EOD Bond Measures

Registered by 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

Related branches

Sprints

Whiteboard

(?)

Work Items

This blueprint contains Public information 
Everyone can see this information.

Subscribers

No subscribers.