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State YU17-otc-rates Learning Guide

YU lineage. Current integration behavior is described in the state overview; historical state branches may differ.

Position In Learning Graph​

Convergence Metadata​

  • Convergence state: no
  • Convergence level: none
  • Lineage role: optional
  • Nearest previous convergence: none
  • Nearest next convergence: none

Catalogued Branches​

Code Comparison With Previous State​

Plain-English Code Delta​

  • Books OTC swaps and swaptions beside the matching book in the same consensus log. Adds reference-anchored price bands, a price-derived grid, sequenced CLOSED/PRE_OPEN/OPEN phases, historical tape replay and operator-scoped counters.
  • Evidence entrypoints: test-state-YU17-otc-rates.sh; OTC contract tests.
  • Boundary: Contracts export terms without valuation. Historical replay is not live data or a backtest; tick-rule sides are inferred. Active configuration may instead use an explicitly synthetic offline feed.
  • All YU states and additions.

Run This State​

./scripts/start-state-YU17-otc-rates-generated.sh