EOD Bond Measures
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Lakshmi Krishnamurthy
Need a simple API to create generate the comprehensive set of bond measures (see product coverage section) for a given EOD and quote.
Essentially 3 different quotes for now - price, spread to treasury benchmark, and yield.
The API needs to load the bodn reference data, load the discount curve, the treasury curve, EDSF curve, and/or the credit curve for the specified bond currency and EOD, and then generate the comprehensive set of bond measures.
Blueprint information
- Status:
- Not started
- Approver:
- None
- Priority:
- Undefined
- Drafter:
- None
- Direction:
- Needs approval
- Assignee:
- None
- Definition:
- Approved
- Series goal:
- None
- Implementation:
- Unknown
- Milestone target:
- None
- Started by
- Completed by
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