180, 2457925, 0.0035, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAT1", "ITRAXX", 7, "JAPAN", null, "IG", 2, 10,
null, 0.98, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.3Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924969", "9378905",
"ITRAXX-JAPANS7V2 - 0610", "iTraxx Japan Series Number 7 Version 2",
"ITRAXX JAPAN SERIES NUMBER 07 VERSION 2 JPY SEN RES I03 CDS 3Y", 2454180, 2455368, 0.0015, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAT1", "ITRAXX", 7, "JAPAN", null, "IG", 2, 3,
null, 0.98, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JHIVOL.5Y.7.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924970", "9378902",
"ITRAXX-JHIVOLS7V2 - 1212", "iTraxx Japan HiVol Series Number 7 Version 2",
"ITRAXX JAPAN HIVOL SERIES NUMBER 07 VERSION 2 JPY SEN RES I03 CDS DEC 20 2012", 2454180, 2456282, 0.006, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAP8", "ITRAXX", 7, "JHIVOL", "VOL", "HV", 2, 5,
null, 0.96, 24, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924971", "9378907",
"ITRAXX-JAPANS8V2 - 1217", "iTraxx Japan Series Number 8 Version 2",
"ITRAXX JAPAN SERIES NUMBER 08 VERSION 2 JPY SEN RES I03 CDS 10Y", 2454364, 2458108, 0.0045000000000000005, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAU8", "ITRAXX", 8, "JAPAN", null, "IG", 2, 10,
null, 0.98, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.3Y.8.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924972", "9378909",
"ITRAXX-JAPANS8V2 - 1210", "iTraxx Japan Series Number 8 Version 2",
"ITRAXX JAPAN SERIES NUMBER 08 VERSION 2 JPY SEN RES I03 CDS 3Y", 2454364, 2455551, 0.002, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAU8", "ITRAXX", 8, "JAPAN", null, "IG", 2, 3,
null, 0.98, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924973", "9378912",
"ITRAXX-JAPANS9V2 - 0618", "iTraxx Japan Series Number 9 Version 2",
"ITRAXX JAPAN SERIES NUMBER 09 VERSION 2 JPY SEN RES I03 CDS 10Y", 2454546, 2458290, 0.024, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAV6", "ITRAXX", 9, "JAPAN", null, "IG", 2, 10,
null, 0.98, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.3Y.9.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924974", "9378924",
"ITRAXX-JAPANS9V2 - 0611", "iTraxx Japan Series Number 9 Version 2",
"ITRAXX JAPAN SERIES NUMBER 09 VERSION 2 JPY SEN RES I03 CDS 3Y", 2454546, 2455733, 0.02, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAV6", "ITRAXX", 9, "JAPAN", null, "IG", 2, 3,
null, 0.98, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924975", "9378928",
"ITRAXX-JAPANS11V2 - 0619", "iTraxx Japan Series Number 11 Version 2",
"ITRAXX JAPAN SERIES NUMBER 11 VERSION 2 JPY SEN RES I03 CDS 10Y", 2454914, 2458655, 0.05, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAX2", "ITRAXX", 11, "JAPAN", null, "JPHG", 2, 10,
null, 0.98, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.3Y.11.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924976", "9378936",
"ITRAXX-JAPANS11V2 - 0612", "iTraxx Japan Series Number 11 Version 2",
"ITRAXX JAPAN SERIES NUMBER 11 VERSION 2 JPY SEN RES I03 CDS 3Y", 2454914, 2456099, 0.015000000000000001, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAX2", "ITRAXX", 11, "JAPAN", null, "JPHG", 2, 3,
null, 0.98, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924980", "9378628",
"ITRAXX-JAPANHIVOLS5V2 - 0611", "iTraxx Japan HiVol Series Number 5 Version 2",
"ITRAXX JAPAN HIVOL SERIES NUMBER 05 VERSION 2 JPY SEN RES I03 CDS", 2453815, 2455733, 0.0045000000000000005, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAM5", "ITRAXX", 5, "JAPANHIVOL", "VOL", "HV", 2, 5,
null, 1, 10, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.CJAPAN.5Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("924982", "9378627",
"ITRAXX-CJAPANS1V2 - 0909", "iTraxx Japan Series Number 1 Version 2",
"ITRAXX JAPAN SERIES NUMBER 01 VERSION 2 JPY SEN RES I03 CDS", 2453214, 2455096, 0.0025, "JPY",
"ACT/360", false, 0.4, 4, "2I668HAM6", "ITRAXX", 1, "CJAPAN", null, "IG", 2, 5,
null, 0.98, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925002", "9384088",
"ITRAXX-JAPANHIVOLS2V3 - 0310", "iTraxx Japan HiVol Series Number 2 Version 3",
"ITRAXX JAPAN HIVOL SERIES NUMBER 02 VERSION 3 JPY SEN RES I03 CDS", 2453269, 2455276, 0.005, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAS2", "ITRAXX", 2, "JAPANHIVOL", "VOL", "HV", 3, 5,
null, 0.8, 10, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.10Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925003", "9384092",
"ITRAXX-JAPANHIVOLS2V3 - 0315", "iTraxx Japan HiVol Series Number 2 Version 3",
"ITRAXX JAPAN HIVOL SERIES NUMBER 02 VERSION 3 JPY SEN RES I03 CDS 10Y", 2453269, 2457102, 0.007, "JPY",
"ACT/360", false, 0.4, 4, "2I668MAS2", "ITRAXX", 2, "JAPANHIVOL", "VOL", "HV", 3, 10,
null, 0.8, 10, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925004", "9384097",
"ITRAXX-JAPANHIVOLS6V3 - 1211", "iTraxx Japan HiVol Series Number 6 Version 3",
"ITRAXX JAPAN HIVOL SERIES NUMBER 06 VERSION 3 JPY SEN RES I03 CDS", 2453999, 2455916, 0.0055000000000000005, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAU7", "ITRAXX", 6, "JAPANHIVOL", "VOL", "HV", 3, 5,
null, 0.92, 24, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("EUR ITRAXX.JAPANHIVOL.5Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925006", "9384100",
"EUR ITRAXX-JAPANHIVOLS6V3 - 1211", "iTraxx Japan HiVol Series Number 6 Version 3",
"ITRAXX JAPAN HIVOL SERIES NUMBER 06 VERSION 3 EUR SEN RES I03 CDS", 2453999, 2455916, 0.0055000000000000005, "EUR",
"ACT/360", false, 0, 4, "2I668MAU7", "EUR ITRAXX", 6, "JAPANHIVOL", "VOL", "HV", 3, 5,
null, 0.92, 24, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925007", "9383852",
"ITRAXX-JAPANHIVOLS7V3 - 0612", "iTraxx Japan HiVol Series Number 7 Version 3",
"ITRAXX JAPAN HIVOL SERIES NUMBER 07 VERSION 3 JPY SEN RES I03 CDS", 2454180, 2456099, 0.006, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAV5", "ITRAXX", 7, "JAPANHIVOL", "VOL", "HV", 3, 5,
null, 0.92, 24, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JHIVOL.5Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925008", "9384103",
"ITRAXX-JHIVOLS7V3 - 1212", "iTraxx Japan HiVol Series Number 7 Version 3",
"ITRAXX JAPAN HIVOL SERIES NUMBER 07 VERSION 3 JPY SEN RES I03 CDS DEC 20 2012", 2454180, 2456282, 0.006, "JPY",
"ACT/360", false, 0.4, 4, "2I668MAV5", "ITRAXX", 7, "JHIVOL", "VOL", "HV", 3, 5,
null, 0.92, 24, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925010", "9383849",
"ITRAXX-JAPANS2V3 - 0310", "iTraxx Japan Series Number 2 Version 3",
"ITRAXX JAPAN SERIES NUMBER 02 VERSION 3 JPY SEN RES I03 CDS", 2453269, 2455276, 0.0025, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAZ7", "ITRAXX", 2, "JAPAN", null, "IG", 3, 5,
null, 0.96, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925013", "9383860",
"ITRAXX-JAPANHIVOLS8V3 - 1212", "iTraxx Japan HiVol Series Number 8 Version 3",
"ITRAXX JAPAN HIVOL SERIES NUMBER 08 VERSION 3 JPY SEN RES I03 CDS", 2454364, 2456282, 0.007500000000000001, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAW3", "ITRAXX", 8, "JAPANHIVOL", "VOL", "HV", 3, 5,
null, 0.92, 25, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925014", "9383858",
"ITRAXX-JAPANHIVOLS9V3 - 0613", "iTraxx Japan HiVol Series Number 9 Version 3",
"ITRAXX JAPAN HIVOL SERIES NUMBER 09 VERSION 3 JPY SEN RES I03 CDS", 2454546, 2456464, 0.035, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAX1", "ITRAXX", 9, "JAPANHIVOL", "VOL", "HV", 3, 5,
null, 0.92, 25, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925015", "9383851",
"ITRAXX-JAPANS2V3 - 0315", "ITRAXX JAPAN SERIES NUMBER 2 VERSION 3",
"ITRAXX JAPAN SERIES NUMBER 02 VERSION 3 JPY SEN RES I03 CDS 10Y", 2453269, 2457102, 0.0035, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HAZ7", "ITRAXX", 2, "JAPAN", null, "IG", 3, 10,
null, 0.96, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925021", "9383853",
"ITRAXX-JAPANS3V3 - 0610", "iTraxx Japan Series Number 3 Version 3",
"ITRAXX JAPAN SERIES NUMBER 03 VERSION 3 JPY SEN RES I03 CDS", 2453451, 2455368, 0.002, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBA1", "ITRAXX", 3, "JAPAN", null, "IG", 3, 5,
null, 0.96, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925023", "9384095",
"ITRAXX-JAPANS3V3 - 0615", "iTraxx Japan Series Number 3 Version 3",
"ITRAXX JAPAN SERIES NUMBER 03 VERSION 3 JPY SEN RES I03 CDS 10Y", 2453451, 2457194, 0.0035, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBA1", "ITRAXX", 3, "JAPAN", null, "IG", 3, 10,
null, 0.96, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("LevXSubS1V19.LevXSub.5Y.1.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925034", "9438767",
"LevXSubS1V19 - 1211", "ITRAXX LEVX SUBORDINATE SERIES 1 VERSION 19",
"ITRAXX LEVX SUBORDINATE SERIES 1 VERSION 19 EUR 2ND SEC MMR I03 CDS", 2454180, 2455916, 0.045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKBQ2", "LevXSubS1V19", 1, "LevXSub", null, "IG", 19, 5,
null, 0.4857, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925057", "9451158",
"ITRAXX-LevXS5V2 - 1214", "iTraxx LevX Senior Series 5 Version 2",
"ITRAXX LEVX SENIOR SERIES 5 VERSION 2 EUR 1ST SEC RES I03 CDS", 2455096, 2457012, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDB6", "ITRAXX", 5, "LevX", null, "IG", 2, 5,
null, 0.975, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925058", "9451146",
"ITRAXX-LevXS3V7 - 1213", "ITRAXX LEVX SENIOR SERIES 3 VERSION 7",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 7 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBQ5", "ITRAXX", 3, "LevX", null, "IG", 7, 5,
null, 0.92, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925059", "9451150",
"ITRAXX-LevXS4V2 - 0614", "iTraxx LevX Senior Series 4 Version 2",
"ITRAXX LEVX SENIOR SERIES 4 VERSION 2 EUR 1ST SEC RES I03 CDS", 2454911, 2456829, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJCB7", "ITRAXX", 4, "LevX", null, "IG", 2, 5,
null, 0.98, 50, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925061", "9451024",
"ITRAXX-HIVOLS13V1 - 0615", "iTraxx Europe HiVol series 13 Version 1",
"ITRAXX-HIVOLS13V1-0615 EUR SEN MMR I03 CDS", 2455278, 2457194, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAQ9", "ITRAXX", 13, "HIVOL", "VOL", "HV", 1, 5,
"244921", 1, 30, 0, "LON", true, true, true, "ITXEH513", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.7Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925062", "9451026",
"ITRAXX-HIVOLS13V1 - 0617", "iTraxx Europe HiVol series 13 Version 1",
"ITRAXX-HIVOLS13V1-0617 EUR SEN MMR I03 CDS", 2455278, 2457925, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAQ9", "ITRAXX", 13, "HIVOL", "VOL", "HV", 1, 7,
"244921", 1, 30, 0, "LON", true, true, true, "ITXEH713", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925063", "9451027",
"ITRAXX-HIVOLS13V1 - 0620", "iTraxx Europe HiVol series 13 Version 1",
"ITRAXX-HIVOLS13V1-0620 EUR SEN MMR I03 CDS", 2455278, 2459021, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAQ9", "ITRAXX", 13, "HIVOL", "VOL", "HV", 1, 10,
"244921", 1, 30, 0, "LON", true, true, true, "ITXEH013", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.10Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925066", "9450860",
"ITRAXX-FINSENS13V1 - 0620", "iTraxx Europe Senior Financials series 13 Version 1",
"ITRAXX-FINSENS13V1-0620 EUR SEN MMR I03 CDS", 2455278, 2459021, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAM6", "ITRAXX", 13, "FINSEN", "SEN", "SENF", 1, 10,
"244926", 1, 25, 0, "LON", true, true, true, "ITXES013", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925067", "9451031",
"ITRAXX-FINSENS13V1 - 0615", "iTraxx Europe Senior Financials series 13 Version 1",
"ITRAXX-FINSENS13V1-0615 EUR SEN MMR I03 CDS", 2455278, 2457194, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAM6", "ITRAXX", 13, "FINSEN", "SEN", "SENF", 1, 5,
"244926", 1, 25, 0, "LON", true, true, true, "ITXES513", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925068", "9450872",
"ITRAXX-FINSUBS13V1 - 0615", "iTraxx Europe Sub Financials series 13 Version 1",
"ITRAXX-FINSUBS13V1-0615 EUR LT2 SUB MMR I03 CDS", 2455278, 2457194, 0.01, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAN2", "ITRAXX", 13, "FINSUB", "SUB", "SUBF", 1, 5,
"244927", 1, 25, 0, "LON", true, true, true, "ITXEU513", "SUB"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.10Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925069", "9450876",
"ITRAXX-FINSUBS13V1 - 0620", "iTraxx Europe Sub Financials series 13 Version 1",
"ITRAXX-FINSUBS13V1-0620 EUR LT2 SUB MMR I03 CDS", 2455278, 2459021, 0.01, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAN2", "ITRAXX", 13, "FINSUB", "SUB", "SUBF", 1, 10,
"244927", 1, 25, 0, "LON", true, true, true, "ITXEU013", "SUB"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.3Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925071", "9450882",
"ITRAXX-EUROPES13V1 - 0613", "iTraxx Europe series 13 Version 1",
"ITRAXX-EUROPES13V1-0613 EUR SEN MMR I03 CDS", 2455278, 2456464, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAT2", "ITRAXX", 13, "EUROPE", "EUR", "IG", 1, 3,
"244919", 1, 126, 0, "LON", true, true, true, "ITXEB313", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925072", "9450887",
"ITRAXX-EUROPES13V1 - 0615", "iTraxx Europe series 13 Version 1",
"ITRAXX-EUROPES13V1-0615 EUR SEN MMR I03 CDS", 2455278, 2457194, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAT2", "ITRAXX", 13, "EUROPE", "EUR", "IG", 1, 5,
"244919", 1, 126, 0, "LON", true, true, true, "ITXEB513", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925073", "9451060",
"ITRAXX-EUROPES13V1 - 0617", "iTraxx Europe series 13 Version 1",
"ITRAXX-EUROPES13V1-0617 EUR SEN MMR I03 CDS", 2455278, 2457925, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAT2", "ITRAXX", 13, "EUROPE", "EUR", "IG", 1, 7,
"244919", 1, 126, 0, "LON", true, true, true, "ITXEB713", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925074", "9451063",
"ITRAXX-EUROPES13V1 - 0620", "iTraxx Europe series 13 Version 1",
"ITRAXX-EUROPES13V1-0620 EUR SEN MMR I03 CDS", 2455278, 2459021, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAT2", "ITRAXX", 13, "EUROPE", "EUR", "IG", 1, 10,
"244919", 1, 126, 0, "LON", true, true, true, "ITXEB013", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925075", "9451154",
"ITRAXX-XOVERS13V1 - 0613", "iTraxx Europe Crossover series 13 Version 1",
"ITRAXX-XOVERS13V1-0613 EUR SEN MMR I03 CDS", 2455278, 2456464, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBB3", "ITRAXX", 13, "XOVER", "XVR", "XO", 1, 3,
"244920", 1, 50, 0, "LON", true, true, true, "ITXEX313", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925076", "9451159",
"ITRAXX-XOVERS13V1 - 0615", "iTraxx Europe Crossover series 13 Version 1",
"ITRAXX-XOVERS13V1-0615 EUR SEN MMR I03 CDS", 2455278, 2457194, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBB3", "ITRAXX", 13, "XOVER", "XVR", "XO", 1, 5,
"244920", 1, 50, 0, "LON", true, true, true, "ITXEX513", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925077", "9451161",
"ITRAXX-XOVERS13V1 - 0617", "iTraxx Europe Crossover series 13 Version 1",
"ITRAXX-XOVERS13V1-0617 EUR SEN MMR I03 CDS", 2455278, 2457925, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBB3", "ITRAXX", 13, "XOVER", "XVR", "XO", 1, 7,
"244920", 1, 50, 0, "LON", true, true, true, "ITXEX713", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925078", "9451162",
"ITRAXX-XOVERS13V1 - 0620", "iTraxx Europe Crossover series 13 Version 1",
"ITRAXX-XOVERS13V1-0620 EUR SEN MMR I03 CDS", 2455278, 2459021, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBB3", "ITRAXX", 13, "XOVER", "XVR", "XO", 1, 10,
"244920", 1, 50, 0, "LON", true, true, true, "ITXEX013", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.3Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925080", "9451023",
"ITRAXX-HIVOLS13V1 - 0613", "iTraxx Europe HiVol series 13 Version 1",
"ITRAXX-HIVOLS13V1-0613 EUR SEN MMR I03 CDS", 2455278, 2456464, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAQ9", "ITRAXX", 13, "HIVOL", "VOL", "HV", 1, 3,
"244921", 1, 30, 0, "LON", true, true, true, "ITXEH313", "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925081", "9451148",
"USD ITRAXX-EUROPES13V1 - 0615", "iTraxx Europe series 13 Version 1",
"ITRAXX-EUROPES13V1-0615 USD SEN MMR I03 CDS", 2455278, 2457194, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I666VAT2", "USD ITRAXX", 13, "EUROPE", "EUR", "IG", 1, 5,
null, 1, 126, 0, "LON", false, false, true, "ITXEB513", "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.10Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925082", "9451149",
"USD ITRAXX-EUROPES13V1 - 0620", "iTraxx Europe series 13 Version 1",
"ITRAXX-EUROPES13V1-0620 USD SEN MMR I03 CDS", 2455278, 2459021, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I666VAT2", "USD ITRAXX", 13, "EUROPE", "EUR", "IG", 1, 10,
null, 1, 126, 0, "LON", false, false, true, "ITXEB013", "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925083", "9451153",
"USD ITRAXX-XOVERS13V1 - 0615", "iTraxx Europe Crossover series 13 Version 1",
"ITRAXX-XOVERS13V1-0615 USD SEN MMR I03 CDS", 2455278, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KBB3", "USD ITRAXX", 13, "XOVER", "XVR", "XO", 1, 5,
null, 1, 50, 0, "LON", false, false, true, "ITXEX513", "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925084", "9451172",
"USD ITRAXX-XOVERS13V1 - 0620", "iTraxx Europe Crossover series 13 Version 1",
"ITRAXX-XOVERS13V1-0620 USD SEN MMR I03 CDS", 2455278, 2459021, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KBB3", "USD ITRAXX", 13, "XOVER", "XVR", "XO", 1, 10,
null, 1, 50, 0, "LON", false, false, true, "ITXEX013", "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSEN.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925085", "9451175",
"USD ITRAXX-FINSENS13V1 - 0615", "iTraxx Europe Senior Financials series 13 Version 1",
"ITRAXX-FINSENS13V1-0615 USD SEN MMR I03 CDS", 2455278, 2457194, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667DAM6", "USD ITRAXX", 13, "FINSEN", "SEN", "SENF", 1, 5,
null, 1, 25, 0, "LON", false, false, true, "ITXES513", "SEN"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSEN.10Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925086", "9451180",
"USD ITRAXX-FINSENS13V1 - 0620", "iTraxx Europe Senior Financials series 13 Version 1",
"ITRAXX-FINSENS13V1-0620 USD SEN MMR I03 CDS", 2455278, 2459021, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667DAM6", "USD ITRAXX", 13, "FINSEN", "SEN", "SENF", 1, 10,
null, 1, 25, 0, "LON", false, false, true, "ITXES013", "SEN"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSUB.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925087", "9451185",
"USD ITRAXX-FINSUBS13V1 - 0615", "iTraxx Europe Sub Financials series 13 Version 1",
"ITRAXX-FINSUBS13V1-0615 USD LT2 SUB MMR I03 CDS", 2455278, 2457194, 0.01, "USD",
"ACT/360", false, 0.2, 4, "2I667EAN2", "USD ITRAXX", 13, "FINSUB", "SUB", "SUBF", 1, 5,
null, 1, 25, 0, "LON", false, false, true, "ITXEU513", "SUB"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSUB.10Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925088", "9451189",
"USD ITRAXX-FINSUBS13V1 - 0620", "iTraxx Europe Sub Financials series 13 Version 1",
"ITRAXX-FINSUBS13V1-0620 USD LT2 SUB MMR I03 CDS", 2455278, 2459021, 0.01, "USD",
"ACT/360", false, 0.2, 4, "2I667EAN2", "USD ITRAXX", 13, "FINSUB", "SUB", "SUBF", 1, 10,
null, 1, 25, 0, "LON", false, false, true, "ITXEU013", "SUB"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925089", "9451192",
"USD ITRAXX-HIVOLS13V1 - 0615", "iTraxx Europe HiVol series 13 Version 1",
"ITRAXX-HIVOLS13V1-0615 USD SEN MMR I03 CDS", 2455278, 2457194, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667LAQ9", "USD ITRAXX", 13, "HIVOL", "VOL", "HV", 1, 5,
null, 1, 30, 0, "LON", false, false, true, "ITXEH513", "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.10Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925090", "9451194",
"USD ITRAXX-HIVOLS13V1 - 0620", "iTraxx Europe HiVol series 13 Version 1",
"ITRAXX-HIVOLS13V1-0620 USD SEN MMR I03 CDS", 2455278, 2459021, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667LAQ9", "USD ITRAXX", 13, "HIVOL", "VOL", "HV", 1, 10,
null, 1, 30, 0, "LON", false, false, true, "ITXEH013", "VOL"));
UpdateCDXRefDataMap ("CDX.EMDIV.5Y.11.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925093", "9450857",
"CDX-EMDIVS11V1 - 0615", "CDX.EM.DIVERSIFIED.11",
"CDX EM DIVER 11 5YR", 2455096, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2165EKKB4", "CDX", 11, "EMDIV", null, "EM", 1, 5,
null, 1, 40, 0, "LON", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EM.10Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925094", "9451081",
"CDX-EMS13V1 - 0620", "CDX.EM.13",
"CDX EM 13 10YR", 2455096, 2459021, 0.05, "USD",
"ACT/360", false, 0.25, 4, "2I65BZAM4", "CDX", 13, "EM", null, "EM", 1, 10,
null, 1, 15, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EM.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925095", "9450874",
"CDX-EMS13V1 - 0615", "CDX.EM.13",
"CDX EM 13 5YR", 2455278, 2457194, 0.05, "USD",
"ACT/360", false, 0.25, 4, "2I65BZAM4", "CDX", 13, "EM", null, "EM", 1, 5,
null, 1, 15, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V4 FXD 97/100.5Y.14.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925096", "9451082",
"CDX-NAHYS14V4 FXD 97/100 - 0615", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_FXD_97/100", 2455278, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIX0 FXD", "CDX", 14, "NA HY V4 FXD 97/100", null, "HY", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925097", "9450877",
"CDX-NAHYS14V1 - 0615", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP", 2455278, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHJ2", "CDX", 14, "NA HY", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925098", "9451083",
"CDX-NAHYS14V1 - 0611", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP_01YR", 2455278, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHJ2", "CDX", 14, "NA HY", null, "HY", 1, 1,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925099", "9451084",
"CDX-NAHYS14V1 - 0612", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP_02YR", 2455278, 2456099, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHJ2", "CDX", 14, "NA HY", null, "HY", 1, 2,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925100", "9450880",
"CDX-NAHYS14V1 - 0613", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP_03YR", 2455278, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHJ2", "CDX", 14, "NA HY", null, "HY", 1, 3,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG CONS.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925103", "9451375",
"CDX-NAIGCONSS14V1 - 0615", "CDX.NA.IG.CONS.14",
"CDX_NA_IG_S14_CONS_06/15", 2455278, 2457194, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B0AP4", "CDX", 14, "NA IG CONS", null, "IG", 1, 5,
null, 1, 39, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG ENRG.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925104", "9451378",
"CDX-NAIGENRGS14V1 - 0615", "CDX.NA.IG.ENRG.14",
"CDX_NA_IG_S14_ENRG_06/15", 2455278, 2457194, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B1AP2", "CDX", 14, "NA IG ENRG", null, "IG", 1, 5,
null, 1, 17, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925106", "9451381",
"CDX-NAIGFINS14V1 - 0615", "CDX.NA.IG.FIN.14",
"CDX_NA_IG_S14_FIN_06/15", 2455278, 2457194, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B2CG8", "CDX", 14, "NA IG FIN", null, "IG", 1, 5,
null, 1, 20, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.1Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925107", "9451114",
"CDX-NAIGHVOLS14V1 - 0611", "CDX.NA.IG.HVOL.14",
"CDX_NA_IG_S14_HVOL_01Y_06/11", 2455278, 2455733, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BL6", "CDX", 14, "NA IG HVOL", null, "HV", 1, 1,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.2Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925108", "9451115",
"CDX-NAIGHVOLS14V1 - 0612", "CDX.NA.IG.HVOL.14",
"CDX_NA_IG_S14_HVOL_02Y_06/12", 2455278, 2456099, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BL6", "CDX", 14, "NA IG HVOL", null, "HV", 1, 2,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V4 FXD 97/100.3Y.14.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925109", "9451085",
"CDX-NAHYS14V1 FXD - 0613", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_FXD_03YR", 2455278, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRIX0 FXD", "CDX", 14, "NA HY V4 FXD 97/100", null, "HY", 4, 3,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.3Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925110", "9450855",
"CDX-NAIGHVOLS14V1 - 0613", "CDX.NA.IG.HVOL.14",
"CDX_NA_IG_S14_HVOL_03Y_06/13", 2455278, 2456464, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BL6", "CDX", 14, "NA IG HVOL", null, "HV", 1, 3,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925111", "9451086",
"CDX-NAHYS14V1 - 0614", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP_04YR", 2455278, 2456829, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHJ2", "CDX", 14, "NA HY", null, "HY", 1, 4,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.4Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925112", "9450861",
"CDX-NAIGHVOLS14V1 - 0614", "CDX.NA.IG.HVOL.14",
"CDX_NA_IG_S14_HVOL_04Y_06/14", 2455278, 2456829, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BL6", "CDX", 14, "NA IG HVOL", null, "HV", 1, 4,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925113", "9451087",
"CDX-NAHYS14V1 - 0616", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP_06YR", 2455278, 2457560, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHJ2", "CDX", 14, "NA HY", null, "HY", 1, 6,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925114", "9450888",
"CDX-NAHYS14V1 - 0617", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP_07YR", 2455278, 2457925, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHJ2", "CDX", 14, "NA HY", null, "HY", 1, 7,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925115", "9450892",
"CDX-NAHYS14V1 - 0620", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP_10YR", 2455278, 2459021, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHJ2", "CDX", 14, "NA HY", null, "HY", 1, 10,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BV2 FXD 33/34.5Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925117", "9451089",
"CDX-NAHYBS14V1 FXD - 0615", "CDX.NA.HY.B.14",
"CDX_NA_HY_S14_B___FXD", 2455278, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BSBV9 FXD", "CDX", 14, "NA HY BV2 FXD 33/34", null, "HY", 2, 5,
null, 0.97059, 34, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925118", "9450895",
"CDX-NAHYBS14V1 - 0615", "CDX.NA.HY.B.14",
"CDX_NA_HY_S14_B___SWP", 2455278, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSKL1", "CDX", 14, "NA HY B", null, "HY", 1, 5,
null, 1, 34, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925119", "9452638",
"Itraxx-SovX West Eur S3V1 - 0615", "Itraxx SovX Western Europe Series 3 Version 1",
"ITRAXX-SOVX WEST EUR S3V1-0615 USD SEN RES I03 CDS", 2455278, 2457194, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAC5", "Itraxx", 3, "SovX West Eur", "SOV", "SOWE", 1, 5,
"244928", 1, 15, 0, "LON", true, true, true, "ITXSW53", "SOV"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925120", "9450859",
"CDX-NAHYBBS14V1 - 0615", "CDX.NA.HY.BB.14",
"CDX_NA_HY_S14_BB__SWP", 2455278, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBV2", "CDX", 14, "NA HY BB", null, "HY", 1, 5,
null, 1, 34, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.10Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925122", "9452642",
"Itraxx-SovX West Eur S3V1 - 0620", "Itraxx SovX Western Europe Series 3 Version 1",
"ITRAXX-SOVX WEST EUR S3V1-0620 USD SEN RES I03 CDS", 2455278, 2459021, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAC5", "Itraxx", 3, "SovX West Eur", "SOV", "SOWE", 1, 10,
"244928", 1, 15, 0, "LON", true, true, true, "ITXSW03", "SOV"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925123", "9450862",
"CDX-NAIGS14V1 - 0611", "CDX.NA.IG.14",
"CDX_NA_IG_S14_01Y_06/11", 2455278, 2455733, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCK9", "CDX", 14, "NA IG", null, "IG", 1, 1,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925124", "9450868",
"CDX-NAIGS14V1 - 0612", "CDX.NA.IG.14",
"CDX_NA_IG_S14_02Y_06/12", 2455278, 2456099, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCK9", "CDX", 14, "NA IG", null, "IG", 1, 2,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925126", "9450870",
"CDX-NAIGS14V1 - 0613", "CDX.NA.IG.14",
"CDX_NA_IG_S14_03Y_06/13", 2455278, 2456464, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCK9", "CDX", 14, "NA IG", null, "IG", 1, 3,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925127", "9450900",
"CDX-NAIGS14V1 - 0615", "CDX.NA.IG.14",
"CDX_NA_IG_S14_05Y_06/15", 2455278, 2457194, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCK9", "CDX", 14, "NA IG", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925128", "9450903",
"CDX-NAIGS14V1 - 0617", "CDX.NA.IG.14",
"CDX_NA_IG_S14_07Y_06/17", 2455278, 2457925, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCK9", "CDX", 14, "NA IG", null, "IG", 1, 7,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925129", "9450907",
"CDX-NAIGS14V1 - 0620", "CDX.NA.IG.14",
"CDX_NA_IG_S14_10Y_06/20", 2455278, 2459021, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCK9", "CDX", 14, "NA IG", null, "IG", 1, 10,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925130", "9450863",
"CDX-NAIGHVOLS14V1 - 0615", "CDX.NA.IG.HVOL.14",
"CDX_NA_IG_S14_HVOL_05Y_06/15", 2455278, 2457194, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BL6", "CDX", 14, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925131", "9450865",
"CDX-NAIGHVOLS14V1 - 0617", "CDX.NA.IG.HVOL.14",
"CDX_NA_IG_S14_HVOL_07Y_06/17", 2455278, 2457925, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BL6", "CDX", 14, "NA IG HVOL", null, "HV", 1, 7,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925132", "9450869",
"CDX-NAIGHVOLS14V1 - 0620", "CDX.NA.IG.HVOL.14",
"CDX_NA_IG_S14_HVOL_10Y_06/20", 2455278, 2459021, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BL6", "CDX", 14, "NA IG HVOL", null, "HV", 1, 10,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet34()
{
UpdateCDXRefDataMap ("CDX.NA HY BBV1 FXD.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925133", "9451357",
"CDX-NAHYBBS14V1 FXD - 0615", "CDX.NA.HY.BB.14",
"CDX_NA_HY_S14_BB__FXD", 2455278, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BVBV2 FXD", "CDX", 14, "NA HY BBV1 FXD", null, "HY", 1, 5,
null, 1, 34, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG INDU.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925134", "9450871",
"CDX-NAIGINDUS14V1 - 0615", "CDX.NA.IG.INDU.14",
"CDX_NA_IG_S14_INDU_06/15", 2455278, 2457194, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B4AU5", "CDX", 14, "NA IG INDU", null, "IG", 1, 5,
null, 1, 25, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG TMT.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925135", "9450873",
"CDX-NAIGTMTS14V1 - 0615", "CDX.NA.IG.TMT.14",
"CDX_NA_IG_S14_TMT_06/15", 2455278, 2457194, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65DJAX4", "CDX", 14, "NA IG TMT", null, "IG", 1, 5,
null, 1, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925137", "9450875",
"CDX-NAIGHVOLS14V1 EUR - 0615", "CDX.NA.IG.HVOL.14",
"CDX_NA_IG_S14_HVOL_05Y_06/15 EUR", 2455278, 2457194, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I65B3BL6 EUR", "CDX", 14, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HBV2 FXD 29/30.5Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925138", "9451365",
"CDX-NAHYHBS14V1 FXD - 0615", "CDX.NA.HY.HB.14",
"CDX_NA_HY_S14_HB__FXD", 2455278, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWFF1 FXD", "CDX", 14, "NA HY HBV2 FXD 29/30", null, "HY", 2, 5,
null, 0.96666, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925139", "9451370",
"CDX-NAHYHBS14V1 - 0615", "CDX.NA.HY.HB.14",
"CDX_NA_HY_S14_HB__SWP", 2455278, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWET2", "CDX", 14, "NA HY HB", null, "HY", 1, 5,
null, 1, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925141", "9451371",
"CDX-NAIGS14V1 - 0614", "CDX.NA.IG.14",
"CDX_NA_IG_S14_04Y_06/14", 2455278, 2456829, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCK9", "CDX", 14, "NA IG", null, "IG", 1, 4,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925142", "9451373",
"CDX-NAIGS14V1 EUR - 0615", "CDX.NA.IG.14",
"CDX_NA_IG_S14_05Y_06/15_EUR", 2455278, 2457194, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYCK9 EUR", "CDX", 14, "NA IG", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ IG.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925144", "9451504",
"ITRAXX-ASIAXJIGS13V1 - 0615", "iTraxx Asia ex-Japan IG Series Number 13 Version 1",
"ITRAXX ASIA EX-JAPAN IG SERIES NUMBER 13 VERSION 1 USD SEN RES I03 CDS", 2455278, 2457194, 0.01, "USD",
"ACT/360", false, 0.4, 4, "4ABCAMAF3", "ITRAXX", 13, "ASIAXJ IG", null, "ASHG", 1, 5,
null, 1, 50, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ HY.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925145", "9451502",
"ITRAXX-ASIAXJHYS13V1 - 0615", "iTraxx Asia ex-Japan HY Series Number 13 Version 1",
"ITRAXX ASIA EX-JAPAN HY SERIES NUMBER 13 VERSION 1 USD SEN RES I03 CDS", 2455278, 2457194, 0.05, "USD",
"ACT/360", false, 0.25, 4, "4ABCAGAF6", "ITRAXX", 13, "ASIAXJ HY", null, "ASHY", 1, 5,
null, 1, 20, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925146", "9451503",
"ITRAXX-AUSTRALIAS13V1 - 0615", "iTraxx Australia Series Number 13 Version 1",
"ITRAXX AUSTRALIA SERIES NUMBER 13 VERSION 1 USD SEN MR I03 CDS", 2455278, 2457194, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I668IAM4", "ITRAXX", 13, "AUSTRALIA", null, "AUHG", 1, 5,
null, 1, 25, 0, "HKG", false, false, true, null, "Itraxx Australia"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.13.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925147", "9451505",
"ITRAXX-JAPANS13V1 - 0615", "iTraxx Japan Series Number 13 Version 1",
"ITRAXX JAPAN SERIES NUMBER 13 VERSION 1 JPY SEN RES I03 CDS", 2455279, 2457194, 0.01, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBB9", "ITRAXX", 13, "JAPAN", null, "JPHG", 1, 5,
null, 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.SOVXASIAPACIFIC.5Y.3.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925208", "9453842",
"ITRAXX-SOVX-ASIA-PACIFICS3 - 0615", "iTraxx SovX Asia Pacific Series 3 Version 1",
"ITRAXX SOVX ASIA-PACIFIC SERIES NUMBER 3 VERSION 1 USD SEN RES I03 CDS", 2455278, 2457194, 0.01, "USD",
"ACT/360", true, 0.4, 2, "4ABCANAA2", "ITRAXX", 3, "SOVXASIAPACIFIC", null, "ASHG", 1, 5,
null, 1, 10, 0, "HKG", false, false, true, null, "Itraxx SovX"));
UpdateCDXRefDataMap ("ITRAXX.SOVXASIAPACIFIC.10Y.1.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925209", "9453846",
"ITRAXX-SOVX-ASIA-PACIFICS1 - 0620", "ITraxx Sovx Asia Pacific Series Number 1 Version 1",
"ITRAXX SOVX ASIA-PACIFIC SERIES NUMBER 1 VERSION 1 USD SEN RES I03 CDS 10Y", 2455278, 2459021, 0, "USD",
"ACT/360", true, 0.4, 2, "ITRAXX-SOVX-ASIA-PACIFICS1", "ITRAXX", 1, "SOVXASIAPACIFIC", null, "ASHG", 1, 10,
null, 1, 10, 0, "HKG", false, false, true, null, "Itraxx SovX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925234", "9456779",
"ITRAXX-LevXS6V1 - 0615", "iTraxx LevX Senior Series 6 Version 1",
"ITRAXX LEVX SENIOR SERIES 6 VERSION 1 EUR 1ST SEC RES I03 CDS", 2455278, 2457194, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJEA7", "ITRAXX", 6, "LevX", null, "IG", 1, 5,
null, 1, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.27",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925343", "9458918",
"LCDXNAS8V27 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_74/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.55, 4, "5F199GDB0", "LCDX", 8, "LCDXNA", null, "IG", 27, 5,
null, 0.74, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925345", "9458927",
"LCDXNAS9V22 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_79/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.55, 4, "5F199GDC8", "LCDX", 9, "LCDXNA", null, "IG", 22, 5,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("MCDXNAS14V1.MCDXNA.3Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925356", "9452749",
"MCDXNAS14V1 - 0613", "MCDX.NA.14",
"MCDX SERIES 14 3Y", 2455292, 2456464, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAE7", "MCDXNAS14V1", 14, "MCDXNA", null, "IG", 1, 3,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("MCDXNAS14V1.MCDXNA.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925358", "9452754",
"MCDXNAS14V1 - 0615", "MCDX.NA.14",
"MCDX SERIES 14 5Y", 2455292, 2457194, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAE7", "MCDXNAS14V1", 14, "MCDXNA", null, "IG", 1, 5,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("MCDXNAS14V1.MCDXNA.10Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925360", "9452856",
"MCDXNAS14V1 - 0620", "MCDX.NA.14",
"MCDX SERIES 14 10Y", 2455292, 2459021, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAE7", "MCDXNAS14V1", 14, "MCDXNA", null, "IG", 1, 10,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("LCDXNAS10V22 FXD.LCDXNAV22 FXD.5Y.10.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925370", "9459234",
"LCDXNAS10V22 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_79/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDD6 FXD", "LCDXNAS10V22 FXD", 10, "LCDXNAV22 FXD", null, "IG", 22, 5,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V22 FXD.LCDXNAV22 FXD.5Y.9.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925373", "9459163",
"LCDXNAS9V22 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_79/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDC8 FXD", "LCDXNAS9V22 FXD", 9, "LCDXNAV22 FXD", null, "IG", 22, 5,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925375", "9459237",
"LCDXNAS10V22 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_79/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDD6", "LCDX", 10, "LCDXNA", null, "IG", 22, 6,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925378", "9459165",
"LCDXNAS9V22 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_79/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDC8", "LCDX", 9, "LCDXNA", null, "IG", 22, 7,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925379", "9459238",
"LCDXNAS10V22 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_79/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDD6", "LCDX", 10, "LCDXNA", null, "IG", 22, 2,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925380", "9459166",
"LCDXNAS9V22 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_79/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDC8", "LCDX", 9, "LCDXNA", null, "IG", 22, 3,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925381", "9459342",
"LCDXNAS10V22 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_79/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDD6", "LCDX", 10, "LCDXNA", null, "IG", 22, 7,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925382", "9459168",
"LCDXNAS9V22 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_79/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDC8", "LCDX", 9, "LCDXNA", null, "IG", 22, 10,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925383", "9459344",
"LCDXNAS10V22 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_79/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDD6", "LCDX", 10, "LCDXNA", null, "IG", 22, 10,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925384", "9459347",
"LCDXNAS10V22 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_79/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDD6", "LCDX", 10, "LCDXNA", null, "IG", 22, 4,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925385", "9459227",
"LCDXNAS9V22 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_79/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDC8", "LCDX", 9, "LCDXNA", null, "IG", 22, 4,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.12.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925386", "9459256",
"LCDXNAS12V11 - 0610", "LCDX.NA.12",
"CDX_NA_LN_S12_100_01YR_89/100", 2454938, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDE4", "LCDX", 12, "LCDXNA", null, "IG", 11, 1,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925387", "9459229",
"LCDXNAS9V22 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_79/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDC8", "LCDX", 9, "LCDXNA", null, "IG", 22, 6,
null, 0.79, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS12V11 FXD.LCDXNAV11 FXD.5Y.12.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925388", "9459260",
"LCDXNAS12V11 FXD - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_FXD_89/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDE4 FXD", "LCDXNAS12V11 FXD", 12, "LCDXNAV11 FXD", null, "IG", 11, 5,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.12.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925390", "9459266",
"LCDXNAS12V11 - 0611", "LCDX.NA.12",
"CDX_NA_LN_S12_100_02YR_89/100", 2454938, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDE4", "LCDX", 12, "LCDXNA", null, "IG", 11, 2,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.12.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925391", "9459267",
"LCDXNAS12V11 - 0616", "LCDX.NA.12",
"CDX_NA_LN_S12_100_07YR_89/100", 2454938, 2457560, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDE4", "LCDX", 12, "LCDXNA", null, "IG", 11, 7,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.12.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925392", "9459278",
"LCDXNAS12V11 - 0619", "LCDX.NA.12",
"CDX_NA_LN_S12_100_10YR_89/100", 2454938, 2458655, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDE4", "LCDX", 12, "LCDXNA", null, "IG", 11, 10,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.12.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925393", "9459286",
"LCDXNAS12V11 - 0613", "LCDX.NA.12",
"CDX_NA_LN_S12_100_04YR_89/100", 2454938, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDE4", "LCDX", 12, "LCDXNA", null, "IG", 11, 4,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.12.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925395", "9459288",
"LCDXNAS12V11 - 0615", "LCDX.NA.12",
"CDX_NA_LN_S12_100_06YR_89/100", 2454938, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDE4", "LCDX", 12, "LCDXNA", null, "IG", 11, 6,
null, 0.89, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.27",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925404", "9459148",
"LCDXNAS8V27 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_74/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GDB0", "LCDX", 8, "LCDXNA", null, "IG", 27, 10,
null, 0.74, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V27 FXD.LCDXNAV27 FXD.5Y.8.27",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925405", "9459150",
"LCDXNAS8V27 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_74/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GDB0 FXD", "LCDXNAS8V27 FXD", 8, "LCDXNAV27 FXD", null, "IG", 27, 5,
null, 0.74, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.27",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925406", "9459153",
"LCDXNAS8V27 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_74/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GDB0", "LCDX", 8, "LCDXNA", null, "IG", 27, 6,
null, 0.74, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.27",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925413", "9459155",
"LCDXNAS8V27 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_74/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GDB0", "LCDX", 8, "LCDXNA", null, "IG", 27, 4,
