Market OTC Credit Index Convention Container

lakshmiDRIP / DROP

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

https://lakshmidrip.github.io/DROP/

Apache License 2.0

114 stars 43 forks source link

Open lakshmiDRIP opened 5 years ago

lakshmiDRIP commented 5 years ago

CreditIndexConventionContainer contains the Conventions of the Credit Index of an OTC Index CDS Contract.

lakshmiDRIP commented 5 years ago

Project - Market