Bond scenario analysis" module
The functions for scenario analysis are realized by a series of interlocking object types:
|
Object type |
Description |
|---|---|
|
BondPortfolio |
A portfolio consisting of a series of securities positions and a cash position, as can be defined as a portfolio variant in the scenario analysis tool. |
|
Security position |
A securities position as part of a bond portfolio. |
|
Cash |
A cash position as part of a bond portfolio. |
|
Simulation specification |
A data structure that contains all definitions that occur within a session with the scenario analysis tool. |
|
ScenarioPortfolioValuation |
A valuation object for scenario key figures that relate to the overall portfolio. This object also provides access to the individual position valuations. |
|
ScenarioPositionsValuation |
A valuation object for scenario key figures relating to a bond position. |