null, 0.74, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.27",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925414", "9459154",
"LCDXNAS8V27 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_74/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GDB0", "LCDX", 8, "LCDXNA", null, "IG", 27, 7,
null, 0.74, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.8.27",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925415", "9459160",
"LCDXNAS8V27 - 0610", "LCDX.NA.8",
"CDX_NA_LN_S08_100_03YR_74/100", 2454244, 2455368, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GDB0", "LCDX", 8, "LCDXNA", null, "IG", 27, 3,
null, 0.74, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925423", "9458602",
"LCDXNAS14V1 - 0615", "LCDX.NA.14",
"CDX_NA_LN_S14_100", 2455278, 2457194, 0.025, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDF1", "LCDX", 14, "LCDXNA", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925446", "9451141",
"ITRAXX-LevXS2V9 - 0613", "ITRAXX LEVX SENIOR SERIES 2 VERSION 9",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 9 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBR3", "ITRAXX", 2, "LevX", null, "IG", 9, 5,
null, 0.8932, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925452", "9458603",
"LCDXNAS14V1 - 0611", "LCDX.NA.14",
"CDX_NA_LN_S14_100_01YR", 2455278, 2455733, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDF1", "LCDX", 14, "LCDXNA", null, "IG", 1, 1,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925453", "9458604",
"LCDXNAS14V1 - 0613", "LCDX.NA.14",
"CDX_NA_LN_S14_100_03YR", 2455278, 2456464, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDF1", "LCDX", 14, "LCDXNA", null, "IG", 1, 3,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS14V1 FXD.LCDXNAV1 FXD.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925454", "9458605",
"LCDXNAS14V1 FXD - 0615", "LCDX.NA.14",
"CDX_NA_LN_S14_100_FXD", 2455278, 2457194, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDF1 FXD", "LCDXNAS14V1 FXD", 14, "LCDXNAV1 FXD", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925455", "9458606",
"LCDXNAS14V1 - 0612", "LCDX.NA.14",
"CDX_NA_LN_S14_100_02YR", 2455278, 2456099, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDF1", "LCDX", 14, "LCDXNA", null, "IG", 1, 2,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925456", "9458607",
"LCDXNAS14V1 - 0617", "LCDX.NA.14",
"CDX_NA_LN_S14_100_07YR", 2455278, 2457925, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDF1", "LCDX", 14, "LCDXNA", null, "IG", 1, 7,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925458", "9458608",
"LCDXNAS14V1 - 0620", "LCDX.NA.14",
"CDX_NA_LN_S14_100_10YR", 2455278, 2459021, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDF1", "LCDX", 14, "LCDXNA", null, "IG", 1, 10,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925459", "9458609",
"LCDXNAS14V1 - 0614", "LCDX.NA.14",
"CDX_NA_LN_S14_100_04YR", 2455278, 2456829, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDF1", "LCDX", 14, "LCDXNA", null, "IG", 1, 4,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925460", "9458610",
"LCDXNAS14V1 - 0616", "LCDX.NA.14",
"CDX_NA_LN_S14_100_06YR", 2455278, 2457560, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDF1", "LCDX", 14, "LCDXNA", null, "IG", 1, 6,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LevXSenS1V15.LevXSen.5Y.1.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925501", "9468345",
"LevXSenS1V15 - 1211", "ITRAXX LEVX SENIOR SERIES 1 VERSION 15",
"ITRAXX LEVX SENIOR SERIES 1 VERSION 15 EUR 1ST SEC MMR I03 CDS", 2453999, 2455916, 0.017, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJEB5", "LevXSenS1V15", 1, "LevXSen", null, "IG", 15, 5,
null, 0.59997, 0, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925508", "9469827",
"ITRAXX-LevXS5V3 - 1214", "ITRAXX LEVX SENIOR SERIES 5 VERSION 3",
"ITRAXX LEVX SENIOR SERIES 5 VERSION 3 EUR 1ST SEC RES I03 CDS", 2455096, 2457012, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBW2", "ITRAXX", 5, "LevX", null, "IG", 3, 5,
null, 0.9500000000000001, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925509", "9469823",
"ITRAXX-LevXS2V10 - 0613", "ITRAXX LEVX SENIOR SERIES 2 VERSION 10",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 10 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBS1", "ITRAXX", 2, "LevX", null, "IG", 10, 5,
null, 0.8798, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925510", "9469825",
"ITRAXX-LevXS3V8 - 1213", "ITRAXX LEVX SENIOR SERIES 3 VERSION 8",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 8 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBT9", "ITRAXX", 3, "LevX", null, "IG", 8, 5,
null, 0.9066, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925511", "9469826",
"ITRAXX-LevXS4V3 - 0614", "ITRAXX LEVX SENIOR SERIES 4 VERSION 3",
"ITRAXX LEVX SENIOR SERIES 4 VERSION 3 EUR 1ST SEC RES I03 CDS", 2454911, 2456829, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJBU6", "ITRAXX", 4, "LevX", null, "IG", 3, 5,
null, 0.96, 50, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925512", "9469831",
"ITRAXX-LevXS6V2 - 0615", "ITRAXX LEVX SENIOR SERIES 6 VERSION 2",
"ITRAXX LEVX SENIOR SERIES 6 VERSION 2 EUR 1ST SEC RES I03 CDS", 2455278, 2457194, 0.05, "EUR",
"ACT/360", false, 0.71, 4, "4ABCAJEH2", "ITRAXX", 6, "LevX", null, "IG", 2, 5,
null, 0.975, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LevXSenS1V16.LevXSen.5Y.1.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925533", "9476239",
"LevXSenS1V16 - 1211", "ITRAXX LEVX SENIOR SERIES 1 VERSION 16",
"ITRAXX LEVX SENIOR SERIES 1 VERSION 16 EUR 1ST SEC MMR I03 CDS", 2453999, 2455916, 0.017, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJEC3", "LevXSenS1V16", 1, "LevXSen", null, "IG", 16, 5,
null, 0.5714, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LevXSubS1V20.LevXSub.5Y.1.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925534", "9476240",
"LevXSubS1V20 - 1211", "ITRAXX LEVX SUBORDINATE SERIES 1 VERSION 20",
"ITRAXX LEVX SUBORDINATE SERIES 1 VERSION 20 EUR 2ND SEC MMR I03 CDS", 2454180, 2455916, 0.045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKBV1", "LevXSubS1V20", 1, "LevXSub", null, "IG", 20, 5,
null, 0.4572, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LevXSubS1V21.LevXSub.5Y.1.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925557", "9484895",
"LevXSubS1V21 - 1211", "ITRAXX LEVX SUBORDINATED SERIES 1 VERSION 21",
"ITRAXX LEVX SUBORDINATED SERIES 1 VERSION 21 EUR 2ND SEC MMR I03 CDS", 2454180, 2455916, 0.045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKBW9", "LevXSubS1V21", 1, "LevXSub", null, "IG", 21, 5,
null, 0.4286, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925593", "9489686",
"ITRAXX-XOVERS1V2 - 0914", "Itraxx Europe Crossover Series 1 VERSION 2",
"ITRAXX-XOVERS1V2-0914 EUR SEN MMR I03 CDS", 2453179, 2456921, 0.0315, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBC1", "ITRAXX", 1, "XOVER", "XVR", "XO", 2, 10,
"245733", 1, 31, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925595", "9489692",
"ITRAXX-XOVERS2V2 - 0315", "Itraxx Europe Crossover Series 2 VERSION 2",
"ITRAXX-XOVERS2V2-0315 EUR SEN MMR I03 CDS", 2453269, 2457102, 0.029500000000000002, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBD9", "ITRAXX", 2, "XOVER", "XVR", "XO", 2, 10,
"245734", 1, 31, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925598", "9489678",
"ITRAXX-XOVERS5V3 - 0611", "iTraxx Europe Crossover Series 5 Version 3",
"ITRAXX-XOVERS5V3-0611 EUR SEN MMR I03 CDS", 2453815, 2455733, 0.029, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBG2", "ITRAXX", 5, "XOVER", "XVR", "XO", 3, 5,
"245736", 0.9777, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925599", "9489680",
"ITRAXX-XOVERS5V3 - 0616", "iTraxx Europe Crossover Series 5 Version 3",
"ITRAXX-XOVERS5V3-0616 EUR SEN MMR I03 CDS", 2453815, 2457560, 0.035, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBG2", "ITRAXX", 5, "XOVER", "XVR", "XO", 3, 10,
"245736", 0.9777, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.9.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925600", "9489825",
"ITRAXX-XOVERS9V5 - 0611", "iTraxx Europe Crossover series 9 Version 5",
"ITRAXX-XOVERS9V5-0611 EUR SEN MMR I03 CDS", 2454546, 2455733, 0.0625, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBK3", "ITRAXX", 9, "XOVER", "XVR", "XO", 5, 3,
"245740", 0.9400000000000001, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.9.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925602", "9489700",
"ITRAXX-XOVERS9V5 - 0613", "iTraxx Europe Crossover series 9 Version 5",
"ITRAXX-XOVERS9V5-0613 EUR SEN MMR I03 CDS", 2454546, 2456464, 0.065, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBK3", "ITRAXX", 9, "XOVER", "XVR", "XO", 5, 5,
"245740", 0.9400000000000001, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925603", "9489685",
"ITRAXX-XOVERS6V3 - 1211", "iTraxx Europe Crossover series 6 Version 3",
"ITRAXX-XOVERS6V3-1211 EUR SEN MMR I03 CDS", 2453999, 2455916, 0.028, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBH0", "ITRAXX", 6, "XOVER", "XVR", "XO", 3, 5,
"245738", 0.9777, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.9.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925604", "9489710",
"ITRAXX-XOVERS9V5 - 0618", "iTraxx Europe Crossover series 9 Version 5",
"ITRAXX-XOVERS9V5-0618 EUR SEN MMR I03 CDS", 2454546, 2458290, 0.064, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBK3", "ITRAXX", 9, "XOVER", "XVR", "XO", 5, 10,
"245740", 0.9400000000000001, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925605", "9489719",
"ITRAXX-XOVERS10V4 - 1211", "iTraxx Europe Crossover series 10 Version 4",
"ITRAXX-XOVERS10V4-1211 EUR SEN MMR I03 CDS", 2454739, 2455916, 0.053000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBL1", "ITRAXX", 10, "XOVER", "XVR", "XO", 4, 3,
"245741", 0.96, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925606", "9489687",
"ITRAXX-XOVERS6V3 - 1216", "iTraxx Europe Crossover series 6 Version 3",
"ITRAXX-XOVERS6V3-1216 EUR SEN MMR I03 CDS", 2453999, 2457743, 0.0345, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBH0", "ITRAXX", 6, "XOVER", "XVR", "XO", 3, 10,
"245738", 0.9777, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925607", "9489666",
"ITRAXX-XOVERS10V4 - 1213", "iTraxx Europe Crossover series 10 Version 4",
"ITRAXX-XOVERS10V4-1213 EUR SEN MMR I03 CDS", 2454739, 2456647, 0.056, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBL1", "ITRAXX", 10, "XOVER", "XVR", "XO", 4, 5,
"245741", 0.96, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925609", "9489731",
"ITRAXX-XOVERS12V2 - 1212", "iTraxx Europe Crossover series 12 Version 2",
"ITRAXX-XOVERS12V2-1212 EUR SEN MMR I03 CDS", 2455096, 2456282, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBM9", "ITRAXX", 12, "XOVER", "XVR", "XO", 2, 3,
"245739", 1, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.7.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925610", "9489691",
"ITRAXX-XOVERS7V4 - 0612", "iTraxx Europe Crossover series 7 Version 4",
"ITRAXX-XOVERS7V4-0612 EUR SEN MMR I03 CDS", 2454180, 2456099, 0.023, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBI8", "ITRAXX", 7, "XOVER", "XVR", "XO", 4, 5,
"245742", 0.96, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925611", "9489732",
"ITRAXX-XOVERS12V2 - 1214", "iTraxx Europe Crossover series 12 Version 2",
"ITRAXX-XOVERS12V2-1214 EUR SEN MMR I03 CDS", 2455096, 2457012, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBM9", "ITRAXX", 12, "XOVER", "XVR", "XO", 2, 5,
"245739", 1, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.7.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925612", "9489695",
"ITRAXX-XOVERS7V4 - 0617", "iTraxx Europe Crossover series 7 Version 4",
"ITRAXX-XOVERS7V4-0617 EUR SEN MMR I03 CDS", 2454180, 2457925, 0.032, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBI8", "ITRAXX", 7, "XOVER", "XVR", "XO", 4, 10,
"245742", 0.96, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925613", "9489735",
"ITRAXX-XOVERS12V2 - 1216", "iTraxx Europe Crossover series 12 Version 2",
"ITRAXX-XOVERS12V2-1216 EUR SEN MMR I03 CDS", 2455096, 2457743, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBM9", "ITRAXX", 12, "XOVER", "XVR", "XO", 2, 7,
"245739", 1, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925617", "9489663",
"ITRAXX-XOVERS4V3 - 1210", "iTraxx Europe Crossover Series 4 Version 3",
"ITRAXX-XOVERS4V3-1210 EUR SEN MMR I03 CDS", 2453634, 2455551, 0.029500000000000002, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBF4", "ITRAXX", 4, "XOVER", "XVR", "XO", 3, 5,
"245735", 0.975, 41, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925619", "9489713",
"ITRAXX-XOVERS13V2 - 0613", "iTraxx Europe Crossover series 13 Version 2",
"ITRAXX-XOVERS13V2-0613 EUR SEN MMR I03 CDS", 2455278, 2456464, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBN7", "ITRAXX", 13, "XOVER", "XVR", "XO", 2, 3,
"245737", 1, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925620", "9489718",
"ITRAXX-XOVERS13V2 - 0615", "iTraxx Europe Crossover series 13 Version 2",
"ITRAXX-XOVERS13V2-0615 EUR SEN MMR I03 CDS", 2455278, 2457194, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBN7", "ITRAXX", 13, "XOVER", "XVR", "XO", 2, 5,
"245737", 1, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925621", "9489721",
"ITRAXX-XOVERS13V2 - 0617", "iTraxx Europe Crossover series 13 Version 2",
"ITRAXX-XOVERS13V2-0617 EUR SEN MMR I03 CDS", 2455278, 2457925, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBN7", "ITRAXX", 13, "XOVER", "XVR", "XO", 2, 7,
"245737", 1, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925622", "9489722",
"ITRAXX-XOVERS13V2 - 0620", "iTraxx Europe Crossover series 13 Version 2",
"ITRAXX-XOVERS13V2-0620 EUR SEN MMR I03 CDS", 2455278, 2459021, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBN7", "ITRAXX", 13, "XOVER", "XVR", "XO", 2, 10,
"245737", 1, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925626", "9489656",
"ITRAXX-XOVERS10V4 - 1215", "iTraxx Europe Crossover series 10 Version 4",
"ITRAXX-XOVERS10V4-1215 EUR SEN MMR I03 CDS", 2454739, 2457377, 0.055, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBL1", "ITRAXX", 10, "XOVER", "XVR", "XO", 4, 7,
"245741", 0.96, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925627", "9489665",
"ITRAXX-XOVERS4V3 - 1215", "iTraxx Europe Crossover Series 4 Version 3",
"ITRAXX-XOVERS4V3-1215 EUR SEN MMR I03 CDS", 2453634, 2457377, 0.0345, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBF4", "ITRAXX", 4, "XOVER", "XVR", "XO", 3, 10,
"245735", 0.975, 41, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.10.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925628", "9489661",
"ITRAXX-XOVERS10V4 - 1218", "iTraxx Europe Crossover series 10 Version 4",
"ITRAXX-XOVERS10V4-1218 EUR SEN MMR I03 CDS", 2454739, 2458473, 0.054, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBL1", "ITRAXX", 10, "XOVER", "XVR", "XO", 4, 10,
"245741", 0.96, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925634", "9489767",
"ITRAXX-XOVERS12V2 - 1219", "iTraxx Europe Crossover series 12 Version 2",
"ITRAXX-XOVERS12V2-1219 EUR SEN MMR I03 CDS", 2455096, 2458838, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBM9", "ITRAXX", 12, "XOVER", "XVR", "XO", 2, 10,
"245739", 1, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925638", "9489879",
"USD ITRAXX-XOVERS12V2 - 1214", "iTraxx Europe Crossover series 12 Version 2",
"ITRAXX-XOVERS12V2-1214 USD SEN MMR I03 CDS", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KBM9", "USD ITRAXX", 12, "XOVER", "XVR", "XO", 2, 5,
null, 1, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925639", "9489884",
"USD ITRAXX-XOVERS13V2 - 0615", "iTraxx Europe Crossover series 13 Version 2",
"ITRAXX-XOVERS13V2-0615 USD SEN MMR I03 CDS", 2455278, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KBN7", "USD ITRAXX", 13, "XOVER", "XVR", "XO", 2, 5,
null, 1, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925640", "9489881",
"USD ITRAXX-XOVERS12V2 - 1219", "iTraxx Europe Crossover series 12 Version 2",
"ITRAXX-XOVERS12V2-1219 USD SEN MMR I03 CDS", 2455096, 2458838, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KBM9", "USD ITRAXX", 12, "XOVER", "XVR", "XO", 2, 10,
null, 1, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925641", "9489886",
"USD ITRAXX-XOVERS13V2 - 0620", "iTraxx Europe Crossover series 13 Version 2",
"ITRAXX-XOVERS13V2-0620 USD SEN MMR I03 CDS", 2455278, 2459021, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KBN7", "USD ITRAXX", 13, "XOVER", "XVR", "XO", 2, 10,
null, 1, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.9.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925647", "9489709",
"ITRAXX-XOVERS9V5 - 0615", "iTraxx Europe Crossover series 9 Version 5",
"ITRAXX-XOVERS9V5-0615 EUR SEN MMR I03 CDS", 2454546, 2457194, 0.0645, "EUR",
"ACT/360", false, 0.35000000000000003, 4, "2I667KBK3", "ITRAXX", 9, "XOVER", "XVR", "XO", 5, 7,
"245740", 0.9400000000000001, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.4.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925657", "9492995",
"ITRAXX-XOVERS4V4 - 1210", "iTraxx Europe Crossover Series 4 Version 4",
"ITRAXX-XOVERS4V4-1210 EUR SEN MMR I03 CDS", 2453634, 2455551, 0.029500000000000002, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBP2", "ITRAXX", 4, "XOVER", "XVR", "XO", 4, 5,
"245809", 0.9500000000000001, 41, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.4.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925658", "9492998",
"ITRAXX-XOVERS4V4 - 1215", "iTraxx Europe Crossover Series 4 Version 4",
"ITRAXX-XOVERS4V4-1215 EUR SEN MMR I03 CDS", 2453634, 2457377, 0.0345, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBP2", "ITRAXX", 4, "XOVER", "XVR", "XO", 4, 10,
"245809", 0.9500000000000001, 41, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVERV45Y296.5Y.4.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925659", "9493007",
"ITRAXX-XOVERS4V4-5Y296 - 1210", "iTraxx Europe Crossover Series 4 Version 4",
"ITRAXX-XOVERS4V4-5Y296 EUR SEN MMR I03 CDS", 2453634, 2455551, 0.0296, "EUR",
"ACT/360", false, 0.4, 2, "2I667KBP2 296", "ITRAXX", 4, "XOVERV45Y296", null, "XO", 4, 5,
null, 0.9500000000000001, 41, 0, "LON", false, false, true, null, "i-Traxx-European"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925661", "9493026",
"ITRAXX-XOVERS8V6 - 1210", "iTraxx Europe Crossover series 8 Version 6",
"ITRAXX-XOVERS8V6 -1210 EUR SEN MMR I03 CDS", 2454364, 2455551, 0.027, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBT4", "ITRAXX", 8, "XOVER", "XVR", "XO", 6, 3,
"245813", 0.92, 51, 0, "LON", true, true, true, null, "XVR"));
return true;
}
private static final boolean InitCDXRefDataSet35()
{
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925662", "9493041",
"ITRAXX-XOVERS8V6 - 1212", "iTraxx Europe Crossover series 8 Version 6",
"ITRAXX-XOVERS8V6-1212 EUR SEN MMR I03 CDS", 2454364, 2456282, 0.0375, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBT4", "ITRAXX", 8, "XOVER", "XVR", "XO", 6, 5,
"245813", 0.92, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.10.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925663", "9493048",
"ITRAXX-XOVERS10V5 - 1215", "iTraxx Europe Crossover series 10 Version 5",
"ITRAXX-XOVERS10V5-1215 EUR SEN MMR I03 CDS", 2454739, 2457377, 0.055, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBV9", "ITRAXX", 10, "XOVER", "XVR", "XO", 5, 7,
"245815", 0.9400000000000001, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.10.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925664", "9493010",
"ITRAXX-XOVERS10V5 - 1218", "iTraxx Europe Crossover series 10 Version 5",
"ITRAXX-XOVERS10V5-1218 EUR SEN MMR I03 CDS", 2454739, 2458473, 0.054, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBV9", "ITRAXX", 10, "XOVER", "XVR", "XO", 5, 10,
"245815", 0.9400000000000001, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.10.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925665", "9493012",
"USD ITRAXX-XOVERS10V5 - 1213", "iTraxx Europe Crossover series 10 Version 5",
"ITRAXX-XOVERS10V5-1213 USD SEN MMR I03 CDS", 2454739, 2456647, 0.056, "USD",
"ACT/360", false, 0.4, 4, "2I667KBV9", "USD ITRAXX", 10, "XOVER", "XVR", "XO", 5, 5,
null, 0.9400000000000001, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925666", "9493014",
"ITRAXX-XOVERS3V4 - 0615", "iTraxx Europe Crossover Series 3 VERSION 4",
"ITRAXX-XOVERS3V4-0615 EUR SEN MMR I03 CDS", 2453451, 2457194, 0.026000000000000002, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBO5", "ITRAXX", 3, "XOVER", "XVR", "XO", 4, 10,
"245808", 0.9715, 36, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925667", "9493016",
"ITRAXX-XOVERS5V4 - 0611", "iTraxx Europe Crossover Series 5 Version 4",
"ITRAXX-XOVERS5V4-0611 EUR SEN MMR I03 CDS", 2453815, 2455733, 0.029, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBQ0", "ITRAXX", 5, "XOVER", "XVR", "XO", 4, 5,
"245810", 0.9555, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925668", "9493020",
"ITRAXX-XOVERS5V4 - 0616", "iTraxx Europe Crossover Series 5 Version 4",
"ITRAXX-XOVERS5V4-0616 EUR SEN MMR I03 CDS", 2453815, 2457560, 0.035, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBQ0", "ITRAXX", 5, "XOVER", "XVR", "XO", 4, 10,
"245810", 0.9555, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925669", "9493023",
"USD ITRAXX-XOVERS5V4 - 0611", "iTraxx Europe Crossover Series 5 Version 4",
"ITRAXX-XOVERS5V4-0611 USD SEN MMR I03 CDS", 2453815, 2455733, 0.029, "USD",
"ACT/360", false, 0.4, 4, "2I667KBQ0", "USD ITRAXX", 5, "XOVER", "XVR", "XO", 4, 5,
null, 0.9555, 45, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925670", "9493029",
"ITRAXX-XOVERS6V4 - 1211", "iTraxx Europe Crossover series 6 Version 4",
"ITRAXX-XOVERS6V4-1211 EUR SEN MMR I03 CDS", 2453999, 2455916, 0.028, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBR8", "ITRAXX", 6, "XOVER", "XVR", "XO", 4, 5,
"245811", 0.9555, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925671", "9493019",
"ITRAXX-XOVERS6V4 - 1216", "iTraxx Europe Crossover series 6 Version 4",
"ITRAXX-XOVERS6V4-1216 EUR SEN MMR I03 CDS", 2453999, 2457743, 0.0345, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBR8", "ITRAXX", 6, "XOVER", "XVR", "XO", 4, 10,
"245811", 0.9555, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925672", "9493030",
"USD ITRAXX-XOVERS6V4 - 1211", "iTraxx Europe Crossover series 6 Version 4",
"ITRAXX-XOVERS6V4-1211 USD SEN MMR I03 CDS", 2453999, 2455916, 0.028, "USD",
"ACT/360", false, 0.4, 4, "2I667KBR8", "USD ITRAXX", 6, "XOVER", "XVR", "XO", 4, 5,
null, 0.9555, 45, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.7.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925673", "9493035",
"ITRAXX-XOVERS7V5 - 0612", "iTraxx Europe Crossover series 7 Version 5",
"ITRAXX-XOVERS7V5-0612 EUR SEN MMR I03 CDS", 2454180, 2456099, 0.023, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBS6", "ITRAXX", 7, "XOVER", "XVR", "XO", 5, 5,
"245812", 0.9400000000000001, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.7.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925674", "9493040",
"ITRAXX-XOVERS7V5 - 0617", "iTraxx Europe Crossover series 7 Version 5",
"ITRAXX-XOVERS7V5-0617 EUR SEN MMR I03 CDS", 2454180, 2457925, 0.032, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBS6", "ITRAXX", 7, "XOVER", "XVR", "XO", 5, 10,
"245812", 0.9400000000000001, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.7.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925675", "9493045",
"USD ITRAXX-XOVERS7V5 - 0612", "iTraxx Europe Crossover series 7 Version 5",
"ITRAXX-XOVERS7V5-0612 USD SEN MMR I03 CDS", 2454180, 2456099, 0.023, "USD",
"ACT/360", false, 0.4, 4, "2I667KBS6", "USD ITRAXX", 7, "XOVER", "XVR", "XO", 5, 5,
null, 0.9400000000000001, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925676", "9493049",
"ITRAXX-XOVERS9V6 - 0613", "iTraxx Europe Crossover series 9 Version 6",
"ITRAXX-XOVERS9V6-0613 EUR SEN MMR I03 CDS", 2454546, 2456464, 0.065, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBU1", "ITRAXX", 9, "XOVER", "XVR", "XO", 6, 5,
"245814", 0.92, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925677", "9493054",
"ITRAXX-XOVERS9V6 - 0615", "iTraxx Europe Crossover series 9 Version 6",
"ITRAXX-XOVERS9V6-0615 EUR SEN MMR I03 CDS", 2454546, 2457194, 0.0645, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBU1", "ITRAXX", 9, "XOVER", "XVR", "XO", 6, 7,
"245814", 0.92, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925678", "9493058",
"ITRAXX-XOVERS9V6 - 0618", "iTraxx Europe Crossover series 9 Version 6",
"ITRAXX-XOVERS9V6-0618 EUR SEN MMR I03 CDS", 2454546, 2458290, 0.064, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBU1", "ITRAXX", 9, "XOVER", "XVR", "XO", 6, 10,
"245814", 0.92, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.10.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925679", "9492994",
"ITRAXX-XOVERS10V5 - 1211", "iTraxx Europe Crossover series 10 Version 5",
"ITRAXX-XOVERS10V5-1211 EUR SEN MMR I03 CDS", 2454739, 2455916, 0.053000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBV9", "ITRAXX", 10, "XOVER", "XVR", "XO", 5, 3,
"245815", 0.9400000000000001, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.10.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925680", "9493004",
"ITRAXX-XOVERS10V5 - 1213", "iTraxx Europe Crossover series 10 Version 5",
"ITRAXX-XOVERS10V5-1213 EUR SEN MMR I03 CDS", 2454739, 2456647, 0.056, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBV9", "ITRAXX", 10, "XOVER", "XVR", "XO", 5, 5,
"245815", 0.9400000000000001, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925681", "9493008",
"ITRAXX-XOVERS8V6 - 1217", "iTraxx Europe Crossover series 8 Version 6",
"ITRAXX-XOVERS8V6-1217 EUR SEN MMR I03 CDS", 2454364, 2458108, 0.046, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBT4", "ITRAXX", 8, "XOVER", "XVR", "XO", 6, 10,
"245813", 0.92, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925682", "9493015",
"USD ITRAXX-XOVERS8V6 - 1212", "iTraxx Europe Crossover series 8 Version 6",
"ITRAXX-XOVERS8V6-1212 USD SEN MMR I03 CDS", 2454364, 2456282, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I667KBT4", "USD ITRAXX", 8, "XOVER", "XVR", "XO", 6, 5,
null, 0.92, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925683", "9493021",
"USD ITRAXX-XOVERS9V6 - 0613", "iTraxx Europe Crossover series 9 Version 6",
"ITRAXX-XOVERS9V6-0613 USD SEN MMR I03 CDS", 2454546, 2456464, 0.065, "USD",
"ACT/360", false, 0.4, 4, "2I667KBU1", "USD ITRAXX", 9, "XOVER", "XVR", "XO", 6, 5,
null, 0.92, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925684", "9493024",
"ITRAXX-XOVERS9V6 - 0611", "iTraxx Europe Crossover series 9 Version 6",
"ITRAXX-XOVERS9V6-0611 EUR SEN MMR I03 CDS", 2454546, 2455733, 0.0625, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBU1", "ITRAXX", 9, "XOVER", "XVR", "XO", 6, 3,
"245814", 0.92, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925685", "9493036",
"ITRAXX-XOVERS8V6 - 1214", "iTraxx Europe Crossover series 8 Version 6",
"ITRAXX-XOVERS8V6-1214 EUR SEN MMR I03 CDS", 2454364, 2457012, 0.039, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBT4", "ITRAXX", 8, "XOVER", "XVR", "XO", 6, 7,
"245813", 0.92, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.10.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925686", "9492996",
"USD ITRAXX-XOVERS10V5 - 1218", "iTraxx Europe Crossover series 10 Version 5",
"ITRAXX-XOVERS10V5-1218 USD SEN MMR I03 CDS", 2454739, 2458473, 0.054, "USD",
"ACT/360", false, 0.4, 4, "2I667KBV9", "USD ITRAXX", 10, "XOVER", "XVR", "XO", 5, 10,
null, 0.9400000000000001, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925692", "9494923",
"LCDXNAS9V23 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_78/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.55, 4, "5F199GDG9", "LCDX", 9, "LCDXNA", null, "IG", 23, 5,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925693", "9494926",
"LCDXNAS10V23 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_78/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.55, 4, "5F199GDH7", "LCDX", 10, "LCDXNA", null, "IG", 23, 5,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925694", "9494942",
"LCDXNAS10V23 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_78/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.55, 4, "5F199GDH7", "LCDX", 10, "LCDXNA", null, "IG", 23, 3,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.12.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925695", "9494944",
"LCDXNAS12V12 - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_88/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GDI5", "LCDX", 12, "LCDXNA", null, "IG", 12, 5,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.12.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925696", "9494939",
"LCDXNAS12V12 - 0612", "LCDX.NA.12",
"CDX_NA_LN_S12_100_03YR_88/100", 2454938, 2456099, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GDI5", "LCDX", 12, "LCDXNA", null, "IG", 12, 3,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925697", "9494943",
"LCDXNAS13V2 - 1214", "LCDX.NA.13",
"CDX_NA_LN_S13_100_99/100", 2455110, 2457012, 0.05, "USD",
"ACT/360", false, 0.55, 4, "5F199GDJ3", "LCDX", 13, "LCDXNA", null, "IG", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V23 FXD.LCDXNAV23 FXD.5Y.9.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925699", "9495375",
"LCDXNAS9V23 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_78/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDG9 FXD", "LCDXNAS9V23 FXD", 9, "LCDXNAV23 FXD", null, "IG", 23, 5,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925700", "9495382",
"LCDXNAS9V23 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_78/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDG9", "LCDX", 9, "LCDXNA", null, "IG", 23, 7,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925701", "9495388",
"LCDXNAS9V23 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_78/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDG9", "LCDX", 9, "LCDXNA", null, "IG", 23, 3,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925702", "9495395",
"LCDXNAS9V23 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_78/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDG9", "LCDX", 9, "LCDXNA", null, "IG", 23, 10,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925703", "9495401",
"LCDXNAS9V23 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_78/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDG9", "LCDX", 9, "LCDXNA", null, "IG", 23, 4,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925704", "9495404",
"LCDXNAS9V23 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_78/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDG9", "LCDX", 9, "LCDXNA", null, "IG", 23, 6,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V23 FXD.LCDXNAV23 FXD.5Y.10.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925705", "9495399",
"LCDXNAS10V23 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_78/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDH7 FXD", "LCDXNAS10V23 FXD", 10, "LCDXNAV23 FXD", null, "IG", 23, 5,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925706", "9495392",
"LCDXNAS10V23 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_78/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDH7", "LCDX", 10, "LCDXNA", null, "IG", 23, 6,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.10.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925707", "9495411",
"LCDXNAS10V23 - 0610", "LCDX.NA.10",
"CDX_NA_LN_S10_100_02YR_78/100", 2454561, 2455368, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDH7", "LCDX", 10, "LCDXNA", null, "IG", 23, 2,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925708", "9495425",
"LCDXNAS10V23 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_78/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDH7", "LCDX", 10, "LCDXNA", null, "IG", 23, 7,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925709", "9495428",
"LCDXNAS10V23 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_78/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDH7", "LCDX", 10, "LCDXNA", null, "IG", 23, 10,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925710", "9495436",
"LCDXNAS10V23 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_78/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDH7", "LCDX", 10, "LCDXNA", null, "IG", 23, 4,
null, 0.78, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.12.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925711", "9495442",
"LCDXNAS12V12 - 0610", "LCDX.NA.12",
"CDX_NA_LN_S12_100_01YR_88/100", 2454938, 2455368, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDI5", "LCDX", 12, "LCDXNA", null, "IG", 12, 1,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS12V12 FXD.LCDXNAV12 FXD.5Y.12.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925712", "9495374",
"LCDXNAS12V12 FXD - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_FXD_88/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDI5 FXD", "LCDXNAS12V12 FXD", 12, "LCDXNAV12 FXD", null, "IG", 12, 5,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.12.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925713", "9495383",
"LCDXNAS12V12 - 0611", "LCDX.NA.12",
"CDX_NA_LN_S12_100_02YR_88/100", 2454938, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDI5", "LCDX", 12, "LCDXNA", null, "IG", 12, 2,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.12.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925714", "9495389",
"LCDXNAS12V12 - 0616", "LCDX.NA.12",
"CDX_NA_LN_S12_100_07YR_88/100", 2454938, 2457560, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDI5", "LCDX", 12, "LCDXNA", null, "IG", 12, 7,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.12.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925715", "9495391",
"LCDXNAS12V12 - 0619", "LCDX.NA.12",
"CDX_NA_LN_S12_100_10YR_88/100", 2454938, 2458655, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDI5", "LCDX", 12, "LCDXNA", null, "IG", 12, 10,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.12.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925716", "9495394",
"LCDXNAS12V12 - 0613", "LCDX.NA.12",
"CDX_NA_LN_S12_100_04YR_88/100", 2454938, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDI5", "LCDX", 12, "LCDXNA", null, "IG", 12, 4,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.12.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925717", "9495403",
"LCDXNAS12V12 - 0615", "LCDX.NA.12",
"CDX_NA_LN_S12_100_06YR_88/100", 2454938, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDI5", "LCDX", 12, "LCDXNA", null, "IG", 12, 6,
null, 0.88, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925718", "9495416",
"LCDXNAS13V2 - 1210", "LCDX.NA.13",
"CDX_NA_LN_S13_100_01YR_99/100", 2455110, 2455551, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDJ3", "LCDX", 13, "LCDXNA", null, "IG", 2, 1,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925719", "9495423",
"LCDXNAS13V2 - 1212", "LCDX.NA.13",
"CDX_NA_LN_S13_100_03YR_99/100", 2455110, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDJ3", "LCDX", 13, "LCDXNA", null, "IG", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS13V2 FXD.LCDXNAV2 FXD.5Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925720", "9495426",
"LCDXNAS13V2 FXD - 1214", "LCDX.NA.13",
"CDX_NA_LN_S13_100_FXD_99/100", 2455110, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDJ3 FXD", "LCDXNAS13V2 FXD", 13, "LCDXNAV2 FXD", null, "IG", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925721", "9495385",
"LCDXNAS13V2 - 1211", "LCDX.NA.13",
"CDX_NA_LN_S13_100_02YR_99/100", 2455110, 2455916, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDJ3", "LCDX", 13, "LCDXNA", null, "IG", 2, 2,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925722", "9495400",
"LCDXNAS13V2 - 1216", "LCDX.NA.13",
"CDX_NA_LN_S13_100_07YR_99/100", 2455110, 2457743, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDJ3", "LCDX", 13, "LCDXNA", null, "IG", 2, 7,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925723", "9495405",
"LCDXNAS13V2 - 1219", "LCDX.NA.13",
"CDX_NA_LN_S13_100_10YR_99/100", 2455110, 2458838, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDJ3", "LCDX", 13, "LCDXNA", null, "IG", 2, 10,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925724", "9495412",
"LCDXNAS13V2 - 1213", "LCDX.NA.13",
"CDX_NA_LN_S13_100_04YR_99/100", 2455110, 2456647, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDJ3", "LCDX", 13, "LCDXNA", null, "IG", 2, 4,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925725", "9495415",
"LCDXNAS13V2 - 1215", "LCDX.NA.13",
"CDX_NA_LN_S13_100_06YR_99/100", 2455110, 2457377, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDJ3", "LCDX", 13, "LCDXNA", null, "IG", 2, 6,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925734", "9494934",
"LCDXNAS14V2 - 0615", "LCDX.NA.14",
"CDX_NA_LN_S14_100_99/100", 2455278, 2457194, 0.025, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDP9", "LCDX", 14, "LCDXNA", null, "IG", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925766", "9506657",
"ITRAXX-LevXS2V11 - 0613", "ITRAXX LEVX SENIOR SERIES 2 VERSION 11",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 11 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJED1", "ITRAXX", 2, "LevX", null, "IG", 11, 5,
null, 0.8666, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925767", "9506658",
"ITRAXX-LevXS3V9 - 1213", "ITRAXX LEVX SENIOR SERIES 3 VERSION 9",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 9 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJEE9", "ITRAXX", 3, "LevX", null, "IG", 9, 5,
null, 0.8934000000000001, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.4.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925768", "9506656",
"ITRAXX-LevXS4V4 - 0614", "ITRAXX LEVX SENIOR SERIES 4 VERSION 4",
"ITRAXX LEVX SENIOR SERIES 4 VERSION 4 EUR 1ST SEC RES I03 CDS", 2454911, 2456829, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJEF6", "ITRAXX", 4, "LevX", null, "IG", 4, 5,
null, 0.9400000000000001, 50, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.5.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925769", "9506650",
"ITRAXX-LevXS5V4 - 1214", "ITRAXX LEVX SENIOR SERIES 5 VERSION 4",
"ITRAXX LEVX SENIOR SERIES 5 VERSION 4 EUR 1ST SEC RES I03 CDS", 2455096, 2457012, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJEG4", "ITRAXX", 5, "LevX", null, "IG", 4, 5,
null, 0.925, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925818", "9508991",
"LCDXNAS10V24 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_77/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDM6", "LCDX", 10, "LCDXNA", null, "IG", 24, 5,
null, 0.77, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925820", "9508993",
"LCDXNAS10V24 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_77/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDM6", "LCDX", 10, "LCDXNA", null, "IG", 24, 3,
null, 0.77, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.12.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925821", "9509013",
"LCDXNAS12V13 - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_87/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDN4", "LCDX", 12, "LCDXNA", null, "IG", 13, 5,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.12.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925822", "9509021",
"LCDXNAS12V13 - 0612", "LCDX.NA.12",
"CDX_NA_LN_S12_100_03YR_87/100", 2454938, 2456099, 0.05, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDN4", "LCDX", 12, "LCDXNA", null, "IG", 13, 3,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925823", "9509087",
"LCDXNAS13V3 - 1214", "LCDX.NA.13",
"CDX_NA_LN_S13_100_98/100", 2455110, 2457012, 0.05, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDO2", "LCDX", 13, "LCDXNA", null, "IG", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.28",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925829", "9509009",
"LCDXNAS8V28 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_73/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDK0", "LCDX", 8, "LCDXNA", null, "IG", 28, 5,
null, 0.73, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925830", "9509109",
"LCDXNAS9V24 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_77/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDL8", "LCDX", 9, "LCDXNA", null, "IG", 24, 5,
null, 0.77, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V24 FXD.LCDXNAV24 FXD.5Y.10.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925837", "9508997",
"LCDXNAS10V24 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_77/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDM6 FXD", "LCDXNAS10V24 FXD", 10, "LCDXNAV24 FXD", null, "IG", 24, 5,
null, 0.77, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925838", "9509000",
"LCDXNAS10V24 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_77/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDM6", "LCDX", 10, "LCDXNA", null, "IG", 24, 6,
null, 0.77, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925839", "9509002",
"LCDXNAS10V24 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_77/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDM6", "LCDX", 10, "LCDXNA", null, "IG", 24, 7,
null, 0.77, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925842", "9508994",
"LCDXNAS10V24 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_77/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDM6", "LCDX", 10, "LCDXNA", null, "IG", 24, 10,
null, 0.77, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925843", "9509004",
"LCDXNAS10V24 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_77/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDM6", "LCDX", 10, "LCDXNA", null, "IG", 24, 4,
null, 0.77, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS12V13 FXD.LCDXNAV13 FXD.5Y.12.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925844", "9509038",
"LCDXNAS12V13 FXD - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_FXD_87/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDN4 FXD", "LCDXNAS12V13 FXD", 12, "LCDXNAV13 FXD", null, "IG", 13, 5,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.12.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925845", "9509045",
"LCDXNAS12V13 - 0611", "LCDX.NA.12",
"CDX_NA_LN_S12_100_02YR_87/100", 2454938, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDN4", "LCDX", 12, "LCDXNA", null, "IG", 13, 2,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.12.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925847", "9509050",
"LCDXNAS12V13 - 0616", "LCDX.NA.12",
"CDX_NA_LN_S12_100_07YR_87/100", 2454938, 2457560, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDN4", "LCDX", 12, "LCDXNA", null, "IG", 13, 7,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.12.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925848", "9509057",
"LCDXNAS12V13 - 0619", "LCDX.NA.12",
"CDX_NA_LN_S12_100_10YR_87/100", 2454938, 2458655, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDN4", "LCDX", 12, "LCDXNA", null, "IG", 13, 10,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.12.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925849", "9509060",
"LCDXNAS12V13 - 0613", "LCDX.NA.12",
"CDX_NA_LN_S12_100_04YR_87/100", 2454938, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDN4", "LCDX", 12, "LCDXNA", null, "IG", 13, 4,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925850", "9495402",
"LCDXNAS14V2 - 0620", "LCDX.NA.14",
"CDX_NA_LN_S14_100_10YR_99/100", 2455278, 2459021, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDP9", "LCDX", 14, "LCDXNA", null, "IG", 2, 10,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925851", "9495406",
"LCDXNAS14V2 - 0614", "LCDX.NA.14",
"CDX_NA_LN_S14_100_04YR_99/100", 2455278, 2456829, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDP9", "LCDX", 14, "LCDXNA", null, "IG", 2, 4,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925852", "9495414",
