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Add settlement for resolved bonds #1728

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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@jodastephen jodastephen commented Jun 11, 2018

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.

jodastephen added 4 commits Jun 11, 2018
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
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@jodastephen jodastephen deleted the topic/bond-price branch Jun 12, 2018
@jodastephen jodastephen added this to the v2.0 milestone Jun 12, 2018
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