StandardCDXManager.java

  1. package org.drip.service.env;

  3. /*
  4.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  5.  */

  7. /*!
  8.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  12.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  13.  * Copyright (C) 2015 Lakshmi Krishnamurthy
  14.  * Copyright (C) 2014 Lakshmi Krishnamurthy
  15.  * Copyright (C) 2013 Lakshmi Krishnamurthy
  16.  * Copyright (C) 2012 Lakshmi Krishnamurthy
  17.  * 
  18.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  19.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  20.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  21.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  22.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  23.  *      and computational support.
  24.  *  
  25.  *      https://lakshmidrip.github.io/DROP/
  26.  *  
  27.  *  DROP is composed of three modules:
  28.  *  
  29.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  30.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  31.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  32.  * 
  33.  *  DROP Product Core implements libraries for the following:
  34.  *  - Fixed Income Analytics
  35.  *  - Loan Analytics
  36.  *  - Transaction Cost Analytics
  37.  * 
  38.  *  DROP Portfolio Core implements libraries for the following:
  39.  *  - Asset Allocation Analytics
  40.  *  - Asset Liability Management Analytics
  41.  *  - Capital Estimation Analytics
  42.  *  - Exposure Analytics
  43.  *  - Margin Analytics
  44.  *  - XVA Analytics
  45.  * 
  46.  *  DROP Computational Core implements libraries for the following:
  47.  *  - Algorithm Support
  48.  *  - Computation Support
  49.  *  - Function Analysis
  50.  *  - Model Validation
  51.  *  - Numerical Analysis
  52.  *  - Numerical Optimizer
  53.  *  - Spline Builder
  54.  *  - Statistical Learning
  55.  * 
  56.  *  Documentation for DROP is Spread Over:
  57.  * 
  58.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  59.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  60.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  61.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  62.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  63.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  64.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  65.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  66.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  67.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  68.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  69.  * 
  70.  *  Licensed under the Apache License, Version 2.0 (the "License");
  71.  *      you may not use this file except in compliance with the License.
  72.  *   
  73.  *  You may obtain a copy of the License at
  74.  *      http://www.apache.org/licenses/LICENSE-2.0
  75.  *  
  76.  *  Unless required by applicable law or agreed to in writing, software
  77.  *      distributed under the License is distributed on an "AS IS" BASIS,
  78.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  79.  *  
  80.  *  See the License for the specific language governing permissions and
  81.  *      limitations under the License.
  82.  */

  84. /**
  85.  * <i>StandardCDXManager</i> implements the creation and the static details of the all the NA, EU, SovX,
  86.  * EMEA, and ASIA standardized CDS indices. It exposes the following functionality:
  87.  * 
  88.  * <br><br>
  89.  *  <ul>
  90.  *      <li>
  91.  *          Retrieve the full set of pre-set/pre-loaded CDX names/descriptions.
  92.  *      </li>
  93.  *      <li>
  94.  *          Retrieve all the CDX's given an index name.
  95.  *      </li>
  96.  *      <li>
  97.  *          Get the index, index series, and the effective/maturity dates for a given CDX.
  98.  *      </li>
  99.  *      <li>
  100.  *          Get all the on-the-runs for an index, date, and tenor.
  101.  *      </li>
  102.  *      <li>
  103.  *          Retrieve the full basket product corresponding to NA/EU/ASIA IG/HY/EM and other available
  104.  *              standard CDX.
  105.  *      </li>
  106.  *      <li>
  107.  *          Build a custom CDX product.
  108.  *      </li>
  109.  *  </ul>
  110.  * 
  111.  * <br><br>
  112.  *  <ul>
  113.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  114.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationSupportLibrary.md">Computation Support</a></li>
  115.  *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/service/README.md">Environment, Product/Definition Containers, and Scenario/State Manipulation APIs</a></li>
  116.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/service/env/README.md">Library Module Loader Environment Manager</a></li>
  117.  *  </ul>
  118.  * <br><br>
  119.  *  
  120.  * @author Lakshmi Krishnamurthy
  121.  */

  123. public class StandardCDXManager {
  124.     private static org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.product.definition.BasketProduct>
  125.         _mapStandardCDX = null;
  126.     private static org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.product.params.StandardCDXParams>
  127.         _mapStandardCDXParams = null;
  128.     private static
  129.         org.drip.analytics.support.CaseInsensitiveTreeMap<java.util.Map<org.drip.analytics.date.JulianDate,
  130.             java.lang.Integer>> _mmIndexFirstCouponSeries = null;
  131.     private static org.drip.analytics.support.CaseInsensitiveTreeMap<java.util.Map<java.lang.Integer,
  132.         org.drip.analytics.date.JulianDate>> _mmIndexSeriesFirstCoupon = null;

  134.     private static final boolean SetupStandardCDXParams()
  135.     {
  136.         _mapStandardCDXParams = new
  137.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.product.params.StandardCDXParams>();

