Bond scenario analysis" module
BondPortfolio.BSACash→Cash
Result: The BSACash function provides the cash position of the portfolio.
Bond scenario analysis" module
BondPortfolio.BSAEvaluation[Scenario;Currency;Evaluation date;Horizon date]→ScenarioPortfolioValuation
Scenario (string): Name of the scenario.
Currency (Currency).
Evaluation date (date).
Horizon date (date).
Result: The BSAEvaluation function provides an evaluation object for the portfolio and the given evaluation parameters.
Bond scenario analysis" module
BondPortfolio.BSAItems→List(SecurityItem)
Result: The BSAItems function provides the list of securities items contained in the portfolio.
Bond scenario analysis" module
BondPortfolio.BSAMakeSimulationSpecification[Scenario;Evaluation date;Horizon date;Currency]→SimulationSpecification
Scenario (string): Name of the scenario.
Evaluation date (date).
Horizon date (date).
Currency (Currency).
Result: The BSAMakeSimulationSpecification function returns the data object that summarizes the transferred parameters.
Bond scenario analysis" module
BondPortfolio.Name→String
Result: The Name function returns the name of the portfolio variant.
Bond scenario analysis" module