RawMD Directory Manager Case Study

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Directory mode: point to a folder containing MCP_MARKET_DATA_YYYYMMDD.json files.

Download MCP-TC32-RawMarketManager.xlsx

Object chain

McpRawMarketManager("data/market_data") → rawmdGetYieldCurve2(mgr, id, val_date) → YieldCurve2ZeroRate

Key functions

Function	Description
McpRawMarketManager	Directory manager
rawmdGetYieldCurve2	YieldCurve2 by date
rawmdAvailableDates	Available dates

See example/market_data/rawmd_demo.py.