[NEW] Period Curve

[yellowbean]

Background

There are Date Based Curve in current engine, like [("Date","Value")], but it is kind of redundant .

• if the deal issuance date changes, then the bond payment schedule should be shifted as well.
• other "decoupled" date-based curve should be change as well.

Solution

Create a "Period Based Curve" ,which is [(Period,Value)] ,then the bond payment schedule should be index based. The changes of closing date of deal won't cause a chains of required changes in deal model.