EOD Bond Measures
Full featured financial fixed-income, credit, and bond analytics/risk
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#9 EOD Bond Measures
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.