  139.         try {
  140.             _mapStandardCDXParams.put ("CDX.NA.IG", new org.drip.product.params.StandardCDXParams (125,
  141.                 "USD", 0.01));

  143.             _mapStandardCDXParams.put ("CDX.NA.HY", new org.drip.product.params.StandardCDXParams (100,
  144.                 "USD", 0.05));

  146.             _mapStandardCDXParams.put ("CDX.NA.HVOL", new org.drip.product.params.StandardCDXParams (30,
  147.                 "USD", 0.01));

  149.             _mapStandardCDXParams.put ("CDX.NA.HIVOL", new org.drip.product.params.StandardCDXParams (30,
  150.                 "USD", 0.01));

  152.             _mapStandardCDXParams.put ("CDX.NA.XO", new org.drip.product.params.StandardCDXParams (35, "USD",
  153.                 0.034));

  155.             _mapStandardCDXParams.put ("CDX.NA.HY.BB", new org.drip.product.params.StandardCDXParams (40,
  156.                 "USD", 0.05));

  158.             _mapStandardCDXParams.put ("CDX.NA.HY.B", new org.drip.product.params.StandardCDXParams (37,
  159.                 "USD", 0.05));

  161.             _mapStandardCDXParams.put ("ITRX.EU.IG", new org.drip.product.params.StandardCDXParams (125,
  162.                 "EUR", 0.01));

  164.             _mapStandardCDXParams.put ("ITRAXX.EU.IG", new org.drip.product.params.StandardCDXParams (125,
  165.                 "EUR", 0.01));

  167.             _mapStandardCDXParams.put ("ITRX.EU.HVOL", new org.drip.product.params.StandardCDXParams (30,
  168.                 "EUR", 0.01));

  170.             _mapStandardCDXParams.put ("ITRAXX.EU.HVOL", new org.drip.product.params.StandardCDXParams (30,
  171.                 "EUR", 0.01));

  173.             _mapStandardCDXParams.put ("ITRX.EU.XO", new org.drip.product.params.StandardCDXParams (50,
  174.                 "EUR", 0.05));

  176.             _mapStandardCDXParams.put ("ITRAXX.EU.XO", new org.drip.product.params.StandardCDXParams (50,
  177.                 "EUR", 0.05));

  179.             _mapStandardCDXParams.put ("ITRX.EU.NONFIN", new org.drip.product.params.StandardCDXParams (50,
  180.                 "EUR", 0.05));

  182.             _mapStandardCDXParams.put ("ITRAXX.EU.NONFIN", new org.drip.product.params.StandardCDXParams (50,
  183.                 "EUR", 0.05));

  185.             _mapStandardCDXParams.put ("ITRX.EU.FINSNR", new org.drip.product.params.StandardCDXParams (20,
  186.                 "EUR", 0.01));

  188.             _mapStandardCDXParams.put ("ITRAXX.EU.FINSNR", new org.drip.product.params.StandardCDXParams (20,
  189.                 "EUR", 0.01));

  191.             _mapStandardCDXParams.put ("ITRX.EU.FINSUB", new org.drip.product.params.StandardCDXParams (20,
  192.                 "EUR", 0.01));

  194.             _mapStandardCDXParams.put ("ITRAXX.EU.FINSUB", new org.drip.product.params.StandardCDXParams (20,
  195.                 "EUR", 0.01));

  197.             return true;
  198.         } catch (java.lang.Exception e) {
  199.             e.printStackTrace();
  200.         }

  202.         return false;
  203.     }

  205.     private static final boolean UpdateIndexMaps (
  206.         final java.util.Map<org.drip.analytics.date.JulianDate, java.lang.Integer> mapDateSeries,
  207.         final java.util.Map<java.lang.Integer, org.drip.analytics.date.JulianDate> mapSeriesDate,
  208.         final org.drip.analytics.date.JulianDate dt,
  209.         final int iSeries)
  210.     {
  211.         mapDateSeries.put (dt, iSeries);

  213.         mapSeriesDate.put (iSeries, dt);

  215.         return true;
  216.     }

  218.     private static final boolean PresetNA_IG_HY_HVOL_HYBB_HYBSeries()
  219.     {
  220.         java.util.Map<org.drip.analytics.date.JulianDate, java.lang.Integer> mapDateSeries = new
  221.             java.util.TreeMap<org.drip.analytics.date.JulianDate, java.lang.Integer>();

  223.         java.util.Map<java.lang.Integer, org.drip.analytics.date.JulianDate> mapSeriesDate = new
  224.             java.util.TreeMap<java.lang.Integer, org.drip.analytics.date.JulianDate>();

  226.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  227.             (2014, 6, 20), 22);

  229.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  230.             (2013, 12, 20), 21);

  232.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  233.             (2013, 6, 20), 20);

  235.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  236.             (2012, 12, 20), 19);

  238.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  239.             (2012, 6, 20), 18);

  241.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  242.             (2011, 12, 20), 17);

  244.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  245.             (2011, 6, 20), 16);

  247.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  248.             (2010, 12, 20), 15);

