package uk.ac.cam.cstibhotel.otcanalyser.trade;
/*
* This class contains the possible substrings of a UPI. There is a one-to-one equivalence with the
* strings in the TextStrings class in the GUI package.
*/
public class UPIStrings {
public static final String[] TradeType = {"Swap","Option"};
public static final String[] Assets = {"Credit","InterestRate","Commodity","ForeignExchange",
"Equity"};
public static final String[] CreditBaseProducts = {"%","SingleName","IndexTranche","Index",
"TotalReturnSwap","Swaptions","Exotic"};
public static final String[][] CreditSubProducts = {
{},
{"ABS","Corporate","RecoveryCDS","Loans","Muni","Sovereign"},
{"CDX","LCDX","MCDX","CDXStructuredTranche","iTraxx","iTraxx Structured Trade","ABX"},
{"CDX","LCDXstock market analysis equations", "MCDX","iTraxx","ABX","CMBX","IOS","MBX","PO",
"PrimeX","TRX"},
{},
{"iTraxx","Muni","CDX","MCDX","Sovereign","Corporate"},
{"Corporate","StructuredCDS","Other"}
};
public static final String[] InterestBaseProducts = {"%","IRSwap","FRA","CapFloor",
"CrossCurrency","Option","Exotic"};
public static final String[][] InterestSubProducts = {
{},
{"FixedFloat","FixedFixed","Basis","Inflation","OIS"},
{},
{},
{"Basis","FixedFloat","FixedFixed"},
{"DebtOption","Swaption"},
{}
};
public static final String[] CommodityBaseProducts = {"%","Metals","Energy","Index",
"Agriculture","Environmental","Freight","MultiCommodityExotic"};
public static final String[][] CommoditySubProducts = {
{},
{"Precious","NonPrecious"},
{"Oil","NatGas","Coal","Elec","InterEnergy"},
{},
{"GrainsOilSeeds","Dairy","Livestock","Forestry","Softs"},
{"Weather","Emissions"},
{},
{}
};
public static final String[] ForexBaseProducts = {"%","Spot","NDF","NDO","Forward",
"VanillaOption","SimpleExotic","ComplexExotic"};
public static final String[][] ForexSubProducts = {
{},
{},
{},
{},
{},
{},
{"Barrier","Digital"},
{}
};
public static final String[] EquityBaseProducts = {"%","Swap","PortfolioSwap",
"ContractForDifference","Option","Forward","Other"};
public static final String[][] EquitySubProducts = {
{},
{"PriceReturnBasicPerformance","ParameterReturnDividend","ParameterReturnVariance",
"ParameterReturnVolatility"},
{"PriceReturnBasicPerformance"},
{"PriceReturnBasicPerformance"},
{"PriceReturnBasicPerformance","ParameterReturnDividend","ParameterReturnVariance",
"ParameterReturnVolatility"},
{"PriceReturnBasicPerformance"},
{}
};
public static final String[] SettlementTypes = {"Cash","Physical"};
}