Strata
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Add concept of aliasing in curve groups
Strata curve groups allow the same curve to be used as the forward curve for multiple indices. For example it is common to use the 1M curve for the 2W and 1W indices.
As it stands, there is no way to know which of the indices associated with a curve is the primary one (1M in the example above) and which are aliases (1W and 2W in the example).
In some cases it is necessary to know the primary index associated with a curve but there is currently no way to do this in Strata.
The curve group (definition) could be enhanced to contain separate mappings for primary indices and aliases, or a flag could be added to the curve group entry to indicate whether the mapping is between a curve and the primary index.
Add the index to the curve metadata?
Unfortunately there isn't anywhere in the code which knows about the primary index. The curve group is defined using the Strata CSV format and loaded directly into a CurveGroupDefinition