Duplication of coupon aggregation of bond transaction

yellowbean / Hastructure

ABS/MBS cashflow engine written in Haskell, with API to Python and C/Java (on the way)

https://deal-bench.xyz

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Closed yellowbean closed 5 months ago

yellowbean commented 6 months ago

When consolidating bond transaction . Bond will double interest coupon value in transactions in the statement.

yellowbean commented 5 months ago

when current logic when aggregate bond transaction, it will use max( txn1 rate, txn2 rate)