LiveStore Market Data Case Study

Visit the Mathema Option Pricing System for foreign exchange options and structured product valuation!

Load standard MCP_MARKET_DATA JSON into LiveStore, get curve objects via mdlsGet*, read rates with YieldCurve2ZeroRate; demonstrates patch and Impact.

Download MCP-TC31-LiveStoreMarketData.xlsx

Object chain

1. =McpLiveMarketDataStore(Config!B2)
2. =mdlsGetYieldCurve2(Store,"CNHDEPO_2") → McpYieldCurve2@n
3. =YieldCurve2ZeroRate(curve, date, "MID")
4. =mdlsApplyUpdateFile(Store, patch path) — must be referenced before post-patch reads
5. =mdlsLastUpdateImpact(Store)

Relative paths: data/market_data/MCP_MARKET_DATA_20260810.json, MCP_PATCH_CNHDEPO.json

Key functions

Function	Description
McpLiveMarketDataStore	Load snapshot
mdlsGetYieldCurve2	Get YieldCurve2 object
mdlsApplyUpdateFile	Apply patch
YieldCurve2ZeroRate	Read zero rate

Python example

See example/market_data/livestore_demo.py and patch_dod_demo.py.

Troubleshooting

• #NAME?: register mcp_market_data_live, mcp_lifecycle (last) in pyxll.cfg
• Patch not applied: ensure mdlsApplyUpdateFile is referenced by downstream cells