Portfolio Stress Testing
Fixed-income stress testing tool with interest rate and credit spread shocks. Real-time P&L impact, duration contribution, and multi-currency support.
How It Works
Apply parallel rate shifts and credit spread shocks to your bond holdings. See real-time P&L impact, duration contribution, and exposure breakdown. Supports FX-aware calculations across 12 currency pairs.
Monte Carlo Simulator
Portfolio Monte Carlo simulation with 10,000+ scenarios. Calculate VaR, CVaR, and probability distributions using correlated asset returns.
Bond Pricing Calculator
Professional bond pricing calculator with YTM, duration, convexity, and DV01. Three pricing methods, multiple day count conventions, and 2D stress testing for fixed-income analysis.
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