Lakshmik/CreditAnalytics — Issue #9: EOD Bond Measures
Author: Lakshmik
Created: 2012-02-27 02:59:32+00:00
State: open

Need a simple API to create generate the comprehensive set of bond measures (see product coverage section) for a given EOD and quote.

Essentially 3 different quotes for now - price, spread to treasury benchmark, and yield.

The API needs to load the bodn reference data, load the discount curve, the treasury curve, EDSF curve, and/or the credit curve for the specified bond currency and EOD, and then generate the comprehensive set of bond measures.