mdpr: mdpr: Municipal Data and Pricing

Description

Description

mdpr will be used by traders of fixed income instruments, mainly municipal and US government bonds. Functionality will include pricing (clean and dirty price, yield to worst, and assorted other functions), risk analysis (dv01, convexity, etc.), and relative value metrics.


Tsunamical28/mdpr documentation built on May 9, 2019, 5:15 p.m.