Level 4 — 1.3.1 Parse sources and calculate yields

TIPS prices settlement date Treasury prices settlement date download date TIPS quotes Treasury quotes bond holidays settlement date settlement date download date → 1.3.7 TIPS yields → 1.3.2 and 1.3.6 SA factors → 1.3.2 Treasury yields → 1.3.4 to 1.3.7 FedInvest prices (S1) Market quotes (S7) Ref CPI NSA and SA (S4) Bond holidays (S16) 1.3.1.1 Parse FedInvest prices 1.3.1.2 Parse market quotes 1.3.1.3 Parse Ref CPI and SA factors 1.3.1.4 Parse bond holidays 1.3.1.5 Determine settlement date 1.3.1.6 Calculate TIPS yields 1.3.1.7 Calculate Treasury yields M1 csv.js M4 market- quotes.js M2 settlement.js M3 bond-math.js

One process per source parsed, then 1.3.1.5, 1.3.1.6 and 1.3.1.7, which calculate from what the parses produce. The four flows leaving on the right are the outputs of 1.3.1 at Level 3. Every process here drills to its section of 1.3.1 Parse sources and calculate yields. 1.3.1.3 produces nothing another process here uses: its output leaves 1.3.1 directly, for 1.3.2. The amber circles are shared modules (SharedModules.md), not process steps of this diagram.