Re-work instruments::bonds pricing.

[avhz]

Re-work bond pricing module once the foundations (such as calendars, day-counting, curves) are implemented.

[joaquinbejar]

I am open to working on this

[avhz]

Hi @joaquinbejar, thanks for the interest!

Which part are you keen to work on? The foundational stuff (time/date, schedules, etc) or the higher level pricing stuff ?

[joaquinbejar]

Hi @avhz,

It's up to you. I think I can work in any area. Let me know what is a priority or blocker, and I'll do my best.

[avhz]

In order to implement the pricers in a meaningful/useful way, we need the foundational stuff.

In particular a decent amount of work is needed in the time module, and we also need the following two issues:

• Implement a Curve type.  #188
• Implement a Surface type. #141

In regards to the time module, ideally we need to be able generate schedules (of cashflows) that can be used in conjunction with a model and instrument in order to price the instrument.

At a high level, the idea would be something like:

The time module kinda falls into both the Instrument and Market parts, and those two are the priority I'd say.

You're of course welcome to pick whatever interests you most, or if you have suggestions around implementation feel free to let me know.

[joaquinbejar]

Let's start with the time module cashflow schedules, then