RawMD vs Direct Construction Case Study

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Same pillar data: JSON (RawMD) vs Excel VP construction (Direct).

Download MCP-TC33-RawMDvsDirect.xlsx

Comparison (P0)

• Compare_YC2: CNHDEPO_2
• Compare_FXFP2: USDCNH_FXFP_BGN_2

Diff columns should be near 0 bp.

Key functions

RawMD	Direct	Read
rawmdGetYieldCurve2	McpYieldCurve2	YieldCurve2ZeroRate
rawmdGetFXForwardPointsCurve2	McpFXForwardPointsCurve2	Fxfpc2FXSpotRate

MarketDataRoot: data/market_data (relative to workbook).