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dani
— Fund Rate & Spread Shock
QuantLib price-to-worst repricing of live holdings. Move a shock and watch the book reprice.
Fund
Interest-rate shock
+1.00%
Parallel shift added to every bond's yield.
Spread shock
+50%
Widens each bond's spread by this % of its current spread.
Reset shocks
Bond
Price
Yield
Spread
Dur
Shk Yield
Shk Price
Δ Price
×
Price
Yield %
Spread bp
Δ Price
—
Duration
—
Shift
—
Price
Yield
Spread
Duration
Change any field — the others reprice through the bond's QuantLib price-to-worst curve.
Reset to market