Scenario Tweak Curve
Registered by
Lakshmi Krishnamurthy
Need the ability to tweak/adjust the given discount/credit curve in one of many ways:
- Specified node in the curve bumped/re-trenched on either a parallel or a proportional basis
- All the nodes in the curve bumped/re-trenched on either a parallel or a proportional basis
In addition, there is a need to create a set of canned scenarioes - e.g., 10% credit spread widening.
Also the products, curves, component, and calculation outputs all need to updated to accomodate this.
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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