#16 Bond Yield Spread and Zero Discount Margin

[Lakshmi Krishnamurthy]

1. Need to calculate the <<from>> and <<to>> counter-parts for yield spread and zero discount margin for bonds from a verierty of input bond measures, and a set of output measures.</to></from>
2. Expose the yield spread and zero discount margin to full set of closing, live, and analytics external bond API - FI - and the corresponding samples.
3. Calculation these measures to the an arbitrary bond work-out date, as well as to the optimal exercise dates.
4. Introduce a set of bond measure calibration from these inputs.
5. Update the set of bond RV scenario measures matrix to include discount margin and yield spread.