Documentation

• The Instruments guide summarizes supported instruments and features
• The Instrument fields guide contains a complete list of JSON fields for describing instrument terms and conditions
• The Data types guide explains the data types used in the JSON fields
• The Parameters guide explains how to represent parameters for valuation, e.g., yield curves and surfaces.
• The Schedule generation guide explains how JSON risk generates schedules for interest rate instruments.

Tutorials

PDF Tutorial on EVE stress testing with the portfolio pricing app