Analytics

Child service providing analytics for the Business model.

• See QuoteAnalyticServiceTemplate.

Note this is the analytics for market making and curve building

• Bumps and grinds PVs on min size for future/cash instruments.
• Aggregated cash flow strips re implied/discounted per pricing and discount curve.
• New Biz and Change trades, unaggregated bump and grind.
• Bumped curves supply PVs to imply Delta/Gammas.