[PLAT-6496] Building annuity with spread exclusive coupon
Merge remote-tracking branch 'remotes/upstream/develop'
Merge branch 'examples'
Removing debugging code
Extending US bond view to produce outputs from the quote yield as well as the clean price. The functions that are used are the deprecated versions.
Changing tickers to fake T/C/M for US bonds in the example portfolio from fake ISINs. This is to avoid clashes with those bonds that are used in the new curve configurations
Adding a US government bill and bond curve node id mapper to the config master
Adding a curve construction configuration for US bonds to the config master. It uses a currency issuer curve and the (exogenous) standard two curve configuration for discounting
Created a curve definition for US government bonds that uses bills and bonds
Adding US government bond curve configs to bond exposure function and creating an OIS bond config for comparison
[PLAT-6482] Added effectiveDate and terminationDate to TRS. Added test for bond TRS.
[PLAT-6482] Added tests for Equity TRS. Moved Equity TRS files to a new package.
[PLAT-6482] Added TRS in generic calculators. Test for Equity TRS. Link function to the generic calculators.
[PLAT-6514][PLAT-6515] Added Bond TRS engine functions for currency exposure and bucketed PV01 (Ian)
[PLAT-6514] Fixed ccy issue. Function only advertises the native ccys for corresponding curves (Ian)
[PLAT-6481] Fixed reference to pair (Ian)
Adding a US government bond portfolio and curve configuration
Adding trade premium amount and date to bond Trade object
Adding columns to multi-country bond view definition
Fixing exposure functions bond pricing with OIS curves rather than Treasury curves