Advanced Curve Construction
Registered by
Lakshmi Krishnamurthy
- Credit Curve should now have a "SpecificDefaul
- 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:
- 1.4
- Started by
- Lakshmi Krishnamurthy
- Completed by
Related branches
Related bugs
Sprints
Whiteboard
(?)