  250.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  251.             (2010, 6, 20), 14);

  253.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  254.             (2009, 12, 20), 13);

  256.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  257.             (2009, 6, 20), 12);

  259.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  260.             (2008, 12, 20), 11);

  262.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  263.             (2008, 6, 20), 10);

  265.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  266.             (2007, 12, 20), 9);

  268.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  269.             (2007, 6, 20), 8);

  271.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  272.             (2006, 12, 20), 7);

  274.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  275.             (2006, 6, 20), 6);

  277.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  278.             (2005, 12, 20), 5);

  280.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  281.             (2005, 6, 20), 4);

  283.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  284.             (2004, 12, 20), 3);

  286.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  287.             (2004, 6, 20), 2);

  289.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  290.             (2003, 12, 20), 1);

  292.         _mmIndexFirstCouponSeries.put ("CDX.NA.IG", mapDateSeries);

  294.         _mmIndexSeriesFirstCoupon.put ("CDX.NA.IG", mapSeriesDate);

  296.         _mmIndexFirstCouponSeries.put ("CDX.NA.HY", mapDateSeries);

  298.         _mmIndexSeriesFirstCoupon.put ("CDX.NA.HY", mapSeriesDate);

  300.         _mmIndexFirstCouponSeries.put ("CDX.NA.HVOL", mapDateSeries);

  302.         _mmIndexSeriesFirstCoupon.put ("CDX.NA.HVOL", mapSeriesDate);

  304.         _mmIndexFirstCouponSeries.put ("CDX.NA.HIVOL", mapDateSeries);

  306.         _mmIndexSeriesFirstCoupon.put ("CDX.NA.HIVOL", mapSeriesDate);

  308.         _mmIndexFirstCouponSeries.put ("CDX.NA.HY.B", mapDateSeries);

  310.         _mmIndexSeriesFirstCoupon.put ("CDX.NA.HY.B", mapSeriesDate);

  312.         _mmIndexFirstCouponSeries.put ("CDX.NA.HY.BB", mapDateSeries);

  314.         _mmIndexSeriesFirstCoupon.put ("CDX.NA.HY.BB", mapSeriesDate);

  316.         return true;
  317.     }

  319.     private static final boolean PresetNAXOSeries()
  320.     {
  321.         java.util.Map<org.drip.analytics.date.JulianDate, java.lang.Integer> mapDateSeries = new
  322.             java.util.TreeMap<org.drip.analytics.date.JulianDate, java.lang.Integer>();

  324.         java.util.Map<java.lang.Integer, org.drip.analytics.date.JulianDate> mapSeriesDate = new
  325.             java.util.TreeMap<java.lang.Integer, org.drip.analytics.date.JulianDate>();

  327.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  328.             (2014, 6, 20), 16);

  330.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  331.             (2013, 12, 20), 15);

  333.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  334.             (2013, 6, 20), 14);

  336.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  337.             (2012, 12, 20), 13);

  339.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  340.             (2012, 6, 20), 12);

  342.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  343.             (2011, 12, 20), 11);

  345.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  346.             (2011, 6, 20), 10);

  348.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  349.             (2010, 12, 20), 9);

  351.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  352.             (2010, 6, 20), 8);

  354.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  355.             (2009, 12, 20), 7);

  357.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  358.             (2009, 6, 20), 6);

  360.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  361.             (2008, 12, 20), 5);

  363.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  364.             (2008, 6, 20), 4);

  366.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  367.             (2007, 12, 20), 3);

  369.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  370.             (2007, 6, 20), 2);

  372.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  373.             (2006, 12, 20), 1);

  375.         _mmIndexFirstCouponSeries.put ("CDX.NA.XO", mapDateSeries);

  377.         _mmIndexSeriesFirstCoupon.put ("CDX.NA.XO", mapSeriesDate);

  379.         return true;
  380.     }

  382.     private static final boolean PresetEMSeries()
  383.     {
  384.         java.util.Map<org.drip.analytics.date.JulianDate, java.lang.Integer> mapDateSeries = new
  385.             java.util.TreeMap<org.drip.analytics.date.JulianDate, java.lang.Integer>();

  387.         java.util.Map<java.lang.Integer, org.drip.analytics.date.JulianDate> mapSeriesDate = new
  388.             java.util.TreeMap<java.lang.Integer, org.drip.analytics.date.JulianDate>();

  390.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  391.             (2014, 6, 20), 21);

  393.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  394.             (2013, 12, 20), 20);

  396.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  397.             (2013, 6, 20), 19);

  399.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  400.             (2012, 12, 20), 18);

  402.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  403.             (2012, 6, 20), 17);

  405.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  406.             (2011, 12, 20), 16);

  408.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  409.             (2011, 6, 20), 15);

  411.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  412.             (2010, 12, 20), 14);

  414.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  415.             (2010, 6, 20), 13);

  417.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  418.             (2009, 12, 20), 12);

  420.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  421.             (2009, 6, 20), 11);

  423.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  424.             (2008, 12, 20), 10);

