Bond Analytics Documentation Update
Registered by
Lakshmi Krishnamurthy
- Update Bond Analytics methodology and description for calculation of, and calibration from Yield Spread measures
- Update Bond Analytics methodology and description for calculation of, and calibration from Zero Discount Margin measures
- Write the Bond Analytics Methodology documentation for the calibration of the Par Equivalent CDS Spread for the price (and other inputs).
- Implement, and document, the Bond Analytics Measure calculation methodology from the bond's PECS input.
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
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