Functions for bond scenario analysis
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. |