Hi Stephen,
I suppose it is two major differences that needs to be applied to do Bond Curves.
1/ Dated gridpoints, not generic tenors.
2/ Fixed Coupon and a Percentage Price, not par rates and price 100.
What is the plans to include this at this point?
If I like to get this developed by you on a Commercial basis, how much would it cost?
Best Regards
Torbjörn Lindström
Mobile +46 733 919166