  426.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  427.             (2008, 6, 20), 9);

  429.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  430.             (2007, 12, 20), 8);

  432.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  433.             (2007, 6, 20), 7);

  435.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  436.             (2006, 12, 20), 6);

  438.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  439.             (2006, 6, 20), 5);

  441.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  442.             (2005, 12, 20), 4);

  444.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  445.             (2005, 6, 20), 3);

  447.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  448.             (2004, 12, 20), 2);

  450.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  451.             (2004, 6, 20), 1);

  453.         _mmIndexFirstCouponSeries.put ("CDX.EM", mapDateSeries);

  455.         _mmIndexSeriesFirstCoupon.put ("CDX.EM", mapSeriesDate);

  457.         return true;
  458.     }

  460.     private static final boolean PresetEUSeries()
  461.     {
  462.         java.util.Map<org.drip.analytics.date.JulianDate, java.lang.Integer> mapDateSeries = new
  463.             java.util.TreeMap<org.drip.analytics.date.JulianDate, java.lang.Integer>();

  465.         java.util.Map<java.lang.Integer, org.drip.analytics.date.JulianDate> mapSeriesDate = new
  466.             java.util.TreeMap<java.lang.Integer, org.drip.analytics.date.JulianDate>();

  468.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  469.             (2014, 6, 20), 20);

  471.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  472.             (2013, 12, 20), 19);

  474.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  475.             (2013, 6, 20), 18);

  477.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  478.             (2012, 12, 20), 17);

  480.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  481.             (2012, 6, 20), 16);

  483.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  484.             (2011, 12, 20), 15);

  486.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  487.             (2011, 6, 20), 14);

  489.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  490.             (2010, 12, 20), 13);

  492.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  493.             (2010, 6, 20), 12);

  495.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  496.             (2009, 12, 20), 11);

  498.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  499.             (2009, 6, 20), 10);

  501.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  502.             (2008, 12, 20), 9);

  504.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  505.             (2008, 6, 20), 8);

  507.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  508.             (2007, 12, 20), 7);

  510.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  511.             (2007, 6, 20), 6);

  513.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  514.             (2006, 12, 20), 5);

  516.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  517.             (2006, 6, 20), 4);

  519.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  520.             (2005, 12, 20), 3);

  522.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  523.             (2005, 6, 20), 2);

  525.         UpdateIndexMaps (mapDateSeries, mapSeriesDate, org.drip.analytics.date.DateUtil.CreateFromYMD
  526.             (2004, 12, 20), 1);

  528.         _mmIndexFirstCouponSeries.put ("ITRX.EU.IG", mapDateSeries);

  530.         _mmIndexSeriesFirstCoupon.put ("ITRX.EU.IG", mapSeriesDate);

  532.         _mmIndexFirstCouponSeries.put ("ITRX.EU.HVOL", mapDateSeries);

  534.         _mmIndexSeriesFirstCoupon.put ("ITRX.EU.HVOL", mapSeriesDate);

  536.         _mmIndexFirstCouponSeries.put ("ITRX.EU.HIVOL", mapDateSeries);

  538.         _mmIndexSeriesFirstCoupon.put ("ITRX.EU.HIVOL", mapSeriesDate);

  540.         _mmIndexFirstCouponSeries.put ("ITRX.EU.XO", mapDateSeries);

  542.         _mmIndexSeriesFirstCoupon.put ("ITRX.EU.XO", mapSeriesDate);

  544.         _mmIndexFirstCouponSeries.put ("ITRX.EU.FINSNR", mapDateSeries);

  546.         _mmIndexSeriesFirstCoupon.put ("ITRX.EU.FINSNR", mapSeriesDate);

  548.         _mmIndexFirstCouponSeries.put ("ITRX.EU.FINSUB", mapDateSeries);

  550.         _mmIndexSeriesFirstCoupon.put ("ITRX.EU.FINSUB", mapSeriesDate);

  552.         _mmIndexFirstCouponSeries.put ("ITRX.EU.NONFIN", mapDateSeries);

  554.         _mmIndexSeriesFirstCoupon.put ("ITRX.EU.NONFIN", mapSeriesDate);

  556.         return true;
  557.     }

  559.     public static final boolean InitStandardCDXSeries()
  560.     {
  561.         if (null != _mapStandardCDX) return true;

  563.         _mapStandardCDX = new
  564.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.product.definition.BasketProduct>();

  566.         _mmIndexFirstCouponSeries = new
  567.             org.drip.analytics.support.CaseInsensitiveTreeMap<java.util.Map<org.drip.analytics.date.JulianDate,
  568.             java.lang.Integer>>();

  570.         _mmIndexSeriesFirstCoupon = new
  571.             org.drip.analytics.support.CaseInsensitiveTreeMap<java.util.Map<java.lang.Integer,
  572.                 org.drip.analytics.date.JulianDate>>();

  574.         if (!PresetNA_IG_HY_HVOL_HYBB_HYBSeries()) {
  575.             System.out.println ("Cannot initialize NA_IG_HY_HVOL_HYBB_HYB");

