curve-construction

Comprehensive methodology for building all curve types required for bond pricing analytics. Use when implementing: (1) OIS-based discount curves (SOFR, SONIA, €STR), (2) Government yield curves from bond prices, (3) Multi-curve projection frameworks, (4) Cross-currency basis curves, (5) Credit/spread curves (Z-spread, OAS, CDS hazard rates), (6) Inflation-linked curves (TIPS, breakeven inflation), (7) Repo/financing curves, (8) Parametric models (Nelson-Siegel, Svensson). Covers bootstrapping algorithms, interpolation methods, spread calculations, and numerical optimization for high-performance curve construction in quantitative finance libraries.