Rates & fixed income

This collection examines the additional structure required for bond and interest-rate option research. Start by identifying whether the underlying is a cash security, a specific futures contract, or another rate-related instrument. Then preserve quotation units, reference periods, curve versions, and the convention behind any volatility or sensitivity measure. The featured guide develops a taxonomy-first approach rather than promising one pricing formula for every product. Pair it with the futures-contract reference and the local schema examples to design a record that can explain where each quantity came from and which assumptions a calculation requires.