  577.             return false;
  578.         }

  580.         if (!PresetNAXOSeries()) {
  581.             System.out.println ("Cannot initialize NA_XO");

  583.             return false;
  584.         }

  586.         if (!PresetEMSeries()) {
  587.             System.out.println ("Cannot initialize EM");

  589.             return false;
  590.         }

  592.         if (!PresetEUSeries()) {
  593.             System.out.println ("Cannot initialize EU");

  595.             return false;
  596.         }

  598.         if (!SetupStandardCDXParams()) {
  599.             System.out.println ("Cannot setup standard CDX Params!");

  601.             return false;
  602.         }

  604.         return org.drip.product.creator.CDXRefDataHolder.InitFullCDXRefDataSet();
  605.     }

  607.     private static final org.drip.product.definition.BasketProduct ConstructCDX (
  608.         final java.lang.String strTenor,
  609.         final org.drip.analytics.date.JulianDate dtFirstCoupon,
  610.         final double dblCoupon,
  611.         final java.lang.String strIR,
  612.         final int iNumComponents,
  613.         final java.lang.String strCDXName)
  614.     {
  615.         java.lang.String[] astrCC = new java.lang.String[iNumComponents];

  617.         for (int i = 0; i < iNumComponents; ++i)
  618.             astrCC[i] = "CC" + (i + 1);

  620.         return org.drip.product.creator.CDSBasketBuilder.MakeCDX (dtFirstCoupon.subtractTenor ("3M"),
  621.             dtFirstCoupon.addTenor (strTenor), dblCoupon, strIR, astrCC, strCDXName);
  622.     }

  624.     private static final org.drip.product.definition.BasketProduct ConstructCDXEM (
  625.         final java.lang.String strTenor,
  626.         final org.drip.analytics.date.JulianDate dtFirstCoupon,
  627.         final java.lang.String strCDXName)
  628.     {
  629.         return org.drip.product.creator.CDSBasketBuilder.MakeCDX (dtFirstCoupon.subtractTenor ("3M"),
  630.             dtFirstCoupon.addTenor (strTenor), 0.05, "USD", new java.lang.String[] {"ARG", "VEN", "BRA",
  631.                 "MAL", "COL", "HUN", "IND", "PAN", "PER", "SAF", "PHI", "TUR", "RUS", "UKR", "MEX"}, new
  632.                     double[] {0.06, 0.08, 0.13, 0.04, 0.08, 0.03, 0.05, 0.03, 0.05, 0.03, 0.06, 0.11, 0.13,
  633.                         0.03, 0.09}, strCDXName);
  634.     }

  636.     private static final org.drip.product.definition.BasketProduct MakePresetStandardCDX (
  637.         final java.lang.String strIndex,
  638.         final int iSeries,
  639.         final java.lang.String strTenor)
  640.     {
  641.         if (null == strIndex || strIndex.isEmpty() || null == strTenor || strTenor.isEmpty()) return null;

  643.         org.drip.product.params.CDXIdentifier cdxID = null;

  645.         try {
  646.             cdxID = new org.drip.product.params.CDXIdentifier (iSeries, 1, strIndex, strTenor);
  647.         } catch (java.lang.Exception e) {
  648.             e.printStackTrace();
  649.         }

  651.         if (null == cdxID) return null;

  653.         java.lang.String strCDXCode = cdxID.getCode();

  655.         if (null == strCDXCode || strCDXCode.isEmpty()) return null;

  657.         org.drip.product.definition.BasketProduct cdx = _mapStandardCDX.get (strCDXCode);

  659.         if (null != cdx) return cdx;

  661.         java.util.Map<java.lang.Integer, org.drip.analytics.date.JulianDate> mapSeriesFirstCoupon =
  662.             _mmIndexSeriesFirstCoupon.get (strIndex);

  664.         if (null == mapSeriesFirstCoupon) return null;

  666.         org.drip.analytics.date.JulianDate dtFirstCoupon = mapSeriesFirstCoupon.get (iSeries);

  668.         if (null == dtFirstCoupon) return null;

  670.         if ("CDX.EM".equalsIgnoreCase (strIndex))
  671.             cdx = ConstructCDXEM (strTenor, dtFirstCoupon, strCDXCode);
  672.         else {
  673.             org.drip.product.params.StandardCDXParams cdxParams = _mapStandardCDXParams.get (strIndex);

  675.             if (null != cdxParams)
  676.                 cdx = ConstructCDX (strTenor, dtFirstCoupon, cdxParams._dblCoupon, cdxParams._strCurrency,
  677.                     cdxParams._iNumComponents, strCDXCode);
  678.         }

  680.         _mapStandardCDX.put (strCDXCode, cdx);

  682.         return cdx;
  683.     }

  685.     private static final org.drip.product.definition.BasketProduct MakePreLoadedStandardCDX (
  686.         final java.lang.String strIndex,
  687.         final int iSeries,
  688.         final java.lang.String strTenor)
  689.     {
  690.         if (null == strIndex || strIndex.isEmpty() || null == strTenor || strTenor.isEmpty()) return null;

