repository-map.md

Repository Map

This map is organized by architecture layer so a new contributor can locate where a change belongs before touching code.

Layer 1 Packages: Domain Contracts and Conventions

• Boutquin.Curves.Abstractions
  • Stable contracts, identifiers, value objects, and core infrastructure interfaces used by downstream packages. Includes IFixingsStore/InMemoryFixingsStore for historical benchmark fixing storage.
  • Start here when defining or extending market-facing interfaces.
• Boutquin.Curves.Conventions
  • Day count, schedule roll, business-day adjustment, and instrument-convention semantics. Contains BusinessScheduleGenerator for Analytics-specific schedule generation (calendar contracts themselves live in MarketData.Abstractions.Calendars).
  • Update here when a product rule changes.
• Boutquin.Curves.Indices
  • Benchmark identity and metadata catalog surfaces.
• Boutquin.Curves.Quotes
  • Quote identity and normalization primitives used across adapters and bootstrap logic.

Layer 2 Packages: Curve Construction and Analytics

• Boutquin.Curves.Core
  • Query-time curve objects and curve-group composition. Includes spreaded discount curves (ZeroSpreadedDiscountCurve, MultiplicativeSpreadDiscountCurve) for credit/liquidity overlays.
• Boutquin.Curves.Interpolation
  • Interpolation/extrapolation strategy implementations: log-linear discount factor, linear zero rate, flat-forward (piecewise-constant instantaneous forwards), monotone convex (Hagan-West 2006), and monotone cubic (Fritsch-Carlson).
• Boutquin.Curves.Bootstrap
  • Calibration definitions, helper seams, solve orchestration, diagnostics, pre-calibration validation (CurveCalibrationInputValidator), and root solver infrastructure (IRootSolver with bisection, Brent, and Newton-Raphson implementations). Convexity adjustment abstraction (IConvexityAdjustment) for correcting futures-implied rates.
• Boutquin.Curves.Risk
  • Scenario and sensitivity extension seams aligned with curve abstractions.

When to work in Layer 2:

• adding a new node/helper type,
• changing interpolation or extrapolation behavior,
• extending calibration diagnostics.

Layer 3 Packages: Integration, Serialization, and Delivery

• Boutquin.Curves.Recipes
  • Standard curve recipes and single-call CurveBuilder for USD SOFR, CAD CORRA, GBP SONIA, and EUR EUR-STR workflows. Integrates with Boutquin.MarketData via IDataPipeline for data fetch; ICurveNodeSpec creates typed IDataRequest objects and extracts rates from canonical records.
• Boutquin.Curves.Serialization
  • Schema-oriented JSON mapping for curve group definitions; calibration report export to indented JSON via CalibrationReportExporter; and CSV quote ingestion via CsvQuoteLoader.
• Boutquin.Curves.Examples
  • Executable examples for core construction and usage patterns.

MarketData Dependencies

Market data ingestion is delegated to external packages:

• Boutquin.MarketData -- shared data kernel providing IDataPipeline, IDataRequest, IClock, and canonical record types (ScalarObservation, YieldCurveQuote, FuturesSettlement). Transport, caching, storage, normalization, and orchestration live here.
• Boutquin.MarketData.Adapter -- concrete source adapters (NY Fed, US Treasury, Bank of Canada, CME, Bank of England, ECB, and others) live in a separate repository.

Test Coverage Map

• tests/*
  • Unit and integration tests for contracts, conventions, curves, bootstrap behavior, interpolation, diagnostics, risk, serialization, recipes, and property-based tests.

Practical Navigation Guide

• "I need a new benchmark, convention, or identifier": start in Layer 1.
• "I need a new curve node or calibration behavior": start in Layer 2.
• "I need a new market-data source or adapter": that belongs in Boutquin.MarketData or Boutquin.MarketData.Adapter, not here.
• "I need a simpler user entry point or JSON format update": start in Layer 3 (Recipes/Serialization).