PLAT-6622 Add CDS security model docs
[REQS-329] Created cross-gamma calculator for single curve. Added related tests.
Merge branch 'develop' into topic/reqs-329
[REQS-329] Clean comments on test.
[REQS-383] Added documentation for curve calibration worked-out examples.
[REQS-383] Improved documentation on worked-out example for curve calibration.
[REQS-383] Added more worked-out examples for curve calibration. Clean comments on more involved examples.
PLAT-6650 Add SGD-SOR_VWAP index
PLAT-6647 Allow analytic annuity to have rate changed
[REQS-387] Added more flexibilty in the construction of bond futures security definition. Notice dates and delivery dates can be passed separately.
[REQS-365] Added a test checking that swap with a rate computed by the ParRateDiscountingCalculator produces a PV or 0. (Stuart W.)
PLAT-6651 Add CurveNodeIdMapper docs
PLAT-6643 Unitmap and totalnodes position causing out of bounds error
REQS-333 typo
REQS-333 - Z-Spread calc, clean price refactor
REQS-388 Added first and last notice date to bond future and fixed trade converter to use correct dates, reviewed by Marc
REQS-388 Added first and last notice date to bond future and fixed trade converter to use correct dates, reviewed by Marc
REQS-388 Added first and last notice date to bond future and fixed trade converter to use correct dates, reviewed by Marc
Merge branch 'develop' into topic/REQS-333
[REQS-329] Added code to produce swap gamma analysis in the tutorial package.