  692.         org.drip.product.params.CDXIdentifier cdxID = null;

  694.         try {
  695.             cdxID = new org.drip.product.params.CDXIdentifier (iSeries, 1, strIndex, strTenor);
  696.         } catch (java.lang.Exception e) {
  697.             e.printStackTrace();
  698.         }

  700.         if (null == cdxID) return null;

  702.         java.lang.String strCDXCode = cdxID.getCode();

  704.         if (null == strCDXCode || strCDXCode.isEmpty()) return null;

  706.         org.drip.product.params.CDXRefDataParams cdxrdb =
  707.             org.drip.product.creator.CDXRefDataHolder._mapCDXRefData.get (strCDXCode);

  709.         if (null == cdxrdb) return null;

  711.         java.lang.String[] astrCC = new java.lang.String[cdxrdb._iOriginalComponentCount];

  713.         for (int i = 0; i < cdxrdb._iOriginalComponentCount; ++i)
  714.             astrCC[i] = "CC" + (i + 1);

  716.         return org.drip.product.creator.CDSBasketBuilder.MakeCDX (cdxrdb._dtMaturity.subtractTenor
  717.             (cdxrdb._iIndexLifeSpan + "Y"), cdxrdb._dtMaturity, cdxrdb._dblCoupon, cdxrdb._strCurrency,
  718.                 astrCC, cdxrdb._strIndexClass + "." + cdxrdb._strIndexGroupName + "." +
  719.                     cdxrdb._iIndexLifeSpan + "Y." + cdxrdb._iIndexSeries + "." + cdxrdb._iIndexVersion);
  720.     }

  722.     private static final org.drip.product.definition.BasketProduct GetPresetOnTheRun (
  723.         final java.lang.String strIndex,
  724.         final org.drip.analytics.date.JulianDate dt,
  725.         final java.lang.String strTenor)
  726.     {
  727.         if (null == dt || null == strIndex || strIndex.isEmpty() || null == strTenor || strTenor.isEmpty())
  728.             return null;

  730.         java.util.Map<org.drip.analytics.date.JulianDate, java.lang.Integer> mapFirstCouponSeries =
  731.             _mmIndexFirstCouponSeries.get (strIndex);

  733.         org.drip.analytics.date.JulianDate dtFirstCoupon = dt.nextCreditIMM (3);

  735.         if (null == dtFirstCoupon || null == mapFirstCouponSeries) return null;

  737.         if (null == mapFirstCouponSeries.get (dtFirstCoupon))
  738.             dtFirstCoupon = dtFirstCoupon.nextCreditIMM (3);

  740.         if (null == dtFirstCoupon || null == mapFirstCouponSeries.get (dtFirstCoupon)) return null;

  742.         return MakePresetStandardCDX (strIndex, mapFirstCouponSeries.get (dtFirstCoupon), strTenor);
  743.     }

  745.     private static final org.drip.product.definition.BasketProduct GetPreLoadedOnTheRun (
  746.         final java.lang.String strIndex,
  747.         final org.drip.analytics.date.JulianDate dt,
  748.         final java.lang.String strTenor)
  749.     {
  750.         if (null == dt || null == strIndex || strIndex.isEmpty() || null == strTenor || strTenor.isEmpty())
  751.             return null;

  753.         java.util.Map<org.drip.analytics.date.JulianDate, java.lang.Integer> mapFirstCouponSeries =
  754.             org.drip.product.creator.CDXRefDataHolder._mmCDXRDBFirstCouponSeries.get (strIndex);

  756.         org.drip.analytics.date.JulianDate dtFirstCoupon = dt.nextCreditIMM (3);

  758.         if (null == dtFirstCoupon || null == mapFirstCouponSeries) return null;

  760.         if (null == mapFirstCouponSeries.get (dtFirstCoupon))
  761.             dtFirstCoupon = dtFirstCoupon.nextCreditIMM (3);

  763.         if (null == dtFirstCoupon || null == mapFirstCouponSeries.get (dtFirstCoupon)) return null;

  765.         return MakePreLoadedStandardCDX (strIndex, mapFirstCouponSeries.get (dtFirstCoupon), strTenor);
  766.     }

  768.     private static final boolean DumpIndexDetails (
  769.         final java.lang.String strCDXCoverageFile)
  770.     {
  771.         if (null == strCDXCoverageFile || strCDXCoverageFile.isEmpty()) return false;

  773.         java.io.BufferedWriter bw = null;

  775.         try {
  776.             bw = new java.io.BufferedWriter (new java.io.FileWriter (strCDXCoverageFile));

  778.             bw.write ("\n , Index Name, Description, Issue Date, Maturity Date, Frequency, Coupon\n");
  779.         } catch (java.lang.Exception e) {
  780.             e.printStackTrace();

  782.             try {
  783.                 bw.close();
  784.             } catch (java.lang.Exception e1) {
  785.                 e1.printStackTrace();
  786.             }