"LCDXNAS14V2 - 0616", "LCDX.NA.14",
"CDX_NA_LN_S14_100_06YR_99/100", 2455278, 2457560, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDP9", "LCDX", 14, "LCDXNA", null, "IG", 2, 6,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.28",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925854", "9509016",
"LCDXNAS8V28 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_73/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GDK0", "LCDX", 8, "LCDXNA", null, "IG", 28, 10,
null, 0.73, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V28 FXD.LCDXNAV28 FXD.5Y.8.28",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925855", "9509022",
"LCDXNAS8V28 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_73/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GDK0 FXD", "LCDXNAS8V28 FXD", 8, "LCDXNAV28 FXD", null, "IG", 28, 5,
null, 0.73, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.28",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925856", "9508949",
"LCDXNAS8V28 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_73/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GDK0", "LCDX", 8, "LCDXNA", null, "IG", 28, 6,
null, 0.73, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.28",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925857", "9509025",
"LCDXNAS8V28 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_73/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GDK0", "LCDX", 8, "LCDXNA", null, "IG", 28, 7,
null, 0.73, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.28",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925858", "9509098",
"LCDXNAS8V28 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_73/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GDK0", "LCDX", 8, "LCDXNA", null, "IG", 28, 4,
null, 0.73, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V24 FXD.LCDXNAV24 FXD.5Y.9.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925859", "9509026",
"LCDXNAS9V24 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_77/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDL8 FXD", "LCDXNAS9V24 FXD", 9, "LCDXNAV24 FXD", null, "IG", 24, 5,
null, 0.77, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.12.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925860", "9509083",
"LCDXNAS12V13 - 0615", "LCDX.NA.12",
"CDX_NA_LN_S12_100_06YR_87/100", 2454938, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDN4", "LCDX", 12, "LCDXNA", null, "IG", 13, 6,
null, 0.87, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925861", "9509071",
"LCDXNAS9V24 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_77/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDL8", "LCDX", 9, "LCDXNA", null, "IG", 24, 7,
null, 0.77, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925862", "9509096",
"LCDXNAS13V3 - 1210", "LCDX.NA.13",
"CDX_NA_LN_S13_100_01YR_98/100", 2455110, 2455551, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDO2", "LCDX", 13, "LCDXNA", null, "IG", 3, 1,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925863", "9509099",
"LCDXNAS13V3 - 1212", "LCDX.NA.13",
"CDX_NA_LN_S13_100_03YR_98/100", 2455110, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDO2", "LCDX", 13, "LCDXNA", null, "IG", 3, 3,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS13V3 FXD.LCDXNAV3 FXD.5Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925864", "9509075",
"LCDXNAS13V3 FXD - 1214", "LCDX.NA.13",
"CDX_NA_LN_S13_100_FXD_98/100", 2455110, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDO2 FXD", "LCDXNAS13V3 FXD", 13, "LCDXNAV3 FXD", null, "IG", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925865", "9509078",
"LCDXNAS13V3 - 1211", "LCDX.NA.13",
"CDX_NA_LN_S13_100_02YR_98/100", 2455110, 2455916, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDO2", "LCDX", 13, "LCDXNA", null, "IG", 3, 2,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925866", "9509086",
"LCDXNAS13V3 - 1216", "LCDX.NA.13",
"CDX_NA_LN_S13_100_07YR_98/100", 2455110, 2457743, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDO2", "LCDX", 13, "LCDXNA", null, "IG", 3, 7,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.9.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925867", "9509072",
"LCDXNAS9V24 - 1210", "LCDX.NA.9",
"CDX_NA_LN_S09_100_03YR_77/100", 2454378, 2455551, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDL8", "LCDX", 9, "LCDXNA", null, "IG", 24, 3,
null, 0.77, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925868", "9509089",
"LCDXNAS13V3 - 1219", "LCDX.NA.13",
"CDX_NA_LN_S13_100_10YR_98/100", 2455110, 2458838, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDO2", "LCDX", 13, "LCDXNA", null, "IG", 3, 10,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925869", "9509097",
"LCDXNAS13V3 - 1213", "LCDX.NA.13",
"CDX_NA_LN_S13_100_04YR_98/100", 2455110, 2456647, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDO2", "LCDX", 13, "LCDXNA", null, "IG", 3, 4,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925870", "9508999",
"LCDXNAS13V3 - 1215", "LCDX.NA.13",
"CDX_NA_LN_S13_100_06YR_98/100", 2455110, 2457377, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDO2", "LCDX", 13, "LCDXNA", null, "IG", 3, 6,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
return true;
}
private static final boolean InitCDXRefDataSet36()
{
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925871", "9509074",
"LCDXNAS9V24 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_77/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDL8", "LCDX", 9, "LCDXNA", null, "IG", 24, 10,
null, 0.77, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925872", "9495256",
"LCDXNAS14V2 - 0611", "LCDX.NA.14",
"CDX_NA_LN_S14_100_01YR_99/100", 2455278, 2455733, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDP9", "LCDX", 14, "LCDXNA", null, "IG", 2, 1,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925873", "9509077",
"LCDXNAS9V24 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_77/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDL8", "LCDX", 9, "LCDXNA", null, "IG", 24, 4,
null, 0.77, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925874", "9495257",
"LCDXNAS14V2 - 0613", "LCDX.NA.14",
"CDX_NA_LN_S14_100_03YR_99/100", 2455278, 2456464, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDP9", "LCDX", 14, "LCDXNA", null, "IG", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS14V2 FXD.LCDXNAV2 FXD.5Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925875", "9495258",
"LCDXNAS14V2 FXD - 0615", "LCDX.NA.14",
"CDX_NA_LN_S14_100_FXD_99/100", 2455278, 2457194, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDP9 FXD", "LCDXNAS14V2 FXD", 14, "LCDXNAV2 FXD", null, "IG", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925876", "9509079",
"LCDXNAS9V24 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_77/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDL8", "LCDX", 9, "LCDXNA", null, "IG", 24, 6,
null, 0.77, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925877", "9495259",
"LCDXNAS14V2 - 0612", "LCDX.NA.14",
"CDX_NA_LN_S14_100_02YR_99/100", 2455278, 2456099, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDP9", "LCDX", 14, "LCDXNA", null, "IG", 2, 2,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925878", "9495397",
"LCDXNAS14V2 - 0617", "LCDX.NA.14",
"CDX_NA_LN_S14_100_07YR_99/100", 2455278, 2457925, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDP9", "LCDX", 14, "LCDXNA", null, "IG", 2, 7,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ IG.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925880", "9509218",
"ITRAXX-ASIAXJIGS14V1 - 1215", "iTraxx Asia ex-Japan IG Series Number 14 Version 1",
"ITRAXX ASIA EX-JAPAN IG SERIES NUMBER 14 VERSION 1 USD SEN RES I03 CDS", 2455460, 2457377, 0.01, "USD",
"ACT/360", false, 0.4, 4, "4ABCAMAG1", "ITRAXX", 14, "ASIAXJ IG", null, "ASHG", 1, 5,
null, 1, 50, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925881", "9509570",
"ITRAXX-AUSTRALIAS14V1 - 1215", "iTraxx Australia Series Number 14 Version 1",
"ITRAXX AUSTRALIA SERIES NUMBER 14 VERSION 1 USD SEN MR I03 CDS", 2455460, 2457377, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I668IAN2", "ITRAXX", 14, "AUSTRALIA", null, "AUHG", 1, 5,
null, 1, 25, 0, "HKG", false, false, true, null, "Itraxx Australia"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925882", "9509573",
"ITRAXX-JAPANS14V1 - 1215", "iTraxx Japan Series Number 14 Version 1",
"ITRAXX JAPAN SERIES NUMBER 14 VERSION 1 JPY SEN RES I03 CDS", 2455461, 2457377, 0.01, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBC7", "ITRAXX", 14, "JAPAN", null, "JPHG", 1, 5,
null, 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.SOVXASIAPACIFIC.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925883", "9509219",
"ITRAXX-SOVX-ASIA-PACIFICS4 - 1215", "iTraxx SovX Asia Pacific Series 4 Version 1",
"ITRAXX SOVX ASIA-PACIFIC SERIES NUMBER 4 VERSION 1 USD SEN RES I03 CDS", 2455460, 2457377, 0.01, "USD",
"ACT/360", false, 0.4, 4, "4ABCANAB0", "ITRAXX", 4, "SOVXASIAPACIFIC", null, "ASHG", 1, 5,
null, 1, 10, 0, "HKG", false, false, true, null, "Itraxx SovX"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ HY.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925884", "9509574",
"ITRAXX-ASIAXJHYS14V1 - 1215", "iTraxx Asia ex-Japan HY Series Number 14 Version 1",
"ITRAXX ASIA EX-JAPAN HY SERIES NUMBER 14 VERSION 1 USD SEN RES I03 CDS", 2455460, 2457377, 0.05, "USD",
"ACT/360", false, 0.25, 4, "4ABCAGAG4", "ITRAXX", 14, "ASIAXJ HY", null, "ASHY", 1, 5,
null, 1, 20, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("CDX.EM.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925885", "9509451",
"CDX-EMS14V1 - 1215", "CDX.EM.14",
"CDX EM 14 5YR", 2455460, 2457377, 0.05, "USD",
"ACT/360", false, 0.25, 4, "2I65BZAN2", "CDX", 14, "EM", null, "EM", 1, 5,
null, 1, 15, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V4 FXD 97/100.5Y.15.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925886", "9509452",
"CDX-NAHYS15V4 FXD 97/100 - 1215", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_FXD_97/100", 2455460, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIW2 FXD", "CDX", 15, "NA HY V4 FXD 97/100", null, "HY", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925887", "9509453",
"CDX-NAHYS15V1 - 1215", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP", 2455460, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHK9", "CDX", 15, "NA HY", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.1Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925888", "9509454",
"CDX-NAHYS15V1 - 1211", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP_01YR", 2455460, 2455916, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHK9", "CDX", 15, "NA HY", null, "HY", 1, 1,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.2Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925889", "9509455",
"CDX-NAHYS15V1 - 1212", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP_02YR", 2455460, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHK9", "CDX", 15, "NA HY", null, "HY", 1, 2,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925890", "9509456",
"CDX-NAHYS15V1 - 1213", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP_03YR", 2455460, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHK9", "CDX", 15, "NA HY", null, "HY", 1, 3,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.4Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925892", "9509458",
"CDX-NAHYS15V1 - 1214", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP_04YR", 2455460, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHK9", "CDX", 15, "NA HY", null, "HY", 1, 4,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.6Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925893", "9509459",
"CDX-NAHYS15V1 - 1216", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP_06YR", 2455460, 2457743, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRHK9", "CDX", 15, "NA HY", null, "HY", 1, 6,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925894", "9509460",
"CDX-NAHYS15V1 - 1217", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP_07YR", 2455460, 2458108, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHK9", "CDX", 15, "NA HY", null, "HY", 1, 7,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925895", "9509461",
"CDX-NAHYS15V1 - 1220", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP_10YR", 2455460, 2459204, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHK9", "CDX", 15, "NA HY", null, "HY", 1, 10,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925897", "9509464",
"CDX-NAHYBS15V1 - 1215", "CDX.NA.HY.B.15",
"CDX_NA_HY_S15_B___SWP", 2455460, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSEL8", "CDX", 15, "NA HY B", null, "HY", 1, 5,
null, 1, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BBV1 FXD.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925898", "9509465",
"CDX-NAHYBBS15V1 FXD - 1215", "CDX.NA.HY.BB.15",
"CDX_NA_HY_S15_BB__FXD", 2455460, 2457377, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BVBW0 FXD", "CDX", 15, "NA HY BBV1 FXD", null, "HY", 1, 5,
null, 1, 37, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925899", "9509466",
"CDX-NAHYBBS15V1 - 1215", "CDX.NA.HY.BB.15",
"CDX_NA_HY_S15_BB__SWP", 2455460, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBW0", "CDX", 15, "NA HY BB", null, "HY", 1, 5,
null, 1, 37, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HBV2 FXD 29/30.5Y.15.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925900", "9509467",
"CDX-NAHYHBS15V1 FXD - 1215", "CDX.NA.HY.HB.15",
"CDX_NA_HY_S15_HB__FXD", 2455460, 2457377, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BWFG9 FXD", "CDX", 15, "NA HY HBV2 FXD 29/30", null, "HY", 2, 5,
null, 0.96666, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925901", "9509468",
"CDX-NAHYHBS15V1 - 1215", "CDX.NA.HY.HB.15",
"CDX_NA_HY_S15_HB__SWP", 2455460, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWEU9", "CDX", 15, "NA HY HB", null, "HY", 1, 5,
null, 1, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925902", "9509469",
"CDX-NAIGS15V1 - 1211", "CDX.NA.IG.15",
"CDX_NA_IG_S15_01Y_12/11", 2455460, 2455916, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCL7", "CDX", 15, "NA IG", null, "IG", 1, 1,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925903", "9509470",
"CDX-NAIGS15V1 - 1212", "CDX.NA.IG.15",
"CDX_NA_IG_S15_02Y_12/12", 2455460, 2456282, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCL7", "CDX", 15, "NA IG", null, "IG", 1, 2,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925904", "9509471",
"CDX-NAIGS15V1 - 1213", "CDX.NA.IG.15",
"CDX_NA_IG_S15_03Y_12/13", 2455460, 2456647, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCL7", "CDX", 15, "NA IG", null, "IG", 1, 3,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925905", "9509472",
"CDX-NAIGS15V1 - 1214", "CDX.NA.IG.15",
"CDX_NA_IG_S15_04Y_12/14", 2455460, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCL7", "CDX", 15, "NA IG", null, "IG", 1, 4,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925906", "9509473",
"CDX-NAIGS15V1 - 1215", "CDX.NA.IG.15",
"CDX_NA_IG_S15_05Y_12/15", 2455460, 2457377, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCL7", "CDX", 15, "NA IG", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925907", "9509474",
"CDX-NAIGS15V1 EUR - 1215", "CDX.NA.IG.15",
"CDX_NA_IG_S15_05Y_12/15_EUR", 2455460, 2457377, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYCL7 EUR", "CDX", 15, "NA IG", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925908", "9509475",
"CDX-NAIGS15V1 - 1217", "CDX.NA.IG.15",
"CDX_NA_IG_S15_07Y_12/17", 2455460, 2458108, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCL7", "CDX", 15, "NA IG", null, "IG", 1, 7,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925909", "9509476",
"CDX-NAIGS15V1 - 1220", "CDX.NA.IG.15",
"CDX_NA_IG_S15_10Y_12/20", 2455460, 2459204, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCL7", "CDX", 15, "NA IG", null, "IG", 1, 10,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG CONS.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925910", "9509478",
"CDX-NAIGCONSS15V1 - 1215", "CDX.NA.IG.CONS.15",
"CDX_NA_IG_S15_CONS_12/15", 2455460, 2457377, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B0AQ2", "CDX", 15, "NA IG CONS", null, "IG", 1, 5,
null, 1, 38, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG ENRG.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925911", "9509479",
"CDX-NAIGENRGS15V1 - 1215", "CDX.NA.IG.ENRG.15",
"CDX_NA_IG_S15_ENRG_12/15", 2455460, 2457377, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B1AQ0", "CDX", 15, "NA IG ENRG", null, "IG", 1, 5,
null, 1, 17, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925912", "9509480",
"CDX-NAIGFINS15V1 - 1215", "CDX.NA.IG.FIN.15",
"CDX_NA_IG_S15_FIN_12/15", 2455460, 2457377, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B2CH6", "CDX", 15, "NA IG FIN", null, "IG", 1, 5,
null, 1, 20, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.1Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925913", "9509481",
"CDX-NAIGHVOLS15V1 - 1211", "CDX.NA.IG.HVOL.15",
"CDX_NA_IG_S15_HVOL_01Y_12/11", 2455460, 2455916, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AQ6", "CDX", 15, "NA IG HVOL", null, "HV", 1, 1,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.2Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925914", "9509482",
"CDX-NAIGHVOLS15V1 - 1212", "CDX.NA.IG.HVOL.15",
"CDX_NA_IG_S15_HVOL_02Y_12/12", 2455460, 2456282, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AQ6", "CDX", 15, "NA IG HVOL", null, "HV", 1, 2,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.3Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925915", "9509483",
"CDX-NAIGHVOLS15V1 - 1213", "CDX.NA.IG.HVOL.15",
"CDX_NA_IG_S15_HVOL_03Y_12/13", 2455460, 2456647, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AQ6", "CDX", 15, "NA IG HVOL", null, "HV", 1, 3,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.4Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925916", "9509484",
"CDX-NAIGHVOLS15V1 - 1214", "CDX.NA.IG.HVOL.15",
"CDX_NA_IG_S15_HVOL_04Y_12/14", 2455460, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AQ6", "CDX", 15, "NA IG HVOL", null, "HV", 1, 4,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925917", "9509485",
"CDX-NAIGHVOLS15V1 - 1215", "CDX.NA.IG.HVOL.15",
"CDX_NA_IG_S15_HVOL_05Y_12/15", 2455460, 2457377, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AQ6", "CDX", 15, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925918", "9509486",
"CDX-NAIGHVOLS15V1 - 1217", "CDX.NA.IG.HVOL.15",
"CDX_NA_IG_S15_HVOL_07Y_12/17", 2455460, 2458108, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AQ6", "CDX", 15, "NA IG HVOL", null, "HV", 1, 7,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925919", "9509487",
"CDX-NAIGHVOLS15V1 - 1220", "CDX.NA.IG.HVOL.15",
"CDX_NA_IG_S15_HVOL_10Y_12/20", 2455460, 2459204, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AQ6", "CDX", 15, "NA IG HVOL", null, "HV", 1, 10,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG INDU.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925920", "9509489",
"CDX-NAIGINDUS15V1 - 1215", "CDX.NA.IG.INDU.15",
"CDX_NA_IG_S15_INDU_12/15", 2455460, 2457377, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B4AV3", "CDX", 15, "NA IG INDU", null, "IG", 1, 5,
null, 1, 25, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG TMT.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925921", "9509490",
"CDX-NAIGTMTS15V1 - 1215", "CDX.NA.IG.TMT.15",
"CDX_NA_IG_S15_TMT_12/15", 2455460, 2457377, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65DJAY2", "CDX", 15, "NA IG TMT", null, "IG", 1, 5,
null, 1, 25, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOLV1 EUR.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925922", "9509491",
"CDX-NAIGHVOLS15V1 EUR - 1215", "CDX.NA.IG.HVOL.15",
"CDX_NA_IG_S15_HVOL_05Y_12/15 EUR", 2455460, 2457377, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I65B3AQ6 EUR", "CDX", 15, "NA IG HVOLV1 EUR", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.3Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925927", "9509417",
"ITRAXX-EUROPES14V1 - 1213", "iTraxx Europe series 14 Version 1",
"ITRAXX-EUROPES14V1-1213 EUR SEN MMR I03 CDS", 2455460, 2456647, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAU9", "ITRAXX", 14, "EUROPE", "EUR", "IG", 1, 3,
"245923", 1, 126, 0, "LON", true, true, true, "ITXEB312", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925928", "9509418",
"ITRAXX-EUROPES14V1 - 1215", "iTraxx Europe series 14 Version 1",
"ITRAXX-EUROPES14V1-1215 EUR SEN MMR I03 CDS", 2455460, 2457377, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAU9", "ITRAXX", 14, "EUROPE", "EUR", "IG", 1, 5,
"245923", 1, 126, 0, "LON", true, true, true, "ITXEB512", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925929", "9509419",
"ITRAXX-EUROPES14V1 - 1217", "iTraxx Europe series 14 Version 1",
"ITRAXX-EUROPES14V1-1217 EUR SEN MMR I03 CDS", 2455460, 2458108, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAU9", "ITRAXX", 14, "EUROPE", "EUR", "IG", 1, 7,
"245923", 1, 126, 0, "LON", true, true, true, "ITXEB712", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925930", "9509420",
"ITRAXX-EUROPES14V1 - 1220", "iTraxx Europe series 14 Version 1",
"ITRAXX-EUROPES14V1-1220 EUR SEN MMR I03 CDS", 2455460, 2459204, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAU9", "ITRAXX", 14, "EUROPE", "EUR", "IG", 1, 10,
"245923", 1, 126, 0, "LON", true, true, true, "ITXEB012", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925931", "9509421",
"ITRAXX-XOVERS14V1 - 1213", "iTraxx Europe Crossover series 14 Version 1",
"ITRAXX-XOVERS14V1-1213 EUR SEN MMR I03 CDS", 2455460, 2456647, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBW7", "ITRAXX", 14, "XOVER", "XVR", "XO", 1, 3,
"245924", 1, 50, 0, "LON", true, true, true, "ITXEX312", "XVR"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.10Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925932", "9509448",
"Itraxx-SovX West Eur S4V1 - 1220", "Itraxx SovX Western Europe Series 4 Version 1",
"ITRAXX-SOVX WEST EUR S4V1-1220 USD SEN RES I03 CDS", 2455460, 2459204, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAD3", "Itraxx", 4, "SovX West Eur", "SOV", "SOWE", 1, 10,
"245934", 1, 15, 0, "LON", true, true, true, null, "SOV"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925933", "9509422",
"ITRAXX-XOVERS14V1 - 1215", "iTraxx Europe Crossover series 14 Version 1",
"ITRAXX-XOVERS14V1-1215 EUR SEN MMR I03 CDS", 2455460, 2457377, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBW7", "ITRAXX", 14, "XOVER", "XVR", "XO", 1, 5,
"245924", 1, 50, 0, "LON", true, true, true, "ITXEX512", "XVR"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925934", "9509447",
"Itraxx-SovX West Eur S4V1 - 1215", "Itraxx SovX Western Europe Series 4 Version 1",
"ITRAXX-SOVX WEST EUR S4V1-1215 USD SEN RES I03 CDS", 2455460, 2457377, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAD3", "Itraxx", 4, "SovX West Eur", "SOV", "SOWE", 1, 5,
"245934", 1, 15, 0, "LON", true, true, true, null, "SOV"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925935", "9509423",
"ITRAXX-XOVERS14V1 - 1217", "iTraxx Europe Crossover series 14 Version 1",
"ITRAXX-XOVERS14V1-1217 EUR SEN MMR I03 CDS", 2455460, 2458108, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBW7", "ITRAXX", 14, "XOVER", "XVR", "XO", 1, 7,
"245924", 1, 50, 0, "LON", true, true, true, "ITXEX712", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925936", "9509883",
"ITRAXX-LevXS7V1 - 1215", "iTraxx LevX Senior Series 7 Version 1",
"ITRAXX LEVX SENIOR SERIES 7 VERSION 1 EUR 1ST SEC RES I03 CDS", 2455460, 2457377, 0.05, "EUR",
"ACT/360", false, 0.71, 4, "4ABCAJEA7", "ITRAXX", 7, "LevX", null, "IG", 1, 5,
null, 1, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925937", "9509424",
"ITRAXX-XOVERS14V1 - 1220", "iTraxx Europe Crossover series 14 Version 1",
"ITRAXX-XOVERS14V1-1220 EUR SEN MMR I03 CDS", 2455460, 2459204, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBW7", "ITRAXX", 14, "XOVER", "XVR", "XO", 1, 10,
"245924", 1, 50, 0, "LON", true, true, true, "ITXEX012", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.3Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925939", "9509425",
"ITRAXX-HIVOLS14V1 - 1213", "iTraxx Europe HiVol series 14 Version 1",
"ITRAXX-HIVOLS14V1-1213 EUR SEN MMR I03 CDS", 2455460, 2456647, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAR7", "ITRAXX", 14, "HIVOL", "VOL", "HV", 1, 3,
"245925", 1, 30, 0, "LON", true, true, true, "ITXEH312", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925941", "9509426",
"ITRAXX-HIVOLS14V1 - 1215", "iTraxx Europe HiVol series 14 Version 1",
"ITRAXX-HIVOLS14V1-1215 EUR SEN MMR I03 CDS", 2455460, 2457377, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAR7", "ITRAXX", 14, "HIVOL", "VOL", "HV", 1, 5,
"245925", 1, 30, 0, "LON", true, true, true, "ITXEH512", "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.10Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925942", "9509444",
"USD ITRAXX-HIVOLS14V1 - 1220", "iTraxx Europe HiVol series 14 Version 1",
"ITRAXX-HIVOLS14V1-1220 USD SEN MMR I03 CDS", 2455460, 2459204, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667LAR7", "USD ITRAXX", 14, "HIVOL", "VOL", "HV", 1, 10,
null, 1, 30, 0, "LON", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.7Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925943", "9509427",
"ITRAXX-HIVOLS14V1 - 1217", "iTraxx Europe HiVol series 14 Version 1",
"ITRAXX-HIVOLS14V1-1217 EUR SEN MMR I03 CDS", 2455460, 2458108, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAR7", "ITRAXX", 14, "HIVOL", "VOL", "HV", 1, 7,
"245925", 1, 30, 0, "LON", true, true, true, "ITXEH712", "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925944", "9509443",
"USD ITRAXX-HIVOLS14V1 - 1215", "iTraxx Europe HiVol series 14 Version 1",
"ITRAXX-HIVOLS14V1-1215 USD SEN MMR I03 CDS", 2455460, 2457377, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667LAR7", "USD ITRAXX", 14, "HIVOL", "VOL", "HV", 1, 5,
null, 1, 30, 0, "LON", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925945", "9509428",
"ITRAXX-HIVOLS14V1 - 1220", "iTraxx Europe HiVol series 14 Version 1",
"ITRAXX-HIVOLS14V1-1220 EUR SEN MMR I03 CDS", 2455460, 2459204, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAR7", "ITRAXX", 14, "HIVOL", "VOL", "HV", 1, 10,
"245925", 1, 30, 0, "LON", true, true, true, "ITXEH012", "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSUB.10Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925946", "9509442",
"USD ITRAXX-FINSUBS14V1 - 1220", "iTraxx Europe Sub Financials series 14 Version 1",
"ITRAXX-FINSUBS14V1-1220 USD LT2 SUB MMR I03 CDS", 2455460, 2459204, 0.01, "USD",
"ACT/360", false, 0.2, 4, "2I667EAO0", "USD ITRAXX", 14, "FINSUB", "SUB", "SUBF", 1, 10,
null, 1, 25, 0, "LON", false, false, true, null, "SUB"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSUB.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925947", "9509441",
"USD ITRAXX-FINSUBS14V1 - 1215", "iTraxx Europe Sub Financials series 14 Version 1",
"ITRAXX-FINSUBS14V1-1215 USD LT2 SUB MMR I03 CDS", 2455460, 2457377, 0.01, "USD",
"ACT/360", false, 0.2, 4, "2I667EAO0", "USD ITRAXX", 14, "FINSUB", "SUB", "SUBF", 1, 5,
null, 1, 25, 0, "LON", false, false, true, null, "SUB"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSEN.10Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925949", "9509440",
"USD ITRAXX-FINSENS14V1 - 1220", "iTraxx Europe Senior Financials series 14 Version 1",
"ITRAXX-FINSENS14V1-1220 USD SEN MMR I03 CDS", 2455460, 2459204, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667DAN4", "USD ITRAXX", 14, "FINSEN", "SEN", "SENF", 1, 10,
null, 1, 25, 0, "LON", false, false, true, null, "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925951", "9509431",
"ITRAXX-FINSENS14V1 - 1215", "iTraxx Europe Senior Financials series 14 Version 1",
"ITRAXX-FINSENS14V1-1215 EUR SEN MMR I03 CDS", 2455460, 2457377, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAN4", "ITRAXX", 14, "FINSEN", "SEN", "SENF", 1, 5,
"245929", 1, 25, 0, "LON", true, true, true, "ITXES512", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.10Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925952", "9509432",
"ITRAXX-FINSENS14V1 - 1220", "iTraxx Europe Senior Financials series 14 Version 1",
"ITRAXX-FINSENS14V1-1220 EUR SEN MMR I03 CDS", 2455460, 2459204, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAN4", "ITRAXX", 14, "FINSEN", "SEN", "SENF", 1, 10,
"245929", 1, 25, 0, "LON", true, true, true, "ITXES012", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925953", "9509433",
"ITRAXX-FINSUBS14V1 - 1215", "iTraxx Europe Sub Financials series 14 Version 1",
"ITRAXX-FINSUBS14V1-1215 EUR LT2 SUB MMR I03 CDS", 2455460, 2457377, 0.01, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAO0", "ITRAXX", 14, "FINSUB", "SUB", "SUBF", 1, 5,
"245930", 1, 25, 0, "LON", true, true, true, "ITXEU512", "SUB"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.10Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925954", "9509434",
"ITRAXX-FINSUBS14V1 - 1220", "iTraxx Europe Sub Financials series 14 Version 1",
"ITRAXX-FINSUBS14V1-1220 EUR LT2 SUB MMR I03 CDS", 2455460, 2459204, 0.01, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAO0", "ITRAXX", 14, "FINSUB", "SUB", "SUBF", 1, 10,
"245930", 1, 25, 0, "LON", true, true, true, "ITXEU012", "SUB"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925955", "9509435",
"USD ITRAXX-EUROPES14V1 - 1215", "iTraxx Europe series 14 Version 1",
"ITRAXX-EUROPES14V1-1215 USD SEN MMR I03 CDS", 2455460, 2457377, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I666VAU9", "USD ITRAXX", 14, "EUROPE", "EUR", "IG", 1, 5,
null, 1, 126, 0, "LON", false, false, true, null, "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.10Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925956", "9509436",
"USD ITRAXX-EUROPES14V1 - 1220", "iTraxx Europe series 14 Version 1",
"ITRAXX-EUROPES14V1-1220 USD SEN MMR I03 CDS", 2455460, 2459204, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I666VAU9", "USD ITRAXX", 14, "EUROPE", "EUR", "IG", 1, 10,
null, 1, 126, 0, "LON", false, false, true, null, "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925957", "9509437",
"USD ITRAXX-XOVERS14V1 - 1215", "iTraxx Europe Crossover series 14 Version 1",
"ITRAXX-XOVERS14V1-1215 USD SEN MMR I03 CDS", 2455460, 2457377, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KBW7", "USD ITRAXX", 14, "XOVER", "XVR", "XO", 1, 5,
null, 1, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925958", "9509438",
"USD ITRAXX-XOVERS14V1 - 1220", "iTraxx Europe Crossover series 14 Version 1",
"ITRAXX-XOVERS14V1-1220 USD SEN MMR I03 CDS", 2455460, 2459204, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KBW7", "USD ITRAXX", 14, "XOVER", "XVR", "XO", 1, 10,
null, 1, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSEN.5Y.14.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925959", "9509439",
"USD ITRAXX-FINSENS14V1 - 1215", "iTraxx Europe Senior Financials series 14 Version 1",
"ITRAXX-FINSENS14V1-1215 USD SEN MMR I03 CDS", 2455460, 2457377, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667DAN4", "USD ITRAXX", 14, "FINSEN", "SEN", "SENF", 1, 5,
null, 1, 25, 0, "LON", false, false, true, null, "SEN"));
UpdateCDXRefDataMap ("ITRAXX.CEEMEA.10Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925962", "9511471",
"ITRAXX-CEEMEAS4V1 - 1220", "iTraxx SovX CEEMEA Series 4 Version 1",
"ITRAXX-SOVX CEEMEA S4V1-1220 USD SEN RES I03 CDS", 2455460, 2459204, 0.01, "USD",
"ACT/360", false, 0.25, 4, "5C769NAD1", "ITRAXX", 4, "CEEMEA", "SOVXCEM", "SOCE", 1, 10,
"245937", 1, 15, 0, "LON", true, true, true, "ITRXEX54", "SOVXCEM"));
UpdateCDXRefDataMap ("ITRAXX.CEEMEA.5Y.4.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925963", "9511467",
"ITRAXX-CEEMEAS4V1 - 1215", "iTraxx SovX CEEMEA Series 4 Version 1",
"ITRAXX-SOVX CEEMEA S4V1-1215 USD SEN RES I03 CDS", 2455460, 2457377, 0.01, "USD",
"ACT/360", false, 0.25, 4, "5C769NAD1", "ITRAXX", 4, "CEEMEA", "SOVXCEM", "SOCE", 1, 5,
"245937", 1, 15, 0, "LON", true, true, true, "ITRXEX54", "SOVXCEM"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925978", "9513716",
"LCDXNAS15V1 - 1215", "LCDX.NA.15",
"CDX_NA_LN_S15_100", 2455460, 2457377, 0.025, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDQ7", "LCDX", 15, "LCDXNA", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925979", "9513706",
"LCDXNAS15V1 - 1216", "LCDX.NA.15",
"CDX_NA_LN_S15_100_06YR", 2455460, 2457743, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDQ7", "LCDX", 15, "LCDXNA", null, "IG", 1, 6,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925980", "9513851",
"LCDXNAS15V1 - 1211", "LCDX.NA.15",
"CDX_NA_LN_S15_100_01YR", 2455460, 2455916, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDQ7", "LCDX", 15, "LCDXNA", null, "IG", 1, 1,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925981", "9513860",
"LCDXNAS15V1 - 1213", "LCDX.NA.15",
"CDX_NA_LN_S15_100_03YR", 2455460, 2456647, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDQ7", "LCDX", 15, "LCDXNA", null, "IG", 1, 3,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925982", "9513719",
"LCDXNAS15V1 - 1220", "LCDX.NA.15",
"CDX_NA_LN_S15_100_10YR", 2455460, 2459204, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDQ7", "LCDX", 15, "LCDXNA", null, "IG", 1, 10,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS15V1 FXD.LCDXNAV1 FXD.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925983", "9513865",
"LCDXNAS15V1 FXD - 1215", "LCDX.NA.15",
"CDX_NA_LN_S15_100_FXD", 2455460, 2457377, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDQ7 FXD", "LCDXNAS15V1 FXD", 15, "LCDXNAV1 FXD", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925984", "9513701",
"LCDXNAS15V1 - 1214", "LCDX.NA.15",
"CDX_NA_LN_S15_100_04YR", 2455460, 2457012, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDQ7", "LCDX", 15, "LCDXNA", null, "IG", 1, 4,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925985", "9513712",
"LCDXNAS15V1 - 1212", "LCDX.NA.15",
"CDX_NA_LN_S15_100_02YR", 2455460, 2456282, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDQ7", "LCDX", 15, "LCDXNA", null, "IG", 1, 2,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925986", "9513718",
"LCDXNAS15V1 - 1217", "LCDX.NA.15",
"CDX_NA_LN_S15_100_07YR", 2455460, 2458108, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDQ7", "LCDX", 15, "LCDXNA", null, "IG", 1, 7,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("MCDXNAS15V1.MCDXNA.3Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925989", "9514915",
"MCDXNAS15V1 - 1213", "MCDX.NA.15",
"MCDX SERIES 15 3Y", 2455474, 2456647, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAF4", "MCDXNAS15V1", 15, "MCDXNA", null, "IG", 1, 3,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("MCDXNAS15V1.MCDXNA.10Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925990", "9514919",
"MCDXNAS15V1 - 1220", "MCDX.NA.15",
"MCDX SERIES 15 10Y", 2455474, 2459204, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAF4", "MCDXNAS15V1", 15, "MCDXNA", null, "IG", 1, 10,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("MCDXNAS15V1.MCDXNA.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("925991", "9514916",
"MCDXNAS15V1 - 1215", "MCDX.NA.15",
"MCDX SERIES 15 5Y", 2455474, 2457377, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAF4", "MCDXNAS15V1", 15, "MCDXNA", null, "IG", 1, 5,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.7.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926021", "9526358",
"ITRAXX-JAPANHIVOLS7V4 - 0612", "iTraxx Japan HiVol Series Number 7 Version 4",
"ITRAXX JAPAN HIVOL SERIES NUMBER 07 VERSION 4 JPY SEN RES I03 CDS", 2454180, 2456099, 0.006, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MBD4", "ITRAXX", 7, "JAPANHIVOL", "VOL", "HV", 4, 5,
null, 0.88, 24, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926025", "9526224",
"ITRAXX-JAPANHIVOLS8V4 - 1212", "iTraxx Japan HiVol Series Number 8 Version 4",
"ITRAXX JAPAN HIVOL SERIES NUMBER 08 VERSION 4 JPY SEN RES I03 CDS", 2454364, 2456282, 0.007500000000000001, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MBE2", "ITRAXX", 8, "JAPANHIVOL", "VOL", "HV", 4, 5,
null, 0.88, 25, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.9.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926026", "9526375",
"ITRAXX-JAPANHIVOLS9V4 - 0613", "iTraxx Japan HiVol Series Number 9 Version 4",
"ITRAXX JAPAN HIVOL SERIES NUMBER 09 VERSION 4 JPY SEN RES I03 CDS", 2454546, 2456464, 0.035, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MBF9", "ITRAXX", 9, "JAPANHIVOL", "VOL", "HV", 4, 5,
null, 0.88, 25, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.10Y.2.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926027", "9526377",
"ITRAXX-JAPANHIVOLS2V4 - 0315", "iTraxx Japan HiVol Series Number 2 Version 4",
"ITRAXX JAPAN HIVOL SERIES NUMBER 02 VERSION 4 JPY SEN RES I03 CDS 10Y", 2453269, 2457102, 0.007, "JPY",
"ACT/360", false, 0.4, 4, "2I668MAY9", "ITRAXX", 2, "JAPANHIVOL", "VOL", "HV", 4, 10,
null, 0.7000000000000001, 10, 0, "TOK", false, false, true, null, "VOL"));
return true;
}
private static final boolean InitCDXRefDataSet37()
{
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.3.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926029", "9526356",
"ITRAXX-JAPANS3V4 - 0615", "iTraxx Japan Series Number 3 Version 4",
"ITRAXX JAPAN SERIES NUMBER 03 VERSION 4 JPY SEN RES I03 CDS 10Y", 2453451, 2457194, 0.0035, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBF0", "ITRAXX", 3, "JAPAN", null, "IG", 4, 10,
null, 0.9400000000000001, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926030", "9525503",
"ITRAXX-JAPANHIVOLS6V4 - 1211", "iTraxx Japan HiVol Series Number 6 Version 4",
"ITRAXX JAPAN HIVOL SERIES NUMBER 06 VERSION 4 JPY SEN RES I03 CDS", 2453999, 2455916, 0.0055000000000000005, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MBC6", "ITRAXX", 6, "JAPANHIVOL", "VOL", "HV", 4, 5,
null, 0.88, 24, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("EUR ITRAXX.JAPANHIVOL.5Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926032", "9526357",
"EUR ITRAXX-JAPANHIVOLS6V4 - 1211", "iTraxx Japan HiVol Series Number 6 Version 4",
"ITRAXX JAPAN HIVOL SERIES NUMBER 06 VERSION 4 EUR SEN RES I03 CDS", 2453999, 2455916, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.35000000000000003, 4, "2I668MBC6", "EUR ITRAXX", 6, "JAPANHIVOL", "VOL", "HV", 4, 5,
null, 0.88, 24, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JHIVOL.5Y.7.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926033", "9526654",
"ITRAXX-JHIVOLS7V4 - 1212", "iTraxx Japan HiVol Series Number 7 Version 4",
"ITRAXX JAPAN HIVOL SERIES NUMBER 07 VERSION 4 JPY SEN RES I03 CDS DEC 20 2012", 2454180, 2456282, 0.006, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MBD4", "ITRAXX", 7, "JHIVOL", "VOL", "HV", 4, 5,
null, 0.88, 24, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926038", "9526250",
"ITRAXX-JAPANS7V3 - 0617", "iTraxx Japan Series Number 7 Version 3",
"ITRAXX JAPAN SERIES NUMBER 07 VERSION 3 JPY SEN RES I03 CDS 10Y", 2454180, 2457925, 0.0035, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBJ2", "ITRAXX", 7, "JAPAN", null, "IG", 3, 10,
null, 0.96, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926039", "9526252",
"ITRAXX-JAPANS8V3 - 1217", "iTraxx Japan Series Number 8 Version 3",
"ITRAXX JAPAN SERIES NUMBER 08 VERSION 3 JPY SEN RES I03 CDS 10Y", 2454364, 2458108, 0.0045000000000000005, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBK9", "ITRAXX", 8, "JAPAN", null, "IG", 3, 10,
null, 0.96, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926040", "9526020",
"ITRAXX-JAPANS4V3 - 1210", "iTraxx Japan Series Number 4 Version 3",
"ITRAXX JAPAN SERIES NUMBER 04 VERSION 3 JPY SEN RES I03 CDS", 2453634, 2455551, 0.002, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBG8", "ITRAXX", 4, "JAPAN", null, "IG", 3, 5,
null, 0.96, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.3Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926041", "9526263",
"ITRAXX-JAPANS8V3 - 1210", "iTraxx Japan Series Number 8 Version 3",
"ITRAXX JAPAN SERIES NUMBER 08 VERSION 3 JPY SEN RES I03 CDS 3Y", 2454364, 2455551, 0.002, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBK9", "ITRAXX", 8, "JAPAN", null, "IG", 3, 3,
null, 0.96, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926042", "9526274",
"ITRAXX-JAPANS9V3 - 0618", "iTraxx Japan Series Number 9 Version 3",
"ITRAXX JAPAN SERIES NUMBER 09 VERSION 3 JPY SEN RES I03 CDS 10Y", 2454546, 2458290, 0.024, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBL7", "ITRAXX", 9, "JAPAN", null, "IG", 3, 10,
null, 0.96, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.3Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926043", "9526376",
"ITRAXX-JAPANS9V3 - 0611", "iTraxx Japan Series Number 9 Version 3",
"ITRAXX JAPAN SERIES NUMBER 09 VERSION 3 JPY SEN RES I03 CDS 3Y", 2454546, 2455733, 0.02, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBL7", "ITRAXX", 9, "JAPAN", null, "IG", 3, 3,
null, 0.96, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.11.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926044", "9526373",
"ITRAXX-JAPANS11V3 - 0619", "iTraxx Japan Series Number 11 Version 3",
"ITRAXX JAPAN SERIES NUMBER 11 VERSION 3 JPY SEN RES I03 CDS 10Y", 2454914, 2458655, 0.05, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBN3", "ITRAXX", 11, "JAPAN", null, "JPHG", 3, 10,
null, 0.96, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.3Y.11.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926045", "9526378",
"ITRAXX-JAPANS11V3 - 0612", "iTraxx Japan Series Number 11 Version 3",
"ITRAXX JAPAN SERIES NUMBER 11 VERSION 3 JPY SEN RES I03 CDS 3Y", 2454914, 2456099, 0.015000000000000001, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBN3", "ITRAXX", 11, "JAPAN", null, "JPHG", 3, 3,
null, 0.96, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.2.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926046", "9526019",
"ITRAXX-JAPANS2V4 - 0315", "ITRAXX JAPAN SERIES NUMBER 2 VERSION 4",
"ITRAXX JAPAN SERIES NUMBER 02 VERSION 4 JPY SEN RES I03 CDS 10Y", 2453269, 2457102, 0.0035, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBE3", "ITRAXX", 2, "JAPAN", null, "IG", 4, 10,
null, 0.9400000000000001, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926047", "9526222",
"ITRAXX-JAPANS8V3 - 1212", "iTraxx Japan Series Number 8 Version 3",
"ITRAXX JAPAN SERIES NUMBER 08 VERSION 3 JPY SEN RES I03 CDS", 2454364, 2456282, 0.003, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBK9", "ITRAXX", 8, "JAPAN", null, "IG", 3, 5,
null, 0.96, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPANFIN.5Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926048", "9526656",
"ITRAXX-JAPANFINS5V3 - 0611", "iTraxx Japan Financials Series Number 5 Version 3",
"ITRAXX JAPAN FINANCIALS SERIES NUMBER 05 VERSION 3 JPY SEN RES I03 CDS", 2453815, 2455733, 0.003, "JPY",
"ACT/360", false, 0.4, 4, "2I668LAL9", "ITRAXX", 5, "JAPANFIN", null, "IG", 3, 5,
null, 0.8, 10, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.9.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926050", "9526653",
"ITRAXX-JAPANS9V3 - 0613", "iTraxx Japan Series Number 9 Version 3",
"ITRAXX JAPAN SERIES NUMBER 09 VERSION 3 JPY SEN RES I03 CDS", 2454546, 2456464, 0.022000000000000002, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBL7", "ITRAXX", 9, "JAPAN", null, "IG", 3, 5,
null, 0.96, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.10.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926051", "9526017",
"ITRAXX-JAPANS10V3 - 1213", "ITRAXX JAPAN SERIES NUMBER 10 VERSION 3",
