Live/EOD Analytics and Closes Data Samples

Full featured financial fixed-income, credit, and bond analytics/risk

Brought to you by: lakshmi7977

Milestone: 1.3

Status: accepted

Owner: nobody

Labels: None

Updated: 2012-03-26

Created: 2012-03-26

Private: No

Need comprehensive analytics risk/valuation samples for both EOD, live, and user-supplied quotes for

IR products: Cash, EDF, interest rate swaps, and treasuries
FX products: spot, forwards (PIP and outrights), and basis
Credit Products: CDS, CDX, and bond
Rates curves: Cash discount curve, futures discount curve, swap discount curve, full closing discount curve, treasury discount curve
Credit Curves: Credit curves from different formats