FX Curve Regression
Registered by
Lakshmi Krishnamurthy
Implementation of functional regression for the following features of FX curve analytics:
- FX Forward and FX basis curve creation
- Re-construction of the FX foward curve node points from the FX Basis curve, the corresponding domestic/foreign discount curves, and FX Spot contracts
- Vice versa for FX basis curve
- Implying the domestic/foreign bais rate/full dicsount curve from the FX forward curve
- Implying the domestic/foreign bais rate/full dicsount curve from the FX basis curve
Blueprint information
- Status:
- Started
- Approver:
- None
- Priority:
- High
- Drafter:
- None
- Direction:
- Approved
- Assignee:
- None
- Definition:
- Approved
- Series goal:
- Accepted for 1.5
- Implementation:
-
Deployment
- Milestone target:
-
creditanalytics1.5
- Started by
- Lakshmi Krishnamurthy
- Completed by
Related branches
Related bugs
Sprints
Whiteboard
(?)
