Task: Build the rates delta and gamma ladders

Table of Contents

This page documents a task in the Build the sensitivity ladders story. It captures the goal, current status, acceptance, and any notes or results.

1. Goal

A party runs a rates delta ladder and a rates gamma ladder over a book and reads them bucketed by curve and tenor.

2. Status

Field Value
State BACKLOG
Parent story Build the sensitivity ladders
Now Not yet started.
Waiting on Nothing.
Next Begin implementation.
Last touched 2026-11-03

3. Acceptance

  • The report definition, its risk report configuration and its analytics are seeded for a named party.
  • A run produces a ladder row for each curve and tenor the configuration shifts, and no row for a factor the run does not hold.
  • The gamma ladder reads the ComputeGamma figure and states in its documentation that it is money, not a curvature per unit.
  • The stored figures carry the curve, the tenor and the shift size, so a reader can tell a .1 figure from a basis-point figure without consulting the run.

4. 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.)

5. Measurements

Every number this task claims about a tree, with the command that produced it and the commit it was measured at. A number without both is not a measurement, because a clean-up record describes a tree and trunk moves under a branch: a consumer count, a gate's component count and a suite's size all change with no code changing, and the reader of a bare number cannot tell which tree it came from. Where the raw output matters, put it in an evidence/ file beside the task and name that file in the Command column.

What Value Command Commit
       

6. Notes

7. Test Scenarios

Manual QA scenarios (scaffolded via compass add test_scenario) 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
     

8. PRs

PR Title
   

9. Review

Comment summary File Decision Notes
       

10. Result

11. See also

Emacs 29.3 (Org mode 9.6.15)