

Roger Ehrenberg: An open-source approach toward bond analytics - cwan
http://www.informationarbitrage.com/2010/05/bond-analytics-taking-an-open-source-approach.html

======
pdebruic
If you're interested in implementing this you could just contribute to

Quantlib (<http://quantlib.org>)

or RMetrics (<https://www.rmetrics.org/>)

------
jakarta
I don't see why the banks' trading desks would want to make the bond market
less opaque, their flow trading desks benefit from it.

~~~
ctkrohn
This is absolutely true. More transparency => more accurate valuation => less
bid/offer. Investors might like it, but don't expect the banks to be on board.

