CDX/iTRAXX Implementations
Registered by
Lakshmi Krishnamurthy
In addition to the custom CDS portfolio, need to implement the standard CDX/iTRAXX baskets
- Implement the indexes for the different Index, Series, Tenor, Version
- Support for CDX NA IG, HY, HVOL, XO, HY.BB, HY.B, CDX.EM
- Support for iTRAXX EUR IG, HY, HVOL, XO, NONFIN, FINSNR, FINSUB
- Ability to retrieve the standardized index by name/series/
- Make all these functionality available as Credit Analytics API
Blueprint information
- Status:
- Started
- Approver:
- None
- Priority:
- High
- Drafter:
- None
- Direction:
- Needs approval
- Assignee:
- None
- Definition:
- Approved
- Series goal:
- Accepted for creditanalytics1.3
- Implementation:
-
Deployment
- Milestone target:
-
creditanalytics1.3
- Started by
- Lakshmi Krishnamurthy
- Completed by
Whiteboard
(?)
