Bond Pricing with Bond groups

[Orangemaple23]

Hi @yellowbean thank you for adding in Bond Pricing! It's a super helpful feature.

I have noticed that bond pricing doesn't work with bond groups. IF you need an example file from me, then please let me know but I have noticed that the bond pricing feature doesn't work when there are bond groups set up in the deal.

Thanks in advance!

[yellowbean]

No, it doesn't support so far.

Are you trying to price a Group or a single bond within specific "Group" ?

[Orangemaple23]

Hi @yellowbean , a single bond within a specific "Group".

[yellowbean]

@Orangemaple23

init test with 0.29.8

backoutsheet: https://docs.google.com/spreadsheets/d/1myvPwV8ZvdT2Gkf8muF1ZgMuste7EfEBqBr38X2BT1A/edit?usp=sharing

bondGrpPricing.zip

Be cautious with Convexity it hasn't been fully tested yet as there are multiple ways to calculate it, it's still not determined which algo is the best fit

[Orangemaple23]

Hi @yellowbean, Thank you very much!! I am just testing the new feature with 29.8. However, I think I raised it in the Pull Request but I have just noticed that with a multi pool deal and multi pool revolving, the pool balance does not show the correct balance, I see that with hastructure:latest and dev the same deal gives me different pool balance. Will update with an example next week.