/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.analytics.model; /** * */ public class InstrumentTypeProperties { /** * Name of the surface type property. This allows surfaces to be distinguished by instrument type (e.g. an FX volatility * surface, swaption ATM volatility surface). */ public static final String PROPERTY_SURFACE_INSTRUMENT_TYPE = "InstrumentType"; /** Property representing a surface for FX vanilla options */ public static final String FOREX = "FX_VANILLA_OPTION"; /** Property representing a surface for IR future options */ public static final String IR_FUTURE_OPTION = "IR_FUTURE_OPTION"; /** Property representing a curve for IR futures */ public static final String IR_FUTURE_PRICE = "IR_FUTURE_PRICE"; /** Property representing ATM surfaces for swaptions */ public static final String SWAPTION_ATM = "SWAPTION_ATM"; /** Property representing surfaces for cap/floors */ public static final String CAP_FLOOR = "CAP_FLOOR"; /** Property representing a surface for equity and equity index options */ public static final String EQUITY_OPTION = "EQUITY_OPTION"; /** Property representing a surface for equity and equity index future options */ public static final String EQUITY_FUTURE_OPTION = "EQUITY_FUTURE_OPTION"; /** Property representing a curve for equity futures */ public static final String EQUITY_FUTURE_PRICE = "EQUITY_FUTURE_PRICE"; /** Property representing a surface for bond future options */ public static final String BOND_FUTURE_OPTION = "BOND_FUTURE_OPTION"; /** Property representing a curve for bond futures */ public static final String BOND_FUTURE_PRICE = "BOND_FUTURE_PRICE"; /** Property representing a curve for commodity futures */ public static final String COMMODITY_FUTURE_PRICE = "COMMODITY_FUTURE_PRICE"; /** Property representing a surface for commodity options */ public static final String COMMODITY_FUTURE_OPTION = "COMMODITY_FUTURE_OPTION"; }