/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.credit.indexcreditdefaultswap.definition;
/**
* Enumerate the different CDS indices
*/
public enum CDSIndex {
/**
* CDX.NA.IG North American Investment Grade index (trades on spread)
*/
CDXNAIG,
/**
* CDX.NA.HY North American High Yield index (trades on price)
*/
CDXNAHY,
/**
* CDX.NA.XO North American Crossover Credits index (a crossover credit is one which was previously IG but has since been downgraded)
*/
CDXNAXO,
/**
* CDX.EM Emerging Market Sovereign Credits index (trades on price)
*/
CDXEM,
/**
* CDX.EM.Diversified Emerging Market Sovereign and Corporate Credits index
*/
CDXEMDIVERS,
/**
* CDX High Vol index (trades on spread)
*/
CDXHVOL,
/**
* iTraxx Europe Investment Grade index (trades on spread)
*/
iTraxx,
/**
* iTraxx Europe High Vol index
*/
iTraxxHVOL,
/**
* iTraxx Europe Crossover Credits index
*/
iTraxxXO,
/**
* iTraxx Western Europe Sovereigns
*/
iTraxxSovX,
/**
* iTraxx Japanese Investment Grade index (trades on spread)
*/
iTraxxJapan,
/**
* iTraxx Asian non-Japan Investment Grade index (trades on spread)
*/
iTraxxAsiaExJapan,
/**
* iTraxx Australian Investment Grade index (trades on spread)
*/
iTraxxAustralia,
/**
* iTraxx Central & Eastern European, Middle Eastern and African countries (corporate and quasi-sovereign)
*/
iTraxxCEEMEA,
/**
* General purpose bespoke index (constituents chosen by the user)
*/
BESPOKE;
// TODO : Add the rest of the index names (need to work out how to include NA, IG etc) and sort out which ones trade on spread/price
}