FIXED INCOME MODELS / CALCULATION REVIEW

[ ] Cash-flow dates and amounts match the actual instrument.
[ ] Yield units and compounding are explicit.
[ ] Accrued interest and settlement conventions are resolved.
[ ] Zero yield and par-bond checks pass.
[ ] Discounted cash flows reconcile to price.
[ ] Sensitivities reconcile to finite differences.
[ ] Exact repricing is distinguished from approximations.
[ ] Default, optionality and liquidity exclusions are explicit.
[ ] Portfolio quantities and currency units reconcile.
[ ] Reinvestment assumptions are stated, not inferred.
[ ] Inputs, model version and outputs are retained.