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"}; }