"ITRAXX JAPAN SERIES NUMBER 10 VERSION 3 JPY SEN RES I03 CDS", 2454739, 2456647, 0.015000000000000001, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBM5", "ITRAXX", 10, "JAPAN", null, "JPHG", 3, 5,
null, 0.96, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.11.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926052", "9526018",
"ITRAXX-JAPANS11V3 - 0614", "iTraxx Japan Series Number 11 Version 3",
"ITRAXX JAPAN SERIES NUMBER 11 VERSION 3 JPY SEN RES I03 CDS", 2454914, 2456829, 0.05, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBN3", "ITRAXX", 11, "JAPAN", null, "JPHG", 3, 5,
null, 0.96, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926053", "9526655",
"ITRAXX-JAPANHIVOLS5V3 - 0611", "iTraxx Japan HiVol Series Number 5 Version 3",
"ITRAXX JAPAN HIVOL SERIES NUMBER 05 VERSION 3 JPY SEN RES I03 CDS", 2453815, 2455733, 0.0045000000000000005, "JPY",
"ACT/360", false, 0.4, 4, "2I668MBB8", "ITRAXX", 5, "JAPANHIVOL", "VOL", "HV", 3, 5,
null, 1, 10, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPANFIN.10Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926054", "9526246",
"ITRAXX-JAPANFINS2V3 - 0315", "iTraxx Japan Financials Series Number 2 Version 3",
"ITRAXX JAPAN FINANCIALS SERIES NUMBER 02 VERSION 3 JPY SEN RES I03 CDS 10Y", 2453269, 2457102, 0.005, "JPY",
"ACT/360", false, 0.4, 4, "2I668LAI6", "ITRAXX", 2, "JAPANFIN", null, "IG", 3, 10,
null, 0.8, 9, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926055", "9521460",
"ITRAXX-JAPANS5V3 - 0611", "iTraxx Japan Series Number 5 Version 3",
"ITRAXX JAPAN SERIES NUMBER 05 VERSION 3 JPY SEN RES I03 CDS", 2453815, 2455733, 0.0025, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBH6", "ITRAXX", 5, "JAPAN", null, "IG", 3, 5,
null, 0.96, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926056", "9526374",
"ITRAXX-JAPANS4V3 - 1215", "iTraxx Japan Series Number 4 Version 3",
"ITRAXX JAPAN SERIES NUMBER 04 VERSION 3 JPY SEN RES I03 CDS 10Y", 2453634, 2457377, 0.003, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBG8", "ITRAXX", 4, "JAPAN", null, "IG", 3, 10,
null, 0.96, 49, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926057", "9526249",
"ITRAXX-JAPANS6V3 - 1216", "iTraxx Japan Series Number 6 Version 3",
"ITRAXX JAPAN SERIES NUMBER 06 VERSION 3 JPY SEN RES I03 CDS 10Y", 2453999, 2457743, 0.004, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBI4", "ITRAXX", 6, "JAPAN", null, "IG", 3, 10,
null, 0.96, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.10Y.5.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926058", "9521513",
"ITRAXX-JAPANS5V3 - 0616", "iTraxx Japan Series Number 5 Version 3",
"ITRAXX JAPAN SERIES NUMBER 05 VERSION 3 JPY SEN RES I03 CDS 10Y", 2453815, 2457560, 0.004, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBH6", "ITRAXX", 5, "JAPAN", null, "IG", 3, 10,
null, 0.96, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926059", "9526652",
"ITRAXX-JAPANS6V3 - 1211", "iTraxx Japan Series Number 6 Version 3",
"ITRAXX JAPAN SERIES NUMBER 06 VERSION 3 JPY SEN RES I03 CDS", 2453999, 2455916, 0.0025, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBI4", "ITRAXX", 6, "JAPAN", null, "IG", 3, 5,
null, 0.96, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN80.5Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926060", "9521454",
"ITRAXX-JAPAN80S7V3 - 0612", "iTraxx Japan 80 Series Number 7 Version 3",
"ITRAXX JAPAN 80 SERIES NUMBER 07 VERSION 3 JPY SEN RES I03 CDS", 2454180, 2456099, 0.0025, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "4ABCAHAE7", "ITRAXX", 7, "JAPAN80", null, "IG", 3, 5,
null, 0.975, 79, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.7.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926061", "9521467",
"ITRAXX-JAPANS7V3 - 0612", "iTraxx Japan Series Number 7 Version 3",
"ITRAXX JAPAN SERIES NUMBER 07 VERSION 3 JPY SEN RES I03 CDS", 2454180, 2456099, 0.0025, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBJ2", "ITRAXX", 7, "JAPAN", null, "IG", 3, 5,
null, 0.96, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN80.5Y.8.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926062", "9526013",
"ITRAXX-JAPAN80S8V3 - 1212", "iTraxx Japan 80 Series Number 8 Version 3",
"ITRAXX JAPAN 80 SERIES NUMBER 08 VERSION 3 JPY SEN RES I03 CDS", 2454364, 2456282, 0.003, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "4ABCAHAF4", "ITRAXX", 8, "JAPAN80", null, "IG", 3, 5,
null, 0.975, 80, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.7.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926072", "9529061",
"CDX-NAIGS7V5-MR - 1216", "Dow Jones CDX.NA.IG.7",
"DJCDX_NA_IG_S7_10Y_12/16_121/126_MR", 2454000, 2457743, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCE3-MR", "CDX", 7, "NA IG", null, "IG", 5, 10,
null, 0.9640000000000001, 126, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LevXSubS1V22.LevXSub.5Y.1.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926218", "9539580",
"LevXSubS1V22 - 1211", "iTraxx LevX Subordinated Series 1 Version 22",
"ITRAXX LEVX SUBORDINATED SERIES 1 VERSION 22 EUR 2ND SEC MMR I03 CDS", 2454180, 2455916, 0.045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKCE8", "LevXSubS1V22", 1, "LevXSub", null, "IG", 22, 5,
null, 0.4, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LevXSenS1V17.LevXSen.5Y.1.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926261", "9543780",
"LevXSenS1V17 - 1211", "iTraxx LevX Senior Series 1 Version 17",
"ITRAXX LEVX SENIOR SERIES 1 VERSION 17 EUR 1ST SEC MMR I03 CDS", 2453999, 2455916, 0.017, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJEJ8", "LevXSenS1V17", 1, "LevXSen", null, "IG", 17, 5,
null, 0.54283, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LevXSubS1V23.LevXSub.5Y.1.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926262", "9543776",
"LevXSubS1V23 - 1211", "iTraxx LevX Subordinated Series 1 Version 23",
"ITRAXX LEVX SUBORDINATED SERIES 1 VERSION 23 EUR 2ND SEC MMR I03 CDS", 2454180, 2455916, 0.045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKCF5", "LevXSubS1V23", 1, "LevXSub", null, "IG", 23, 5,
null, 0.3715, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926334", "9572293",
"LCDXNAS10V25 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_76/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDT1", "LCDX", 10, "LCDXNA", null, "IG", 25, 5,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926335", "9572447",
"LCDXNAS10V25 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_76/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDT1", "LCDX", 10, "LCDXNA", null, "IG", 25, 3,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.12.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926336", "9572204",
"LCDXNAS12V14 - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_86/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDU8", "LCDX", 12, "LCDXNA", null, "IG", 14, 5,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.12.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926337", "9572453",
"LCDXNAS12V14 - 0612", "LCDX.NA.12",
"CDX_NA_LN_S12_100_03YR_86/100", 2454938, 2456099, 0.05, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDU8", "LCDX", 12, "LCDXNA", null, "IG", 14, 3,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.13.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926338", "9572214",
"LCDXNAS13V4 - 1214", "LCDX.NA.13",
"CDX_NA_LN_S13_100_97/100", 2455110, 2457012, 0.05, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDV6", "LCDX", 13, "LCDXNA", null, "IG", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.29",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926339", "9572225",
"LCDXNAS8V29 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_72/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDR5", "LCDX", 8, "LCDXNA", null, "IG", 29, 5,
null, 0.72, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926340", "9572226",
"LCDXNAS9V25 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_76/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDS3", "LCDX", 9, "LCDXNA", null, "IG", 25, 5,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.13.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926341", "9572538",
"LCDXNAS13V4 - 1216", "LCDX.NA.13",
"CDX_NA_LN_S13_100_07YR_97/100", 2455110, 2457743, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDV6", "LCDX", 13, "LCDXNA", null, "IG", 4, 7,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.13.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926342", "9572539",
"LCDXNAS13V4 - 1219", "LCDX.NA.13",
"CDX_NA_LN_S13_100_10YR_97/100", 2455110, 2458838, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDV6", "LCDX", 13, "LCDXNA", null, "IG", 4, 10,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.10.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926343", "9572527",
"LCDXNAS10V25 - 0618", "LCDX.NA.10",
"CDX_NA_LN_S10_100_10YR_76/100", 2454561, 2458290, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDT1", "LCDX", 10, "LCDXNA", null, "IG", 25, 10,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.12.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926344", "9572533",
"LCDXNAS12V14 - 0613", "LCDX.NA.12",
"CDX_NA_LN_S12_100_04YR_86/100", 2454938, 2456464, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDU8", "LCDX", 12, "LCDXNA", null, "IG", 14, 4,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS9V25 FXD.LCDXNAV25 FXD.5Y.9.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926345", "9573441",
"LCDXNAS9V25 FXD - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_FXD_76/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDS3 FXD", "LCDXNAS9V25 FXD", 9, "LCDXNAV25 FXD", null, "IG", 25, 5,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS10V25 FXD.LCDXNAV25 FXD.5Y.10.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926346", "9573392",
"LCDXNAS10V25 FXD - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_FXD_76/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDT1 FXD", "LCDXNAS10V25 FXD", 10, "LCDXNAV25 FXD", null, "IG", 25, 5,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.8.29",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926347", "9572554",
"LCDXNAS8V29 - 0614", "LCDX.NA.8",
"CDX_NA_LN_S08_100_07YR_72/100", 2454244, 2456829, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GDR5", "LCDX", 8, "LCDXNA", null, "IG", 29, 7,
null, 0.72, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.13.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926348", "9572541",
"LCDXNAS13V4 - 1215", "LCDX.NA.13",
"CDX_NA_LN_S13_100_06YR_97/100", 2455110, 2457377, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDV6", "LCDX", 13, "LCDXNA", null, "IG", 4, 6,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.12.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926349", "9572530",
"LCDXNAS12V14 - 0611", "LCDX.NA.12",
"CDX_NA_LN_S12_100_02YR_86/100", 2454938, 2455733, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDU8", "LCDX", 12, "LCDXNA", null, "IG", 14, 2,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.12.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926350", "9572534",
"LCDXNAS12V14 - 0615", "LCDX.NA.12",
"CDX_NA_LN_S12_100_06YR_86/100", 2454938, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDU8", "LCDX", 12, "LCDXNA", null, "IG", 14, 6,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS8V29 FXD.LCDXNAV29 FXD.5Y.8.29",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926351", "9573435",
"LCDXNAS8V29 FXD - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_FXD_72/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GDR5 FXD", "LCDXNAS8V29 FXD", 8, "LCDXNAV29 FXD", null, "IG", 29, 5,
null, 0.72, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.8.29",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926352", "9572553",
"LCDXNAS8V29 - 0613", "LCDX.NA.8",
"CDX_NA_LN_S08_100_06YR_72/100", 2454244, 2456464, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GDR5", "LCDX", 8, "LCDXNA", null, "IG", 29, 6,
null, 0.72, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.9.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926353", "9572559",
"LCDXNAS9V25 - 1211", "LCDX.NA.9",
"CDX_NA_LN_S09_100_04YR_76/100", 2454378, 2455916, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDS3", "LCDX", 9, "LCDXNA", null, "IG", 25, 4,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.9.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926354", "9572558",
"LCDXNAS9V25 - 1217", "LCDX.NA.9",
"CDX_NA_LN_S09_100_10YR_76/100", 2454378, 2458108, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDS3", "LCDX", 9, "LCDXNA", null, "IG", 25, 10,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.12.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926355", "9572532",
"LCDXNAS12V14 - 0619", "LCDX.NA.12",
"CDX_NA_LN_S12_100_10YR_86/100", 2454938, 2458655, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDU8", "LCDX", 12, "LCDXNA", null, "IG", 14, 10,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS13V4 FXD.LCDXNAV4 FXD.5Y.13.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926356", "9573404",
"LCDXNAS13V4 FXD - 1214", "LCDX.NA.13",
"CDX_NA_LN_S13_100_FXD_97/100", 2455110, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDV6 FXD", "LCDXNAS13V4 FXD", 13, "LCDXNAV4 FXD", null, "IG", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.13.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926357", "9572537",
"LCDXNAS13V4 - 1211", "LCDX.NA.13",
"CDX_NA_LN_S13_100_02YR_97/100", 2455110, 2455916, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDV6", "LCDX", 13, "LCDXNA", null, "IG", 4, 2,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.9.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926358", "9572560",
"LCDXNAS9V25 - 1213", "LCDX.NA.9",
"CDX_NA_LN_S09_100_06YR_76/100", 2454378, 2456647, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDS3", "LCDX", 9, "LCDXNA", null, "IG", 25, 6,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.12.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926360", "9572531",
"LCDXNAS12V14 - 0616", "LCDX.NA.12",
"CDX_NA_LN_S12_100_07YR_86/100", 2454938, 2457560, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDU8", "LCDX", 12, "LCDXNA", null, "IG", 14, 7,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.9.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926361", "9572557",
"LCDXNAS9V25 - 1214", "LCDX.NA.9",
"CDX_NA_LN_S09_100_07YR_76/100", 2454378, 2457012, 0.022500000000000003, "USD",
"ACT/360", false, 0.4, 4, "5F199GDS3", "LCDX", 9, "LCDXNA", null, "IG", 25, 7,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.10.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926362", "9572528",
"LCDXNAS10V25 - 0612", "LCDX.NA.10",
"CDX_NA_LN_S10_100_04YR_76/100", 2454561, 2456099, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDT1", "LCDX", 10, "LCDXNA", null, "IG", 25, 4,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS12V14 FXD.LCDXNAV14 FXD.5Y.12.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926363", "9573413",
"LCDXNAS12V14 FXD - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_FXD_86/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDU8 FXD", "LCDXNAS12V14 FXD", 12, "LCDXNAV14 FXD", null, "IG", 14, 5,
null, 0.86, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.10.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926364", "9572526",
"LCDXNAS10V25 - 0615", "LCDX.NA.10",
"CDX_NA_LN_S10_100_07YR_76/100", 2454561, 2457194, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDT1", "LCDX", 10, "LCDXNA", null, "IG", 25, 7,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.10.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926365", "9572525",
"LCDXNAS10V25 - 0614", "LCDX.NA.10",
"CDX_NA_LN_S10_100_06YR_76/100", 2454561, 2456829, 0.0325, "USD",
"ACT/360", false, 0.4, 4, "5F199GDT1", "LCDX", 10, "LCDXNA", null, "IG", 25, 6,
null, 0.76, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.8.29",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926366", "9572552",
"LCDXNAS8V29 - 0617", "LCDX.NA.8",
"CDX_NA_LN_S08_100_10YR_72/100", 2454244, 2457925, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GDR5", "LCDX", 8, "LCDXNA", null, "IG", 29, 10,
null, 0.72, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.13.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926367", "9572540",
"LCDXNAS13V4 - 1213", "LCDX.NA.13",
"CDX_NA_LN_S13_100_04YR_97/100", 2455110, 2456647, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDV6", "LCDX", 13, "LCDXNA", null, "IG", 4, 4,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.13.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926368", "9572536",
"LCDXNAS13V4 - 1212", "LCDX.NA.13",
"CDX_NA_LN_S13_100_03YR_97/100", 2455110, 2456282, 0.05, "USD",
"ACT/360", false, 0.4, 4, "5F199GDV6", "LCDX", 13, "LCDXNA", null, "IG", 4, 3,
null, 0.97, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.8.29",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926369", "9572555",
"LCDXNAS8V29 - 0611", "LCDX.NA.8",
"CDX_NA_LN_S08_100_04YR_72/100", 2454244, 2455733, 0.012, "USD",
"ACT/360", false, 0.4, 4, "5F199GDR5", "LCDX", 8, "LCDXNA", null, "IG", 29, 4,
null, 0.72, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.3Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926409", "9572606",
"ITRAXX-EUROPES15V1 - 0614", "iTraxx Europe series 15 Version 1",
"ITRAXX-EUROPES15V1-0614 EUR SEN MMR I03 CDS", 2455642, 2456829, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAV7", "ITRAXX", 15, "EUROPE", "EUR", "IG", 1, 3,
"246277", 1, 126, 0, "LON", true, true, true, "ITXEB312", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926410", "9572607",
"ITRAXX-EUROPES15V1 - 0616", "iTraxx Europe series 15 Version 1",
"ITRAXX-EUROPES15V1-0616 EUR SEN MMR I03 CDS", 2455642, 2457560, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAV7", "ITRAXX", 15, "EUROPE", "EUR", "IG", 1, 5,
"246277", 1, 126, 0, "LON", true, true, true, "ITXEB512", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926411", "9572608",
"ITRAXX-EUROPES15V1 - 0618", "iTraxx Europe series 15 Version 1",
"ITRAXX-EUROPES15V1-0618 EUR SEN MMR I03 CDS", 2455642, 2458290, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAV7", "ITRAXX", 15, "EUROPE", "EUR", "IG", 1, 7,
"246277", 1, 126, 0, "LON", true, true, true, "ITXEB712", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926412", "9572609",
"ITRAXX-EUROPES15V1 - 0621", "iTraxx Europe series 15 Version 1",
"ITRAXX-EUROPES15V1-0621 EUR SEN MMR I03 CDS", 2455642, 2459386, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAV7", "ITRAXX", 15, "EUROPE", "EUR", "IG", 1, 10,
"246277", 1, 126, 0, "LON", true, true, true, "ITXEB012", "EUR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926413", "9572611",
"ITRAXX-XOVERS15V1 - 0614", "iTraxx Europe Crossover series 15 Version 1",
"ITRAXX-XOVERS15V1-0614 EUR SEN MMR I03 CDS", 2455642, 2456829, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBX5", "ITRAXX", 15, "XOVER", "XVR", "XO", 1, 3,
"246278", 1, 40, 0, "LON", true, true, true, "ITXEX312", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926414", "9572612",
"ITRAXX-XOVERS15V1 - 0616", "iTraxx Europe Crossover series 15 Version 1",
"ITRAXX-XOVERS15V1-0616 EUR SEN MMR I03 CDS", 2455642, 2457560, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBX5", "ITRAXX", 15, "XOVER", "XVR", "XO", 1, 5,
"246278", 1, 40, 0, "LON", true, true, true, "ITXEX512", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926415", "9572613",
"ITRAXX-XOVERS15V1 - 0618", "iTraxx Europe Crossover series 15 Version 1",
"ITRAXX-XOVERS15V1-0618 EUR SEN MMR I03 CDS", 2455642, 2458290, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBX5", "ITRAXX", 15, "XOVER", "XVR", "XO", 1, 7,
"246278", 1, 40, 0, "LON", true, true, true, "ITXEX712", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926416", "9572614",
"ITRAXX-XOVERS15V1 - 0621", "iTraxx Europe Crossover series 15 Version 1",
"ITRAXX-XOVERS15V1-0621 EUR SEN MMR I03 CDS", 2455642, 2459386, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBX5", "ITRAXX", 15, "XOVER", "XVR", "XO", 1, 10,
"246278", 1, 40, 0, "LON", true, true, true, "ITXEX012", "XVR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.3Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926417", "9572616",
"ITRAXX-HIVOLS15V1 - 0614", "iTraxx Europe HiVol series 15 Version 1",
"ITRAXX-HIVOLS15V1-0614 EUR SEN MMR I03 CDS", 2455642, 2456829, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAS5", "ITRAXX", 15, "HIVOL", "VOL", "HV", 1, 3,
"246280", 1, 30, 0, "LON", true, true, true, "ITXEH312", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926422", "9572617",
"ITRAXX-HIVOLS15V1 - 0616", "iTraxx Europe HiVol series 15 Version 1",
"ITRAXX-HIVOLS15V1-0616 EUR SEN MMR I03 CDS", 2455642, 2457560, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAS5", "ITRAXX", 15, "HIVOL", "VOL", "HV", 1, 5,
"246280", 1, 30, 0, "LON", true, true, true, "ITXEH512", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.7Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926423", "9572618",
"ITRAXX-HIVOLS15V1 - 0618", "iTraxx Europe HiVol series 15 Version 1",
"ITRAXX-HIVOLS15V1-0618 EUR SEN MMR I03 CDS", 2455642, 2458290, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAS5", "ITRAXX", 15, "HIVOL", "VOL", "HV", 1, 7,
"246280", 1, 30, 0, "LON", true, true, true, "ITXEH712", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926424", "9572619",
"ITRAXX-HIVOLS15V1 - 0621", "iTraxx Europe HiVol series 15 Version 1",
"ITRAXX-HIVOLS15V1-0621 EUR SEN MMR I03 CDS", 2455642, 2459386, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAS5", "ITRAXX", 15, "HIVOL", "VOL", "HV", 1, 10,
"246280", 1, 30, 0, "LON", true, true, true, "ITXEH012", "VOL"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926425", "9572624",
"ITRAXX-FINSENS15V1 - 0616", "iTraxx Europe Senior Financials series 15 Version 1",
"ITRAXX-FINSENS15V1-0616 EUR SEN MMR I03 CDS", 2455642, 2457560, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAO2", "ITRAXX", 15, "FINSEN", "SEN", "SENF", 1, 5,
"246281", 1, 25, 0, "LON", true, true, true, "ITXES512", "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.10Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926426", "9572625",
"ITRAXX-FINSENS15V1 - 0621", "iTraxx Europe Senior Financials series 15 Version 1",
"ITRAXX-FINSENS15V1-0621 EUR SEN MMR I03 CDS", 2455642, 2459386, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAO2", "ITRAXX", 15, "FINSEN", "SEN", "SENF", 1, 10,
"246281", 1, 25, 0, "LON", true, true, true, "ITXES012", "SEN"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926427", "9572643",
"Itraxx-SovX West Eur S5V1 - 0616", "Itraxx SovX Western Europe Series 5 Version 1",
"ITRAXX-SOVX WEST EUR S5V1-0616 USD SEN RES I03 CDS", 2455642, 2457560, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAE1", "Itraxx", 5, "SovX West Eur", "SOV", "SOWE", 1, 5,
"246282", 1, 15, 0, "LON", true, true, true, null, "SOV"));
UpdateCDXRefDataMap ("ITRAXX.CEEMEA.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926428", "9572646",
"ITRAXX-CEEMEAS5V1 - 0616", "iTraxx SovX CEEMEA Series 5 Version 1",
"ITRAXX-SOVX CEEMEA S5V1-0616 USD SEN RES I03 CDS", 2455642, 2457560, 0.01, "USD",
"ACT/360", false, 0.25, 4, "5C769NAE9", "ITRAXX", 5, "CEEMEA", "SOVXCEM", "SOCE", 1, 5,
"246283", 1, 15, 0, "LON", true, true, true, "ITRXEX54", "SOVXCEM"));
UpdateCDXRefDataMap ("CDX.EM.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926429", "9572564",
"CDX-EMS15V1 - 0616", "CDX.EM.15",
"CDX EM 15 5YR", 2455642, 2457560, 0.05, "USD",
"ACT/360", false, 0.25, 4, "2I65BZAO0", "CDX", 15, "EM", null, "EM", 1, 5,
null, 1, 15, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926430", "9572586",
"CDX-NAIGS16V1 - 0616", "CDX.NA.IG.16",
"CDX_NA_IG_S16_05Y_06/16", 2455642, 2457560, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCM5", "CDX", 16, "NA IG", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926431", "9572588",
"CDX-NAIGS16V1 - 0618", "CDX.NA.IG.16",
"CDX_NA_IG_S16_07Y_06/18", 2455642, 2458290, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCM5", "CDX", 16, "NA IG", null, "IG", 1, 7,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926432", "9572566",
"CDX-NAHYS16V1 - 0616", "CDX.NA.HY.16",
"CDX_NA_HY_S16_100_SWP", 2455642, 2457560, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHL7", "CDX", 16, "NA HY", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926433", "9572569",
"CDX-NAHYS16V1 - 0614", "CDX.NA.HY.16",
"CDX_NA_HY_S16_100_SWP_03YR", 2455642, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHL7", "CDX", 16, "NA HY", null, "HY", 1, 3,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926434", "9572589",
"CDX-NAIGS16V1 - 0621", "CDX.NA.IG.16",
"CDX_NA_IG_S16_10Y_06/21", 2455642, 2459386, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCM5", "CDX", 16, "NA IG", null, "IG", 1, 10,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926435", "9572573",
"CDX-NAHYS16V1 - 0618", "CDX.NA.HY.16",
"CDX_NA_HY_S16_100_SWP_07YR", 2455642, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHL7", "CDX", 16, "NA HY", null, "HY", 1, 7,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.3Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926436", "9572596",
"CDX-NAIGHVOLS16V1 - 0614", "CDX.NA.IG.HVOL.16",
"CDX_NA_IG_S16_HVOL_03Y_06/14", 2455642, 2456829, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AR4", "CDX", 16, "NA IG HVOL", null, "HV", 1, 3,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926437", "9572598",
"CDX-NAIGHVOLS16V1 - 0616", "CDX.NA.IG.HVOL.16",
"CDX_NA_IG_S16_HVOL_05Y_06/16", 2455642, 2457560, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AR4", "CDX", 16, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926438", "9572574",
"CDX-NAHYS16V1 - 0621", "CDX.NA.HY.16",
"CDX_NA_HY_S16_100_SWP_10YR", 2455642, 2459386, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHL7", "CDX", 16, "NA HY", null, "HY", 1, 10,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926439", "9572599",
"CDX-NAIGHVOLS16V1 - 0618", "CDX.NA.IG.HVOL.16",
"CDX_NA_IG_S16_HVOL_07Y_06/18", 2455642, 2458290, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AR4", "CDX", 16, "NA IG HVOL", null, "HV", 1, 7,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.1Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926440", "9572582",
"CDX-NAIGS16V1 - 0612", "CDX.NA.IG.16",
"CDX_NA_IG_S16_01Y_06/12", 2455642, 2456099, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCM5", "CDX", 16, "NA IG", null, "IG", 1, 1,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926441", "9572600",
"CDX-NAIGHVOLS16V1 - 0621", "CDX.NA.IG.HVOL.16",
"CDX_NA_IG_S16_HVOL_10Y_06/21", 2455642, 2459386, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AR4", "CDX", 16, "NA IG HVOL", null, "HV", 1, 10,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.2Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926442", "9572583",
"CDX-NAIGS16V1 - 0613", "CDX.NA.IG.16",
"CDX_NA_IG_S16_02Y_06/13", 2455642, 2456464, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCM5", "CDX", 16, "NA IG", null, "IG", 1, 2,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926443", "9572584",
"CDX-NAIGS16V1 - 0614", "CDX.NA.IG.16",
"CDX_NA_IG_S16_03Y_06/14", 2455642, 2456829, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCM5", "CDX", 16, "NA IG", null, "IG", 1, 3,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ IG.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926445", "9574244",
"ITRAXX-ASIAXJIGS15V1 - 0616", "iTraxx Asia ex-Japan IG Series Number 15 Version 1",
"ITRAXX ASIA EX-JAPAN IG SERIES NUMBER 15 VERSION 1 USD SEN RES I03 CDS", 2455642, 2457560, 0.01, "USD",
"ACT/360", false, 0.4, 4, "4ABCAMAH9", "ITRAXX", 15, "ASIAXJ IG", null, "ASHG", 1, 5,
null, 1, 50, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926448", "9574240",
"ITRAXX-AUSTRALIAS15V1 - 0616", "iTraxx Australia Series Number 15 Version 1",
"ITRAXX AUSTRALIA SERIES NUMBER 15 VERSION 1 USD SEN MR I03 CDS", 2455642, 2457560, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I668IAO0", "ITRAXX", 15, "AUSTRALIA", null, "AUHG", 1, 5,
null, 1, 25, 0, "HKG", false, false, true, null, "Itraxx Australia"));
return true;
}
private static final boolean InitCDXRefDataSet38()
{
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926449", "9574243",
"ITRAXX-JAPANS15V1 - 0616", "iTraxx Japan Series Number 15 Version 1",
"ITRAXX JAPAN SERIES NUMBER 15 VERSION 1 JPY SEN RES I03 CDS", 2455649, 2457560, 0.01, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBO1", "ITRAXX", 15, "JAPAN", null, "JPHG", 1, 5,
null, 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.SOVXASIAPACIFIC.5Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926450", "9574241",
"ITRAXX-SOVX-ASIA-PACIFICS5 - 0616", "iTraxx SovX Asia Pacific Series 5 Version 1",
"ITRAXX SOVX ASIA-PACIFIC SERIES NUMBER 5 VERSION 1 USD SEN RES I03 CDS", 2455642, 2457560, 0.01, "USD",
"ACT/360", false, 0.4, 4, "4ABCANAC8", "ITRAXX", 5, "SOVXASIAPACIFIC", null, "ASHG", 1, 5,
null, 1, 10, 0, "HKG", false, false, true, null, "Itraxx SovX"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ HY.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926451", "9574242",
"ITRAXX-ASIAXJHYS15V1 - 0616", "iTraxx Asia ex-Japan HY Series Number 15 Version 1",
"ITRAXX ASIA EX-JAPAN HY SERIES NUMBER 15 VERSION 1 USD SEN RES I03 CDS", 2455642, 2457560, 0.05, "USD",
"ACT/360", false, 0.25, 4, "4ABCAGAH2", "ITRAXX", 15, "ASIAXJ HY", null, "ASHY", 1, 5,
null, 1, 20, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("CDX.NA IG ENRG.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926458", "9572592",
"CDX-NAIGENRGS16V1 - 0616", "CDX.NA.IG.ENRG.16",
"CDX_NA_IG_S16_ENRG_06/16", 2455642, 2457560, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B1AR8", "CDX", 16, "NA IG ENRG", null, "IG", 1, 5,
null, 1, 16, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926460", "9572637",
"USD ITRAXX-HIVOLS15V1 - 0616", "iTraxx Europe HiVol series 15 Version 1",
"ITRAXX-HIVOLS15V1-0616 USD SEN MMR I03 CDS", 2455642, 2457560, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667LAS5", "USD ITRAXX", 15, "HIVOL", "VOL", "HV", 1, 5,
null, 1, 30, 0, "LON", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("CDX.NA IG FIN.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926461", "9572593",
"CDX-NAIGFINS16V1 - 0616", "CDX.NA.IG.FIN.16",
"CDX_NA_IG_S16_FIN_06/16", 2455641, 2457560, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B2CI4", "CDX", 16, "NA IG FIN", null, "IG", 1, 5,
null, 1, 20, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.1Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926462", "9572594",
"CDX-NAIGHVOLS16V1 - 0612", "CDX.NA.IG.HVOL.16",
"CDX_NA_IG_S16_HVOL_01Y_06/12", 2455642, 2456099, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AR4", "CDX", 16, "NA IG HVOL", null, "HV", 1, 1,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.10Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926463", "9572638",
"USD ITRAXX-HIVOLS15V1 - 0621", "iTraxx Europe HiVol series 15 Version 1",
"ITRAXX-HIVOLS15V1-0621 USD SEN MMR I03 CDS", 2455642, 2459386, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667LAS5", "USD ITRAXX", 15, "HIVOL", "VOL", "HV", 1, 10,
null, 1, 30, 0, "LON", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.2Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926464", "9572595",
"CDX-NAIGHVOLS16V1 - 0613", "CDX.NA.IG.HVOL.16",
"CDX_NA_IG_S16_HVOL_02Y_06/13", 2455642, 2456464, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AR4", "CDX", 16, "NA IG HVOL", null, "HV", 1, 2,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.4Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926466", "9572597",
"CDX-NAIGHVOLS16V1 - 0615", "CDX.NA.IG.HVOL.16",
"CDX_NA_IG_S16_HVOL_04Y_06/15", 2455642, 2457194, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AR4", "CDX", 16, "NA IG HVOL", null, "HV", 1, 4,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG INDU.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926467", "9572602",
"CDX-NAIGINDUS16V1 - 0616", "CDX.NA.IG.INDU.16",
"CDX_NA_IG_S16_INDU_06/16", 2455642, 2457560, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B4AW1", "CDX", 16, "NA IG INDU", null, "IG", 1, 5,
null, 1, 24, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG TMT.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926468", "9572603",
"CDX-NAIGTMTS16V1 - 0616", "CDX.NA.IG.TMT.16",
"CDX_NA_IG_S16_TMT_06/16", 2455642, 2457560, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65DJAZ9", "CDX", 16, "NA IG TMT", null, "IG", 1, 5,
null, 1, 26, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOLV1 EUR.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926469", "9572604",
"CDX-NAIGHVOLS16V1 EUR - 0616", "CDX.NA.IG.HVOL.16",
"CDX_NA_IG_S16_HVOL_05Y_06/16 EUR", 2455642, 2457560, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I65B3AR4", "CDX", 16, "NA IG HVOLV1 EUR", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.10Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926471", "9572644",
"Itraxx-SovX West Eur S5V1 - 0621", "Itraxx SovX Western Europe Series 5 Version 1",
"ITRAXX-SOVX WEST EUR S5V1-0621 USD SEN RES I03 CDS", 2455642, 2459386, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAE1", "Itraxx", 5, "SovX West Eur", "SOV", "SOWE", 1, 10,
"246282", 1, 15, 0, "LON", true, true, true, null, "SOV"));
UpdateCDXRefDataMap ("ITRAXX.CEEMEA.10Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926472", "9572647",
"ITRAXX-CEEMEAS5V1 - 0621", "iTraxx SovX CEEMEA Series 5 Version 1",
"ITRAXX-SOVX CEEMEA S5V1-0621 USD SEN RES I03 CDS", 2455642, 2459386, 0.01, "USD",
"ACT/360", false, 0.25, 4, "5C769NAE9", "ITRAXX", 5, "CEEMEA", "SOVXCEM", "SOCE", 1, 10,
"246283", 1, 15, 0, "LON", true, true, true, "ITRXEX54", "SOVXCEM"));
UpdateCDXRefDataMap ("CDX.NA HY V4 FXD 97/100.5Y.16.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926473", "9572565",
"CDX-NAHYS16V4 FXD 97/100 - 0616", "CDX.NA.HY.16",
"CDX_NA_HY_S16_100_FXD_97/100", 2455642, 2457560, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIV4 FXD", "CDX", 16, "NA HY V4 FXD 97/100", null, "HY", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926474", "9572577",
"CDX-NAHYBS16V1 - 0616", "CDX.NA.HY.B.16",
"CDX_NA_HY_S16_B___SWP", 2455642, 2457560, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSEM6", "CDX", 16, "NA HY B", null, "HY", 1, 5,
null, 1, 34, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926475", "9572579",
"CDX-NAHYBBS16V1 - 0616", "CDX.NA.HY.BB.16",
"CDX_NA_HY_S16_BB__SWP", 2455642, 2457560, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBX8", "CDX", 16, "NA HY BB", null, "HY", 1, 5,
null, 1, 39, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926476", "9572581",
"CDX-NAHYHBS16V1 - 0616", "CDX.NA.HY.HB.16",
"CDX_NA_HY_S16_HB__SWP", 2455641, 2457560, 0.05, "USD",
"ACT/360", false, 0.4, 4, "CDX-NAHYHBS16V1", "CDX", 16, "NA HY HB", null, "HY", 1, 5,
null, 1, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.4Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926477", "9572585",
"CDX-NAIGS16V1 - 0615", "CDX.NA.IG.16",
"CDX_NA_IG_S16_04Y_06/15", 2455642, 2457194, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCM5", "CDX", 16, "NA IG", null, "IG", 1, 4,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926478", "9572587",
"CDX-NAIGS16V1 EUR - 0616", "CDX.NA.IG.16",
"CDX_NA_IG_S16_05Y_06/16_EUR", 2455642, 2457560, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYCM5", "CDX", 16, "NA IG", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG CONS.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926479", "9572591",
"CDX-NAIGCONSS16V1 - 0616", "CDX.NA.IG.CONS.16",
"CDX_NA_IG_S16_CONS_06/16", 2455642, 2457560, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B0AR0", "CDX", 16, "NA IG CONS", null, "IG", 1, 5,
null, 1, 39, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926482", "9572627",
"ITRAXX-FINSUBS15V1 - 0616", "iTraxx Europe Sub Financials series 15 Version 1",
"ITRAXX-FINSUBS15V1-0616 EUR LT2 SUB MMR I03 CDS", 2455642, 2457560, 0.01, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAP7", "ITRAXX", 15, "FINSUB", "SUB", "SUBF", 1, 5,
"246287", 1, 25, 0, "LON", true, true, true, "ITXEU512", "SUB"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.10Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926483", "9572628",
"ITRAXX-FINSUBS15V1 - 0621", "iTraxx Europe Sub Financials series 15 Version 1",
"ITRAXX-FINSUBS15V1-0621 EUR LT2 SUB MMR I03 CDS", 2455642, 2459386, 0.01, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAP7", "ITRAXX", 15, "FINSUB", "SUB", "SUBF", 1, 10,
"246287", 1, 25, 0, "LON", true, true, true, "ITXEU012", "SUB"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926484", "9572629",
"USD ITRAXX-EUROPES15V1 - 0616", "iTraxx Europe series 15 Version 1",
"ITRAXX-EUROPES15V1-0616 USD SEN MMR I03 CDS", 2455642, 2457560, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I666VAV7", "USD ITRAXX", 15, "EUROPE", "EUR", "IG", 1, 5,
null, 1, 126, 0, "LON", false, false, true, null, "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.10Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926485", "9572630",
"USD ITRAXX-EUROPES15V1 - 0621", "iTraxx Europe series 15 Version 1",
"ITRAXX-EUROPES15V1-0621 USD SEN MMR I03 CDS", 2455642, 2459386, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I666VAV7", "USD ITRAXX", 15, "EUROPE", "EUR", "IG", 1, 10,
null, 1, 126, 0, "LON", false, false, true, null, "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926486", "9572631",
"USD ITRAXX-XOVERS15V1 - 0616", "iTraxx Europe Crossover series 15 Version 1",
"ITRAXX-XOVERS15V1-0616 USD SEN MMR I03 CDS", 2455642, 2457560, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KBX5", "USD ITRAXX", 15, "XOVER", "XVR", "XO", 1, 5,
null, 1, 40, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926487", "9572632",
"USD ITRAXX-XOVERS15V1 - 0621", "iTraxx Europe Crossover series 15 Version 1",
"ITRAXX-XOVERS15V1-0621 USD SEN MMR I03 CDS", 2455642, 2459386, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KBX5", "USD ITRAXX", 15, "XOVER", "XVR", "XO", 1, 10,
null, 1, 40, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSEN.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926488", "9572633",
"USD ITRAXX-FINSENS15V1 - 0616", "iTraxx Europe Senior Financials series 15 Version 1",
"ITRAXX-FINSENS15V1-0616 USD SEN MMR I03 CDS", 2455642, 2457560, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667DAO2", "USD ITRAXX", 15, "FINSEN", "SEN", "SENF", 1, 5,
null, 1, 25, 0, "LON", false, false, true, null, "SEN"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSEN.10Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926489", "9572634",
"USD ITRAXX-FINSENS15V1 - 0621", "iTraxx Europe Senior Financials series 15 Version 1",
"ITRAXX-FINSENS15V1-0621 USD SEN MMR I03 CDS", 2455642, 2459386, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667DAO2", "USD ITRAXX", 15, "FINSEN", "SEN", "SENF", 1, 10,
null, 1, 25, 0, "LON", false, false, true, null, "SEN"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSUB.5Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926490", "9572635",
"USD ITRAXX-FINSUBS15V1 - 0616", "iTraxx Europe Sub Financials series 15 Version 1",
"ITRAXX-FINSUBS15V1-0616 USD LT2 SUB MMR I03 CDS", 2455642, 2457560, 0.01, "USD",
"ACT/360", false, 0.2, 4, "2I667EAP7", "USD ITRAXX", 15, "FINSUB", "SUB", "SUBF", 1, 5,
null, 1, 25, 0, "LON", false, false, true, null, "SUB"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSUB.10Y.15.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926491", "9572636",
"USD ITRAXX-FINSUBS15V1 - 0621", "iTraxx Europe Sub Financials series 15 Version 1",
"ITRAXX-FINSUBS15V1-0621 USD LT2 SUB MMR I03 CDS", 2455642, 2459386, 0.01, "USD",
"ACT/360", false, 0.2, 4, "2I667EAP7", "USD ITRAXX", 15, "FINSUB", "SUB", "SUBF", 1, 10,
null, 1, 25, 0, "LON", false, false, true, null, "SUB"));
UpdateCDXRefDataMap ("LevXSenS1V18.LevXSen.5Y.1.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926498", "9579065",
"LevXSenS1V18 - 1211", "iTraxx LevX Senior Series 1 Version 18",
"ITRAXX LEVX SENIOR SERIES 1 VERSION 18 EUR 1ST SEC MMR I03 CDS", 2453999, 2455916, 0.017, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJCH4", "LevXSenS1V18", 1, "LevXSen", null, "IG", 18, 5,
null, 0.51426, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926510", "9578919",
"LCDXNAS16V1 - 0612", "LCDX.NA.16",
"CDX_NA_LN_S16_100_01YR", 2455642, 2456099, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDW4", "LCDX", 16, "LCDXNA", null, "IG", 1, 1,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926511", "9578920",
"LCDXNAS16V1 - 0614", "LCDX.NA.16",
"CDX_NA_LN_S16 _100_03YR", 2455642, 2456829, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDW4", "LCDX", 16, "LCDXNA", null, "IG", 1, 3,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS16V1 FXD.LCDXNAV1 FXD.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926512", "9578943",
"LCDXNAS16V1 FXD - 0616", "LCDX.NA.16",
"CDX_NA_LN_S16_100_FXD", 2455642, 2457560, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDW4FXD", "LCDXNAS16V1 FXD", 16, "LCDXNAV1 FXD", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926513", "9578950",
"LCDXNAS16V1 - 0613", "LCDX.NA.16",
"CDX_NA_LN_S16_100_02YR", 2455642, 2456464, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDW4", "LCDX", 16, "LCDXNA", null, "IG", 1, 2,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926514", "9578954",
"LCDXNAS16V1 - 0616", "LCDX.NA.16",
"CDX_NA_LN_S16_100", 2455642, 2457560, 0.025, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDW4", "LCDX", 16, "LCDXNA", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926515", "9578957",
"LCDXNAS16V1 - 0618", "LCDX.NA.16",
"CDX_NA_LN_S16_100_07YR", 2455642, 2458290, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDW4", "LCDX", 16, "LCDXNA", null, "IG", 1, 7,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926516", "9578963",
"LCDXNAS16V1 - 0621", "LCDX.NA.16",
"CDX_NA_LN_S16_100_10YR", 2455642, 2459386, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDW4", "LCDX", 16, "LCDXNA", null, "IG", 1, 10,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926517", "9578970",
"LCDXNAS16V1 - 0615", "LCDX.NA.16",
"CDX_NA_LN_S16_100_04YR", 2455642, 2457194, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDW4", "LCDX", 16, "LCDXNA", null, "IG", 1, 4,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926518", "9578973",
"LCDXNAS16V1 - 0617", "LCDX.NA.16",
"CDX_NA_LN_S16_100_06YR", 2455642, 2457925, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GDW4", "LCDX", 16, "LCDXNA", null, "IG", 1, 6,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("MCDXNAS16V1.MCDXNA.3Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926519", "9578980",
"MCDXNAS16V1 - 0614", "MCDX.NA.16",
"MCDX SERIES 16 3Y", 2455656, 2456829, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAG2", "MCDXNAS16V1", 16, "MCDXNA", null, "IG", 1, 3,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("MCDXNAS16V1.MCDXNA.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926520", "9578989",
"MCDXNAS16V1 - 0616", "MCDX.NA.16",
"MCDX SERIES 16 5Y", 2455656, 2457560, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAG2", "MCDXNAS16V1", 16, "MCDXNA", null, "IG", 1, 5,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("MCDXNAS16V1.MCDXNA.10Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926521", "9578982",
"MCDXNAS16V1 - 0621", "MCDX.NA.16",
"MCDX SERIES 16 10Y", 2455656, 2459386, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAG2", "MCDXNAS16V1", 16, "MCDXNA", null, "IG", 1, 10,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("LevXSenS1V19.LevXSen.5Y.1.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926535", "9583325",
"LevXSenS1V19 - 1211", "iTraxx LevX Senior Series 1 Version 19",
"ITRAXX LEVX SENIOR SERIES 1 VERSION 19 EUR 1ST SEC MMR I03 CDS", 2453999, 2455916, 0.017, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJCJ0", "LevXSenS1V19", 1, "LevXSen", null, "IG", 19, 5,
