Live/EOD Analytics and Closes Data Samples
Registered by
Lakshmi Krishnamurthy
Need comprehensive analytics risk/valuation samples for both EOD, live, and user-supplied quotes for
- IR products: Cash, EDF, interest rate swaps, and treasuries
- FX products: spot, forwards (PIP and outrights), and basis
- Credit Products: CDS, CDX, and bond
- Rates curves: Cash discount curve, futures discount curve, swap discount curve, full closing discount curve, treasury discount curve
- Credit Curves: Credit curves from different formats
Blueprint information
- Status:
- Started
- Approver:
- None
- Priority:
- High
- Drafter:
- None
- Direction:
- Needs approval
- Assignee:
- None
- Definition:
- Approved
- Series goal:
- Accepted for creditanalytics1.3
- Implementation:
-
Deployment
- Milestone target:
-
creditanalytics1.3
- Started by
- Lakshmi Krishnamurthy
- Completed by
Whiteboard
(?)
