Yield Scenario Engine

Explore yield curves, build rate scenarios, and price bonds in real time.

Curve

Face value

Coupon rate (%)

Maturity (years)

Maturity mode ?Choose whether to specify maturity as a number of years or as an exact date pair with ACT/365 day-count.

Coupon frequency ?How often coupons are paid per year. Affects duration and price calculations.

Parallel shift?Shifts the entire yield curve up or down by a fixed number of basis points.Shift (bps)

Steepener / flattener?Tilts the curve around a pivot point. Positive slope steepens, negative flattens.Pivot (years)Slope (bps per year)

Twist?Applies different shocks to the short and long ends of the curve, interpolating linearly between them.Short-end (bps)Long-end (bps)

Key-rate shocks?Apply targeted basis-point shocks at specific tenors.

Tenor (months)Shock (bps)

Scenario overlay

Market rates to bond maturity

At bond cash-flow dates (semiannual, 5.0Y maturity)

Between consecutive coupon dates