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Add settlement for resolved bonds #1728

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merged 4 commits into from Jun 12, 2018

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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 some commits Jun 8, 2018

Add settlement for resolved bonds
Resolve positions into trades with no settlement
Fix pricers for refactored bonds
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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security/snyk - modules/basics/pom.xml No dependency changes
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security/snyk - modules/calc/pom.xml No dependency changes
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security/snyk - modules/collect/pom.xml No dependency changes
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security/snyk - modules/data/pom.xml No dependency changes
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security/snyk - modules/loader/pom.xml No dependency changes
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security/snyk - modules/market/pom.xml No dependency changes
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security/snyk - modules/math/pom.xml No dependency changes
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security/snyk - modules/measure/pom.xml No dependency changes
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security/snyk - modules/pom.xml No dependency changes
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security/snyk - modules/pricer/pom.xml No dependency changes
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security/snyk - modules/product/pom.xml No dependency changes
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security/snyk - modules/report/pom.xml No dependency changes
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security/snyk - pom.xml No dependency changes
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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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