Heterotic string on the CHL orbifold of K3

We study N = 2 compactifications of heterotic string theory on the CHL orbifold (K3 x T-2)/Z(N) with N = 2, 3, 5, 7. Z(N) acts as an automorphism on K3 together with a shift of 1/N along one of the circles of T-2. These compactifications generalize the example of the heterotic string on K3 x T-2 studied in the context of dualities in string theories. We evaluate the new supersymmetric index for these theories and show that their expansion can be written in terms of the McKay-Thompson series associated with the Z(N) automorphism embedded in the Mathieu group M-24. We then evaluate the difference in one-loop threshold corrections to the non-Abelian gauge couplings with Wilson lines and show that their moduli dependence is captured by Siegel modular forms related to dyon partition functions of N = 4 string theories.