Advanced Curve Construction

Registered by Lakshmi Krishnamurthy

- Credit Curve should now have a "SpecificDefaultDate" parameter - with the corresponding Date of Default parameter
- Explicit samples displaying the construction of the discount curve from the corresponding set of discount curve instruments
- Explicit samples displaying the construction of the credit curve from the corresponding set of credit curve instruments

Blueprint information

Status:
Started
Approver:
None
Priority:
High
Drafter:
None
Direction:
Needs approval
Assignee:
None
Definition:
Approved
Series goal:
Accepted for 1.4
Implementation:
Deployment
Milestone target:
milestone icon 1.4
Started by
Lakshmi Krishnamurthy

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