Portfolio simulator
Build a synthetic fixed income portfolio. Duration, convexity, DV01, annual income, parallel shift sensitivity.
Suggested yields come from the latest observed point of each curve in DB. Bonds modeled as par bonds (coupon = yield) with semi-annual (USD) or annual (EUR) compounding.
Add a position (synthetic par bond)
Yield and coupon are pre-filled with the latest observed yield for the selected currency/maturity. Coupon = yield → bond at par. Frequency: USD = semi-annual, EUR = annual.
Market value
$0
Notional
$0
Weighted avg yield
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Modified duration
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DV01
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Annual income
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Add a position to get started.