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Add settlement for resolved bonds #1728

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Merged
merged 4 commits into from
Jun 12, 2018
Merged

Add settlement for resolved bonds #1728

merged 4 commits into from
Jun 12, 2018

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jodastephen
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Create a new settlement model for bonds, allowing positions to be handled.
Update pricer to match, using the valuation date when the settlement date is not available.

Resolve positions into trades with no settlement
Use a far past date for settlement
@jodastephen jodastephen self-assigned this Jun 11, 2018
@jodastephen jodastephen merged commit fb56472 into master Jun 12, 2018
@jodastephen jodastephen deleted the topic/bond-price branch June 12, 2018 10:30
@jodastephen jodastephen added this to the v2.0 milestone Jun 12, 2018
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2 participants