CURVE TRADES
Curve Trades
Build the trade by risk, not by equal notionals.
Curve TradesBondStats fixed-income workstation
POSITION INPUTS
TRADE CONSTRUCTION
Trade P&L—
Hedge notional—
Long-leg DV01—
INTERPRETATION
Trade construction
Size two curve legs on comparable rate risk, then stress the steepener or flattener instead of guessing from notionals. The purpose is decomposition: show which assumption creates the result and which risk remains outside the calculation.
Model boundary
This workstation isolates the stated drivers. Optionality, liquidity, tax, settlement and instrument-specific conventions can change realized economics and should be layered in separately.
CONTINUE THROUGH BONDSTATS
Related tools and research
The Carry SurfaceSeparate income carry from roll-down and financing drag before a bond reaches the next point on the curve.Portfolio Rate MapAggregate position-level duration and DV01 into a portfolio rate-risk map.Where the Curve HurtsTranslate maturity-key shocks into portfolio P&L without assuming the whole curve moves in parallel.Derivatives & HedgingContinue into the BondStats research library.
BOOKBefore the Market KnowsRead the market before the consensus catches up.MARKET RESOURCETradingView ↗Charts, markets and economic data.
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