  788.             return false;
  789.         }

  791.         for (java.util.Map.Entry<java.lang.String, org.drip.product.params.CDXRefDataParams> meCDXRefData :
  792.             org.drip.product.creator.CDXRefDataHolder._mapCDXRefData.entrySet()) {
  793.             org.drip.product.params.CDXRefDataParams cdxrdb = meCDXRefData.getValue();

  795.             if (null == cdxrdb) continue;

  797.             java.lang.String strIndexDetails = " , " + meCDXRefData.getKey() + ", " + cdxrdb._strIndexName +
  798.                 ", " + cdxrdb._dtIssue + ", " + cdxrdb._dtMaturity + ", " + cdxrdb._iFrequency + ", " + (int)
  799.                     (10000. * cdxrdb._dblCoupon) + "\n";

  801.             try {
  802.                 bw.write (strIndexDetails);
  803.             } catch (java.lang.Exception e) {
  804.                 e.printStackTrace();

  806.                 try {
  807.                     bw.close();
  808.                 } catch (java.lang.Exception e1) {
  809.                     e1.printStackTrace();
  810.                 }
  811.             }
  812.         }

  814.         try {
  815.             bw.close();
  816.         } catch (java.lang.Exception e) {
  817.             e.printStackTrace();
  818.         }

  820.         return true;
  821.     }

  823.     /**
  824.      * Create a standard CDX from the index code, the index series, and the tenor.
  825.      * 
  826.      * @param strIndex The Index Code (CDX.NA.IG, CDX.NA.HY, etc)
  827.      * @param iSeries Index Series Number
  828.      * @param strTenor The specific tenor - typical common ones are 3Y, 5Y, 7Y, and 10Y
  829.      * 
  830.      * @return The CDX Basket Product
  831.      */

  833.     public static final org.drip.product.definition.BasketProduct MakeStandardCDX (
  834.         final java.lang.String strIndex,
  835.         final int iSeries,
  836.         final java.lang.String strTenor)
  837.     {
  838.         org.drip.product.definition.BasketProduct bpCDX = MakePresetStandardCDX (strIndex, iSeries,
  839.             strTenor);

  841.         if (null != bpCDX) return bpCDX;

  843.         return MakePreLoadedStandardCDX (strIndex, iSeries, strTenor);
  844.     }

  846.     /**
  847.      * Retrieve the on-the-run for the index and tenor corresponding to the specified date
  848.      * 
  849.      * @param strIndex CDX/ITRAXX index
  850.      * @param dt Specified date
  851.      * @param strTenor Tenor
  852.      * 
  853.      * @return CDX/ITRAXX Basket Product
  854.      */

  856.     public static final org.drip.product.definition.BasketProduct GetOnTheRun (
  857.         final java.lang.String strIndex,
  858.         final org.drip.analytics.date.JulianDate dt,
  859.         final java.lang.String strTenor)
  860.     {
  861.         org.drip.product.definition.BasketProduct bpCDX = GetPresetOnTheRun (strIndex, dt, strTenor);

  863.         if (null != bpCDX) return bpCDX;

  865.         return GetPreLoadedOnTheRun (strIndex, dt, strTenor);
  866.     }

  868.     /**
  869.      * Retrieve a set of all the pre-set CDX index names
  870.      * 
  871.      * @return Set of the pre-set CDX index names
  872.      */

  874.     public static final java.util.Set<java.lang.String> GetPresetIndexNames()
  875.     {
  876.         return _mmIndexFirstCouponSeries.keySet();
  877.     }

  879.     /**
  880.      * Retrieve a set of all the pre-loaded CDX index names
  881.      * 
  882.      * @return Set of the pre-loaded CDX index names
  883.      */

  885.     public static final java.util.Set<java.lang.String> GetPreLoadedIndexNames()
  886.     {
  887.         return org.drip.product.creator.CDXRefDataHolder._mmCDXRDBFirstCouponSeries.keySet();
  888.     }

  890.     /**
  891.      * Retrieve the comprehensive set of pre-set and pre-loaded CDX index names
  892.      * 
  893.      * @return Set of the pre-set and the pre-loaded CDX index names
  894.      */

  896.     public static final java.util.Set<java.lang.String> GetCDXNames()
  897.     {
  898.         java.util.Set<java.lang.String> setstrIndex = new java.util.HashSet<java.lang.String>();

  900.         setstrIndex.addAll (GetPreLoadedIndexNames());

  902.         setstrIndex.addAll (GetPresetIndexNames());

  904.         return setstrIndex;
  905.     }

  907.     /**
  908.      * Return the full set of pre-set CDX series/first coupon date pairs for the given CDX
  909.      * 
  910.      * @param strCDXName CDX Name
  911.      * 
  912.      * @return Map of the CDX series/first coupon dates
  913.      */

  915.     public static final java.util.Map<org.drip.analytics.date.JulianDate, java.lang.Integer>
  916.         GetPresetCDXSeriesMap (
  917.             final java.lang.String strCDXName)
  918.     {
  919.         if (null == strCDXName || strCDXName.isEmpty()) return null;

