Task: Term structure/tenor knowledge docs: Pillar, provenance/ladder cleanup
Table of Contents
This page documents a task in the IR Rates synthetic data generation story. It captures the goal, current status, acceptance, and any notes or results.
Goal
Extend and tidy the term-structure/tenor knowledge cluster: a dedicated Pillar doc, and provenance/ladder docs that org-roam link to existing definitions instead of restating them.
Status
| Field | Value |
|---|---|
| State | DONE |
| Parent story | IR Rates synthetic data generation |
| Now | Complete. |
| Waiting on | Nothing. |
| Next | n/a |
| Last touched | 2026-07-12 |
Acceptance
- Pillar doc exists and is linked wherever 'pillar' is used in the cluster
- Curve Point Provenance and Multicurve Management link to Data Quality/Interpolation/Extrapolation rather than redefine them
Plan
(Implementation strategy. Written when work starts; key decisions
are distilled into the parent story's * Decisions at close, but the
plan itself stays — it is the historical record of what we did.)
Notes
Test Scenarios
Manual QA scenarios (scaffolded via compass add test_scenario, run
through the QA Validation Runner panel) that verify this task. Link
new ones here as they're created; the scenario doc itself links back
via its "Verifies task" field.
| Scenario | State | Notes |
|---|---|---|
PRs
| PR | Title |
|---|---|
| #1528 | [doc] Term structure/tenor cluster: Pillar, provenance/ladder cleanup |
Review
| Comment summary | File | Decision | Notes |
|---|---|---|---|
Result
Added a dedicated Pillar knowledge doc and org-roam linked it wherever "pillar" is used across the tenor/term-structure cluster. Reworked Curve Point Provenance and Multicurve Management to link to already-defined concepts (Data Quality, Interpolation, Extrapolation) rather than restate them, and to describe requirements as prose rather than a requirements-document format. Also removed an unsourced "observed as prior art in another system" claim from Multicurve Management.