null, 0.48569, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LevXSubS1V24.LevXSub.5Y.1.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926566", "9586879",
"LevXSubS1V24 - 1211", "iTraxx LevX Subordinated Series 1 Version 24",
"ITRAXX LEVX SUBORDINATED SERIES 1 VERSION 24 EUR 2ND SEC MMR I03 CDS", 2454180, 2455916, 0.045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKCJ7", "LevXSubS1V24", 1, "LevXSub", null, "IG", 24, 5,
null, 0.3429, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926598", "9598954",
"ITRAXX-LevXS2V12 - 0613", "ITRAXX LEVX SENIOR SERIES 2 VERSION 12",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 12 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJCK7", "ITRAXX", 2, "LevX", null, "IG", 12, 5,
null, 0.8532, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926599", "9598981",
"ITRAXX-LevXS3V10 - 1213", "ITRAXX LEVX SENIOR SERIES 3 VERSION 10",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 10 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJEL3", "ITRAXX", 3, "LevX", null, "IG", 10, 5,
null, 0.88, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926600", "9599043",
"ITRAXX-LevXS2V13 - 0613", "ITRAXX LEVX SENIOR SERIES 2 VERSION 13",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 13 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJCL5", "ITRAXX", 2, "LevX", null, "IG", 13, 5,
null, 0.8398000000000001, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.4.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926601", "9599035",
"ITRAXX-LevXS4V5 - 0614", "ITRAXX LEVX SENIOR SERIES 4 VERSION 5",
"ITRAXX LEVX SENIOR SERIES 4 VERSION 5 EUR 1ST SEC RES I03 CDS", 2454911, 2456829, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJCN1", "ITRAXX", 4, "LevX", null, "IG", 5, 5,
null, 0.92, 50, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.5.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926602", "9598990",
"ITRAXX-LevXS5V5 - 1214", "ITRAXX LEVX SENIOR SERIES 5 VERSION 5",
"ITRAXX LEVX SENIOR SERIES 5 VERSION 5 EUR 1ST SEC RES I03 CDS", 2455096, 2457012, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJCP6", "ITRAXX", 5, "LevX", null, "IG", 5, 5,
null, 0.9, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.6.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926603", "9599039",
"ITRAXX-LevXS6V3 - 0615", "ITRAXX LEVX SENIOR SERIES 6 VERSION 3",
"ITRAXX LEVX SENIOR SERIES 6 VERSION 3 EUR 1ST SEC RES I03 CDS", 2455278, 2457194, 0.05, "EUR",
"ACT/360", false, 0.71, 4, "4ABCAJCQ4", "ITRAXX", 6, "LevX", null, "IG", 3, 5,
null, 0.9500000000000001, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926604", "9599008",
"ITRAXX-LevXS3V11 - 1213", "ITRAXX LEVX SENIOR SERIES 3 VERSION 11",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 11 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJCM3", "ITRAXX", 3, "LevX", null, "IG", 11, 5,
null, 0.8666, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.30",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926606", "9599372",
"LCDXNAS8V30 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_71/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDX2", "LCDX", 8, "LCDXNA", null, "IG", 30, 5,
null, 0.71, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.26",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926607", "9599367",
"LCDXNAS9V26 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_75/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDY0", "LCDX", 9, "LCDXNA", null, "IG", 26, 5,
null, 0.75, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.26",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926608", "9599379",
"LCDXNAS10V26 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_75/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDZ7", "LCDX", 10, "LCDXNA", null, "IG", 26, 5,
null, 0.75, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.10.26",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926609", "9599388",
"LCDXNAS10V26 - 0611", "LCDX.NA.10",
"CDX_NA_LN_S10_100_03YR_75/100", 2454561, 2455733, 0.0275, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GDZ7", "LCDX", 10, "LCDXNA", null, "IG", 26, 3,
null, 0.75, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.12.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926610", "9599387",
"LCDXNAS12V15 - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_85/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GEA1", "LCDX", 12, "LCDXNA", null, "IG", 15, 5,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.13.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926611", "9599385",
"LCDXNAS13V5 - 1214", "LCDX.NA.13",
"CDX_NA_LN_S13_100_96/100", 2455110, 2457012, 0.05, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GEB9", "LCDX", 13, "LCDXNA", null, "IG", 5, 5,
null, 0.96, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.12.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926614", "9599391",
"LCDXNAS12V15 - 0612", "LCDX.NA.12",
"CDX_NA_LN_S12_100_03YR_85/100", 2454938, 2456099, 0.05, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GEA1", "LCDX", 12, "LCDXNA", null, "IG", 15, 3,
null, 0.85, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LevXSenS1V20.LevXSen.5Y.1.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926616", "9600988",
"LevXSenS1V20 - 1211", "iTraxx LevX Senior Series 1 Version 20",
"ITRAXX LEVX SENIOR SERIES 1 VERSION 20 EUR 1ST SEC MMR I03 CDS", 2453999, 2455916, 0.017, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJCR2", "LevXSenS1V20", 1, "LevXSen", null, "IG", 20, 5,
null, 0.45712, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.31",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926629", "9609092",
"LCDXNAS8V31 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_70/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GEC7", "LCDX", 8, "LCDXNA", null, "IG", 31, 5,
null, 0.7000000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.27",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926630", "9609094",
"LCDXNAS9V27 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_74/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GED5", "LCDX", 9, "LCDXNA", null, "IG", 27, 5,
null, 0.74, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926640", "9610316",
"ITRAXX-LevXS2V14 - 0613", "ITRAXX LEVX SENIOR SERIES 2 VERSION 14",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 14 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJCW2", "ITRAXX", 2, "LevX", null, "IG", 14, 5,
null, 0.8266, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926641", "9610317",
"ITRAXX-LevXS3V12 - 1213", "ITRAXX LEVX SENIOR SERIES 3 VERSION 12",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 12 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJCS0", "ITRAXX", 3, "LevX", null, "IG", 12, 5,
null, 0.8534, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.6.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926642", "9610335",
"ITRAXX-LevXS6V4 - 0615", "ITRAXX LEVX SENIOR SERIES 6 VERSION 4",
"ITRAXX LEVX SENIOR SERIES 6 VERSION 4 EUR 1ST SEC RES I03 CDS", 2455278, 2457194, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJCV3", "ITRAXX", 6, "LevX", null, "IG", 4, 5,
null, 0.925, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.4.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926643", "9610321",
"ITRAXX-LevXS4V6 - 0614", "ITRAXX LEVX SENIOR SERIES 4 VERSION 6",
"ITRAXX LEVX SENIOR SERIES 4 VERSION 6 EUR 1ST SEC RES I03 CDS", 2454911, 2456829, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJCT8", "ITRAXX", 4, "LevX", null, "IG", 6, 5,
null, 0.9, 50, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.5.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926644", "9610327",
"ITRAXX-LevXS5V6 - 1214", "ITRAXX LEVX SENIOR SERIES 5 VERSION 6",
"ITRAXX LEVX SENIOR SERIES 5 VERSION 6 EUR 1ST SEC RES I03 CDS", 2455096, 2457012, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJCU5", "ITRAXX", 5, "LevX", null, "IG", 6, 5,
null, 0.875, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LevXSenS1V21.LevXSen.5Y.1.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926676", "9611967",
"LevXSenS1V21 - 1211", "iTraxx LevX Senior Series 1 Version 21",
"ITRAXX LEVX SENIOR SERIES 1 VERSION 21 EUR 1ST SEC MMR I03 CDS", 2453999, 2455916, 0.017, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDD2", "LevXSenS1V21", 1, "LevXSen", null, "IG", 21, 5,
null, 0.42855, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LevXSenS1V22.LevXSen.5Y.1.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926677", "9611953",
"LevXSenS1V22 - 1211", "iTraxx LevX Senior Series 1 Version 22",
"ITRAXX LEVX SENIOR SERIES 1 VERSION 22 EUR 1ST SEC MMR I03 CDS", 2453999, 2455916, 0.017, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDE0", "LevXSenS1V22", 1, "LevXSen", null, "IG", 22, 5,
null, 0.39998, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LevXSubS1V25.LevXSub.5Y.1.25",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926717", "9624978",
"LevXSubS1V25 - 1211", "iTraxx LevX Subordinated Series 1 Version 25",
"ITRAXX LEVX SUBORDINATED SERIES 1 VERSION 25 EUR 2ND SEC MMR I03 CDS", 2454180, 2455916, 0.045000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "4ABCAKCK4", "LevXSubS1V25", 1, "LevXSub", null, "IG", 25, 5,
null, 0.3143, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LevXSenS1V23.LevXSen.5Y.1.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926718", "9626147",
"LevXSenS1V23 - 1211", "iTraxx LevX Senior Series 1 Version 23",
"ITRAXX LEVX SENIOR SERIES 1 VERSION 23 EUR 1ST SEC MMR I03 CDS", 2453999, 2455917, 0.017, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDF7", "LevXSenS1V23", 1, "LevXSen", null, "IG", 23, 5,
null, 0.37140999999999996, 35, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.32",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926719", "9627180",
"LCDXNAS8V32 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_69/100", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GEF0", "LCDX", 8, "LCDXNA", null, "IG", 32, 5,
null, 0.6900000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.28",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926720", "9627190",
"LCDXNAS9V28 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_73/100", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GEG8", "LCDX", 9, "LCDXNA", null, "IG", 28, 5,
null, 0.73, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.27",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926721", "9627181",
"LCDXNAS10V27 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_74/100", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GEH6", "LCDX", 10, "LCDXNA", null, "IG", 27, 5,
null, 0.74, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.12.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926724", "9627185",
"LCDXNAS12V16 - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_84/100", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GEI4", "LCDX", 12, "LCDXNA", null, "IG", 16, 5,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.12.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926725", "9627192",
"LCDXNAS12V16 - 0612", "LCDX.NA.12",
"CDX_NA_LN_S12_100_03YR_84/100", 2454938, 2456099, 0.05, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GEI4", "LCDX", 12, "LCDXNA", null, "IG", 16, 3,
null, 0.84, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.13.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926726", "9627194",
"LCDXNAS13V6 - 1214", "LCDX.NA.13",
"CDX_NA_LN_S13_100_95/100", 2455110, 2457012, 0.05, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GEJ2", "LCDX", 13, "LCDXNA", null, "IG", 6, 5,
null, 0.9500000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926727", "9627534",
"ITRAXX-LevXS2V15 - 0613", "ITRAXX LEVX SENIOR SERIES 2 VERSION 15",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 15 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJCX9", "ITRAXX", 2, "LevX", null, "IG", 15, 5,
null, 0.8134, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926728", "9627536",
"ITRAXX-LevXS3V13 - 1213", "ITRAXX LEVX SENIOR SERIES 3 VERSION 13",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 13 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJCY7", "ITRAXX", 3, "LevX", null, "IG", 13, 5,
null, 0.8402, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.4.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926729", "9627529",
"ITRAXX-LevXS4V7 - 0614", "ITRAXX LEVX SENIOR SERIES 4 VERSION 7",
"ITRAXX LEVX SENIOR SERIES 4 VERSION 7 EUR 1ST SEC RES I03 CDS", 2454911, 2456829, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJCZ4", "ITRAXX", 4, "LevX", null, "IG", 7, 5,
null, 0.88, 50, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.5.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926730", "9627533",
"ITRAXX-LevXS5V7 - 1214", "ITRAXX LEVX SENIOR SERIES 5 VERSION 7",
"ITRAXX LEVX SENIOR SERIES 5 VERSION 7 EUR 1ST SEC RES I03 CDS", 2455096, 2457012, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDC4", "ITRAXX", 5, "LevX", null, "IG", 7, 5,
null, 0.85, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.6.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926731", "9627535",
"ITRAXX-LevXS6V5 - 0615", "ITRAXX LEVX SENIOR SERIES 6 VERSION 5",
"ITRAXX LEVX SENIOR SERIES 6 VERSION 5 EUR 1ST SEC RES I03 CDS", 2455278, 2457194, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDG5", "ITRAXX", 6, "LevX", null, "IG", 5, 5,
null, 0.9, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926746", "9637011",
"ITRAXX-LevXS3V14 - 1213", "iTraxx LevX Senior Series 3 Version 14",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 14 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDH3", "ITRAXX", 3, "LevX", null, "IG", 14, 5,
null, 0.8268000000000001, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926749", "9636497",
"ITRAXX-AUSTRALIAS16V1 - 1216", "iTraxx Australia Series Number 16 Version 1",
"ITRAXX AUSTRALIA SERIES NUMBER 16 VERSION 1 USD SEN MR I03 CDS", 2455825, 2457743, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I668IAP7", "ITRAXX", 16, "AUSTRALIA", null, "AUHG", 1, 5,
null, 1, 25, 0, "HKG", false, false, true, null, "Itraxx Australia"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926750", "9636288",
"ITRAXX-JAPANS16V1 - 1216", "iTraxx Japan Series Number 16 Version 1",
"ITRAXX JAPAN SERIES NUMBER 16 VERSION 1 JPY SEN RES I03 CDS", 2455825, 2457743, 0.01, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBP8", "ITRAXX", 16, "JAPAN", null, "JPHG", 1, 5,
null, 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ IG.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926751", "9636299",
"ITRAXX-ASIAXJIGS16V1 - 1216", "iTraxx Asia ex-Japan IG Series Number 16 Version 1",
"ITRAXX ASIA EX-JAPAN IG SERIES NUMBER 16 VERSION 1 USD SEN RES I03 CDS", 2455825, 2457743, 0.01, "USD",
"ACT/360", false, 0.4, 4, "4ABCAMAI7", "ITRAXX", 16, "ASIAXJ IG", null, "ASHG", 1, 5,
null, 1, 40, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.SOVXASIAPACIFIC.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926752", "9636296",
"ITRAXX-SOVX-ASIA-PACIFICS6 - 1216", "ITRAXX SOVX ASIA PACIFIC SERIES 6 VERSION 1",
"ITRAXX SOVX ASIA-PACIFIC SERIES NUMBER 6 VERSION 1 USD SEN RES I03 CDS", 2455825, 2457743, 0.01, "USD",
"ACT/360", false, 0.4, 4, "4ABCANAD6", "ITRAXX", 6, "SOVXASIAPACIFIC", null, "ASHG", 1, 5,
null, 1, 10, 0, "HKG", false, false, true, null, "Itraxx SovX"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.3Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926753", "9635818",
"ITRAXX-EUROPES16V1 - 1214", "iTraxx Europe series 16 Version 1",
"ITRAXX-EUROPES16V1-1214 EUR SEN MMR I03 CDS", 2455825, 2457012, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAW5", "ITRAXX", 16, "EUROPE", "EUR", "IG", 1, 3,
"246615", 1, 126, 0, "LON", true, true, true, null, "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926754", "9635819",
"ITRAXX-EUROPES16V1 - 1216", "iTraxx Europe series 16 Version 1",
"ITRAXX-EUROPES16V1-1216 EUR SEN MMR I03 CDS", 2455825, 2457743, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAW5", "ITRAXX", 16, "EUROPE", "EUR", "IG", 1, 5,
"246615", 1, 126, 0, "LON", true, true, true, null, "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926755", "9635820",
"ITRAXX-EUROPES16V1 - 1218", "iTraxx Europe series 16 Version 1",
"ITRAXX-EUROPES16V1-1218 EUR SEN MMR I03 CDS", 2455825, 2458473, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAW5", "ITRAXX", 16, "EUROPE", "EUR", "IG", 1, 7,
"246615", 1, 126, 0, "LON", true, true, true, null, "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926756", "9635821",
"ITRAXX-EUROPES16V1 - 1221", "iTraxx Europe series 16 Version 1",
"ITRAXX-EUROPES16V1-1221 EUR SEN MMR I03 CDS", 2455825, 2459569, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAW5", "ITRAXX", 16, "EUROPE", "EUR", "IG", 1, 10,
"246615", 1, 126, 0, "LON", true, true, true, null, "EUR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926758", "9635822",
"ITRAXX-XOVERS16V1 - 1214", "iTraxx Europe Crossover series 16 Version 1",
"ITRAXX-XOVERS16V1-1214 EUR SEN MMR I03 CDS", 2455825, 2457012, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBY3", "ITRAXX", 16, "XOVER", "XVR", "XO", 1, 3,
"246616", 1, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926760", "9635836",
"USD ITRAXX-EUROPES16V1 - 1216", "iTraxx Europe series 16 Version 1",
"ITRAXX-EUROPES16V1-1216 USD SEN MMR I03 CDS", 2455825, 2457743, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I666VAW5", "USD ITRAXX", 16, "EUROPE", "EUR", "IG", 1, 5,
null, 1, 126, 0, "LON", false, false, true, null, "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.10Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926761", "9635837",
"USD ITRAXX-EUROPES16V1 - 1221", "iTraxx Europe series 16 Version 1",
"ITRAXX-EUROPES16V1-1221 USD SEN MMR I03 CDS", 2455825, 2459569, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I666VAW5", "USD ITRAXX", 16, "EUROPE", "EUR", "IG", 1, 10,
null, 1, 126, 0, "LON", false, false, true, null, "EUR"));
return true;
}
private static final boolean InitCDXRefDataSet39()
{
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926762", "9635838",
"USD ITRAXX-XOVERS16V1 - 1216", "iTraxx Europe Crossover series 16 Version 1",
"ITRAXX-XOVERS16V1-1216 USD SEN MMR I03 CDS", 2455825, 2457743, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KBY3", "USD ITRAXX", 16, "XOVER", "XVR", "XO", 1, 5,
null, 1, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926763", "9635839",
"USD ITRAXX-XOVERS16V1 - 1221", "iTraxx Europe Crossover series 16 Version 1",
"ITRAXX-XOVERS16V1-1221 USD SEN MMR I03 CDS", 2455825, 2459569, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KBY3", "USD ITRAXX", 16, "XOVER", "XVR", "XO", 1, 10,
null, 1, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSEN.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926764", "9635840",
"USD ITRAXX-FINSENS16V1 - 1216", "iTraxx Europe Senior Financials series 16 Version 1",
"ITRAXX-FINSENS16V1-1216 USD SEN MMR I03 CDS", 2455825, 2457743, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667DAP9", "USD ITRAXX", 16, "FINSEN", "SEN", "SENF", 1, 5,
null, 1, 25, 0, "LON", false, false, true, null, "SEN"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSEN.10Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926765", "9635841",
"USD ITRAXX-FINSENS16V1 - 1221", "iTraxx Europe Senior Financials series 16 Version 1",
"ITRAXX-FINSENS16V1-1221 USD SEN MMR I03 CDS", 2455825, 2459569, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667DAP9", "USD ITRAXX", 16, "FINSEN", "SEN", "SENF", 1, 10,
null, 1, 25, 0, "LON", false, false, true, null, "SEN"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSUB.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926766", "9635842",
"USD ITRAXX-FINSUBS16V1 - 1216", "iTraxx Europe Sub Financials series 16 Version 1",
"ITRAXX-FINSUBS16V1-1216 USD LT2 SUB MMR I03 CDS", 2455825, 2457743, 0.05, "USD",
"ACT/360", false, 0.2, 4, "2I667EAQ5", "USD ITRAXX", 16, "FINSUB", "SUB", "SUBF", 1, 5,
null, 1, 25, 0, "LON", false, false, true, null, "SUB"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSUB.10Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926767", "9635843",
"USD ITRAXX-FINSUBS16V1 - 1221", "iTraxx Europe Sub Financials series 16 Version 1",
"ITRAXX-FINSUBS16V1-1221 USD LT2 SUB MMR I03 CDS", 2455825, 2459569, 0.05, "USD",
"ACT/360", false, 0.2, 4, "2I667EAQ5", "USD ITRAXX", 16, "FINSUB", "SUB", "SUBF", 1, 10,
null, 1, 25, 0, "LON", false, false, true, null, "SUB"));
UpdateCDXRefDataMap ("CDX.EM.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926768", "9635858",
"CDX-EMS16V1 - 1216", "CDX.EM.16",
"CDX EM 16 5YR", 2455825, 2457743, 0.05, "USD",
"ACT/360", false, 0.25, 4, "2I65BZAP7", "CDX", 16, "EM", null, "EM", 1, 5,
null, 1, 15, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926769", "9635860",
"CDX-NAHYS17V1 - 1216", "CDX.NA.HY.17",
"CDX_NA_HY_S17_100_SWP", 2455825, 2457743, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHM5", "CDX", 17, "NA HY", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926770", "9635863",
"CDX-NAHYS17V1 - 1214", "CDX.NA.HY.17",
"CDX_NA_HY_S17_100_SWP_03YR", 2455825, 2457012, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHM5", "CDX", 17, "NA HY", null, "HY", 1, 3,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926771", "9635867",
"CDX-NAHYS17V1 - 1218", "CDX.NA.HY.17",
"CDX_NA_HY_S17_100_SWP_07YR", 2455825, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHM5", "CDX", 17, "NA HY", null, "HY", 1, 7,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926772", "9635868",
"CDX-NAHYS17V1 - 1221", "CDX.NA.HY.17",
"CDX_NA_HY_S17_100_SWP_10YR", 2455825, 2459569, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHM5", "CDX", 17, "NA HY", null, "HY", 1, 10,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926773", "9635871",
"CDX-NAHYBS17V1 - 1216", "CDX.NA.HY.B.17",
"CDX_NA_HY_S17_B___SWP", 2455825, 2457743, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSEN4", "CDX", 17, "NA HY B", null, "HY", 1, 5,
null, 1, 37, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926774", "9638567",
"ITRAXX-LevXS2V16 - 0613", "iTraxx LevX Senior Series 2 Version 16",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 16 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDJ9", "ITRAXX", 2, "LevX", null, "IG", 16, 5,
null, 0.8, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926775", "9635873",
"CDX-NAHYBBS17V1 - 1216", "CDX.NA.HY.BB.17",
"CDX_NA_HY_S17_BB__SWP", 2455825, 2457743, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBY6", "CDX", 17, "NA HY BB", null, "HY", 1, 5,
null, 1, 40, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926776", "9638568",
"ITRAXX-LevXS3V15 - 1213", "iTraxx LevX Senior Series 3 Version 15",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 15 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDK6", "ITRAXX", 3, "LevX", null, "IG", 15, 5,
null, 0.8134, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.4.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926777", "9638569",
"ITRAXX-LevXS4V8 - 0614", "iTraxx LevX Senior Series 4 Version 8",
"ITRAXX LEVX SENIOR SERIES 4 VERSION 8 EUR 1ST SEC RES I03 CDS", 2454911, 2456829, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDL4", "ITRAXX", 4, "LevX", null, "IG", 8, 5,
null, 0.86, 50, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.5.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926778", "9638571",
"ITRAXX-LevXS5V8 - 1214", "iTraxx LevX Senior Series 5 Version 8",
"ITRAXX LEVX SENIOR SERIES 5 VERSION 8 EUR 1ST SEC RES I03 CDS", 2455096, 2457012, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDM2", "ITRAXX", 5, "LevX", null, "IG", 8, 5,
null, 0.8250000000000001, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.6.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926779", "9638572",
"ITRAXX-LevXS6V6 - 0615", "iTraxx LevX Senior Series 6 Version 6",
"ITRAXX LEVX SENIOR SERIES 6 VERSION 6 EUR 1ST SEC RES I03 CDS", 2455278, 2457194, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDN0", "ITRAXX", 6, "LevX", null, "IG", 6, 5,
null, 0.875, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926780", "9635876",
"CDX-NAIGS17V1 - 1214", "CDX.NA.IG.17",
"CDX_NA_IG_S17_03Y_12/14", 2455825, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCN3", "CDX", 17, "NA IG", null, "IG", 1, 3,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926781", "9635823",
"ITRAXX-XOVERS16V1 - 1216", "iTraxx Europe Crossover series 16 Version 1",
"ITRAXX-XOVERS16V1-1216 EUR SEN MMR I03 CDS", 2455825, 2457743, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBY3", "ITRAXX", 16, "XOVER", "XVR", "XO", 1, 5,
"246616", 1, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926782", "9635824",
"ITRAXX-XOVERS16V1 - 1218", "iTraxx Europe Crossover series 16 Version 1",
"ITRAXX-XOVERS16V1-1218 EUR SEN MMR I03 CDS", 2455825, 2458473, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBY3", "ITRAXX", 16, "XOVER", "XVR", "XO", 1, 7,
"246616", 1, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926783", "9635825",
"ITRAXX-XOVERS16V1 - 1221", "iTraxx Europe Crossover series 16 Version 1",
"ITRAXX-XOVERS16V1-1221 EUR SEN MMR I03 CDS", 2455825, 2459569, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBY3", "ITRAXX", 16, "XOVER", "XVR", "XO", 1, 10,
"246616", 1, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.3Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926784", "9635826",
"ITRAXX-HIVOLS16V1 - 1214", "iTraxx Europe HiVol series 16 Version 1",
"ITRAXX-HIVOLS16V1-1214 EUR SEN MMR I03 CDS", 2455825, 2457012, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAT3", "ITRAXX", 16, "HIVOL", "VOL", "HV", 1, 3,
"246617", 1, 30, 0, "LON", true, true, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926785", "9635827",
"ITRAXX-HIVOLS16V1 - 1216", "iTraxx Europe HiVol series 16 Version 1",
"ITRAXX-HIVOLS16V1-1216 EUR SEN MMR I03 CDS", 2455825, 2457743, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAT3", "ITRAXX", 16, "HIVOL", "VOL", "HV", 1, 5,
"246617", 1, 30, 0, "LON", true, true, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.7Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926786", "9635828",
"ITRAXX-HIVOLS16V1 - 1218", "iTraxx Europe HiVol series 16 Version 1",
"ITRAXX-HIVOLS16V1-1218 EUR SEN MMR I03 CDS", 2455825, 2458473, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAT3", "ITRAXX", 16, "HIVOL", "VOL", "HV", 1, 7,
"246617", 1, 30, 0, "LON", true, true, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926787", "9635829",
"ITRAXX-HIVOLS16V1 - 1221", "iTraxx Europe HiVol series 16 Version 1",
"ITRAXX-HIVOLS16V1-1221 EUR SEN MMR I03 CDS", 2455825, 2459569, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAT3", "ITRAXX", 16, "HIVOL", "VOL", "HV", 1, 10,
"246617", 1, 30, 0, "LON", true, true, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926788", "9635832",
"ITRAXX-FINSENS16V1 - 1216", "iTraxx Europe Senior Financials series 16 Version 1",
"ITRAXX-FINSENS16V1-1216 EUR SEN MMR I03 CDS", 2455825, 2457743, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAP9", "ITRAXX", 16, "FINSEN", "SEN", "SENF", 1, 5,
"246618", 1, 25, 0, "LON", true, true, true, null, "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.10Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926789", "9635833",
"ITRAXX-FINSENS16V1 - 1221", "iTraxx Europe Senior Financials series 16 Version 1",
"ITRAXX-FINSENS16V1-1221 EUR SEN MMR I03 CDS", 2455825, 2459569, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAP9", "ITRAXX", 16, "FINSEN", "SEN", "SENF", 1, 10,
"246618", 1, 25, 0, "LON", true, true, true, null, "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926790", "9635834",
"ITRAXX-FINSUBS16V1 - 1216", "iTraxx Europe Sub Financials series 16 Version 1",
"ITRAXX-FINSUBS16V1-1216 EUR LT2 SUB MMR I03 CDS", 2455825, 2457743, 0.05, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAQ5", "ITRAXX", 16, "FINSUB", "SUB", "SUBF", 1, 5,
"246619", 1, 25, 0, "LON", true, true, true, null, "SUB"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.10Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926791", "9635835",
"ITRAXX-FINSUBS16V1 - 1221", "iTraxx Europe Sub Financials series 16 Version 1",
"ITRAXX-FINSUBS16V1-1221 EUR LT2 SUB MMR I03 CDS", 2455825, 2459569, 0.05, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAQ5", "ITRAXX", 16, "FINSUB", "SUB", "SUBF", 1, 10,
"246619", 1, 25, 0, "LON", true, true, true, null, "SUB"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926792", "9635848",
"Itraxx-SovX West Eur S6V1 - 1216", "Itraxx SovX Western Europe Series 6 Version 1",
"ITRAXX-SOVX WEST EUR S6V1-1216 USD SEN RES I03 CDS", 2455825, 2457743, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAF8", "Itraxx", 6, "SovX West Eur", "SOV", "SOWE", 1, 5,
"246620", 1, 15, 0, "LON", true, true, true, null, "SOV"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.10Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926799", "9635849",
"Itraxx-SovX West Eur S6V1 - 1221", "Itraxx SovX Western Europe Series 6 Version 1",
"ITRAXX-SOVX WEST EUR S6V1-1221 USD SEN RES I03 CDS", 2455825, 2459569, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAF8", "Itraxx", 6, "SovX West Eur", "SOV", "SOWE", 1, 10,
"246620", 1, 15, 0, "LON", true, true, true, null, "SOV"));
UpdateCDXRefDataMap ("ITRAXX.CEEMEA.5Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926801", "9635850",
"ITRAXX-CEEMEAS6V1 - 1216", "iTraxx SovX CEEMEA Series 6 Version 1",
"ITRAXX-SOVX CEEMEA S6V1-1216 USD SEN RES I03 CDS", 2455825, 2457743, 0.01, "USD",
"ACT/360", false, 0.25, 4, "5C769NAF6", "ITRAXX", 6, "CEEMEA", "SOVXCEM", "SOCE", 1, 5,
null, 1, 15, 0, "LON", false, false, true, null, "SOVXCEM"));
UpdateCDXRefDataMap ("ITRAXX.CEEMEA.10Y.6.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926803", "9635851",
"ITRAXX-CEEMEAS6V1 - 1221", "iTraxx SovX CEEMEA Series 6 Version 1",
"ITRAXX-SOVX CEEMEA S6V1-1221 USD SEN RES I03 CDS", 2455825, 2459569, 0.01, "USD",
"ACT/360", false, 0.25, 4, "5C769NAF6", "ITRAXX", 6, "CEEMEA", "SOVXCEM", "SOCE", 1, 10,
null, 1, 15, 0, "LON", false, false, true, null, "SOVXCEM"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.5Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926804", "9635844",
"USD ITRAXX-HIVOLS16V1 - 1216", "iTraxx Europe HiVol series 16 Version 1",
"ITRAXX-HIVOLS16V1-1216 USD SEN MMR I03 CDS", 2455825, 2457743, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667LAT3", "USD ITRAXX", 16, "HIVOL", "VOL", "HV", 1, 5,
null, 1, 30, 0, "LON", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.HIVOL.10Y.16.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926805", "9635845",
"USD ITRAXX-HIVOLS16V1 - 1221", "iTraxx Europe HiVol series 16 Version 1",
"ITRAXX-HIVOLS16V1-1221 USD SEN MMR I03 CDS", 2455825, 2459569, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667LAT3", "USD ITRAXX", 16, "HIVOL", "VOL", "HV", 1, 10,
null, 1, 30, 0, "LON", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926808", "9635878",
"CDX-NAIGS17V1 - 1216", "CDX.NA.IG.17",
"CDX_NA_IG_S17_05Y_12/16", 2455825, 2457743, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCN3", "CDX", 17, "NA IG", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926809", "9635880",
"CDX-NAIGS17V1 - 1218", "CDX.NA.IG.17",
"CDX_NA_IG_S17_07Y_12/18", 2455825, 2458473, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCN3", "CDX", 17, "NA IG", null, "IG", 1, 7,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926810", "9635881",
"CDX-NAIGS17V1 - 1221", "CDX.NA.IG.17",
"CDX_NA_IG_S17_10Y_12/21", 2455825, 2459569, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCN3", "CDX", 17, "NA IG", null, "IG", 1, 10,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.3Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926811", "9635888",
"CDX-NAIGHVOLS17V1 - 1214", "CDX.NA.IG.HVOL.17",
"CDX_NA_IG_S17_HVOL_03Y_12/14", 2455825, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AS2", "CDX", 17, "NA IG HVOL", null, "HV", 1, 3,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926812", "9635890",
"CDX-NAIGHVOLS17V1 - 1216", "CDX.NA.IG.HVOL.17",
"CDX_NA_IG_S17_HVOL_05Y_12/16", 2455825, 2457743, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AS2", "CDX", 17, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926813", "9635891",
"CDX-NAIGHVOLS17V1 - 1218", "CDX.NA.IG.HVOL.17",
"CDX_NA_IG_S17_HVOL_07Y_12/18", 2455825, 2458473, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AS2", "CDX", 17, "NA IG HVOL", null, "HV", 1, 7,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926814", "9635892",
"CDX-NAIGHVOLS17V1 - 1221", "CDX.NA.IG.HVOL.17",
"CDX_NA_IG_S17_HVOL_10Y_12/21", 2455825, 2459569, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AS2", "CDX", 17, "NA IG HVOL", null, "HV", 1, 10,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926815", "9635879",
"CDX-NAIGS17V1 EUR - 1216", "CDX.NA.IG.17",
"CDX_NA_IG_S17_05Y_12/16_EUR", 2455825, 2457743, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYCN3", "CDX", 17, "NA IG", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY V4 FXD 97/100.5Y.17.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926816", "9635859",
"CDX-NAHYS17V4 FXD 97/100 - 1216", "CDX.NA.HY.17",
"CDX_NA_HY_S17_100_FXD_97/100", 2455825, 2457743, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIU6 FXD", "CDX", 17, "NA HY V4 FXD 97/100", null, "HY", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("MCDXNAS17V1.MCDXNA.3Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926824", "9639736",
"MCDXNAS17V1 - 1214", "MCDX.NA.17",
"MCDX SERIES 17 3Y", 2455838, 2457012, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAH0", "MCDXNAS17V1", 17, "MCDXNA", null, "IG", 1, 3,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("MCDXNAS17V1.MCDXNA.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926825", "9639682",
"MCDXNAS17V1 - 1216", "MCDX.NA.17",
"MCDX SERIES 17 5Y", 2455838, 2457743, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAH0", "MCDXNAS17V1", 17, "MCDXNA", null, "IG", 1, 5,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("MCDXNAS17V1.MCDXNA.10Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926826", "9639702",
"MCDXNAS17V1 - 1221", "MCDX.NA.17",
"MCDX SERIES 17 10Y", 2455838, 2459569, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAH0", "MCDXNAS17V1", 17, "MCDXNA", null, "IG", 1, 10,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926842", "9639475",
"LCDXNAS17V1 - 1212", "LCDX.NA.17",
"CDX_NA_LN_S17_100_01YR", 2455838, 2456282, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GEP8", "LCDX", 17, "LCDXNA", null, "IG", 1, 1,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926843", "9639478",
"LCDXNAS17V1 - 1214", "LCDX.NA.17",
"CDX_NA_LN_S17 _100_03YR", 2455838, 2457012, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GEP8", "LCDX", 17, "LCDXNA", null, "IG", 1, 3,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS17V1 FXD.LCDXNAV1 FXD.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926844", "9639483",
"LCDXNAS17V1 - 1240", "LCDX.NA.17",
"CDX_NA_LN_S17_100_FXD", 2455838, 2466509, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GEP8 FXD", "LCDXNAS17V1 FXD", 17, "LCDXNAV1 FXD", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926845", "9639531",
"LCDXNAS17V1 - 1213", "LCDX.NA.17",
"CDX_NA_LN_S17_100_02YR", 2455838, 2456647, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GEP8", "LCDX", 17, "LCDXNA", null, "IG", 1, 2,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926855", "9639740",
"LCDXNAS17V1 - 1216", "LCDX.NA.17",
"CDX_NA_LN_S17_100", 2455825, 2457743, 0.025, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GEP8", "LCDX", 17, "LCDXNA", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926856", "9639735",
"LCDXNAS17V1 - 1218", "LCDX.NA.17",
"CDX_NA_LN_S17_100_07YR", 2455838, 2458473, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GEP8", "LCDX", 17, "LCDXNA", null, "IG", 1, 7,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926857", "9639671",
"LCDXNAS17V1 - 1221", "LCDX.NA.17",
"CDX_NA_LN_S17_100_10YR", 2455838, 2459569, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GEP8", "LCDX", 17, "LCDXNA", null, "IG", 1, 10,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926858", "9639685",
"LCDXNAS17V1 - 1215", "LCDX.NA.17",
"CDX_NA_LN_S17_100_04YR", 2455838, 2457377, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GEP8", "LCDX", 17, "LCDXNA", null, "IG", 1, 4,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926859", "9639703",
"LCDXNAS17V1 - 1217", "LCDX.NA.17",
"CDX_NA_LN_S17_100_06YR", 2455838, 2458108, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GEP8", "LCDX", 17, "LCDXNA", null, "IG", 1, 6,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.8.33",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926865", "9640588",
"LCDXNAS8V33 - 0612", "LCDX.NA.8",
"CDX_NA_LN_S08_100_68/100_CH", 2454244, 2456099, 0.012, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GEK9", "LCDX", 8, "LCDXNA", null, "IG", 33, 5,
null, 0.68, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.9.29",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926866", "9640594",
"LCDXNAS9V29 - 1212", "LCDX.NA.9",
"CDX_NA_LN_S09_100_72/100_CH", 2454378, 2456282, 0.022500000000000003, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GEL7", "LCDX", 9, "LCDXNA", null, "IG", 29, 5,
null, 0.72, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.10.28",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926868", "9640601",
"LCDXNAS10V28 - 0613", "LCDX.NA.10",
"CDX_NA_LN_S10_100_73/100_CH", 2454561, 2456464, 0.0325, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GEM5", "LCDX", 10, "LCDXNA", null, "IG", 28, 5,
null, 0.73, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.13.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926871", "9640616",
"LCDXNAS13V7 - 1214", "LCDX.NA.13",
"CDX_NA_LN_S13_100_94/100_CH", 2455110, 2457012, 0.05, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GEO1", "LCDX", 13, "LCDXNA", null, "IG", 7, 5,
null, 0.9400000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.12.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926872", "9640608",
"LCDXNAS12V17 - 0614", "LCDX.NA.12",
"CDX_NA_LN_S12_100_83/100_CH", 2454938, 2456829, 0.05, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GEN3", "LCDX", 12, "LCDXNA", null, "IG", 17, 5,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.12.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926883", "9640609",
"LCDXNAS12V17 - 0612", "LCDX.NA.12",
"CDX_NA_LN_S12_100_03YR_83/100_CH", 2454938, 2456099, 0.05, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GEN3", "LCDX", 12, "LCDXNA", null, "IG", 17, 3,
null, 0.8300000000000001, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN80.5Y.7.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926895", "9646272",
"ITRAXX-JAPAN80S7V4 - 0612", "iTraxx Japan 80 Series Number 7 Version 4",
"ITRAXX JAPAN 80 SERIES NUMBER 07 VERSION 4 JPY SEN RES I03 CDS", 2454180, 2456099, 0.0025, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "4ABCAHAG2", "ITRAXX", 7, "JAPAN80", null, "IG", 4, 5,
null, 0.9625, 79, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN80.5Y.8.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926896", "9646360",
"ITRAXX-JAPAN80S8V4 - 1212", "iTraxx Japan 80 Series Number 8 Version 4",
"ITRAXX JAPAN 80 SERIES NUMBER 08 VERSION 4 JPY SEN RES I03 CDS", 2454364, 2456282, 0.003, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "4ABCAHAH0", "ITRAXX", 8, "JAPAN80", null, "IG", 4, 5,
null, 0.9625, 80, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.6.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926897", "9646362",
"ITRAXX-JAPANHIVOLS6V5 - 1211", "iTraxx Japan HiVol Series Number 6 Version 5",
"ITRAXX JAPAN HIVOL SERIES NUMBER 06 VERSION 5 JPY SEN RES I03 CDS", 2453999, 2455916, 0.0055000000000000005, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAO1", "ITRAXX", 6, "JAPANHIVOL", "VOL", "HV", 5, 5,
null, 0.84, 24, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("EUR ITRAXX.JAPANHIVOL.5Y.6.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926898", "9646409",
"EUR ITRAXX-JAPANHIVOLS6V5 - 1211", "iTraxx Japan HiVol Series Number 6 Version 5",
"ITRAXX JAPAN HIVOL SERIES NUMBER 06 VERSION 5 EUR SEN RES I03 CDS", 2453999, 2455916, 0.0055000000000000005, "EUR",
"ACT/360", false, 0.35000000000000003, 4, "2I668MAO1", "EUR ITRAXX", 6, "JAPANHIVOL", "VOL", "HV", 5, 5,
null, 0.84, 24, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.7.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926899", "9646338",
"ITRAXX-JAPANHIVOLS7V5 - 0612", "iTraxx Japan HiVol Series Number 7 Version 5",
"ITRAXX JAPAN HIVOL SERIES NUMBER 07 VERSION 5 JPY SEN RES I03 CDS", 2454180, 2456099, 0.006, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MBG7", "ITRAXX", 7, "JAPANHIVOL", "VOL", "HV", 5, 5,
null, 0.84, 24, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JHIVOL.5Y.7.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926900", "9646543",
"ITRAXX-JHIVOLS7V5 - 1212", "iTraxx Japan HiVol Series Number 7 Version 5",
"ITRAXX JAPAN HIVOL SERIES NUMBER 07 VERSION 5 JPY SEN RES I03 CDS DEC 20 2012", 2454180, 2456282, 0.006, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MBG7", "ITRAXX", 7, "JHIVOL", "VOL", "HV", 5, 5,
null, 0.84, 24, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.8.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926901", "9646363",
"ITRAXX-JAPANHIVOLS8V5 - 1212", "iTraxx Japan HiVol Series Number 8 Version 5",
"ITRAXX JAPAN HIVOL SERIES NUMBER 08 VERSION 5 JPY SEN RES I03 CDS", 2454364, 2456282, 0.007500000000000001, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MBH5", "ITRAXX", 8, "JAPANHIVOL", "VOL", "HV", 5, 5,
null, 0.84, 25, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.9.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926902", "9646396",
"ITRAXX-JAPANHIVOLS9V5 - 0613", "iTraxx Japan HiVol Series Number 9 Version 5",
"ITRAXX JAPAN HIVOL SERIES NUMBER 09 VERSION 5 JPY SEN RES I03 CDS", 2454546, 2456464, 0.035, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MBI3", "ITRAXX", 9, "JAPANHIVOL", "VOL", "HV", 5, 5,
null, 0.84, 25, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926963", "9656620",
"ITRAXX-LevXS2V17 - 0613", "iTraxx LevX Senior Series 2 Version 17",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 17 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDP5", "ITRAXX", 2, "LevX", null, "IG", 17, 5,
null, 0.7866, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926964", "9656654",
"ITRAXX-LevXS3V16 - 1213", "iTraxx LevX Senior Series 3 Version 16",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 16 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDQ3", "ITRAXX", 3, "LevX", null, "IG", 16, 5,
null, 0.8, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.4.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926965", "9656655",
"ITRAXX-LevXS4V9 - 0614", "iTraxx LevX Senior Series 4 Version 9",
"ITRAXX LEVX SENIOR SERIES 4 VERSION 9 EUR 1ST SEC RES I03 CDS", 2454911, 2456829, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDR1", "ITRAXX", 4, "LevX", null, "IG", 9, 5,
null, 0.84, 50, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.5.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926966", "9656665",
"ITRAXX-LevXS5V9 - 1214", "iTraxx LevX Senior Series 5 Version 9",
"ITRAXX LEVX SENIOR SERIES 5 VERSION 9 EUR 1ST SEC RES I03 CDS", 2455096, 2457012, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDS9", "ITRAXX", 5, "LevX", null, "IG", 9, 5,
null, 0.8, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.6.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926967", "9656555",
"ITRAXX-LevXS6V7 - 0615", "iTraxx LevX Senior Series 6 Version 7",
