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Examples

The source knowledge base includes a good set of example scripts. Read them as a progression, not as isolated snippets.

The sequence below matches how a real implementation usually comes together.

1. Bootstrap first

00_bootstrap_registration.py

This is the most important example operationally.

It shows the expected startup pattern:

  • your connector exposes a register_all() function,
  • that function wires ETL builders and pricing index specs,
  • pricing only starts after that bootstrap has run.

If you only adopt one pattern from the examples, adopt this one.

2. Register ETL builders

01_register_etl_curve_builder_valmer.py

This example shows how to register a discount-curve builder.

Why it matters:

  • the ETL registry is keyed by constant name,
  • the builder receives the resolved UID value,
  • the node later compresses and stores the curve payload.

It is a good reference for anyone building a connector around a rates vendor.

3. Publish pricing inputs with DataNodes

02_etl_nodes_discount_and_fixings.py

This example shows the actual nodes that publish:

  • discount curves,
  • and daily fixing series.

It is the bridge between the data production world and the pricing runtime.

4. Register pricing indices

03_register_pricing_indices_banxico_style.py

This is the pricing-side mirror of the ETL registration step.

It shows how to:

  • resolve the UID values you will use in pricing,
  • register an IndexSpec,
  • tie an index UID to its curve UID, fixings UID, and conventions.

This is where most "data exists but pricing still fails" issues are resolved.

5. Price simple instruments

04_price_fixed_and_floating_bond.py

Use this example to understand the difference between:

  • a fixed bond priced with a yield,
  • and a floating bond priced from registered curves and fixings.

It is a good smoke test for runtime setup.

05_price_tiie_swap.py

This example does the same for an interest-rate swap.

If bonds work but swaps fail, comparing the two examples often makes the missing link obvious.

6. Move to a portfolio view

06_portfolio_position.py

This example introduces Position, which is the easiest way to think about portfolios in this stack.

Use it when you want:

  • total PV,
  • line-by-line contribution,
  • combined future cashflows.

7. Connect platform assets to pricing

07_attach_pricing_details_to_assets.py

This example is important because it shows how a connector turns an asset into a priceable instrument.

It demonstrates:

  • ensuring the asset exists,
  • building the SDK instrument model,
  • storing pricing details on the asset.

08_rebuild_instrument_from_asset_pricing_details.py

This is the downstream side of the same pattern.

It shows how to:

  • fetch an asset,
  • rebuild the SDK instrument from instrument_dump,
  • run pricing or analytics on the reconstructed object.

If you are onboarding someone new, use this order:

  1. 00_bootstrap_registration.py
  2. 01_register_etl_curve_builder_valmer.py
  3. 02_etl_nodes_discount_and_fixings.py
  4. 03_register_pricing_indices_banxico_style.py
  5. 04_price_fixed_and_floating_bond.py
  6. 05_price_tiie_swap.py
  7. 07_attach_pricing_details_to_assets.py
  8. 08_rebuild_instrument_from_asset_pricing_details.py
  9. 06_portfolio_position.py

That order matches how teams usually build the stack in practice.

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