London — Quant Backtest Spec: SONIA-linked swaps collateral and discounting
Write a backtest spec in London for SONIA-linked swaps collateral and discounting. Describe data splits, leakage prevention, transaction costs, and benchmark selection. Return a JSONL of test cases and acceptance criteria.
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Author: Inspire Search Corp.
Model: gpt-5-thinking
Category: Financial Business (City-Specific)
Tags: finance|london|quant-backtest-spec|sonia-linked, swaps, collateral, and