"ITRAXX LEVX SENIOR SERIES 6 VERSION 7 EUR 1ST SEC RES I03 CDS", 2455278, 2457194, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDT7", "ITRAXX", 6, "LevX", null, "IG", 7, 5,
null, 0.85, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.7.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926975", "9493013",
"ITRAXX-XOVERS7V5 - 0614", "iTraxx Europe Crossover series 7 Version 5",
"ITRAXX-XOVERS7V5-0614 EUR SEN MMR I03 CDS", 2454180, 2456829, 0.0275, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBS6", "ITRAXX", 7, "XOVER", "XVR", "XO", 5, 7,
"245812", 0.9400000000000001, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.7Y.9.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926976", "8570728",
"ITRAXX-HIVOLS9V1 - 0615", "iTraxx Europe HiVol series 9 Version 1",
"ITRAXX-HIVOLS9V1-0615 EUR SEN MMR I03 CDS", 2454546, 2457194, 0.026500000000000003, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAI7", "ITRAXX", 9, "HIVOL", "VOL", "HV", 1, 7,
"236075", 1, 31, 0, "LON", true, true, true, null, "VOL"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.14.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926983", "9572543",
"LCDXNAS14V3 - 0615", "LCDX.NA.14",
"CDX_NA_LN_S14_100_98/100_CH", 2455278, 2457194, 0.025, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GES2", "LCDX", 14, "LCDXNA", null, "IG", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.15.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926984", "9599761",
"LCDXNAS15V2 - 1215", "LCDX.NA.15",
"CDX_NA_LN_S15_100_99/100_CH", 2455460, 2457377, 0.025, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GET0", "LCDX", 15, "LCDXNA", null, "IG", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.16.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926985", "9670242",
"LCDXNAS16V2 - 0616", "LCDX.NA.16",
"CDX_NA_LN_S16_100_99/100_CH", 2455642, 2457560, 0.025, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GEU7", "LCDX", 16, "LCDXNA", null, "IG", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926988", "9669789",
"ITRAXX-LevXS2V18 - 0613", "iTraxx LevX Senior Series 2 Version 18",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 18 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDU4", "ITRAXX", 2, "LevX", null, "IG", 18, 5,
null, 0.7732, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926989", "9669788",
"ITRAXX-LevXS3V17 - 1213", "iTraxx LevX Senior Series 3 Version 17",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 17 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDV2", "ITRAXX", 3, "LevX", null, "IG", 17, 5,
null, 0.7866, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.4.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926990", "9669785",
"ITRAXX-LevXS4V10 - 0614", "iTraxx LevX Senior Series 4 Version 10",
"ITRAXX LEVX SENIOR SERIES 4 VERSION 10 EUR 1ST SEC RES I03 CDS", 2454911, 2456829, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDW0", "ITRAXX", 4, "LevX", null, "IG", 10, 5,
null, 0.8200000000000001, 50, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.5.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926991", "9669841",
"ITRAXX-LevXS5V10 - 1214", "iTraxx LevX Senior Series 5 Version 10",
"ITRAXX LEVX SENIOR SERIES 5 VERSION 10 EUR 1ST SEC RES I03 CDS", 2455096, 2457012, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDX8", "ITRAXX", 5, "LevX", null, "IG", 10, 5,
null, 0.775, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.6.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926992", "9669782",
"ITRAXX-LevXS6V8 - 0615", "iTraxx LevX Senior Series 6 Version 8",
"ITRAXX LEVX SENIOR SERIES 6 VERSION 8 EUR 1ST SEC RES I03 CDS", 2455278, 2457194, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDY6", "ITRAXX", 6, "LevX", null, "IG", 8, 5,
null, 0.8250000000000001, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926994", "9669802",
"ITRAXX-LevXS2V19 - 0613", "iTraxx LevX Senior Series 2 Version 19",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 19 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDZ3", "ITRAXX", 2, "LevX", null, "IG", 19, 5,
null, 0.7598, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926996", "9669790",
"ITRAXX-LevXS3V18 - 1213", "iTraxx LevX Senior Series 3 Version 18",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 18 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJEM1", "ITRAXX", 3, "LevX", null, "IG", 18, 5,
null, 0.7732, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.4.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926997", "9669793",
"ITRAXX-LevXS4V11 - 0614", "iTraxx LevX Senior Series 4 Version 11",
"ITRAXX LEVX SENIOR SERIES 4 VERSION 11 EUR 1ST SEC RES I03 CDS", 2454911, 2456829, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJEN9", "ITRAXX", 4, "LevX", null, "IG", 11, 5,
null, 0.8, 50, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.5.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926998", "9669791",
"ITRAXX-LevXS5V11 - 1214", "iTraxx LevX Senior Series 5 Version 11",
"ITRAXX LEVX SENIOR SERIES 5 VERSION 11 EUR 1ST SEC RES I03 CDS", 2455096, 2457012, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJEP4", "ITRAXX", 5, "LevX", null, "IG", 11, 5,
null, 0.75, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.6.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("926999", "9669819",
"ITRAXX-LevXS6V9 - 0615", "iTraxx LevX Senior Series 6 Version 9",
"ITRAXX LEVX SENIOR SERIES 6 VERSION 9 EUR 1ST SEC RES I03 CDS", 2455278, 2457194, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJER0", "ITRAXX", 6, "LevX", null, "IG", 9, 5,
null, 0.8, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.1Y.16.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927000", "9671018",
"LCDXNAS16V2 - 0612", "LCDX.NA.16",
"CDX_NA_LN_S16_100_01YR_99/100", 2455642, 2456099, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GEU7", "LCDX", 16, "LCDXNA", null, "IG", 2, 1,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.3Y.16.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927001", "9671019",
"LCDXNAS16V2 - 0614", "LCDX.NA.16",
"CDX_NA_LN_S16 _100_03YR_99/100", 2455642, 2456829, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GEU7", "LCDX", 16, "LCDXNA", null, "IG", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDXNAS16V2 FXD.LCDXNAV2 FXD.5Y.16.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927002", "9671020",
"LCDXNAS16V2 FXD - 0616", "LCDX.NA.16",
"CDX_NA_LN_S16_100_FXD_99/100", 2455642, 2457560, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GEU7 FXD", "LCDXNAS16V2 FXD", 16, "LCDXNAV2 FXD", null, "IG", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.2Y.16.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927003", "9671021",
"LCDXNAS16V2 - 0613", "LCDX.NA.16",
"CDX_NA_LN_S16_100_02YR_99/100", 2455642, 2456464, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GEU7", "LCDX", 16, "LCDXNA", null, "IG", 2, 2,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.7Y.16.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927004", "9671023",
"LCDXNAS16V2 - 0618", "LCDX.NA.16",
"CDX_NA_LN_S16_100_07YR_99/100", 2455642, 2458290, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GEU7", "LCDX", 16, "LCDXNA", null, "IG", 2, 7,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
return true;
}
private static final boolean InitCDXRefDataSet40()
{
UpdateCDXRefDataMap ("LCDX.LCDXNA.10Y.16.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927005", "9671024",
"LCDXNAS16V2 - 0621", "LCDX.NA.16",
"CDX_NA_LN_S16_100_10YR_99/100", 2455642, 2459386, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GEU7", "LCDX", 16, "LCDXNA", null, "IG", 2, 10,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.4Y.16.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927006", "9671025",
"LCDXNAS16V2 - 0615", "LCDX.NA.16",
"CDX_NA_LN_S16_100_04YR_99/100", 2455642, 2457194, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GEU7", "LCDX", 16, "LCDXNA", null, "IG", 2, 4,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.6Y.16.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927007", "9671026",
"LCDXNAS16V2 - 0617", "LCDX.NA.16",
"CDX_NA_LN_S16_100_06YR_99/100", 2455642, 2457925, 0.025, "USD",
"ACT/360", false, 0.4, 4, "5F199GEU7", "LCDX", 16, "LCDXNA", null, "IG", 2, 6,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.9.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927013", "18",
"CDX-NAHYS9V19 - 1217", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_10YR_85/100", 2454372, 2458108, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHO1", "CDX", 9, "NA HY", null, "HY", 19, 10,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.5.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927015", "4",
"CDX-NAHYS5V19 - 1212", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_07YR_84/100", 2453651, 2456282, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BREW6", "CDX", 5, "NA HY", null, "HY", 19, 7,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.6.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927016", "5",
"CDX-NAHYS6V17 - 0616", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_10YR_86/100", 2453823, 2457560, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFF2", "CDX", 6, "NA HY", null, "HY", 17, 10,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.6.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927018", "6",
"CDX-NAHYS6V17 - 0613", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_07YR_86/100", 2453823, 2456464, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRFF2", "CDX", 6, "NA HY", null, "HY", 17, 7,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.7.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927019", "8",
"CDX-NAHYBS7V8 - 1211", "Dow Jones CDX.NA.HY.B.7",
"CDX_NA_HY_S07_B___SWP_43/50", 2454007, 2455917, 0.030000000000000002, "USD",
"ACT/360", false, 0.3, 4, "2I65BSBP2", "CDX", 7, "NA HY B", null, "HY", 8, 5,
null, 0.86, 50, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.7.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927020", "9",
"CDX-NAHYS7V17 - 1213", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_07YR_86/100", 2454007, 2456647, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGX2", "CDX", 7, "NA HY", null, "HY", 17, 7,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.7.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927021", "10",
"CDX-NAHYS7V17 - 1216", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_10YR_86/100", 2454007, 2457743, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGX2", "CDX", 7, "NA HY", null, "HY", 17, 10,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.7.17",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927022", "11",
"CDX-NAHYS7V17 - 1211", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_86/100", 2454007, 2455917, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRGX2", "CDX", 7, "NA HY", null, "HY", 17, 5,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.8.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927023", "12",
"CDX-NAHYS8V18 - 0614", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_07YR_86/100", 2454188, 2456829, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHN3", "CDX", 8, "NA HY", null, "HY", 18, 7,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.8.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927024", "13",
"CDX-NAHYS8V18 - 0612", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_86/100", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHN3", "CDX", 8, "NA HY", null, "HY", 18, 5,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.8.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927025", "14",
"CDX-NAHYS8V18 - 0617", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_10YR_86/100", 2454188, 2457925, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHN3", "CDX", 8, "NA HY", null, "HY", 18, 10,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.9.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927026", "16",
"CDX-NAHYBS9V11 - 1212", "CDX.NA.HY.B.9",
"CDX_NA_HY_S09_B___SWP_36/46", 2454372, 2456282, 0.035, "USD",
"ACT/360", false, 0.3, 4, "2I65BSBQ0", "CDX", 9, "NA HY B", null, "HY", 11, 5,
null, 0.78261, 46, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.9.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927027", "17",
"CDX-NAHYS9V19 - 1214", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_07YR_85/100", 2454372, 2457012, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHO1", "CDX", 9, "NA HY", null, "HY", 19, 7,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.15.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927029", "65",
"CDX-NAHYS15V2 - 1217", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP_07YR_99/100", 2455460, 2458108, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHU7", "CDX", 15, "NA HY", null, "HY", 2, 7,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.15.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927030", "66",
"CDX-NAHYS15V2 - 1220", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP_10YR_99/100", 2455460, 2459204, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHU7", "CDX", 15, "NA HY", null, "HY", 2, 10,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.15.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927031", "68",
"CDX-NAHYS15V2 - 1215", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP_99/100", 2455460, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHU7", "CDX", 15, "NA HY", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.15.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927033", "71",
"CDX-NAHYS15V2 - 1213", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP_03YR_99/100", 2455460, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHU7", "CDX", 15, "NA HY", null, "HY", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.16.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927034", "9670017",
"CDX-NAHYS16V2 - 0616", "CDX.NA.HY.16",
"CDX_NA_HY_S16_100_SWP_99/100", 2455642, 2457560, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHV5", "CDX", 16, "NA HY", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.16.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927035", "73",
"CDX-NAHYS16V2 - 0614", "CDX.NA.HY.16",
"CDX_NA_HY_S16_100_SWP_03YR_99/100", 2455642, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHV5", "CDX", 16, "NA HY", null, "HY", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.16.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927036", "74",
"CDX-NAHYS16V2 - 0618", "CDX.NA.HY.16",
"CDX_NA_HY_S16_100_SWP_07YR_99/100", 2455642, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHV5", "CDX", 16, "NA HY", null, "HY", 2, 7,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.16.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927037", "75",
"CDX-NAHYS16V2 - 0621", "CDX.NA.HY.16",
"CDX_NA_HY_S16_100_SWP_10YR_99/100", 2455642, 2459386, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHV5", "CDX", 16, "NA HY", null, "HY", 2, 10,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.17.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927038", "9670020",
"CDX-NAHYS17V2 - 1216", "CDX.NA.HY.17",
"CDX_NA_HY_S17_100_SWP_99/100", 2455825, 2457743, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHW3", "CDX", 17, "NA HY", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.9.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927039", "20",
"CDX-NAHYS9V19 - 1212", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_85/100", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHO1", "CDX", 9, "NA HY", null, "HY", 19, 5,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.17.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927040", "81",
"CDX-NAHYS17V2 - 1214", "CDX.NA.HY.17",
"CDX_NA_HY_S17_100_SWP_03YR_99/100", 2455825, 2457012, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHW3", "CDX", 17, "NA HY", null, "HY", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.10.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927041", "23",
"CDX-NAHYBS10V9 - 0613", "CDX.NA.HY.B.10",
"CDX_NA_HY_S10_B___SWP_37/45", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSBR8", "CDX", 10, "NA HY B", null, "HY", 9, 5,
null, 0.82223, 45, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.10.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927042", "24",
"CDX-NAHYS10V18 - 0615", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_07YR_86/100", 2454554, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHP8", "CDX", 10, "NA HY", null, "HY", 18, 7,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.10.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927043", "25",
"CDX-NAHYS10V18 - 0618", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_10YR_86/100", 2454554, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHP8", "CDX", 10, "NA HY", null, "HY", 18, 10,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.10.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927045", "26",
"CDX-NAHYS10V18 - 0613", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_86/100", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHP8", "CDX", 10, "NA HY", null, "HY", 18, 5,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.17.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927046", "82",
"CDX-NAHYS17V2 - 1218", "CDX.NA.HY.17",
"CDX_NA_HY_S17_100_SWP_07YR_99/100", 2455825, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHW3", "CDX", 17, "NA HY", null, "HY", 2, 7,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.11.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927047", "30",
"CDX-NAHYBS11V7 - 1213", "CDX.NA.HY.B.11",
"CDX_NA_HY_S11_B___SWP_30/36", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSBS6", "CDX", 11, "NA HY B", null, "HY", 7, 5,
null, 0.8333499999999999, 36, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.17.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927048", "83",
"CDX-NAHYS17V2 - 1221", "CDX.NA.HY.17",
"CDX_NA_HY_S17_100_SWP_10YR_99/100", 2455825, 2459569, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHW3", "CDX", 17, "NA HY", null, "HY", 2, 10,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.11.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927049", "31",
"CDX-NAHYS11V18 - 1213", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_86/100", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHQ6", "CDX", 11, "NA HY", null, "HY", 18, 5,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.11.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927050", "32",
"CDX-NAHYS11V18 - 1211", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_03YR_86/100", 2454738, 2455917, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHQ6", "CDX", 11, "NA HY", null, "HY", 18, 3,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.15.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927051", "67",
"CDX-NAHYBS15V2 - 1215", "CDX.NA.HY.B.15",
"CDX_NA_HY_S15_B___SWP_29/30", 2455460, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSBW7", "CDX", 15, "NA HY B", null, "HY", 2, 5,
null, 0.96667, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.12.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927052", "38",
"CDX-NAHYBS12V2 - 0614", "CDX.NA.HY.B.12",
"CDX_NA_HY_S12_B___SWP_34/35", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSBT4", "CDX", 12, "NA HY B", null, "HY", 2, 5,
null, 0.97143, 35, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.11.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927053", "33",
"CDX-NAHYS11V18 - 1215", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_07YR_86/100", 2454738, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHQ6", "CDX", 11, "NA HY", null, "HY", 18, 7,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.11.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927054", "34",
"CDX-NAHYS11V18 - 1218", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_10YR_86/100", 2454738, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHQ6", "CDX", 11, "NA HY", null, "HY", 18, 10,
null, 0.86, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.12.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927055", "39",
"CDX-NAHYS12V9 - 0614", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_93/100", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHR4", "CDX", 12, "NA HY", null, "HY", 9, 5,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.12.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927056", "41",
"CDX-NAHYS12V9 - 0619", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_10YR_93/100", 2454911, 2458655, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHR4", "CDX", 12, "NA HY", null, "HY", 9, 10,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.12.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927057", "40",
"CDX-NAHYS12V9 - 0616", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_07YR_93/100", 2454911, 2457560, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHR4", "CDX", 12, "NA HY", null, "HY", 9, 7,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.12.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927058", "42",
"CDX-NAHYS12V9 - 0612", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_03YR_93/100", 2454911, 2456099, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHR4", "CDX", 12, "NA HY", null, "HY", 9, 3,
null, 0.93, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.13.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927059", "46",
"CDX-NAHYBS13V2 - 1214", "CDX.NA.HY.B.13",
"CDX_NA_HY_S13_B___SWP_28/29", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSBU1", "CDX", 13, "NA HY B", null, "HY", 2, 5,
null, 0.96552, 29, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927060", "47",
"CDX-NAHYS13V3 - 1214", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_98/100", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHS2", "CDX", 13, "NA HY", null, "HY", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927061", "48",
"CDX-NAHYS13V3 - 1212", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_03YR_98/100", 2455096, 2456282, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHS2", "CDX", 13, "NA HY", null, "HY", 3, 3,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927062", "49",
"CDX-NAHYS13V3 - 1216", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_07YR_98/100", 2455096, 2457743, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHS2", "CDX", 13, "NA HY", null, "HY", 3, 7,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927063", "50",
"CDX-NAHYS13V3 - 1219", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_10YR_98/100", 2455096, 2458838, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHS2", "CDX", 13, "NA HY", null, "HY", 3, 10,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927064", "55",
"CDX-NAHYS14V2 - 0615", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP_99/100", 2455278, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHT0", "CDX", 14, "NA HY", null, "HY", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927065", "57",
"CDX-NAHYS14V2 - 0613", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP_03YR_99/100", 2455278, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHT0", "CDX", 14, "NA HY", null, "HY", 2, 3,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927066", "59",
"CDX-NAHYBS14V2 - 0615", "CDX.NA.HY.B.14",
"CDX_NA_HY_S14_B___SWP_33/34", 2455278, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSBV9", "CDX", 14, "NA HY B", null, "HY", 2, 5,
null, 0.97059, 34, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927067", "62",
"CDX-NAHYS14V2 - 0617", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP_07YR_99/100", 2455278, 2457925, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHT0", "CDX", 14, "NA HY", null, "HY", 2, 7,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927068", "63",
"CDX-NAHYS14V2 - 0620", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP_10YR_99/100", 2455278, 2459021, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHT0", "CDX", 14, "NA HY", null, "HY", 2, 10,
null, 0.99, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.5.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927071", "3",
"CDX-NAHYS5V19 - 1215", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_10YR_84/100", 2453651, 2457377, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BREW6", "CDX", 5, "NA HY", null, "HY", 19, 10,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927080", "4477",
"ITRAXX-LevXS2V20 - 0613", "iTraxx LevX Senior Series 2 Version 20",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 20 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJDO8", "ITRAXX", 2, "LevX", null, "IG", 20, 5,
null, 0.7464000000000001, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927081", "4476",
"ITRAXX-LevXS3V19 - 1213", "iTraxx LevX Senior Series 3 Version 19",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 19 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJEI0", "ITRAXX", 3, "LevX", null, "IG", 19, 5,
null, 0.7598, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.4.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927082", "4386",
"ITRAXX-LevXS4V12 - 0614", "iTraxx LevX Senior Series 4 Version 12",
"ITRAXX LEVX SENIOR SERIES 4 VERSION 12 EUR 1ST SEC RES I03 CDS", 2454911, 2456829, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJEK5", "ITRAXX", 4, "LevX", null, "IG", 12, 5,
null, 0.78, 50, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.16.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927085", "6581",
"CDX-NAHYS16V3 - 0616", "CDX.NA.HY.16",
"CDX_NA_HY_S16_100_SWP_98/100", 2455642, 2457560, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHX1", "CDX", 16, "NA HY", null, "HY", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.16.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927086", "6644",
"CDX-NAHYS16V3 - 0614", "CDX.NA.HY.16",
"CDX_NA_HY_S16_100_SWP_03YR_98/100", 2455642, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHX1", "CDX", 16, "NA HY", null, "HY", 3, 3,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.16.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927087", "6669",
"CDX-NAHYS16V3 - 0618", "CDX.NA.HY.16",
"CDX_NA_HY_S16_100_SWP_07YR_98/100", 2455642, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHX1", "CDX", 16, "NA HY", null, "HY", 3, 7,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.16.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927088", "6595",
"CDX-NAHYS16V3 - 0621", "CDX.NA.HY.16",
"CDX_NA_HY_S16_100_SWP_10YR_98/100", 2455642, 2459386, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHX1", "CDX", 16, "NA HY", null, "HY", 3, 10,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.17.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927089", "6641",
"CDX-NAHYS17V3 - 1216", "CDX.NA.HY.17",
"CDX_NA_HY_S17_100_SWP_98/100", 2455825, 2457743, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHY9", "CDX", 17, "NA HY", null, "HY", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.17.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927090", "6663",
"CDX-NAHYS17V3 - 1214", "CDX.NA.HY.17",
"CDX_NA_HY_S17_100_SWP_03YR_98/100", 2455825, 2457012, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHY9", "CDX", 17, "NA HY", null, "HY", 3, 3,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.17.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927091", "6668",
"CDX-NAHYS17V3 - 1218", "CDX.NA.HY.17",
"CDX_NA_HY_S17_100_SWP_07YR_98/100", 2455825, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHY9", "CDX", 17, "NA HY", null, "HY", 3, 7,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.17.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927092", "7044",
"CDX-NAHYS17V3 - 1221", "CDX.NA.HY.17",
"CDX_NA_HY_S17_100_SWP_10YR_98/100", 2455825, 2459569, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRHY9", "CDX", 17, "NA HY", null, "HY", 3, 10,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927100", "9977",
"ITRAXX-XOVERS14V2 - 1220", "iTraxx Europe Crossover series 14 Version 2",
"ITRAXX-XOVERS14V2-1220 EUR SEN MMR I03 CDS", 2455460, 2459204, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCM8", "ITRAXX", 14, "XOVER", "XVR", "XO", 2, 10,
"246831", 0.98, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.11.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927101", "9955",
"ITRAXX-XOVERS11V3 - 0612", "iTraxx Europe Crossover series 11 Version 3",
"ITRAXX-XOVERS11V3-0612 EUR SEN MMR I03 CDS", 2454911, 2456099, 0.11, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCJ5", "ITRAXX", 11, "XOVER", "XVR", "XO", 3, 3,
"246827", 0.9556, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.1.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927102", "9919",
"ITRAXX-XOVERS1V3 - 0914", "iTraxx Europe Crossover series 1 Version 3",
"ITRAXX-XOVERS1V3-0914 EUR SEN MMR I03 CDS", 2453179, 2456921, 0.0315, "EUR",
"ACT/360", false, 0.4, 4, "2I667KBZ0", "ITRAXX", 1, "XOVER", "XVR", "XO", 3, 10,
"246835", 0.9667, 31, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.7.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927103", "9930",
"ITRAXX-XOVERS7V6 - 0612", "iTraxx Europe Crossover series 7 Version 6",
"ITRAXX-XOVERS7V6-0612 EUR SEN MMR I03 CDS", 2454180, 2456099, 0.023, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCF3", "ITRAXX", 7, "XOVER", "XVR", "XO", 6, 5,
"246823", 0.92, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.2.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927104", "9921",
"ITRAXX-XOVERS2V3 - 0315", "Itraxx Europe Crossover Series 2 VERSION 3",
"ITRAXX-XOVERS2V3-0315 EUR SEN MMR I03 CDS", 2453269, 2457102, 0.029500000000000002, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCA4", "ITRAXX", 2, "XOVER", "XVR", "XO", 3, 10,
"246834", 0.9667, 31, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.3.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927105", "9922",
"ITRAXX-XOVERS3V5 - 0615", "iTraxx Europe Crossover Series 3 VERSION 5",
"ITRAXX-XOVERS3V5-0615 EUR SEN MMR I03 CDS", 2453451, 2457194, 0.026000000000000002, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCB2", "ITRAXX", 3, "XOVER", "XVR", "XO", 5, 10,
"246833", 0.943, 36, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.11.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927106", "9956",
"ITRAXX-XOVERS11V3 - 0614", "iTraxx Europe Crossover series 11 Version 3",
"ITRAXX-XOVERS11V3-0614 EUR SEN MMR I03 CDS", 2454911, 2456829, 0.0975, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCJ5", "ITRAXX", 11, "XOVER", "XVR", "XO", 3, 5,
"246827", 0.9556, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.7.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927107", "9931",
"ITRAXX-XOVERS7V6 - 0617", "iTraxx Europe Crossover series 7 Version 6",
"ITRAXX-XOVERS7V6-0617 EUR SEN MMR I03 CDS", 2454180, 2457925, 0.032, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCF3", "ITRAXX", 7, "XOVER", "XVR", "XO", 6, 10,
"246823", 0.92, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.4.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927108", "9923",
"ITRAXX-XOVERS4V5 - 1215", "iTraxx Europe Crossover Series 4 Version 5",
"ITRAXX-XOVERS4V5-1215 EUR SEN MMR I03 CDS", 2453634, 2457377, 0.0345, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCC0", "ITRAXX", 4, "XOVER", "XVR", "XO", 5, 10,
"246832", 0.925, 41, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.5.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927109", "9924",
"ITRAXX-XOVERS5V5 - 0616", "iTraxx Europe Crossover Series 5 Version 5",
"ITRAXX-XOVERS5V5-0616 EUR SEN MMR I03 CDS", 2453815, 2457560, 0.035, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCD8", "ITRAXX", 5, "XOVER", "XVR", "XO", 5, 10,
"246830", 0.9333, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927110", "9966",
"ITRAXX-XOVERS13V3 - 0615", "iTraxx Europe Crossover series 13 Version 3",
"ITRAXX-XOVERS13V3-0615 EUR SEN MMR I03 CDS", 2455278, 2457194, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCL0", "ITRAXX", 13, "XOVER", "XVR", "XO", 3, 5,
"246829", 0.98, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.7.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927111", "9932",
"USD ITRAXX-XOVERS7V6 - 0612", "iTraxx Europe Crossover series 7 Version 6",
"ITRAXX-XOVERS7V6-0612 USD SEN MMR I03 CDS", 2454180, 2456099, 0.023, "USD",
"ACT/360", false, 0.4, 4, "2I667KCF3", "USD ITRAXX", 7, "XOVER", "XVR", "XO", 6, 5,
null, 0.92, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.6.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927112", "9925",
"ITRAXX-XOVERS6V5 - 1211", "iTraxx Europe Crossover series 6 Version 5",
"ITRAXX-XOVERS6V5-1211 EUR SEN MMR I03 CDS", 2453999, 2455917, 0.028, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCE6", "ITRAXX", 6, "XOVER", "XVR", "XO", 5, 5,
"246822", 0.9333, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.8.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927113", "9933",
"ITRAXX-XOVERS8V7 - 1212", "iTraxx Europe Crossover series 8 Version 7",
"ITRAXX-XOVERS8V7-1212 EUR SEN MMR I03 CDS", 2454364, 2456282, 0.0375, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCG1", "ITRAXX", 8, "XOVER", "XVR", "XO", 7, 5,
"246824", 0.9, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.6.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927114", "9926",
"ITRAXX-XOVERS6V5 - 1216", "iTraxx Europe Crossover series 6 Version 5",
"ITRAXX-XOVERS6V5-1216 EUR SEN MMR I03 CDS", 2453999, 2457743, 0.0345, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCE6", "ITRAXX", 6, "XOVER", "XVR", "XO", 5, 10,
"246822", 0.9333, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.8.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927115", "9934",
"ITRAXX-XOVERS8V7 - 1217", "iTraxx Europe Crossover series 8 Version 7",
"ITRAXX-XOVERS8V7-1217 EUR SEN MMR I03 CDS", 2454364, 2458108, 0.046, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCG1", "ITRAXX", 8, "XOVER", "XVR", "XO", 7, 10,
"246824", 0.9, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927116", "9967",
"ITRAXX-XOVERS13V3 - 0617", "iTraxx Europe Crossover series 13 Version 3",
"ITRAXX-XOVERS13V3-0617 EUR SEN MMR I03 CDS", 2455278, 2457925, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCL0", "ITRAXX", 13, "XOVER", "XVR", "XO", 3, 7,
"246829", 0.98, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.11.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927117", "9957",
"ITRAXX-XOVERS11V3 - 0616", "iTraxx Europe Crossover series 11 Version 3",
"ITRAXX-XOVERS11V3-0616 EUR SEN MMR I03 CDS", 2454911, 2457560, 0.08800000000000001, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCJ5", "ITRAXX", 11, "XOVER", "XVR", "XO", 3, 7,
"246827", 0.9556, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.6.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927118", "9927",
"USD ITRAXX-XOVERS6V5 - 1211", "iTraxx Europe Crossover series 6 Version 5",
"ITRAXX-XOVERS6V5-1211 USD SEN MMR I03 CDS", 2453999, 2455917, 0.028, "USD",
"ACT/360", false, 0.4, 4, "2I667KCE6", "USD ITRAXX", 6, "XOVER", "XVR", "XO", 5, 5,
null, 0.9333, 45, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.8.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927119", "9935",
"USD ITRAXX-XOVERS8V7 - 1212", "iTraxx Europe Crossover series 8 Version 7",
"ITRAXX-XOVERS8V7-1212 USD SEN MMR I03 CDS", 2454364, 2456282, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I667KCG1", "USD ITRAXX", 8, "XOVER", "XVR", "XO", 7, 5,
null, 0.9, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.7.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927120", "9929",
"ITRAXX-XOVERS7V6 - 0614", "iTraxx Europe Crossover series 7 Version 6",
"ITRAXX-XOVERS7V6-0614 EUR SEN MMR I03 CDS", 2454180, 2456829, 0.0275, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCF3", "ITRAXX", 7, "XOVER", "XVR", "XO", 6, 7,
"246823", 0.92, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927121", "9958",
"ITRAXX-XOVERS12V3 - 1212", "iTraxx Europe Crossover series 12 VERSION 3",
"ITRAXX-XOVERS12V3-1212 EUR SEN MMR I03 CDS", 2455096, 2456282, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCK2", "ITRAXX", 12, "XOVER", "XVR", "XO", 3, 3,
"246828", 0.98, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.8.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927122", "9936",
"ITRAXX-XOVERS8V7 - 1214", "iTraxx Europe Crossover series 8 Version 7",
"ITRAXX-XOVERS8V7-1214 EUR SEN MMR I03 CDS", 2454364, 2457012, 0.039, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCG1", "ITRAXX", 8, "XOVER", "XVR", "XO", 7, 7,
"246824", 0.9, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927123", "9959",
"ITRAXX-XOVERS12V3 - 1214", "iTraxx Europe Crossover series 12 Version 3",
"ITRAXX-XOVERS12V3-1214 EUR SEN MMR I03 CDS", 2455096, 2457012, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCK2", "ITRAXX", 12, "XOVER", "XVR", "XO", 3, 5,
"246828", 0.98, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927124", "9939",
"ITRAXX-XOVERS9V7 - 0613", "iTraxx Europe Crossover series 9 Version 7",
"ITRAXX-XOVERS9V7-0613 EUR SEN MMR I03 CDS", 2454546, 2456464, 0.065, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCH9", "ITRAXX", 9, "XOVER", "XVR", "XO", 7, 5,
"246825", 0.9, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927125", "9960",
"ITRAXX-XOVERS12V3 - 1216", "iTraxx Europe Crossover series 12 Version 3",
"ITRAXX-XOVERS12V3-1216 EUR SEN MMR I03 CDS", 2455096, 2457743, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCK2", "ITRAXX", 12, "XOVER", "XVR", "XO", 3, 7,
"246828", 0.98, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927126", "9968",
"ITRAXX-XOVERS13V3 - 0620", "iTraxx Europe Crossover series 13 Version 3",
"ITRAXX-XOVERS13V3-0620 EUR SEN MMR I03 CDS", 2455278, 2459021, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCL0", "ITRAXX", 13, "XOVER", "XVR", "XO", 3, 10,
"246829", 0.98, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927127", "9940",
"ITRAXX-XOVERS9V7 - 0615", "iTraxx Europe Crossover series 9 Version 7",
"ITRAXX-XOVERS9V7-0615 EUR SEN MMR I03 CDS", 2454546, 2457194, 0.0645, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCH9", "ITRAXX", 9, "XOVER", "XVR", "XO", 7, 7,
"246825", 0.9, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927128", "9942",
"USD ITRAXX-XOVERS9V7 - 0613", "iTraxx Europe Crossover series 9 Version 7",
"ITRAXX-XOVERS9V7-0613 USD SEN MMR I03 CDS", 2454546, 2456464, 0.065, "USD",
"ACT/360", false, 0.4, 4, "2I667KCH9", "USD ITRAXX", 9, "XOVER", "XVR", "XO", 7, 5,
null, 0.9, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927129", "9961",
"ITRAXX-XOVERS12V3 - 1219", "iTraxx Europe Crossover series 12 Version 3",
"ITRAXX-XOVERS12V3-1219 EUR SEN MMR I03 CDS", 2455096, 2458838, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCK2", "ITRAXX", 12, "XOVER", "XVR", "XO", 3, 10,
"246828", 0.98, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.9.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927130", "9941",
"ITRAXX-XOVERS9V7 - 0618", "iTraxx Europe Crossover series 9 Version 7",
"ITRAXX-XOVERS9V7-0618 EUR SEN MMR I03 CDS", 2454546, 2458290, 0.064, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCH9", "ITRAXX", 9, "XOVER", "XVR", "XO", 7, 10,
"246825", 0.9, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927131", "9969",
"USD ITRAXX-XOVERS13V3 - 0615", "iTraxx Europe Crossover series 13 Version 3",
"ITRAXX-XOVERS13V3-0615 USD SEN MMR I03 CDS", 2455278, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KCL0", "USD ITRAXX", 13, "XOVER", "XVR", "XO", 3, 5,
null, 0.98, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927132", "9944",
"ITRAXX-XOVERS10V6 - 1215", "iTraxx Europe Crossover series 10 Version 6",
"ITRAXX-XOVERS10V6-1215 EUR SEN MMR I03 CDS", 2454739, 2457377, 0.055, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCI7", "ITRAXX", 10, "XOVER", "XVR", "XO", 6, 7,
"246826", 0.92, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927133", "9963",
"USD ITRAXX-XOVERS12V3 - 1214", "iTraxx Europe Crossover series 12 Version 3",
"ITRAXX-XOVERS12V3-1214 USD SEN MMR I03 CDS", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KCK2", "USD ITRAXX", 12, "XOVER", "XVR", "XO", 3, 5,
null, 0.98, 51, 0, "LON", false, false, true, null, "XVR"));
return true;
}
private static final boolean InitCDXRefDataSet41()
{
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927134", "9971",
"USD ITRAXX-XOVERS13V3 - 0620", "iTraxx Europe Crossover series 13 Version 3",
"ITRAXX-XOVERS13V3-0620 USD SEN MMR I03 CDS", 2455278, 2459021, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KCL0", "USD ITRAXX", 13, "XOVER", "XVR", "XO", 3, 10,
null, 0.98, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927135", "9945",
"ITRAXX-XOVERS10V6 - 1218", "iTraxx Europe Crossover series 10 Version 6",
"ITRAXX-XOVERS10V6-1218 EUR SEN MMR I03 CDS", 2454739, 2458473, 0.054, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCI7", "ITRAXX", 10, "XOVER", "XVR", "XO", 6, 10,
"246826", 0.92, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.12.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927136", "9964",
"USD ITRAXX-XOVERS12V3 - 1219", "iTraxx Europe Crossover series 12 Version 3",
"ITRAXX-XOVERS12V3-1219 USD SEN MMR I03 CDS", 2455096, 2458838, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KCK2", "USD ITRAXX", 12, "XOVER", "XVR", "XO", 3, 10,
null, 0.98, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927137", "9947",
"USD ITRAXX-XOVERS10V6 - 1213", "iTraxx Europe Crossover series 10 Version 6",
"ITRAXX-XOVERS10V6-1213 USD SEN MMR I03 CDS", 2454739, 2456647, 0.056, "USD",
"ACT/360", false, 0.4, 4, "2I667KCI7", "USD ITRAXX", 10, "XOVER", "XVR", "XO", 6, 5,
null, 0.92, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927138", "9972",
"USD ITRAXX-XOVERS14V2 - 1215", "iTraxx Europe Crossover series 14 Version 2",
"ITRAXX-XOVERS14V2-1215 USD SEN MMR I03 CDS", 2455460, 2457377, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KCM8", "USD ITRAXX", 14, "XOVER", "XVR", "XO", 2, 5,
null, 0.98, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927139", "9948",
"ITRAXX-XOVERS10V6 - 1211", "iTraxx Europe Crossover series 10 Version 6",
"ITRAXX-XOVERS10V6-1211 EUR SEN MMR I03 CDS", 2454739, 2455916, 0.053000000000000005, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCI7", "ITRAXX", 10, "XOVER", "XVR", "XO", 6, 3,
"246826", 0.92, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927140", "9965",
"ITRAXX-XOVERS13V3 - 0613", "iTraxx Europe Crossover series 13 Version 3",
"ITRAXX-XOVERS13V3-0613 EUR SEN MMR I03 CDS", 2455278, 2456464, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCL0", "ITRAXX", 13, "XOVER", "XVR", "XO", 3, 3,
"246829", 0.98, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927141", "9973",
"USD ITRAXX-XOVERS14V2 - 1220", "iTraxx Europe Crossover series 14 Version 2",
"ITRAXX-XOVERS14V2-1220 USD SEN MMR I03 CDS", 2455460, 2459204, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KCM8", "USD ITRAXX", 14, "XOVER", "XVR", "XO", 2, 10,
null, 0.98, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927142", "9949",
"ITRAXX-XOVERS10V6 - 1213", "iTraxx Europe Crossover series 10 Version 6",
"ITRAXX-XOVERS10V6-1213 EUR SEN MMR I03 CDS", 2454739, 2456647, 0.056, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCI7", "ITRAXX", 10, "XOVER", "XVR", "XO", 6, 5,
"246826", 0.92, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927143", "9974",
"ITRAXX-XOVERS14V2 - 1213", "iTraxx Europe Crossover series 14 Version 2",
"ITRAXX-XOVERS14V2-1213 EUR SEN MMR I03 CDS", 2455460, 2456647, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCM8", "ITRAXX", 14, "XOVER", "XVR", "XO", 2, 3,
"246831", 0.98, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.10.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927144", "9950",
"USD ITRAXX-XOVERS10V6 - 1218", "iTraxx Europe Crossover series 10 Version 6",
"ITRAXX-XOVERS10V6-1218 USD SEN MMR I03 CDS", 2454739, 2458473, 0.054, "USD",
"ACT/360", false, 0.4, 4, "2I667KCI7", "USD ITRAXX", 10, "XOVER", "XVR", "XO", 6, 10,
