YTM - Frequency ParameterizedYTM - Pricing a Zero CouponDeliverables for Oct 19Indirection, Polymorphism, Data AbstractionDeliverables for Oct 26YTM - Frequency ParameterizedYTM - Pricing a Zero CouponDeliverables for Oct 19-Implement a “living spec” prototype spreadsheet for the geometric series based YTM formula-Download new versions of libraries on our website:-SBB_io class (to be able to read frequency)-SBB_date class-Build in support for a “Zero Coupon” Bond-Build a “trading book” collection class to handle a heterogeneous mix of types…-Possible “collectable” abstractions:-Instrument-Calculator-Bond-Criteria for class design: separately testable-Best way to use the SBB_io class data?-Inherit? Contain? Use? (recall “is-a”, “has-a”, “uses”…)-Load in new a data file (on website) to test an expanded portfolio of bonds…Indirection, Polymorphism, Data Abstraction-How to handle a heterogeneous mix?-Coupon-bearing-Zero Coupon-What does data-driven mean?-Pricing function signature-Data-file “schema”-Is-a, Has-a, Uses…-Memory management-Collection requirements:-Searching-Re-run using different yields-Link with another collection (yield-curve)Deliverables for Oct 26-Download new versions of libraries on our website:-New data items in SBB_io.h:-Amount-Ticker-Quality-Add identifier: “Ticker Coupon Maturity”-Using trading book collection class calculate:-Total position-Total first order risk
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