Support bonds in the calculation and measures API #1331

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cjkent opened this Issue Sep 9, 2016 · 0 comments

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cjkent commented Sep 9, 2016

There is pricer support but no function.

@jodastephen jodastephen changed the title from Support accrued interest for bonds to Support bonds in the calculation and measures API Sep 12, 2016

@jodastephen jodastephen added this to the v1.1 milestone Sep 29, 2016

@jodastephen jodastephen self-assigned this Sep 29, 2016

jodastephen added a commit that referenced this issue Oct 3, 2016

Add BondDiscountingProvider interface
Interface for `LegalEntityDiscountingProvider`
See #1331

@jodastephen jodastephen referenced this issue Oct 3, 2016

Merged

Bond API #1368

jodastephen added a commit that referenced this issue Oct 3, 2016

Change LegalEntityDiscountingProvider to interface
`LegalEntityDiscountingProvider` is now an interface
`ImmutableLegalEntityDiscountingProvider` is the class
`BondGroup` is renamed to `RepoGroup`
It was not possible to deprecate in a sensible way
See #1331

jodastephen added a commit that referenced this issue Oct 3, 2016

Change LegalEntityDiscountingProvider to interface
`LegalEntityDiscountingProvider` is now an interface
`ImmutableLegalEntityDiscountingProvider` is the class
`BondGroup` is renamed to `RepoGroup`
It was not possible to deprecate in a sensible way
See #1331

jodastephen added a commit that referenced this issue Oct 3, 2016

Add calculation and measure API for bonds
Add market data wrappers for bonds
Add calculation and measure API
Fixes #1331

jodastephen added a commit that referenced this issue Oct 3, 2016

Add calculation and measure API for bonds
Extend support to capital indexed bonds
Fixes #1331

yukiiwashita added a commit that referenced this issue Oct 4, 2016

Bond API (#1368)
* Add BondDiscountingProvider interface

Interface for `LegalEntityDiscountingProvider`
See #1331

* Change LegalEntityDiscountingProvider to interface

`LegalEntityDiscountingProvider` is now an interface
`ImmutableLegalEntityDiscountingProvider` is the class
`BondGroup` is renamed to `RepoGroup`
It was not possible to deprecate in a sensible way
See #1331

* Remove duplicate Javadoc

jodastephen added a commit that referenced this issue Oct 4, 2016

cjkent added a commit that referenced this issue Oct 6, 2016

jodastephen added a commit that referenced this issue Oct 6, 2016

@cjkent cjkent closed this in #1374 Oct 7, 2016

cjkent added a commit that referenced this issue Oct 7, 2016

@cjkent cjkent removed the Status:InReview label Oct 7, 2016

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