null, 0.92, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927145", "9975",
"ITRAXX-XOVERS14V2 - 1215", "iTraxx Europe Crossover series 14 Version 2",
"ITRAXX-XOVERS14V2-1215 EUR SEN MMR I03 CDS", 2455460, 2457377, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCM8", "ITRAXX", 14, "XOVER", "XVR", "XO", 2, 5,
"246831", 0.98, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.11.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927146", "9951",
"ITRAXX-XOVERS11V3 - 0619", "iTraxx Europe Crossover series 11 Version 3",
"ITRAXX-XOVERS11V3-0619 EUR SEN MMR I03 CDS", 2454911, 2458655, 0.082, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCJ5", "ITRAXX", 11, "XOVER", "XVR", "XO", 3, 10,
"246827", 0.9556, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927147", "9976",
"ITRAXX-XOVERS14V2 - 1217", "iTraxx Europe Crossover series 14 Version 2",
"ITRAXX-XOVERS14V2-1217 EUR SEN MMR I03 CDS", 2455460, 2458108, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCM8", "ITRAXX", 14, "XOVER", "XVR", "XO", 2, 7,
"246831", 0.98, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.11.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927148", "9952",
"USD ITRAXX-XOVERS11V3 - 0614", "iTraxx Europe Crossover series 11 Version 3",
"ITRAXX-XOVERS11V3-0614 USD SEN MMR I03 CDS", 2454911, 2456829, 0.0975, "USD",
"ACT/360", false, 0.4, 4, "2I667KCJ5", "USD ITRAXX", 11, "XOVER", "XVR", "XO", 3, 5,
null, 0.9556, 45, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.11.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927149", "9953",
"USD ITRAXX-XOVERS11V3 - 0619", "iTraxx Europe Crossover series 11 Version 3",
"ITRAXX-XOVERS11V3-0619 USD SEN MMR I03 CDS", 2454911, 2458655, 0.082, "USD",
"ACT/360", false, 0.4, 4, "2I667KCJ5", "USD ITRAXX", 11, "XOVER", "XVR", "XO", 3, 10,
null, 0.9556, 45, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.15.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927152", "9880",
"CDX-NAHYS15V3 - 1213", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP_03YR_98/100", 2455460, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIN2", "CDX", 15, "NA HY", null, "HY", 3, 3,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.15.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927153", "9877",
"CDX-NAHYS15V3 - 1215", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP_98/100", 2455460, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIN2", "CDX", 15, "NA HY", null, "HY", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.15.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927154", "9876",
"CDX-NAHYS15V3 - 1220", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP_10YR_98/100", 2455460, 2459204, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIN2", "CDX", 15, "NA HY", null, "HY", 3, 10,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.15.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927155", "9875",
"CDX-NAHYS15V3 - 1217", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP_07YR_98/100", 2455460, 2458108, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIN2", "CDX", 15, "NA HY", null, "HY", 3, 7,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.14.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927156", "9872",
"CDX-NAHYS14V3 - 0620", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP_10YR_98/100", 2455278, 2459021, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIM4", "CDX", 14, "NA HY", null, "HY", 3, 10,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.14.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927157", "9871",
"CDX-NAHYS14V3 - 0617", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP_07YR_98/100", 2455278, 2457925, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIM4", "CDX", 14, "NA HY", null, "HY", 3, 7,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.14.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927158", "9868",
"CDX-NAHYS14V3 - 0613", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP_03YR_98/100", 2455278, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIM4", "CDX", 14, "NA HY", null, "HY", 3, 3,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.14.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927159", "9866",
"CDX-NAHYS14V3 - 0615", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP_98/100", 2455278, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIM4", "CDX", 14, "NA HY", null, "HY", 3, 5,
null, 0.98, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.13.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927160", "9861",
"CDX-NAHYS13V4 - 1219", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_10YR_97/100", 2455096, 2458838, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIL6", "CDX", 13, "NA HY", null, "HY", 4, 10,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.13.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927161", "9860",
"CDX-NAHYS13V4 - 1216", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_07YR_97/100", 2455096, 2457743, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIL6", "CDX", 13, "NA HY", null, "HY", 4, 7,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.13.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927162", "9859",
"CDX-NAHYS13V4 - 1212", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_03YR_97/100", 2455096, 2456282, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIL6", "CDX", 13, "NA HY", null, "HY", 4, 3,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.13.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927163", "9858",
"CDX-NAHYS13V4 - 1214", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_97/100", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIL6", "CDX", 13, "NA HY", null, "HY", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.12.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927164", "9854",
"CDX-NAHYS12V10 - 0612", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_03YR_92/100", 2454911, 2456099, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIK8", "CDX", 12, "NA HY", null, "HY", 10, 3,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.7.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927166", "9809",
"CDX-NAHYHBS7V13 - 1211", "Dow Jones CDX.NA.HY.HB.7",
"CDX_NA_HY_S07_HB__SWP_20/30", 2454007, 2455917, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWEY1", "CDX", 7, "NA HY HB", null, "HY", 13, 5,
null, 0.66667, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.10.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927167", "9812",
"CDX-NAHYHBS10V14 - 0613", "CDX.NA.HY.HB.10",
"CDX_NA_HY_S10_HB__SWP_20/30", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWFB0", "CDX", 10, "NA HY HB", null, "HY", 14, 5,
null, 0.66667, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.11.16",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927168", "9813",
"CDX-NAHYHBS11V16 - 1213", "CDX.NA.HY.HB.11",
"CDX_NA_HY_S11_HB__SWP_18/30", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWFC8", "CDX", 11, "NA HY HB", null, "HY", 16, 5,
null, 0.60001, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.12.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927169", "9815",
"CDX-NAHYHBS12V9 - 0614", "CDX.NA.HY.HB.12",
"CDX_NA_HY_S12_HB__SWP_23/30", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWFD6", "CDX", 12, "NA HY HB", null, "HY", 9, 5,
null, 0.76668, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.13.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927170", "9816",
"CDX-NAHYHBS13V3 - 1214", "CDX.NA.HY.HB.13",
"CDX_NA_HY_S13_HB__SWP_28/30", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWFE4", "CDX", 13, "NA HY HB", null, "HY", 3, 5,
null, 0.9333199999999999, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.14.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927171", "9817",
"CDX-NAHYHBS14V2 - 0615", "CDX.NA.HY.HB.14",
"CDX_NA_HY_S14_HB__SWP_29/30", 2455278, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWFF1", "CDX", 14, "NA HY HB", null, "HY", 2, 5,
null, 0.96666, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY HB.5Y.15.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927172", "9818",
"CDX-NAHYHBS15V2 - 1215", "CDX.NA.HY.HB.15",
"CDX_NA_HY_S15_HB__SWP_29/30", 2455460, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BWFG9", "CDX", 15, "NA HY HB", null, "HY", 2, 5,
null, 0.96666, 30, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.5.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927173", "9820",
"CDX-NAHYS5V20 - 1215", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_10YR_83/100", 2453651, 2457377, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRID4", "CDX", 5, "NA HY", null, "HY", 20, 10,
null, 0.8300000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.5.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927174", "9821",
"CDX-NAHYS5V20 - 1212", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_07YR_83/100", 2453651, 2456282, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRID4", "CDX", 5, "NA HY", null, "HY", 20, 7,
null, 0.8300000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.6.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927175", "9823",
"CDX-NAHYS6V18 - 0616", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_10YR_85/100", 2453823, 2457560, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIE2", "CDX", 6, "NA HY", null, "HY", 18, 10,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.10.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927176", "9839",
"CDX-NAHYS10V19 - 0615", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_07YR_85/100", 2454554, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRII3", "CDX", 10, "NA HY", null, "HY", 19, 7,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.10.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927177", "9840",
"CDX-NAHYS10V19 - 0618", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_10YR_85/100", 2454554, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRII3", "CDX", 10, "NA HY", null, "HY", 19, 10,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.10.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927178", "9841",
"CDX-NAHYS10V19 - 0613", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_85/100", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRII3", "CDX", 10, "NA HY", null, "HY", 19, 5,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.11.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927179", "9844",
"CDX-NAHYS11V19 - 1213", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_85/100", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIJ1", "CDX", 11, "NA HY", null, "HY", 19, 5,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.6.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927180", "9824",
"CDX-NAHYS6V18 - 0613", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_07YR_85/100", 2453823, 2456464, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIE2", "CDX", 6, "NA HY", null, "HY", 18, 7,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.11.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927181", "9845",
"CDX-NAHYS11V19 - 1211", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_03YR_85/100", 2454738, 2455916, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIJ1", "CDX", 11, "NA HY", null, "HY", 19, 3,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.7.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927182", "9826",
"CDX-NAHYS7V18 - 1213", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_07YR_85/100", 2454007, 2456647, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIF9", "CDX", 7, "NA HY", null, "HY", 18, 7,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.7.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927183", "9827",
"CDX-NAHYS7V18 - 1216", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_10YR_85/100", 2454007, 2457743, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIF9", "CDX", 7, "NA HY", null, "HY", 18, 10,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.7.18",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927184", "9828",
"CDX-NAHYS7V18 - 1211", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_85/100", 2454007, 2455916, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIF9", "CDX", 7, "NA HY", null, "HY", 18, 5,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.8.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927185", "9829",
"CDX-NAHYS8V19 - 0614", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_07YR_85/100", 2454188, 2456829, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIG7", "CDX", 8, "NA HY", null, "HY", 19, 7,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.8.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927186", "9831",
"CDX-NAHYS8V19 - 0612", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_85/100", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIG7", "CDX", 8, "NA HY", null, "HY", 19, 5,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.8.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927187", "9832",
"CDX-NAHYS8V19 - 0617", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_10YR_85/100", 2454188, 2457925, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIG7", "CDX", 8, "NA HY", null, "HY", 19, 10,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.9.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927188", "9834",
"CDX-NAHYS9V20 - 1214", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_07YR_84/100", 2454372, 2457012, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIH5", "CDX", 9, "NA HY", null, "HY", 20, 7,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.11.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927189", "9846",
"CDX-NAHYS11V19 - 1215", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_07YR_85/100", 2454738, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIJ1", "CDX", 11, "NA HY", null, "HY", 19, 7,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.9.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927190", "9835",
"CDX-NAHYS9V20 - 1217", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_10YR_84/100", 2454372, 2458108, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIH5", "CDX", 9, "NA HY", null, "HY", 20, 10,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.11.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927191", "9847",
"CDX-NAHYS11V19 - 1218", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_10YR_85/100", 2454738, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIJ1", "CDX", 11, "NA HY", null, "HY", 19, 10,
null, 0.85, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.9.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927192", "9836",
"CDX-NAHYS9V20 - 1212", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_84/100", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIH5", "CDX", 9, "NA HY", null, "HY", 20, 5,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.12.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927193", "9851",
"CDX-NAHYS12V10 - 0614", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_92/100", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIK8", "CDX", 12, "NA HY", null, "HY", 10, 5,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.12.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927194", "9852",
"CDX-NAHYS12V10 - 0616", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_07YR_92/100", 2454911, 2457560, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIK8", "CDX", 12, "NA HY", null, "HY", 10, 7,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.12.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927195", "9853",
"CDX-NAHYS12V10 - 0619", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_10YR_92/100", 2454911, 2458655, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIK8", "CDX", 12, "NA HY", null, "HY", 10, 10,
null, 0.92, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.7Y.5.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927200", "7034555",
"DJCDX-NAIGHVOLS5V1 - 1212", "Dow Jones CDX.NA.IG.HVOL.5",
"DJCDX_NA_IG_S5_HVOL_07Y_12/12", 2453635, 2456282, 0.0105, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AE3", "DJCDX", 5, "NA IG HVOL", null, "HV", 1, 7,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("TRACX.NA IG.10Y.1.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927201", "9365749",
"TRACXNA-S1V7 - 0913", "TRAC-X North America Series 1",
"TRACX_NA_IG_S1_100_9/13_93/100", 2452731, 2456556, 0.005, "USD",
"ACT/360", false, 0.4, 4, "TRACXNA-S1V7", "TRACX", 1, "NA IG", null, "IG", 7, 10,
null, 0.935, 100, 0, "NYC", false, false, true, null, "Trac-X"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927209", "9898",
"ITRAXX-LevXS2V21 - 0613", "iTraxx LevX Senior Series 2 Version 21",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 21 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJES8", "ITRAXX", 2, "LevX", null, "IG", 21, 5,
null, 0.7332, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927210", "9899",
"ITRAXX-LevXS3V20 - 1213", "iTraxx LevX Senior Series 3 Version 20",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 20 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJET6", "ITRAXX", 3, "LevX", null, "IG", 20, 5,
null, 0.7465999999999999, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.4.13",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927211", "9900",
"ITRAXX-LevXS4V13 - 0614", "iTraxx LevX Senior Series 4 Version 13",
"ITRAXX LEVX SENIOR SERIES 4 VERSION 13 EUR 1ST SEC RES I03 CDS", 2454911, 2456829, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJEU3", "ITRAXX", 4, "LevX", null, "IG", 13, 5,
null, 0.76, 50, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.5.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927212", "9896",
"ITRAXX-LevXS5V12 - 1214", "iTraxx LevX Senior Series 5 Version 12",
"ITRAXX LEVX SENIOR SERIES 5 VERSION 12 EUR 1ST SEC RES I03 CDS", 2455096, 2457012, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJEV1", "ITRAXX", 5, "LevX", null, "IG", 12, 5,
null, 0.725, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.6.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927213", "9897",
"ITRAXX-LevXS6V10 - 0615", "iTraxx LevX Senior Series 6 Version 10",
"ITRAXX LEVX SENIOR SERIES 6 VERSION 10 EUR 1ST SEC RES I03 CDS", 2455278, 2457194, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJEW9", "ITRAXX", 6, "LevX", null, "IG", 10, 5,
null, 0.775, 40, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.5.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927231", "29937",
"CDX-NAHYS5V21 - 1215", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_10YR_82/100", 2453651, 2457377, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIR3", "CDX", 5, "NA HY", null, "HY", 21, 10,
null, 0.8200000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.5.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927232", "29938",
"CDX-NAHYS5V21 - 1212", "Dow Jones CDX.NA.HY.5",
"CDX_NA_HY_S05_100_SWP_07YR_82/100", 2453651, 2456282, 0.0395, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIR3", "CDX", 5, "NA HY", null, "HY", 21, 7,
null, 0.8200000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.7Y.5.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927233", "29940",
"CDX-NAXOS5V6 - 1212", "Dow Jones CDX.NA.XO.5",
"DJCDX_NA_XO_S5_07YR_12/12_30/35", 2453635, 2456282, 0.02, "USD",
"ACT/360", false, 0.4, 4, "1D764IAZ0", "CDX", 5, "NA XO", null, "XO", 6, 7,
null, 0.85714, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA XO.10Y.5.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927234", "29941",
"CDX-NAXOS5V6 - 1215", "Dow Jones CDX.NA.XO.5",
"DJCDX_NA_XO_S5_10YR_12/15_30/35", 2453635, 2457377, 0.024, "USD",
"ACT/360", false, 0.4, 4, "1D764IAZ0", "CDX", 5, "NA XO", null, "XO", 6, 10,
null, 0.85714, 35, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.6.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927235", "29942",
"CDX-NAHYS6V19 - 0616", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_10YR_84/100", 2453823, 2457560, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIQ5", "CDX", 6, "NA HY", null, "HY", 19, 10,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.6.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927236", "29943",
"CDX-NAHYS6V19 - 0613", "Dow Jones CDX.NA.HY.6",
"CDX_NA_HY_S06_100_SWP_07YR_84/100", 2453823, 2456464, 0.0345, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIQ5", "CDX", 6, "NA HY", null, "HY", 19, 7,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.7.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927237", "29945",
"CDX-NAHYS7V19 - 1213", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_07YR_84/100", 2454007, 2456647, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIP7", "CDX", 7, "NA HY", null, "HY", 19, 7,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.7.19",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927238", "29946",
"CDX-NAHYS7V19 - 1216", "Dow Jones CDX.NA.HY.7",
"CDX_NA_HY_S07_100_SWP_10YR_84/100", 2454007, 2457743, 0.0325, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIP7", "CDX", 7, "NA HY", null, "HY", 19, 10,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.8.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927239", "29948",
"CDX-NAHYS8V20 - 0614", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_07YR_84/100", 2454188, 2456829, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIT9", "CDX", 8, "NA HY", null, "HY", 20, 7,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.8.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927240", "29949",
"CDX-NAHYS8V20 - 0612", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_84/100", 2454188, 2456099, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIT9", "CDX", 8, "NA HY", null, "HY", 20, 5,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.8.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927241", "29950",
"CDX-NAHYS8V20 - 0617", "CDX.NA.HY.8",
"CDX_NA_HY_S08_100_SWP_10YR_84/100", 2454188, 2457925, 0.0275, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIT9", "CDX", 8, "NA HY", null, "HY", 20, 10,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.8.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927242", "29952",
"CDX-NAHYBS8V10 - 0612", "CDX.NA.HY.B.8",
"CDX_NA_HY_S08_B___SWP_40/49", 2454188, 2456099, 0.025, "USD",
"ACT/360", false, 0.3, 4, "2I65BSET1", "CDX", 8, "NA HY B", null, "HY", 10, 5,
null, 0.81632, 49, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.9.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927243", "29953",
"CDX-NAHYS9V21 - 1214", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_07YR_83/100", 2454372, 2457012, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIS1", "CDX", 9, "NA HY", null, "HY", 21, 7,
null, 0.8300000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.9.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927244", "29954",
"CDX-NAHYS9V21 - 1217", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_10YR_83/100", 2454372, 2458108, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIS1", "CDX", 9, "NA HY", null, "HY", 21, 10,
null, 0.8300000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.9.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927245", "29956",
"CDX-NAHYS9V21 - 1212", "CDX.NA.HY.9",
"CDX_NA_HY_S09_100_SWP_83/100", 2454372, 2456282, 0.0375, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIS1", "CDX", 9, "NA HY", null, "HY", 21, 5,
null, 0.8300000000000001, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.9.12",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927246", "29958",
"CDX-NAHYBS9V12 - 1212", "CDX.NA.HY.B.9",
"CDX_NA_HY_S09_B___SWP_35/46", 2454372, 2456282, 0.035, "USD",
"ACT/360", false, 0.3, 4, "2I65BSES3", "CDX", 9, "NA HY B", null, "HY", 12, 5,
null, 0.76087, 46, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.10.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927247", "29959",
"CDX-NAHYS10V20 - 0615", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_07YR_84/100", 2454554, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRJB7", "CDX", 10, "NA HY", null, "HY", 20, 7,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.10.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927248", "29960",
"CDX-NAHYS10V20 - 0618", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_10YR_84/100", 2454554, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRJB7", "CDX", 10, "NA HY", null, "HY", 20, 10,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.10.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927249", "29961",
"CDX-NAHYS10V20 - 0613", "CDX.NA.HY.10",
"CDX_NA_HY_S10_100_SWP_84/100", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRJB7", "CDX", 10, "NA HY", null, "HY", 20, 5,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.10.10",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927250", "29965",
"CDX-NAHYBS10V10 - 0613", "CDX.NA.HY.B.10",
"CDX_NA_HY_S10_B___SWP_36/45", 2454554, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSEV6", "CDX", 10, "NA HY B", null, "HY", 10, 5,
null, 0.8000100000000001, 45, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.11.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927251", "29966",
"CDX-NAHYS11V20 - 1213", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_84/100", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRJA9", "CDX", 11, "NA HY", null, "HY", 20, 5,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.11.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927252", "29967",
"CDX-NAHYS11V20 - 1215", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_07YR_84/100", 2454738, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRJA9", "CDX", 11, "NA HY", null, "HY", 20, 7,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.11.20",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927253", "29968",
"CDX-NAHYS11V20 - 1218", "CDX.NA.HY.11",
"CDX_NA_HY_S11_100_SWP_10YR_84/100", 2454738, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRJA9", "CDX", 11, "NA HY", null, "HY", 20, 10,
null, 0.84, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.11.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927254", "29972",
"CDX-NAHYBS11V8 - 1213", "CDX.NA.HY.B.11",
"CDX_NA_HY_S11_B___SWP_29/36", 2454738, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSEU8", "CDX", 11, "NA HY B", null, "HY", 8, 5,
null, 0.80557, 36, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.12.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927255", "29973",
"CDX-NAHYS12V11 - 0614", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_91/100", 2454911, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIZ5", "CDX", 12, "NA HY", null, "HY", 11, 5,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.12.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927256", "29974",
"CDX-NAHYS12V11 - 0616", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_07YR_91/100", 2454911, 2457560, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIZ5", "CDX", 12, "NA HY", null, "HY", 11, 7,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.12.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927257", "29975",
"CDX-NAHYS12V11 - 0619", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_10YR_91/100", 2454911, 2458655, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIZ5", "CDX", 12, "NA HY", null, "HY", 11, 10,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.12.11",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927258", "29976",
"CDX-NAHYS12V11 - 0612", "CDX.NA.HY.12",
"CDX_NA_HY_S12_100_SWP_03YR_91/100", 2454911, 2456099, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIZ5", "CDX", 12, "NA HY", null, "HY", 11, 3,
null, 0.91, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.13.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927259", "29979",
"CDX-NAHYS13V5 - 1214", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_96/100", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIY8", "CDX", 13, "NA HY", null, "HY", 5, 5,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.13.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927260", "29981",
"CDX-NAHYS13V5 - 1212", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_03YR_96/100", 2455096, 2456282, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIY8", "CDX", 13, "NA HY", null, "HY", 5, 3,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.13.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927261", "29982",
"CDX-NAHYS13V5 - 1216", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_07YR_96/100", 2455096, 2457743, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIY8", "CDX", 13, "NA HY", null, "HY", 5, 7,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.17.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927275", "30067",
"LCDXNAS17V2 - 1216", "LCDX.NA.17",
"CDX_NA_LN_S17_100_99/100", 2455825, 2457743, 0.025, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GFK8", "LCDX", 17, "LCDXNA", null, "IG", 2, 5,
null, 0.99, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.13.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927280", "29983",
"CDX-NAHYS13V5 - 1219", "CDX.NA.HY.13",
"CDX_NA_HY_S13_100_SWP_10YR_96/100", 2455096, 2458838, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIY8", "CDX", 13, "NA HY", null, "HY", 5, 10,
null, 0.96, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.14.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927281", "29986",
"CDX-NAHYS14V4 - 0615", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP_97/100", 2455278, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIX0", "CDX", 14, "NA HY", null, "HY", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
return true;
}
private static final boolean InitCDXRefDataSet42()
{
UpdateCDXRefDataMap ("CDX.NA HY.3Y.14.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927282", "29988",
"CDX-NAHYS14V4 - 0613", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP_03YR_97/100", 2455278, 2456464, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIX0", "CDX", 14, "NA HY", null, "HY", 4, 3,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.14.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927283", "29991",
"CDX-NAHYS14V4 - 0617", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP_07YR_97/100", 2455278, 2457925, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIX0", "CDX", 14, "NA HY", null, "HY", 4, 7,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.14.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927284", "29992",
"CDX-NAHYS14V4 - 0620", "CDX.NA.HY.14",
"CDX_NA_HY_S14_100_SWP_10YR_97/100", 2455278, 2459021, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIX0", "CDX", 14, "NA HY", null, "HY", 4, 10,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.15.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927285", "29994",
"CDX-NAHYS15V4 - 1217", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP_07YR_97/100", 2455460, 2458108, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIW2", "CDX", 15, "NA HY", null, "HY", 4, 7,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.15.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927286", "29995",
"CDX-NAHYS15V4 - 1220", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP_10YR_97/100", 2455460, 2459204, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIW2", "CDX", 15, "NA HY", null, "HY", 4, 10,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.15.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927287", "29996",
"CDX-NAHYS15V4 - 1215", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP_97/100", 2455460, 2457377, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIW2", "CDX", 15, "NA HY", null, "HY", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.15.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927288", "29999",
"CDX-NAHYS15V4 - 1213", "CDX.NA.HY.15",
"CDX_NA_HY_S15_100_SWP_03YR_97/100", 2455460, 2456647, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIW2", "CDX", 15, "NA HY", null, "HY", 4, 3,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.16.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927289", "30001",
"CDX-NAHYS16V4 - 0616", "CDX.NA.HY.16",
"CDX_NA_HY_S16_100_SWP_97/100", 2455642, 2457560, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIV4", "CDX", 16, "NA HY", null, "HY", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.16.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927290", "30002",
"CDX-NAHYS16V4 - 0614", "CDX.NA.HY.16",
"CDX_NA_HY_S16_100_SWP_03YR_97/100", 2455642, 2456829, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIV4", "CDX", 16, "NA HY", null, "HY", 4, 3,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.16.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927291", "30003",
"CDX-NAHYS16V4 - 0618", "CDX.NA.HY.16",
"CDX_NA_HY_S16_100_SWP_07YR_97/100", 2455642, 2458290, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIV4", "CDX", 16, "NA HY", null, "HY", 4, 7,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.16.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927292", "30004",
"CDX-NAHYS16V4 - 0621", "CDX.NA.HY.16",
"CDX_NA_HY_S16_100_SWP_10YR_97/100", 2455642, 2459386, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIV4", "CDX", 16, "NA HY", null, "HY", 4, 10,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.17.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927293", "30010",
"CDX-NAHYS17V4 - 1216", "CDX.NA.HY.17",
"CDX_NA_HY_S17_100_SWP_97/100", 2455825, 2457743, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIU6", "CDX", 17, "NA HY", null, "HY", 4, 5,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.17.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927294", "30011",
"CDX-NAHYS17V4 - 1214", "CDX.NA.HY.17",
"CDX_NA_HY_S17_100_SWP_03YR_97/100", 2455825, 2457012, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIU6", "CDX", 17, "NA HY", null, "HY", 4, 3,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.17.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927295", "30012",
"CDX-NAHYS17V4 - 1218", "CDX.NA.HY.17",
"CDX_NA_HY_S17_100_SWP_07YR_97/100", 2455825, 2458473, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIU6", "CDX", 17, "NA HY", null, "HY", 4, 7,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.17.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927296", "30013",
"CDX-NAHYS17V4 - 1221", "CDX.NA.HY.17",
"CDX_NA_HY_S17_100_SWP_10YR_97/100", 2455825, 2459569, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRIU6", "CDX", 17, "NA HY", null, "HY", 4, 10,
null, 0.97, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.1.9",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927297", "30072",
"CDX-NAIGS1V9 - 0314", "Dow Jones CDX.NA.IG.1",
"DJCDX_NA_IG_S1_10Y_3/14_117/125", 2452934, 2456737, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCS2", "CDX", 1, "NA IG", null, "IG", 9, 10,
null, 0.9400000000000001, 124, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.1.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927298", "30073",
"CDX-NAIGHVOLS1V5 - 0314", "Dow Jones CDX.NA.IG.HVOL.1",
"DJCDX_NA_IG_S1_HIVOL_10Y_27/30", 2452934, 2456737, 0.0135, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BQ5", "CDX", 1, "NA IG HVOL", null, "HV", 5, 10,
null, 0.9000100000000001, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.10Y.2.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927299", "30075",
"DJCDX-NAIGHVOLS2V4 - 0914", "Dow Jones CDX.NA.IG.HVOL.2",
"DJCDX_NA_IG_S2_V3_HVOL_10Y_9/14_28/30", 2453088, 2456921, 0.013000000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BP7", "DJCDX", 2, "NA IG HVOL", null, "HV", 4, 10,
null, 0.93333, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.2.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927300", "30076",
"CDX-NAIGS2V8 - 0914", "Dow Jones CDX.NA.IG.2",
"DJCDX_NA_IG_S2_10Y_9/14_119/126", 2453088, 2456921, 0.008, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCR4", "CDX", 2, "NA IG", null, "IG", 8, 10,
null, 0.948, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.10Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927301", "30077",
"DJCDX-NAIGHVOLS3V3 - 0315", "Dow Jones CDX.NA.IG.HVOL.3",
"DJCDX_NA_IG_S3_HVOL_10Y_3/15_28/30", 2453270, 2457102, 0.0125, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BN2", "DJCDX", 3, "NA IG HVOL", null, "HV", 3, 10,
null, 0.93333, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("DJCDX.NA IG HVOL.7Y.3.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927302", "30078",
"DJCDX-NAIGHVOLS3V3 - 0312", "Dow Jones CDX.NA.IG.HVOL.3",
"DJCDX_NA_IG_S3_HVOL_07Y_3/12_28/30", 2453270, 2456007, 0.0115, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BN2", "DJCDX", 3, "NA IG HVOL", null, "HV", 3, 7,
null, 0.93333, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.3.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927303", "30079",
"CDX-NAIGS3V7 - 0312", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_07Y_3/12_119/126", 2453270, 2456008, 0.006, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCQ6", "CDX", 3, "NA IG", null, "IG", 7, 7,
null, 0.948, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.3.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927304", "30080",
"CDX-NAIGS3V7 - 0315", "Dow Jones CDX.NA.IG.3",
"DJCDX_NA_IG_S3_10Y_3/15_119/126", 2453270, 2457102, 0.007, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCQ6", "CDX", 3, "NA IG", null, "IG", 7, 10,
null, 0.948, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927305", "30081",
"CDX-NAIGHVOLS4V3 - 0612", "Dow Jones CDX.NA.IG.HVOL.4",
"DJCDX_NA_IG_S4_HVOL_07Y_6/12_28/30", 2453451, 2456099, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BM4", "CDX", 4, "NA IG HVOL", null, "HV", 3, 7,
null, 0.93333, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.4.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927306", "30083",
"CDX-NAIGHVOLS4V3 - 0615", "Dow Jones CDX.NA.IG.HVOL.4",
"DJCDX_NA_IG_S4_HVOL_10Y_6/15_28/30", 2453451, 2457194, 0.0115, "USD",
"ACT/360", false, 0.4, 4, "2I65B3BM4", "CDX", 4, "NA IG HVOL", null, "HV", 3, 10,
null, 0.93333, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.4.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927307", "30084",
"CDX-NAIGS4V7 - 0615", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_10Y_6/15_119/126", 2453451, 2457194, 0.006500000000000001, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCP8", "CDX", 4, "NA IG", null, "IG", 7, 10,
null, 0.948, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.4.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927308", "30085",
"CDX-NAIGS4V7 - 0612", "Dow Jones CDX.NA.IG.4",
"DJCDX_NA_IG_S4_07Y_6/12_119/126", 2453451, 2456099, 0.0055000000000000005, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCP8", "CDX", 4, "NA IG", null, "IG", 7, 7,
null, 0.948, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("TRACX.NA IG HB.10Y.2.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927309", "30167",
"TRACX-NAIGHBS2V4 - 0314", "Dow Jones TRAC-X NA SERIES 2 High Beta March 2014",
"TRACX_NA_IG_S2_HB_10Y_3/14_SWP_37/40", 2452916, 2456737, 0.01, "USD",
"ACT/360", false, 0.4, 4, "TRACX-NAIGHBS2V4", "TRACX", 2, "NA IG HB", null, "IG", 4, 10,
null, 0.925, 40, 0, "NYC", false, false, true, null, "Trac-X"));
UpdateCDXRefDataMap ("TRACX.NA IG.10Y.1.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927310", "30207",
"TRACXNA-S1V8 - 0913", "TRAC-X North America Series 1",
"TRACX_NA_IG_S1_100_9/13_92/100", 2452731, 2456556, 0.005, "USD",
"ACT/360", false, 0.4, 4, "TRACXNA-S1V8", "TRACX", 1, "NA IG", null, "IG", 8, 10,
null, 0.925, 100, 0, "NYC", false, false, true, null, "Trac-X"));
UpdateCDXRefDataMap ("TRACX.NA IG.10Y.2.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927311", "30200",
"TRACXNA-S2V6 - 0314", "Dow Jones TRAC-X NA SERIES 2 March 2014",
"TRACX_NA_IG_S2_10Y_3/14_SWP_95/100", 2452916, 2456737, 0.01, "USD",
"ACT/360", false, 0.4, 4, "TRACXNA-S2V6", "TRACX", 2, "NA IG", null, "IG", 6, 10,
null, 0.9550000000000001, 99, 0, "NYC", false, false, true, null, "Trac-X"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927316", "35404",
"ITRAXX-LevXS2V22 - 0613", "iTraxx LevX Senior Series 2 Version 22",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 22 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJEX7", "ITRAXX", 2, "LevX", null, "IG", 22, 5,
null, 0.72, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.21",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927317", "35406",
"ITRAXX-LevXS3V21 - 1213", "iTraxx LevX Senior Series 3 Version 21",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 21 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJEY5", "ITRAXX", 3, "LevX", null, "IG", 21, 5,
null, 0.7334, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.4.14",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927318", "35421",
"ITRAXX-LevXS4V14 - 0614", "iTraxx LevX Senior Series 4 Version 14",
"ITRAXX LEVX SENIOR SERIES 4 VERSION 14 EUR 1ST SEC RES I03 CDS", 2454911, 2456829, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJEZ2", "ITRAXX", 4, "LevX", null, "IG", 14, 5,
null, 0.74, 50, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.3Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927331", "42164",
"ITRAXX-EUROPES17V1 - 0615", "iTraxx Europe series 17 Version 1",
"ITRAXX-EUROPES17V1-0615 EUR SEN MMR I03 CDS", 2456007, 2457194, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAX3", "ITRAXX", 17, "EUROPE", "EUR", "IG", 1, 3,
"246985", 1, 125, 0, "LON", true, true, true, null, "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927332", "42165",
"ITRAXX-EUROPES17V1 - 0617", "iTraxx Europe series 17 Version 1",
"ITRAXX-EUROPES17V1-0617 EUR SEN MMR I03 CDS", 2456007, 2457925, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAX3", "ITRAXX", 17, "EUROPE", "EUR", "IG", 1, 5,
"246985", 1, 125, 0, "LON", true, true, true, null, "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.7Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927333", "42166",
"ITRAXX-EUROPES17V1 - 0619", "iTraxx Europe series 17 Version 1",
"ITRAXX-EUROPES17V1-0619 EUR SEN MMR I03 CDS", 2456007, 2458655, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAX3", "ITRAXX", 17, "EUROPE", "EUR", "IG", 1, 7,
"246985", 1, 125, 0, "LON", true, true, true, null, "EUR"));
UpdateCDXRefDataMap ("ITRAXX.EUROPE.10Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927334", "42167",
"ITRAXX-EUROPES17V1 - 0622", "iTraxx Europe series 17 Version 1",
"ITRAXX-EUROPES17V1-0622 EUR SEN MMR I03 CDS", 2456007, 2459751, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I666VAX3", "ITRAXX", 17, "EUROPE", "EUR", "IG", 1, 10,
"246985", 1, 125, 0, "LON", true, true, true, null, "EUR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927335", "42168",
"ITRAXX-XOVERS17V1 - 0615", "iTraxx Europe Crossover series 17 Version 1",
"ITRAXX-XOVERS17V1-0615 EUR SEN MMR I03 CDS", 2456007, 2457194, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCN6", "ITRAXX", 17, "XOVER", "XVR", "XO", 1, 3,
"246986", 1, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927336", "42169",
"ITRAXX-XOVERS17V1 - 0617", "iTraxx Europe Crossover series 17 Version 1",
"ITRAXX-XOVERS17V1-0617 EUR SEN MMR I03 CDS", 2456007, 2457925, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCN6", "ITRAXX", 17, "XOVER", "XVR", "XO", 1, 5,
"246986", 1, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927337", "42171",
"ITRAXX-XOVERS17V1 - 0619", "iTraxx Europe Crossover series 17 Version 1",
"ITRAXX-XOVERS17V1-0619 EUR SEN MMR I03 CDS", 2456007, 2458655, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCN6", "ITRAXX", 17, "XOVER", "XVR", "XO", 1, 7,
"246986", 1, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927338", "42172",
"ITRAXX-XOVERS17V1 - 0622", "iTraxx Europe Crossover series 17 Version 1",
