iTraxx Europe Main Credit Curve

Priya Raman · Quant & DX Champion P

iTraxx Europe Main Credit Curve

CURVE:ITRAXX_MAIN_CREDIT

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Curve Credit Active mos_market_curves 3 edges · added 12 Jul 2026

Neighbourhood

  • Curve
  • Product
  • Counterparty

Attributes

curve_key
ITRAXX_MAIN_CREDIT
curve_type
CREDIT_SPREAD

Outbound

Edges where CURVE:ITRAXX_MAIN_CREDIT is the source.

No outbound edges.

Inbound

Edges where CURVE:ITRAXX_MAIN_CREDIT is the target.

SourceRelationshipAttributes
PROD:CDS_ITRAXX_MAIN_5Y
Product · iTraxx Europe Main 5Y Index CDS
Priced from —
CPTY:EVERGRANDE
Counterparty · Evergrande
Exposed to factor: CREDIT_SPREAD
CPTY:PEMEX
Counterparty · Pemex
Exposed to factor: CREDIT_SPREAD