Default strategies
Contents
Default strategies#
Credit index strategies#
Predefined credit index rolling strategies. See sigtech.framework.strategies.rolling_credit_index_strategy
for more information about these objects.
-
sigtech.framework.default_strategy_objects.credit_index_strategies.xover_5y(use_cache: bool = True)
Define a rolling
XOVER 5Ystrategy.
-
sigtech.framework.default_strategy_objects.credit_index_strategies.xover_5y_short(use_cache: bool = True)
Define a short rolling
XOVER 5Ystrategy.
-
sigtech.framework.default_strategy_objects.credit_index_strategies.cdx_5y(use_cache: bool = True)
Define a rolling
CDX 5Ystrategy.