"ITRAXX-XOVERS17V1-0622 EUR SEN MMR I03 CDS", 2456007, 2459751, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCN6", "ITRAXX", 17, "XOVER", "XVR", "XO", 1, 10,
"246986", 1, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.3Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927339", "42173",
"ITRAXX-HIVOLS17V1 - 0615", "iTraxx Europe HiVol series 17 Version 1",
"ITRAXX-HIVOLS17V1-0615 EUR SEN MMR I03 CDS", 2456007, 2457194, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAU0", "ITRAXX", 17, "HIVOL", "VOL", "HV", 1, 3,
"246987", 1, 30, 0, "LON", true, true, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927340", "42174",
"ITRAXX-HIVOLS17V1 - 0617", "iTraxx Europe HiVol series 17 Version 1",
"ITRAXX-HIVOLS17V1-0617 EUR SEN MMR I03 CDS", 2456007, 2457925, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAU0", "ITRAXX", 17, "HIVOL", "VOL", "HV", 1, 5,
"246987", 1, 30, 0, "LON", true, true, true, null, "VOL"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927342", "42186",
"USD ITRAXX-XOVERS17V1 - 0622", "iTraxx Europe Crossover series 17 Version 1",
"ITRAXX-XOVERS17V1-0622 USD SEN MMR I03 CDS", 2456007, 2459751, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KCN6", "USD ITRAXX", 17, "XOVER", "XVR", "XO", 1, 10,
null, 1, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSEN.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927343", "42187",
"USD ITRAXX-FINSENS17V1 - 0617", "iTraxx Europe Senior Financials series 17 Version 1",
"ITRAXX-FINSENS17V1-0617 USD SEN MMR I03 CDS", 2456007, 2457925, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667DAQ7", "USD ITRAXX", 17, "FINSEN", "SEN", "SENF", 1, 5,
null, 1, 25, 0, "LON", false, false, true, null, "SEN"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSEN.10Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927344", "42189",
"USD ITRAXX-FINSENS17V1 - 0622", "iTraxx Europe Senior Financials series 17 Version 1",
"ITRAXX-FINSENS17V1-0622 USD SEN MMR I03 CDS", 2456007, 2459751, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I667DAQ7", "USD ITRAXX", 17, "FINSEN", "SEN", "SENF", 1, 10,
null, 1, 25, 0, "LON", false, false, true, null, "SEN"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSUB.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927345", "42190",
"USD ITRAXX-FINSUBS17V1 - 0617", "iTraxx Europe Sub Financials series 17 Version 1",
"ITRAXX-FINSUBS17V1-0617 USD LT2 SUB MMR I03 CDS", 2456007, 2457925, 0.05, "USD",
"ACT/360", false, 0.2, 4, "2I667EAR3", "USD ITRAXX", 17, "FINSUB", "SUB", "SUBF", 1, 5,
null, 1, 25, 0, "LON", false, false, true, null, "SUB"));
UpdateCDXRefDataMap ("USD ITRAXX.FINSUB.10Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927346", "42191",
"USD ITRAXX-FINSUBS17V1 - 0622", "iTraxx Europe Sub Financials series 17 Version 1",
"ITRAXX-FINSUBS17V1-0622 USD LT2 SUB MMR I03 CDS", 2456007, 2459751, 0.05, "USD",
"ACT/360", false, 0.2, 4, "2I667EAR3", "USD ITRAXX", 17, "FINSUB", "SUB", "SUBF", 1, 10,
null, 1, 25, 0, "LON", false, false, true, null, "SUB"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927349", "42197",
"Itraxx-SovX West Eur S7V1 - 0617", "Itraxx SovX Western Europe Series 7 Version 1",
"ITRAXX-SOVX WEST EUR S7V1-0617 USD SEN RES I03 CDS", 2456007, 2457925, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAN1", "Itraxx", 7, "SovX West Eur", "SOV", "SOWE", 1, 5,
"246989", 1, 15, 0, "LON", true, true, true, null, "SOV"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.10Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927350", "42199",
"Itraxx-SovX West Eur S7V1 - 0622", "Itraxx SovX Western Europe Series 7 Version 1",
"ITRAXX-SOVX WEST EUR S7V1-0622 USD SEN RES I03 CDS", 2456007, 2459751, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAN1", "Itraxx", 7, "SovX West Eur", "SOV", "SOWE", 1, 10,
"246989", 1, 15, 0, "LON", true, true, true, null, "SOV"));
UpdateCDXRefDataMap ("ITRAXX.CEEMEA.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927351", "42201",
"ITRAXX-CEEMEAS7V1 - 0617", "iTraxx SovX CEEMEA Series 7 Version 1",
"ITRAXX-SOVX CEEMEA S7V1-0617 USD SEN RES I03 CDS", 2456007, 2457925, 0.01, "USD",
"ACT/360", false, 0.25, 4, "5C769NAG4", "ITRAXX", 7, "CEEMEA", "SOVXCEM", "SOCE", 1, 5,
null, 1, 15, 0, "LON", false, false, true, null, "SOVXCEM"));
UpdateCDXRefDataMap ("ITRAXX.CEEMEA.10Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927352", "42203",
"ITRAXX-CEEMEAS7V1 - 0622", "iTraxx SovX CEEMEA Series 7 Version 1",
"ITRAXX-SOVX CEEMEA S7V1-0622 USD SEN RES I03 CDS", 2456007, 2459751, 0.01, "USD",
"ACT/360", false, 0.25, 4, "5C769NAG4", "ITRAXX", 7, "CEEMEA", "SOVXCEM", "SOCE", 1, 10,
null, 1, 15, 0, "LON", false, false, true, null, "SOVXCEM"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.7Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927353", "42175",
"ITRAXX-HIVOLS17V1 - 0619", "iTraxx Europe HiVol series 17 Version 1",
"ITRAXX-HIVOLS17V1-0619 EUR SEN MMR I03 CDS", 2456007, 2458655, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAU0", "ITRAXX", 17, "HIVOL", "VOL", "HV", 1, 7,
"246987", 1, 30, 0, "LON", true, true, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.HIVOL.10Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927354", "42176",
"ITRAXX-HIVOLS17V1 - 0622", "iTraxx Europe HiVol series 17 Version 1",
"ITRAXX-HIVOLS17V1-0622 EUR SEN MMR I03 CDS", 2456007, 2459751, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667LAU0", "ITRAXX", 17, "HIVOL", "VOL", "HV", 1, 10,
"246987", 1, 30, 0, "LON", true, true, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927357", "42179",
"ITRAXX-FINSENS17V1 - 0617", "iTraxx Europe Senior Financials series 17 Version 1",
"ITRAXX-FINSENS17V1-0617 EUR SEN MMR I03 CDS", 2456007, 2457925, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAQ7", "ITRAXX", 17, "FINSEN", "SEN", "SENF", 1, 5,
"246990", 1, 25, 0, "LON", true, true, true, null, "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSEN.10Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927358", "42180",
"ITRAXX-FINSENS17V1 - 0622", "iTraxx Europe Senior Financials series 17 Version 1",
"ITRAXX-FINSENS17V1-0622 EUR SEN MMR I03 CDS", 2456007, 2459751, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I667DAQ7", "ITRAXX", 17, "FINSEN", "SEN", "SENF", 1, 10,
"246990", 1, 25, 0, "LON", true, true, true, null, "SEN"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927359", "42181",
"ITRAXX-FINSUBS17V1 - 0617", "iTraxx Europe Sub Financials series 17 Version 1",
"ITRAXX-FINSUBS17V1-0617 EUR LT2 SUB MMR I03 CDS", 2456007, 2457925, 0.05, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAR3", "ITRAXX", 17, "FINSUB", "SUB", "SUBF", 1, 5,
"246991", 1, 25, 0, "LON", true, true, true, null, "SUB"));
UpdateCDXRefDataMap ("ITRAXX.FINSUB.10Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927360", "42182",
"ITRAXX-FINSUBS17V1 - 0622", "iTraxx Europe Sub Financials series 17 Version 1",
"ITRAXX-FINSUBS17V1-0622 EUR LT2 SUB MMR I03 CDS", 2456007, 2459751, 0.05, "EUR",
"ACT/360", false, 0.2, 4, "2I667EAR3", "ITRAXX", 17, "FINSUB", "SUB", "SUBF", 1, 10,
"246991", 1, 25, 0, "LON", true, true, true, null, "SUB"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927361", "42183",
"USD ITRAXX-EUROPES17V1 - 0617", "iTraxx Europe series 17 Version 1",
"ITRAXX-EUROPES17V1-0617 USD SEN MMR I03 CDS", 2456007, 2457925, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I666VAX3", "USD ITRAXX", 17, "EUROPE", "EUR", "IG", 1, 5,
null, 1, 125, 0, "LON", false, false, true, null, "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.EUROPE.10Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927362", "42184",
"USD ITRAXX-EUROPES17V1 - 0622", "iTraxx Europe series 17 Version 1",
"ITRAXX-EUROPES17V1-0622 USD SEN MMR I03 CDS", 2456007, 2459751, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I666VAX3", "USD ITRAXX", 17, "EUROPE", "EUR", "IG", 1, 10,
null, 1, 125, 0, "LON", false, false, true, null, "EUR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927363", "42185",
"USD ITRAXX-XOVERS17V1 - 0617", "iTraxx Europe Crossover series 17 Version 1",
"ITRAXX-XOVERS17V1-0617 USD SEN MMR I03 CDS", 2456007, 2457925, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KCN6", "USD ITRAXX", 17, "XOVER", "XVR", "XO", 1, 5,
null, 1, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.AUSTRALIA.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927368", "42317",
"ITRAXX-AUSTRALIAS17V1 - 0617", "iTraxx Australia Series Number 17 Version 1",
"ITRAXX AUSTRALIA SERIES NUMBER 17 VERSION 1 USD SEN MR I03 CDS", 2456007, 2457925, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I668IAQ5", "ITRAXX", 17, "AUSTRALIA", null, "AUHG", 1, 5,
null, 1, 25, 0, "HKG", false, false, true, null, "Itraxx Australia"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927369", "42888",
"ITRAXX-JAPANS17V1 - 0617", "iTraxx Japan Series Number 17 Version 1",
"ITRAXX JAPAN SERIES NUMBER 17 VERSION 1 JPY SEN RES I03 CDS", 2456008, 2457925, 0.01, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668HBQ6", "ITRAXX", 17, "JAPAN", null, "JPHG", 1, 5,
null, 1, 50, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.ASIAXJ IG.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927370", "42875",
"ITRAXX-ASIAXJIGS17V1 - 0617", "iTraxx Asia ex-Japan IG Series Number 17 Version 1",
"ITRAXX ASIA EX-JAPAN IG SERIES NUMBER 17 VERSION 1 USD SEN RES I03 CDS", 2456007, 2457925, 0.01, "USD",
"ACT/360", false, 0.4, 4, "4ABCAMAJ5", "ITRAXX", 17, "ASIAXJ IG", null, "ASHG", 1, 5,
null, 1, 40, 0, "HKG", false, false, true, null, "i-Traxx-Asian"));
UpdateCDXRefDataMap ("ITRAXX.SOVXASIAPACIFIC.5Y.7.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927371", "42866",
"ITRAXX-SOVX-ASIA-PACIFICS7 - 0617", "ITraxx Sovx Asia-Pacific Series Number 7 Version 1",
"ITRAXX SOVX ASIA-PACIFIC SERIES NUMBER 7 VERSION 1 USD SEN RES I03 CDS", 2456007, 2457925, 0.01, "USD",
"ACT/360", false, 0.4, 4, "4ABCANAE4", "ITRAXX", 7, "SOVXASIAPACIFIC", null, "ASHG", 1, 5,
null, 1, 10, 0, "HKG", false, false, true, null, "Itraxx SovX"));
UpdateCDXRefDataMap ("CDX.NA HY V1 FXD.5Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927372", "42206",
"CDX-NAHYS18V1 FXD - 0617", "CDX.NA.HY.18",
"CDX_NA_HY_S18_100_FXD", 2456007, 2457925, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I65BRJC5 FXD", "CDX", 18, "NA HY V1 FXD", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.5Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927373", "42207",
"CDX-NAHYS18V1 - 0617", "CDX.NA.HY.18",
"CDX_NA_HY_S18_100_SWP", 2456007, 2457925, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRJC5", "CDX", 18, "NA HY", null, "HY", 1, 5,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.3Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927374", "42212",
"CDX-NAHYS18V1 - 0615", "CDX.NA.HY.18",
"CDX_NA_HY_S18_100_SWP_03YR", 2456007, 2457194, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRJC5", "CDX", 18, "NA HY", null, "HY", 1, 3,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.7Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927375", "42216",
"CDX-NAHYS18V1 - 0619", "CDX.NA.HY.18",
"CDX_NA_HY_S18_100_SWP_07YR", 2456007, 2458655, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRJC5", "CDX", 18, "NA HY", null, "HY", 1, 7,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY.10Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927376", "42217",
"CDX-NAHYS18V1 - 0622", "CDX.NA.HY.18",
"CDX_NA_HY_S18_100_SWP_10YR", 2456007, 2459751, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BRJC5", "CDX", 18, "NA HY", null, "HY", 1, 10,
null, 1, 100, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY B.5Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927377", "42221",
"CDX-NAHYBS18V1 - 0617", "CDX.NA.HY.B.18",
"CDX_NA_HY_S18_B___SWP", 2456007, 2457925, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BSKM9", "CDX", 18, "NA HY B", null, "HY", 1, 5,
null, 1, 44, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA HY BB.5Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927378", "42224",
"CDX-NAHYBBS18V1 - 0617", "CDX.NA.HY.BB.18",
"CDX_NA_HY_S18_BB__SWP", 2456007, 2457925, 0.05, "USD",
"ACT/360", false, 0.3, 4, "2I65BVBZ3", "CDX", 18, "NA HY BB", null, "HY", 1, 5,
null, 1, 43, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.3Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927381", "42228",
"CDX-NAIGS18V1 - 0615", "CDX.NA.IG.18",
"CDX_NA_IG_S18_03Y_06/15", 2456007, 2457194, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCO1", "CDX", 18, "NA IG", null, "IG", 1, 3,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927382", "42230",
"CDX-NAIGS18V1 - 0617", "CDX.NA.IG.18",
"CDX_NA_IG_S18_05Y_06/17", 2456007, 2457925, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCO1", "CDX", 18, "NA IG", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.5Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927383", "42231",
"CDX-NAIGS18V1 EUR - 0617", "CDX.NA.IG.18",
"CDX_NA_IG_S18_05Y_06/17_EUR", 2456007, 2457925, 0.01, "EUR",
"ACT/360", false, 0.4, 4, "2I65BYCO1", "CDX", 18, "NA IG", null, "IG", 1, 5,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.7Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927384", "42232",
"CDX-NAIGS18V1 - 0619", "CDX.NA.IG.18",
"CDX_NA_IG_S18_07Y_06/19", 2456007, 2458655, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCO1", "CDX", 18, "NA IG", null, "IG", 1, 7,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG.10Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927385", "42233",
"CDX-NAIGS18V1 - 0622", "CDX.NA.IG.18",
"CDX_NA_IG_S18_10Y_06/22", 2456007, 2459751, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65BYCO1", "CDX", 18, "NA IG", null, "IG", 1, 10,
null, 1, 125, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.3Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927386", "42241",
"CDX-NAIGHVOLS18V1 - 0615", "CDX.NA.IG.HVOL.18",
"CDX_NA_IG_S18_HVOL_03Y_06/15", 2456007, 2457194, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AT0", "CDX", 18, "NA IG HVOL", null, "HV", 1, 3,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.5Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927387", "42244",
"CDX-NAIGHVOLS18V1 - 0617", "CDX.NA.IG.HVOL.18",
"CDX_NA_IG_S18_HVOL_05Y_06/17", 2456007, 2457925, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AT0", "CDX", 18, "NA IG HVOL", null, "HV", 1, 5,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.EM.5Y.17.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927388", "42204",
"CDX-EMS17V1 - 0617", "CDX.EM.17",
"CDX EM 17 5YR", 2456007, 2457925, 0.05, "USD",
"ACT/360", false, 0.25, 4, "2I65BZAQ5", "CDX", 17, "EM", null, "EM", 1, 5,
null, 1, 15, 0, "NYC", false, false, false, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.7Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927393", "42245",
"CDX-NAIGHVOLS18V1 - 0619", "CDX.NA.IG.HVOL.18",
"CDX_NA_IG_S18_HVOL_07Y_06/19", 2456007, 2458655, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AT0", "CDX", 18, "NA IG HVOL", null, "HV", 1, 7,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("CDX.NA IG HVOL.10Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927395", "42675",
"CDX-NAIGHVOLS18V1 - 0622", "CDX.NA.IG.HVOL.18",
"CDX_NA_IG_S18_HVOL_10Y_06/22", 2456007, 2459751, 0.01, "USD",
"ACT/360", false, 0.4, 4, "2I65B3AT0", "CDX", 18, "NA IG HVOL", null, "HV", 1, 10,
null, 1, 30, 0, "NYC", false, false, true, null, "DJCDX"));
UpdateCDXRefDataMap ("LCDX.LCDXNA.5Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927397", "46731",
"LCDXNAS18V1 - 0617", "LCDX.NA.18",
"CDX_NA_LN_S18_100", 2456007, 2457925, 0.025, "USD",
"ACT/360", false, 0.7000000000000001, 4, "5F199GFR3", "LCDX", 18, "LCDXNA", null, "IG", 1, 5,
null, 1, 100, 0, "NYC", false, false, true, null, "LCDX"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.5Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927398", "49438",
"Itraxx-SovX West Eur S4V2 - 1215", "Itraxx SovX Western Europe Series 4 Version 2",
"ITRAXX-SOVX WEST EUR S4V2-1215 USD SEN RES I03 CDS", 2455460, 2457377, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAK7", "Itraxx", 4, "SovX West Eur", "SOV", "SOWE", 2, 5,
null, 0.9333, 15, 0, "LON", false, false, true, null, "SOV"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.10Y.4.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927399", "49439",
"Itraxx-SovX West Eur S4V2 - 1220", "Itraxx SovX Western Europe Series 4 Version 2",
"ITRAXX-SOVX WEST EUR S4V2-1220 USD SEN RES I03 CDS", 2455460, 2459204, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAK7", "Itraxx", 4, "SovX West Eur", "SOV", "SOWE", 2, 10,
null, 0.9333, 15, 0, "LON", false, false, true, null, "SOV"));
UpdateCDXRefDataMap ("ITRAXX.SOVXWE.5Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927400", "49415",
"ITRAXX-SOVXWES1V2 - 1214", "Itraxx SovX Western Europe Series 1 Version 2",
"ITRAXX-SOVX WEST EUR S1V2-1214 USD SEN RES I03 CDS", 2455103, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAG6", "ITRAXX", 1, "SOVXWE", "SOV", "SOWE", 2, 5,
null, 0.9333, 15, 0, "LON", false, false, true, null, "SOV"));
UpdateCDXRefDataMap ("ITRAXX.SOVXWE.10Y.1.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927401", "49430",
"ITRAXX-SOVXWES1V2 - 1219", "Itraxx SovX Western Europe Series 1 Version 2",
"ITRAXX-SOVX WEST EUR S1V2-1219 USD SEN RES I03 CDS", 2455103, 2458838, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAG6", "ITRAXX", 1, "SOVXWE", "SOV", "SOWE", 2, 10,
null, 0.9333, 15, 0, "LON", false, false, true, null, "SOV"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.5Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927402", "49444",
"Itraxx-SovX West Eur S5V2 - 0616", "Itraxx SovX Western Europe Series 5 Version 2",
"ITRAXX-SOVX WEST EUR S5V2-0616 USD SEN RES I03 CDS", 2455642, 2457560, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAL5", "Itraxx", 5, "SovX West Eur", "SOV", "SOWE", 2, 5,
"247006", 0.9333, 15, 0, "LON", true, true, true, null, "SOV"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.10Y.5.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927403", "49435",
"Itraxx-SovX West Eur S5V2 - 0621", "Itraxx SovX Western Europe Series 5 Version 2",
"ITRAXX-SOVX WEST EUR S5V2-0621 USD SEN RES I03 CDS", 2455642, 2459386, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAL5", "Itraxx", 5, "SovX West Eur", "SOV", "SOWE", 2, 10,
"247006", 0.9333, 15, 0, "LON", true, true, true, null, "SOV"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.5Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927404", "49472",
"Itraxx-SovX West Eur S2V2 - 1214", "Itraxx SovX Western Europe Series 2 Version 2",
"ITRAXX-SOVX WEST EUR S2V2-1214 USD SEN RES I03 CDS", 2455103, 2457012, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAH4", "Itraxx", 2, "SovX West Eur", "SOV", "SOWE", 2, 5,
"247008", 0.9333, 15, 0, "LON", true, true, true, null, "SOV"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.5Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927405", "49457",
"Itraxx-SovX West Eur S6V2 - 1216", "Itraxx SovX Western Europe Series 6 Version 2",
"ITRAXX-SOVX WEST EUR S6V2-1216 USD SEN RES I03 CDS", 2455825, 2457743, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAM3", "Itraxx", 6, "SovX West Eur", "SOV", "SOWE", 2, 5,
"247007", 0.9333, 15, 0, "LON", true, true, true, null, "SOV"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.10Y.2.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927406", "49424",
"Itraxx-SovX West Eur S2V2 - 1219", "Itraxx SovX Western Europe Series 2 Version 2",
"ITRAXX-SOVX WEST EUR S2V2-1219 USD SEN RES I03 CDS", 2455103, 2458838, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAH4", "Itraxx", 2, "SovX West Eur", "SOV", "SOWE", 2, 10,
"247008", 0.9333, 15, 0, "LON", true, true, true, null, "SOV"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.10Y.6.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927407", "49458",
"Itraxx-SovX West Eur S6V2 - 1221", "Itraxx SovX Western Europe Series 6 Version 2",
"ITRAXX-SOVX WEST EUR S6V2-1221 USD SEN RES I03 CDS", 2455825, 2459569, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAM3", "Itraxx", 6, "SovX West Eur", "SOV", "SOWE", 2, 10,
"247007", 0.9333, 15, 0, "LON", true, true, true, null, "SOV"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.10Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927409", "49431",
"Itraxx-SovX West Eur S3V2 - 0620", "Itraxx SovX Western Europe Series 3 Version 2",
"ITRAXX-SOVX WEST EUR S3V2-0620 USD SEN RES I03 CDS", 2455278, 2459021, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAJ0", "Itraxx", 3, "SovX West Eur", "SOV", "SOWE", 2, 10,
"247005", 0.9333, 15, 0, "LON", true, true, true, null, "SOV"));
UpdateCDXRefDataMap ("Itraxx.SovX West Eur.5Y.3.2",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927411", "49489",
"Itraxx-SovX West Eur S3V2 - 0615", "Itraxx SovX Western Europe Series 3 Version 2",
"ITRAXX-SOVX WEST EUR S3V2-0615 USD SEN RES I03 CDS", 2455278, 2457194, 0.01, "USD",
"ACT/360", false, 0.4, 4, "5C769MAJ0", "Itraxx", 3, "SovX West Eur", "SOV", "SOWE", 2, 5,
"247005", 0.9333, 15, 0, "LON", true, true, true, null, "SOV"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.23",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927412", "49448",
"ITRAXX-LevXS2V23 - 0613", "iTraxx LevX Senior Series 2 Version 23",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 23 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJFA6", "ITRAXX", 2, "LevX", null, "IG", 23, 5,
null, 0.7066, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
return true;
}
private static final boolean InitCDXRefDataSet43()
{
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.3.22",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927413", "49452",
"ITRAXX-LevXS3V22 - 1213", "iTraxx LevX Senior Series 3 Version 22",
"ITRAXX LEVX SENIOR SERIES 3 VERSION 22 EUR 1ST SEC RES I03 CDS", 2454739, 2456647, 0.0575, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJFB4", "ITRAXX", 3, "LevX", null, "IG", 22, 5,
null, 0.72, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.4.15",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927414", "49473",
"ITRAXX-LevXS4V15 - 0614", "iTraxx LevX Senior Series 4 Version 15",
"ITRAXX LEVX SENIOR SERIES 4 VERSION 15 EUR 1ST SEC RES I03 CDS", 2454911, 2456829, 0.05, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJFC2", "ITRAXX", 4, "LevX", null, "IG", 15, 5,
null, 0.72, 50, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.JAPAN80.5Y.7.5",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927427", "52959",
"ITRAXX-JAPAN80S7V5 - 0612", "iTraxx Japan 80 Series Number 7 Version 5",
"ITRAXX JAPAN 80 SERIES NUMBER 07 VERSION 5 JPY SEN RES I03 CDS", 2454180, 2456099, 0.0025, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "4ABCAHAI8", "ITRAXX", 7, "JAPAN80", null, "IG", 5, 5,
null, 0.9500000000000001, 79, 0, "TOK", false, false, true, null, "Itraxx Japan"));
UpdateCDXRefDataMap ("ITRAXX.JHIVOL.5Y.7.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927429", "52961",
"ITRAXX-JAPANHIVOLS7V6 - 0612", "iTraxx Japan HiVol Series Number 7 Version 6",
"ITRAXX JAPAN HIVOL SERIES NUMBER 07 VERSION 6 JPY SEN RES I03 CDS DEC 20 2012", 2454180, 2456099, 0.006, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MBJ1", "ITRAXX", 7, "JHIVOL", "VOL", "HV", 6, 5,
null, 0.8, 24, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.8.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927430", "52972",
"ITRAXX-JAPANHIVOLS8V6 - 1212", "iTraxx Japan HiVol Series Number 8 Version 6",
"ITRAXX JAPAN HIVOL SERIES NUMBER 08 VERSION 6 JPY SEN RES I03 CDS", 2454364, 2456282, 0.007500000000000001, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MBK8", "ITRAXX", 8, "JAPANHIVOL", "VOL", "HV", 6, 5,
null, 0.8, 25, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("ITRAXX.JAPANHIVOL.5Y.9.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927431", "52964",
"ITRAXX-JAPANHIVOLS9V6 - 0613", "iTraxx Japan HiVol Series Number 9 Version 6",
"ITRAXX JAPAN HIVOL SERIES NUMBER 09 VERSION 6 JPY SEN RES I03 CDS", 2454546, 2456464, 0.035, "JPY",
"ACT/360", false, 0.35000000000000003, 4, "2I668MBL6", "ITRAXX", 9, "JAPANHIVOL", "VOL", "HV", 6, 5,
null, 0.8, 25, 0, "TOK", false, false, true, null, "VOL"));
UpdateCDXRefDataMap ("MCDXNAS18V1.MCDXNA.3Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927434", "46770",
"MCDXNAS18V1 - 0615", "MCDX.NA.18",
"MCDX SERIES 18 3Y", 2456007, 2457194, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAI8", "MCDXNAS18V1", 18, "MCDXNA", null, "IG", 1, 3,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("MCDXNAS18V1.MCDXNA.5Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927435", "46762",
"MCDXNAS18V1 - 0617", "MCDX.NA.18",
"MCDX SERIES 18 5Y", 2456007, 2457925, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAI8", "MCDXNAS18V1", 18, "MCDXNA", null, "IG", 1, 5,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("MCDXNAS18V1.MCDXNA.10Y.18.1",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927436", "46759",
"MCDXNAS18V1 - 0622", "MCDX.NA.18",
"MCDX.NA.18 V1 10Y", 2456007, 2459751, 0.01, "USD",
"ACT/360", false, 0.75, 4, "5A79DPAI8", "MCDXNAS18V1", 18, "MCDXNA", null, "IG", 1, 10,
null, 1, 50, 0, "NYC", false, false, true, null, "CDX"));
UpdateCDXRefDataMap ("ITRAXX.LevX.5Y.2.24",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927437", "55845",
"ITRAXX-LevXS2V24 - 0613", "iTraxx LevX Senior Series 2 Version 24",
"ITRAXX LEVX SENIOR SERIES 2 VERSION 24 EUR 1ST SEC RES I03 CDS", 2454543, 2456464, 0.052500000000000005, "EUR",
"ACT/360", false, 0.7000000000000001, 4, "4ABCAJKM4", "ITRAXX", 2, "LevX", null, "IG", 24, 5,
null, 0.6931999999999999, 75, 0, "LON", false, false, true, null, "Itraxx LevX"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.9.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927440", "56462",
"ITRAXX-XOVERS9V8 - 0615", "iTraxx Europe Crossover series 9 Version 8",
"ITRAXX-XOVERS9V8-0615 EUR SEN MMR I03 CDS", 2454546, 2457194, 0.0645, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCW6", "ITRAXX", 9, "XOVER", "XVR", "XO", 8, 7,
"247025", 0.88, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.9.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927441", "56466",
"ITRAXX-XOVERS9V8 - 0618", "iTraxx Europe Crossover series 9 Version 8",
"ITRAXX-XOVERS9V8-0618 EUR SEN MMR I03 CDS", 2454546, 2458290, 0.064, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCW6", "ITRAXX", 9, "XOVER", "XVR", "XO", 8, 10,
"247025", 0.88, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.9.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927442", "56491",
"USD ITRAXX-XOVERS9V8 - 0613", "iTraxx Europe Crossover series 9 Version 8",
"ITRAXX-XOVERS9V8-0613 USD SEN MMR I03 CDS", 2454546, 2456464, 0.065, "USD",
"ACT/360", false, 0.4, 4, "2I667KCW6", "USD ITRAXX", 9, "XOVER", "XVR", "XO", 8, 5,
null, 0.88, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.10.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927443", "56468",
"ITRAXX-XOVERS10V7 - 1215", "iTraxx Europe Crossover series 10 Version 7",
"ITRAXX-XOVERS10V7-1215 EUR SEN MMR I03 CDS", 2454739, 2457377, 0.055, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCQ9", "ITRAXX", 10, "XOVER", "XVR", "XO", 7, 7,
"247026", 0.9, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.10.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927444", "56461",
"ITRAXX-XOVERS10V7 - 1218", "iTraxx Europe Crossover series 10 Version 7",
"ITRAXX-XOVERS10V7-1218 EUR SEN MMR I03 CDS", 2454739, 2458473, 0.054, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCQ9", "ITRAXX", 10, "XOVER", "XVR", "XO", 7, 10,
"247026", 0.9, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.10.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927445", "56501",
"USD ITRAXX-XOVERS10V7 - 1213", "iTraxx Europe Crossover series 10 Version 7",
"ITRAXX-XOVERS10V7-1213 USD SEN MMR I03 CDS", 2454739, 2456647, 0.056, "USD",
"ACT/360", false, 0.4, 4, "2I667KCQ9", "USD ITRAXX", 10, "XOVER", "XVR", "XO", 7, 5,
null, 0.9, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.10.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927446", "56465",
"ITRAXX-XOVERS10V7 - 1213", "iTraxx Europe Crossover series 10 Version 7",
"ITRAXX-XOVERS10V7-1213 EUR SEN MMR I03 CDS", 2454739, 2456647, 0.056, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCQ9", "ITRAXX", 10, "XOVER", "XVR", "XO", 7, 5,
"247026", 0.9, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.10.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927447", "56505",
"USD ITRAXX-XOVERS10V7 - 1218", "iTraxx Europe Crossover series 10 Version 7",
"ITRAXX-XOVERS10V7-1218 USD SEN MMR I03 CDS", 2454739, 2458473, 0.054, "USD",
"ACT/360", false, 0.4, 4, "2I667KCQ9", "USD ITRAXX", 10, "XOVER", "XVR", "XO", 7, 10,
null, 0.9, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.11.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927448", "56469",
"ITRAXX-XOVERS11V4 - 0619", "iTraxx Europe Crossover series 11 Version 4",
"ITRAXX-XOVERS11V4-0619 EUR SEN MMR I03 CDS", 2454911, 2458655, 0.082, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCR7", "ITRAXX", 11, "XOVER", "XVR", "XO", 4, 10,
"247032", 0.9333, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.11.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927449", "56511",
"USD ITRAXX-XOVERS11V4 - 0614", "iTraxx Europe Crossover series 11 Version 4",
"ITRAXX-XOVERS11V4-0614 USD SEN MMR I03 CDS", 2454911, 2456829, 0.0975, "USD",
"ACT/360", false, 0.4, 4, "2I667KCR7", "USD ITRAXX", 11, "XOVER", "XVR", "XO", 4, 5,
null, 0.9333, 45, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.6.6",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927450", "56481",
"ITRAXX-XOVERS6V6 - 1216", "iTraxx Europe Crossover series 6 Version 6",
"ITRAXX-XOVERS6V6-1216 EUR SEN MMR I03 CDS", 2453999, 2457743, 0.0345, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCT3", "ITRAXX", 6, "XOVER", "XVR", "XO", 6, 10,
"247027", 0.9109999999999999, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.7.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927451", "56486",
"ITRAXX-XOVERS7V7 - 0614", "iTraxx Europe Crossover series 7 Version 7",
"ITRAXX-XOVERS7V7-0614 EUR SEN MMR I03 CDS", 2454180, 2456829, 0.0275, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCU0", "ITRAXX", 7, "XOVER", "XVR", "XO", 7, 7,
"247028", 0.9, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.7.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927452", "56492",
"ITRAXX-XOVERS7V7 - 0612", "iTraxx Europe Crossover series 7 Version 7",
"ITRAXX-XOVERS7V7-0612 EUR SEN MMR I03 CDS", 2454180, 2456099, 0.023, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCU0", "ITRAXX", 7, "XOVER", "XVR", "XO", 7, 5,
"247028", 0.9, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.7.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927453", "56500",
"ITRAXX-XOVERS7V7 - 0617", "iTraxx Europe Crossover series 7 Version 7",
"ITRAXX-XOVERS7V7-0617 EUR SEN MMR I03 CDS", 2454180, 2457925, 0.032, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCU0", "ITRAXX", 7, "XOVER", "XVR", "XO", 7, 10,
"247028", 0.9, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.7.7",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927454", "56488",
"USD ITRAXX-XOVERS7V7 - 0612", "iTraxx Europe Crossover series 7 Version 7",
"ITRAXX-XOVERS7V7-0612 USD SEN MMR I03 CDS", 2454180, 2456099, 0.023, "USD",
"ACT/360", false, 0.4, 4, "2I667KCU0", "USD ITRAXX", 7, "XOVER", "XVR", "XO", 7, 5,
null, 0.9, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.13.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927455", "56498",
"ITRAXX-XOVERS13V4 - 0615", "iTraxx Europe Crossover series 13 Version 4",
"ITRAXX-XOVERS13V4-0615 EUR SEN MMR I03 CDS", 2455278, 2457194, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCX4", "ITRAXX", 13, "XOVER", "XVR", "XO", 4, 5,
"247030", 0.96, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.8.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927456", "56503",
"ITRAXX-XOVERS8V8 - 1212", "iTraxx Europe Crossover series 8 Version 8",
"ITRAXX-XOVERS8V8-1212 EUR SEN MMR I03 CDS", 2454364, 2456282, 0.0375, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCV8", "ITRAXX", 8, "XOVER", "XVR", "XO", 8, 5,
"247029", 0.88, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.8.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927457", "56457",
"ITRAXX-XOVERS8V8 - 1217", "iTraxx Europe Crossover series 8 Version 8",
"ITRAXX-XOVERS8V8-1217 EUR SEN MMR I03 CDS", 2454364, 2458108, 0.046, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCV8", "ITRAXX", 8, "XOVER", "XVR", "XO", 8, 10,
"247029", 0.88, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.13.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927458", "56504",
"ITRAXX-XOVERS13V4 - 0617", "iTraxx Europe Crossover series 13 Version 4",
"ITRAXX-XOVERS13V4-0617 EUR SEN MMR I03 CDS", 2455278, 2457925, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCX4", "ITRAXX", 13, "XOVER", "XVR", "XO", 4, 7,
"247030", 0.96, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.8.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927459", "56514",
"USD ITRAXX-XOVERS8V8 - 1212", "iTraxx Europe Crossover series 8 Version 8",
"ITRAXX-XOVERS8V8-1212 USD SEN MMR I03 CDS", 2454364, 2456282, 0.0375, "USD",
"ACT/360", false, 0.4, 4, "2I667KCV8", "USD ITRAXX", 8, "XOVER", "XVR", "XO", 8, 5,
null, 0.88, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.8.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927460", "56523",
"ITRAXX-XOVERS8V8 - 1214", "iTraxx Europe Crossover series 8 Version 8",
"ITRAXX-XOVERS8V8-1214 EUR SEN MMR I03 CDS", 2454364, 2457012, 0.039, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCV8", "ITRAXX", 8, "XOVER", "XVR", "XO", 8, 7,
"247029", 0.88, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.9.8",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927461", "56459",
"ITRAXX-XOVERS9V8 - 0613", "iTraxx Europe Crossover series 9 Version 8",
"ITRAXX-XOVERS9V8-0613 EUR SEN MMR I03 CDS", 2454546, 2456464, 0.065, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCW6", "ITRAXX", 9, "XOVER", "XVR", "XO", 8, 5,
"247025", 0.88, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.13.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927462", "56518",
"ITRAXX-XOVERS13V4 - 0620", "iTraxx Europe Crossover series 13 Version 4",
"ITRAXX-XOVERS13V4-0620 EUR SEN MMR I03 CDS", 2455278, 2459021, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCX4", "ITRAXX", 13, "XOVER", "XVR", "XO", 4, 10,
"247030", 0.96, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.13.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927463", "56521",
"USD ITRAXX-XOVERS13V4 - 0615", "iTraxx Europe Crossover series 13 Version 4",
"ITRAXX-XOVERS13V4-0615 USD SEN MMR I03 CDS", 2455278, 2457194, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KCX4", "USD ITRAXX", 13, "XOVER", "XVR", "XO", 4, 5,
null, 0.96, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.13.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927464", "56533",
"USD ITRAXX-XOVERS13V4 - 0620", "iTraxx Europe Crossover series 13 Version 4",
"ITRAXX-XOVERS13V4-0620 USD SEN MMR I03 CDS", 2455278, 2459021, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KCX4", "USD ITRAXX", 13, "XOVER", "XVR", "XO", 4, 10,
null, 0.96, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.14.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927465", "56516",
"USD ITRAXX-XOVERS14V3 - 1215", "iTraxx Europe Crossover series 14 Version 3",
"ITRAXX-XOVERS14V3-1215 USD SEN MMR I03 CDS", 2455460, 2457377, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KCP1", "USD ITRAXX", 14, "XOVER", "XVR", "XO", 3, 5,
null, 0.96, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.14.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927466", "56520",
"USD ITRAXX-XOVERS14V3 - 1220", "iTraxx Europe Crossover series 14 Version 3",
"ITRAXX-XOVERS14V3-1220 USD SEN MMR I03 CDS", 2455460, 2459204, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KCP1", "USD ITRAXX", 14, "XOVER", "XVR", "XO", 3, 10,
null, 0.96, 50, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.14.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927467", "56508",
"ITRAXX-XOVERS14V3 - 1213", "iTraxx Europe Crossover series 14 Version 3",
"ITRAXX-XOVERS14V3-1213 EUR SEN MMR I03 CDS", 2455460, 2456647, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCP1", "ITRAXX", 14, "XOVER", "XVR", "XO", 3, 3,
"247031", 0.96, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.14.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927468", "56512",
"ITRAXX-XOVERS14V3 - 1215", "iTraxx Europe Crossover series 14 Version 3",
"ITRAXX-XOVERS14V3-1215 EUR SEN MMR I03 CDS", 2455460, 2457377, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCP1", "ITRAXX", 14, "XOVER", "XVR", "XO", 3, 5,
"247031", 0.96, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.14.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927469", "56475",
"ITRAXX-XOVERS14V3 - 1217", "iTraxx Europe Crossover series 14 Version 3",
"ITRAXX-XOVERS14V3-1217 EUR SEN MMR I03 CDS", 2455460, 2458108, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCP1", "ITRAXX", 14, "XOVER", "XVR", "XO", 3, 7,
"247031", 0.96, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.14.3",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927470", "56478",
"ITRAXX-XOVERS14V3 - 1220", "iTraxx Europe Crossover series 14 Version 3",
"ITRAXX-XOVERS14V3-1220 EUR SEN MMR I03 CDS", 2455460, 2459204, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCP1", "ITRAXX", 14, "XOVER", "XVR", "XO", 3, 10,
"247031", 0.96, 50, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.11.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927471", "56479",
"USD ITRAXX-XOVERS11V4 - 0619", "iTraxx Europe Crossover series 11 Version 4",
"ITRAXX-XOVERS11V4-0619 USD SEN MMR I03 CDS", 2454911, 2458655, 0.082, "USD",
"ACT/360", false, 0.4, 4, "2I667KCR7", "USD ITRAXX", 11, "XOVER", "XVR", "XO", 4, 10,
null, 0.9333, 45, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.11.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927472", "56476",
"ITRAXX-XOVERS11V4 - 0612", "iTraxx Europe Crossover series 11 Version 4",
"ITRAXX-XOVERS11V4-0612 EUR SEN MMR I03 CDS", 2454911, 2456099, 0.11, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCR7", "ITRAXX", 11, "XOVER", "XVR", "XO", 4, 3,
"247032", 0.9333, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.11.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927473", "56477",
"ITRAXX-XOVERS11V4 - 0614", "iTraxx Europe Crossover series 11 Version 4",
"ITRAXX-XOVERS11V4-0614 EUR SEN MMR I03 CDS", 2454911, 2456829, 0.0975, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCR7", "ITRAXX", 11, "XOVER", "XVR", "XO", 4, 5,
"247032", 0.9333, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.11.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927474", "56458",
"ITRAXX-XOVERS11V4 - 0616", "iTraxx Europe Crossover series 11 Version 4",
"ITRAXX-XOVERS11V4-0616 EUR SEN MMR I03 CDS", 2454911, 2457560, 0.08800000000000001, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCR7", "ITRAXX", 11, "XOVER", "XVR", "XO", 4, 7,
"247032", 0.9333, 45, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.12.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927475", "56463",
"ITRAXX-XOVERS12V4 - 1212", "iTraxx Europe Crossover series 12 VERSION 4",
"ITRAXX-XOVERS12V4-1212 EUR SEN MMR I03 CDS", 2455096, 2456282, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCS5", "ITRAXX", 12, "XOVER", "XVR", "XO", 4, 3,
"247033", 0.96, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.5Y.12.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927476", "56467",
"ITRAXX-XOVERS12V4 - 1214", "iTraxx Europe Crossover series 12 Version 4",
"ITRAXX-XOVERS12V4-1214 EUR SEN MMR I03 CDS", 2455096, 2457012, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCS5", "ITRAXX", 12, "XOVER", "XVR", "XO", 4, 5,
"247033", 0.96, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.7Y.12.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927477", "56470",
"ITRAXX-XOVERS12V4 - 1216", "iTraxx Europe Crossover series 12 Version 4",
"ITRAXX-XOVERS12V4-1216 EUR SEN MMR I03 CDS", 2455096, 2457743, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCS5", "ITRAXX", 12, "XOVER", "XVR", "XO", 4, 7,
"247033", 0.96, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.10Y.12.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927478", "56474",
"ITRAXX-XOVERS12V4 - 1219", "iTraxx Europe Crossover series 12 Version 4",
"ITRAXX-XOVERS12V4-1219 EUR SEN MMR I03 CDS", 2455096, 2458838, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCS5", "ITRAXX", 12, "XOVER", "XVR", "XO", 4, 10,
"247033", 0.96, 51, 0, "LON", true, true, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.5Y.12.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927479", "56485",
"USD ITRAXX-XOVERS12V4 - 1214", "iTraxx Europe Crossover series 12 Version 4",
"ITRAXX-XOVERS12V4-1214 USD SEN MMR I03 CDS", 2455096, 2457012, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KCS5", "USD ITRAXX", 12, "XOVER", "XVR", "XO", 4, 5,
null, 0.96, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("USD ITRAXX.XOVER.10Y.12.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927480", "56490",
"USD ITRAXX-XOVERS12V4 - 1219", "iTraxx Europe Crossover series 12 Version 4",
"ITRAXX-XOVERS12V4-1219 USD SEN MMR I03 CDS", 2455096, 2458838, 0.05, "USD",
"ACT/360", false, 0.4, 4, "2I667KCS5", "USD ITRAXX", 12, "XOVER", "XVR", "XO", 4, 10,
null, 0.96, 51, 0, "LON", false, false, true, null, "XVR"));
UpdateCDXRefDataMap ("ITRAXX.XOVER.3Y.13.4",
org.drip.product.params.CDXRefDataParams.CreateCDXRefDataBuilder ("927481", "56487",
"ITRAXX-XOVERS13V4 - 0613", "iTraxx Europe Crossover series 13 Version 4",
"ITRAXX-XOVERS13V4-0613 EUR SEN MMR I03 CDS", 2455278, 2456464, 0.05, "EUR",
"ACT/360", false, 0.4, 4, "2I667KCX4", "ITRAXX", 13, "XOVER", "XVR", "XO", 4, 3,
"247030", 0.96, 51, 0, "LON", true, true, true, null, "XVR"));
return true;
}
public static final boolean InitFullCDXRefDataSet()
{
if (!InitCDXRefDataSet1()) return false;
if (!InitCDXRefDataSet2()) return false;
if (!InitCDXRefDataSet3()) return false;
if (!InitCDXRefDataSet4()) return false;
if (!InitCDXRefDataSet5()) return false;
if (!InitCDXRefDataSet6()) return false;
if (!InitCDXRefDataSet7()) return false;
if (!InitCDXRefDataSet8()) return false;
if (!InitCDXRefDataSet9()) return false;
if (!InitCDXRefDataSet10()) return false;
if (!InitCDXRefDataSet11()) return false;
if (!InitCDXRefDataSet12()) return false;
if (!InitCDXRefDataSet13()) return false;
if (!InitCDXRefDataSet14()) return false;
if (!InitCDXRefDataSet15()) return false;
if (!InitCDXRefDataSet16()) return false;
if (!InitCDXRefDataSet17()) return false;
if (!InitCDXRefDataSet18()) return false;
if (!InitCDXRefDataSet19()) return false;
if (!InitCDXRefDataSet20()) return false;
if (!InitCDXRefDataSet21()) return false;
if (!InitCDXRefDataSet22()) return false;
if (!InitCDXRefDataSet23()) return false;
if (!InitCDXRefDataSet24()) return false;
if (!InitCDXRefDataSet25()) return false;
if (!InitCDXRefDataSet26()) return false;
if (!InitCDXRefDataSet27()) return false;
if (!InitCDXRefDataSet28()) return false;
if (!InitCDXRefDataSet29()) return false;
if (!InitCDXRefDataSet30()) return false;
if (!InitCDXRefDataSet31()) return false;
if (!InitCDXRefDataSet32()) return false;
if (!InitCDXRefDataSet33()) return false;
if (!InitCDXRefDataSet34()) return false;
if (!InitCDXRefDataSet35()) return false;
if (!InitCDXRefDataSet36()) return false;
if (!InitCDXRefDataSet37()) return false;
if (!InitCDXRefDataSet38()) return false;
if (!InitCDXRefDataSet39()) return false;
if (!InitCDXRefDataSet40()) return false;
if (!InitCDXRefDataSet41()) return false;
if (!InitCDXRefDataSet42()) return false;
if (!InitCDXRefDataSet43()) return false;
return true;
}
}