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#18 Bond Analytics Documentation Update

1.4
open
nobody
None
2012-05-06
2012-05-06
No
  1. Update Bond Analytics methodology and description for calculation of, and calibration from Yield Spread measures
  2. Update Bond Analytics methodology and description for calculation of, and calibration from Zero Discount Margin measures
  3. Write the Bond Analytics Methodology documentation for the calibration of the Par Equivalent CDS Spread for the price (and other inputs).
  4. Implement, and document, the Bond Analytics Measure calculation methodology from the bond's PECS input.

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