/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.cds;
/**
* Constant strings for value requirement/property names for use with the ISDA pricing functions
*
* @author Martin Traverse, Niels Stchedroff (Riskcare)
*/
public class ISDAFunctionConstants {
/**
* Name of the ISDA calculation method
*/
public static final String ISDA_METHOD_NAME = "ISDA";
/**
* Value property name describing which implementation of the ISDA library to use
*/
public static final String ISDA_IMPLEMENTATION = "ISDA Implementation";
/**
* Value property to require using the approximate (Java) re-implementation of the ISDA model
*/
public static final String ISDA_IMPLEMENTATION_APPROX = "APPROX";
/**
* Value property to require using the original native (external C code) implementation of the ISDA model
*/
public static final String ISDA_IMPLEMENTATION_NATIVE = "NATIVE";
/**
* Value property to require using the original native (external C code) implementation of the ISDA model
*/
public static final String ISDA_IMPLEMENTATION_NEW = "NEW";
/**
* Value property name describing how the hazard rate should be modelled
*/
public static final String ISDA_HAZARD_RATE_STRUCTURE = "ISDA Hazard Rate Structure";
/**
* Value property to require a hazard rate term structure
*/
public static final String ISDA_HAZARD_RATE_TERM = "TERM";
/**
* Value property to require a flat hazard rate
*/
public static final String ISDA_HAZARD_RATE_FLAT = "FLAT";
/**
* Value property to give the offset for the ISDA yield curve
*/
public static final String ISDA_CURVE_OFFSET = "ISDACurveOffset";
/**
* Value property for the ISDA curve date
*/
public static final String ISDA_CURVE_DATE = "ISDACurveDate";
/**
* Value property for the ISDA curve date
*/
public static final String CDS_QUOTE_CONVENTION = "CDSQuoteConvention";
/**
* Value property for the ISDA bucket tenors
*/
public static final String ISDA_BUCKET_TENORS = "ISDABucketTenors";
}