92. Market Data Overview

93. Market Data Feed Architecture

94. Curve Construction Basics

95. Bootstrapping Yield Curves

96. Curve Instruments & Inputs

97. OIS vs LIBOR Considerations

98. Multi-curve Setup

99. Curve Interpolation Methods

100. FX Spot & Forward Curves

101. Volatility Surfaces

102. Surface Building Methods

103. Implied Volatility Handling

104. Market Data Storage Patterns

105. Tick Data & Time Series

106. Market Data Caching

107. Market Data Reloads

108. Market Data Reconciliation

109. Market Data Transformation Rules

110. Historical Market Data

111. Reference Market Data Providers

112. Handling Missing Data

113. Market Data Validation

114. Curve Shift & Scenarios

115. Stress Testing Market Data

116. Calibration Engines

117. Sensitivity to Curve Inputs

118. Market Data Governance

119. Market Data Automation

120. Integrating Market Data APIs

121. Real-time vs Snapshot Feeds

122. Latency Considerations

123. Using Bloomberg/Refinitiv

124. Synthetic Instrument Creation

125. Market Data in Pricing Engines

126. Surface Extrapolation Techniques

127. Market Data Troubleshooting

128. Workshop: Build Curve

129. Workshop: Vol Surface

130. Quiz: Market Data

131. Case Study: Calibration

132. Deployment Patterns for Market Data

133. Monitoring Market Data Pipelines

134. Market Data Security

135. Case Study: Reconciliation

136. Tips & Best Practices

137. Section Review