Functions on BondPortfolio

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