  921.         return _mmIndexFirstCouponSeries.get (strCDXName);
  922.     }

  924.     /**
  925.      * Return the full set of pre-loaded CDX series/first coupon date pairs for the given CDX
  926.      * 
  927.      * @param strCDXName CDX Name
  928.      * 
  929.      * @return Map of the CDX series/first coupon dates
  930.      */

  932.     public static final java.util.Map<org.drip.analytics.date.JulianDate, java.lang.Integer>
  933.         GetPreLoadedCDXSeriesMap (
  934.             final java.lang.String strCDXName)
  935.     {
  936.         if (null == strCDXName || strCDXName.isEmpty()) return null;

  938.         return org.drip.product.creator.CDXRefDataHolder._mmCDXRDBFirstCouponSeries.get (strCDXName);
  939.     }

  941.     /**
  942.      * Return the full set of CDX series/first coupon date pairs for the given CDX
  943.      * 
  944.      * @param strCDXName CDX Name
  945.      * 
  946.      * @return Map of the CDX series/first coupon dates
  947.      */

  949.     public static final java.util.Map<org.drip.analytics.date.JulianDate, java.lang.Integer> GetCDXSeriesMap(
  950.         final java.lang.String strCDXName)
  951.     {
  952.         if (null == strCDXName || strCDXName.isEmpty()) return null;

  954.         java.util.Map<org.drip.analytics.date.JulianDate, java.lang.Integer> mapFirstCouponSeries = new
  955.             java.util.HashMap<org.drip.analytics.date.JulianDate, java.lang.Integer>();

  957.         java.util.Map<org.drip.analytics.date.JulianDate, java.lang.Integer> mapPresetFirstCouponSeries =
  958.             GetPresetCDXSeriesMap (strCDXName);

  960.         if (null != mapPresetFirstCouponSeries) mapFirstCouponSeries.putAll (mapPresetFirstCouponSeries);

  962.         java.util.Map<org.drip.analytics.date.JulianDate, java.lang.Integer> mapPreLoadedFirstCouponSeries =
  963.             GetPreLoadedCDXSeriesMap (strCDXName);

  965.         if (null != mapPreLoadedFirstCouponSeries)
  966.             mapFirstCouponSeries.putAll (mapPreLoadedFirstCouponSeries);

  968.         return mapFirstCouponSeries;
  969.     }

  971.     /**
  972.      * Retrieve the name/description map for all the pre-set CDS indices
  973.      * 
  974.      * @return Name/description map for all the pre-set CDS indices
  975.      */

  977.     public static final org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.String>
  978.         GetPresetCDXDescriptions()
  979.     {
  980.         org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.String> mapCDXDescr = new
  981.             org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.String>();

  983.         for (java.util.Map.Entry<java.lang.String, org.drip.product.params.StandardCDXParams> meCDXRefData :
  984.             _mapStandardCDXParams.entrySet())
  985.             mapCDXDescr.put (meCDXRefData.getKey(), meCDXRefData.getKey());

  987.         return mapCDXDescr;
  988.     }

  990.     /**
  991.      * Retrieve the name/description map for all the pre-loaded CDS indices
  992.      * 
  993.      * @return Name/description map for all the pre-loaded CDS indices
  994.      */

  996.     public static final org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.String>
  997.         GetPreLoadedCDXDescriptions()
  998.     {
  999.         org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.String> mapCDXDescr = new
  1000.             org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.String>();

  1002.         for (java.util.Map.Entry<java.lang.String, org.drip.product.params.CDXRefDataParams> meCDXRefData :
  1003.             org.drip.product.creator.CDXRefDataHolder._mapCDXRefData.entrySet())
  1004.             mapCDXDescr.put (meCDXRefData.getKey(), meCDXRefData.getValue()._strIndexName);

  1006.         return mapCDXDescr;
  1007.     }

  1009.     /**
  1010.      * Retrieve the name/description map for all the CDS indices
  1011.      * 
  1012.      * @return Name/description map for all the CDS indices
  1013.      */

  1015.     public static final org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.String>
  1016.         GetCDXDescriptions()
  1017.     {
  1018.         org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.String> mapCDXDescr = new
  1019.             org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.String>();

  1021.         mapCDXDescr.putAll (GetPreLoadedCDXDescriptions());

  1023.         mapCDXDescr.putAll (GetPresetCDXDescriptions());

  1025.         return mapCDXDescr;
  1026.     }

  1028.     public static final void main (
  1029.         final java.lang.String[] astrArgs)
  1030.         throws java.lang.Exception
  1031.     {
  1032.         if (!InitStandardCDXSeries()) System.out.println ("Cannot initialize InitStandardCDXSeries!");

  1034.         DumpIndexDetails ("C:\\CreditAnalytics\\docs\\CDXCoverage.csv");
  1035.     }
  1036. }
Created with JaCoCo 0.7.9.201702052155