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10_17_2024.txt
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56 lines (50 loc) · 3.4 KB
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Features:
Bug Fixes/Re-organization:
- Service API Instr Metric - 1D Dirty PnL With Fixing (1, 2, 3)
- Service API Instr Metric - 1D Total PnL With Fixing #1 (4, 5, 6)
- Service API Instr Metric - 1D Total PnL With Fixing #2 (7, 8)
- Service API Instr Metric - 1D Curve Shift Swap Rate #1 (9, 10)
- Service API Instr Metric - 1D Curve Shift Swap Rate #2 (11, 12, 13)
- Service API Instr Metric - Period Floating Rate Used #1 (14, 15)
- Service API Instr Metric - Period Floating Rate Used #2 (16, 17, 18)
- Service API Instr Metric - Period Curve Floating Rate #1 (19, 20, 21)
- Service API Instr Metric - Period Curve Floating Rate #2 (22, 23)
- Service API Instr Metric - 1D Maturity Roll-up Swap Rate #1 (14, 25)
- Service API Instr Metric - 1D Maturity Roll-up Swap Rate #2 (26, 27, 28)
- Service API Instr Metric - Clean Float DV01 With Fixing #1 (29, 30)
- Service API Instr Metric - Clean Float DV01 With Fixing #2 (31, 32, 33)
- Service API Instr Metric - Period Product Floating Rate #1 (34, 35, 36)
- Service API Instr Metric - Period Product Floating Rate #2 (37, 38)
- Service API Instr Metric - 1D Maturity Roll-down Swap Rate #1 (39, 40)
- Service API Instr Metric - 1D Maturity Roll-down Swap Rate #2 (41, 42, 43)
- Service API Instr Metric - 1M Maturity Roll-down Swap Rate #1 (44, 45)
- Service API Instr Metric - 1M Maturity Roll-down Swap Rate #2 (46, 47, 48)
- Service API Instr Metric - 3M Maturity Roll-down Swap Rate #1 (49, 50, 51)
- Service API Instr Metric - 3M Maturity Roll-down Swap Rate #2 (52, 53)
- Service API Instr Metric - 1D Maturity Roll-up Swap Rate PnL #1 (54, 55)
- Service API Instr Metric - 1D Maturity Roll-up Swap Rate PnL #2 (56, 57, 58)
- Service API Instr Metric - 1D Maturity Roll-up Fair Premium #1 (59, 60)
- Service API Instr Metric - 1D Maturity Roll-up Fair Premium #2 (61, 62, 63)
- Service API Instr Metric - 1D Maturity Roll-down Swap Rate PnL #1 (64, 65, 66)
- Service API Instr Metric - 1D Maturity Roll-down Swap Rate PnL #2 (67, 68)
- Service API Instr Metric - 1M Maturity Roll-down Swap Rate PnL #1 (69, 70)
- Service API Instr Metric - 1M Maturity Roll-down Swap Rate PnL #2 (71, 72, 73)
- Service API Instr Metric - 3M Maturity Roll-down Swap Rate PnL #1 (74, 75)
- Service API Instr Metric - 3M Maturity Roll-down Swap Rate PnL #2 (76, 77, 78)
- Service API Instr Metric - 1D Maturity Roll-up Fair Premium PnL #1 (79, 80, 81)
- Service API Instr Metric - 1D Maturity Roll-up Fair Premium PnL #2 (82, 83)
- Service API Instr Metric - 1D Maturity Roll-up Fair Premium with Fixing #1 (84, 85)
- Service API Instr Metric - 1D Maturity Roll-up Fair Premium with Fixing #2 (86, 87, 88)
- Service API Instr Metric - 1D Maturity Roll-up Fair Premium with Fixing PnL #1 (89, 90)
- Service API Instr Metric - 1D Maturity Roll-up Fair Premium with Fixing PnL #2 (91, 92, 93)
- Service API Product Daily PnL - Constructor #1 (94, 95, 96)
- Service API Product Daily PnL - Constructor #2 (97, 98, 98)
- Service API Product Daily PnL - Constructor #3 (100, 101, 102)
- Service API Product Daily PnL - Constructor #4 (103, 104, 105)
- Service API Product Daily PnL - Constructor #5 (106, 107, 108)
- Service API Product Daily PnL - Constructor #6 (109, 110, 111)
- Service API Product Daily PnL - Constructor #7 (112, 113, 114)
- Service API Product Daily PnL - Constructor #8 (115, 116, 117)
- Service API Product Daily PnL - Constructor #9 (118, 119, 120)
Samples:
IdeaDRIP: