/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.model.credit;
/**
*
*/
public class CreditInstrumentPropertyNamesAndValues {
/** Property name for the discounting curve name */
public static final String PROPERTY_YIELD_CURVE = "YieldCurve";
/** Property name for the discounting curve calculation configuration name */
public static final String PROPERTY_YIELD_CURVE_CALCULATION_CONFIG = "YieldCurveCalculationConfig";
/** Property name for calculation method of the yield curve */
public static final String PROPERTY_YIELD_CURVE_CALCULATION_METHOD = "YieldCurveCalculationMethod";
/** Property name for the hazard rate curve name */
public static final String PROPERTY_HAZARD_RATE_CURVE = "HazardRateCurve";
/** Property name for the calculation method of the hazard rate curve */
public static final String PROPERTY_HAZARD_RATE_CURVE_CALCULATION_METHOD = "HazardRateCurveCalculationMethod";
/** Property name for the maximum number of iterations when fitting the hazard rate curve */
public static final String PROPERTY_HAZARD_RATE_CURVE_N_ITERATIONS = "HazardRateCurveIterations";
/** Property name for the tolerance to use when fitting the hazard rate curve */
public static final String PROPERTY_HAZARD_RATE_CURVE_TOLERANCE = "HazardRateCurveTolerance";
/** Property name for the range multiplier to use when fitting the hazard rate curve */
public static final String PROPERTY_HAZARD_RATE_CURVE_RANGE_MULTIPLIER = "HazardRateCurveRangeMultiplier";
/** Property name for the spread curve */
public static final String PROPERTY_SPREAD_CURVE = "CreditSpreadCurve";
/** Property name for shifts of the spread curve */
public static final String PROPERTY_SPREAD_CURVE_SHIFT = "CreditSpreadCurveShift";
/** Property name for the credit spread curve shift type */
public static final String PROPERTY_SPREAD_CURVE_SHIFT_TYPE = "CreditSpreadCurveShiftType";
/** Property name for an additive credit spread curve shift */
public static final String ADDITIVE_SPREAD_CURVE_SHIFT = "Additive";
/** Property name for a multiplicative credit spread curve shift */
public static final String MULTIPLICATIVE_SPREAD_CURVE_SHIFT = "Multiplicative";
/** Property name for number of integration points to use when valuing a CDS */
public static final String PROPERTY_N_INTEGRATION_POINTS = "IntegrationPoints";
/** Property name for the bump to use for spread curves */
public static final String PROPERTY_SPREAD_CURVE_BUMP = "SpreadCurveBump";
/** Property name for the spread bump type */
public static final String PROPERTY_SPREAD_BUMP_TYPE = "SpreadCurveBumpType";
/** Property name for the bump to use for interest rate curves */
public static final String PROPERTY_INTEREST_RATE_CURVE_BUMP = "InterestRateCurveBump";
/** Property name for the spread bump type */
public static final String PROPERTY_INTEREST_RATE_BUMP_TYPE = "InterestRateCurveBumpType";
/** Property name for the bump to use for the recovery rate */
public static final String PROPERTY_RECOVERY_RATE_CURVE_BUMP = "RecoveryRateCurveBump";
/** Property name for the recovery rate bump type */
public static final String PROPERTY_RECOVERY_RATE_BUMP_TYPE = "RecoveryRateCurveBumpType";
/** Property value indicating that CDX are to be priced as a single-name CDS */
public static final String CDX_AS_SINGLE_NAME_ISDA = "AsSingleNameISDA";
}