GitHub PullRequestReviewCommentEvent at 2014-10-06 12:41:58
Repository: OG-Platform
Actor: pondmouse
Payload: {"action":"created","comment":{"url":"https://api.github.com/repos/OpenGamma/OG-Platform/pulls/comments/18453892","id":18453892,"diff_hunk":"@@ -0,0 +1,40 @@\n+Curve Node ID: Examples - Main\n+=====================\n+\n+For single currency settings, the names in the examples are **XXX-INS-ZZZ**. The **XXX** is the currency. The **INS** is a description of the instruments referenced. The last **ZZZ** is the data source.\n+\n+For multi-currency settings, the names in the examples are **XXX-YYY-INS-ZZZ**. The **XXX** and **YYY** are the currencies. The **INS** is a description of the instruments referenced. The last **ZZZ** is the data source.\n+\n+Common instruments are:\n+* Depo: Deposits\n+* Depo-T+1: Deposits starting at T+1; to be able to distinguish between ON and TN.\n+* XIBORyM: Instruments (Fixing, FRA, STIR Futures, and IRS) linked to a unique index with tenor **yM**.\n+* XIBOR-BS-yM-zM: Basis swaps between the index with tenor **yM** and tenor **zM**.\n+* FFF: Federal Funds futures\n+* FFS: Federal Funds swaps (Arithmetic Average of Overnight v LIBOR).\n+* FXSwap: Forex swap.\n+* XIBORxM-YIBORyM: Cross-currency instruments linked to to two indexes with tenors **xM** and **yM**. The market standard for most currency pairs is 3M for both legs.\n+\n+USD\n+-----\n+* USD-Depo-BBG\n+* USD-Depo-T+1-BBG\n+* USD-FFF-FFS-BBG\n+* USD-LIBOR3M-BBG\n+* USD-LIBOR-BS-1M-3M-BBG\n+* USD-LIBOR-BS-3M-6M-BBG\n+* USD-LIBOR1M-BBG\n+* USD-LIBOR3M-BBG\n+* USD-LIBOR6M-BBG\n+\n+GBP\n+-----\n+* GBP-LIBOR3M-BBG\n+* ","path":"docs/og-financial/settings/curve-node-id-examples-main.rst","position":33,"original_position":33,"commit_id":"d1ddc66e8433530a6151ec06ed1d669664fb32ec","original_commit_id":"d1ddc66e8433530a6151ec06ed1d669664fb32ec","user":{"login":"pondmouse","id":179967,"avatar_url":"https://avatars.githubusercontent.com/u/179967?v=2","gravatar_id":"","url":"https://api.github.com/users/pondmouse","html_url":"https://github.com/pondmouse","followers_url":"https://api.github.com/users/pondmouse/followers","following_url":"https://api.github.com/users/pondmouse/following{/other_user}","gists_url":"https://api.github.com/users/pondmouse/gists{/gist_id}","starred_url":"https://api.github.com/users/pondmouse/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/pondmouse/subscriptions","organizations_url":"https://api.github.com/users/pondmouse/orgs","repos_url":"https://api.github.com/users/pondmouse/repos","events_url":"https://api.github.com/users/pondmouse/events{/privacy}","received_events_url":"https://api.github.com/users/pondmouse/received_events","type":"User","site_admin":false},"body":"Missing bullet","created_at":"2014-10-06T12:41:58Z","updated_at":"2014-10-06T12:41:58Z","html_url":"https://github.com/OpenGamma/OG-Platform/pull/237#discussion_r18453892","pull_request_url":"https://api.github.com/repos/OpenGamma/OG-Platform/pulls/237","_links":{"self":{"href":"https://api.github.com/repos/OpenGamma/OG-Platform/pulls/comments/18453892"},"html":{"href":"https://github.com/OpenGamma/OG-Platform/pull/237#discussion_r18453892"},"pull_request":{"href":"https://api.github.com/repos/OpenGamma/OG-Platform/pulls/237"}}},"pull_request":{"url":"https://api.github.com/repos/OpenGamma/OG-Platform/pulls/237","id":22272385,"html_url":"https://github.com/OpenGamma/OG-Platform/pull/237","diff_url":"https://github.com/OpenGamma/OG-Platform/pull/237.diff","patch_url":"https://github.com/OpenGamma/OG-Platform/pull/237.patch","issue_url":"https://api.github.com/repos/OpenGamma/OG-Platform/issues/237","number":237,"state":"open","locked":false,"title":"Topic/reqs 237","user":{"login":"marc-opengamma","id":644983,"avatar_url":"https://avatars.githubusercontent.com/u/644983?v=2","gravatar_id":"","url":"https://api.github.com/users/marc-opengamma","html_url":"https://github.com/marc-opengamma","followers_url":"https://api.github.com/users/marc-opengamma/followers","following_url":"https://api.github.com/users/marc-opengamma/following{/other_user}","gists_url":"https://api.github.com/users/marc-opengamma/gists{/gist_id}","starred_url":"https://api.github.com/users/marc-opengamma/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/marc-opengamma/subscriptions","organizations_url":"https://api.github.com/users/marc-opengamma/orgs","repos_url":"https://api.github.com/users/marc-opengamma/repos","events_url":"https://api.github.com/users/marc-opengamma/events{/privacy}","received_events_url":"https://api.github.com/users/marc-opengamma/received_events","type":"User","site_admin":false},"body":"Created more end-to-end tests. Tests related to cross-currency curve calibration and cross-currency-swap pricing.\r\n\r\nCreated example curve configuration 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