PORTFOLIO RATE MAP
Portfolio Rate Map
See which positions actually own the portfolio’s rate risk.
Portfolio Rate MapBondStats fixed-income workstation
POSITION INPUTS
RISK BY MATURITY BUCKET
Portfolio DV01—
Portfolio value—
Weighted duration—
INTERPRETATION
Risk concentration
Turn position-level duration into a book-level view of DV01, concentration and the maturities doing the damage. 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.Curve TradesSize a two-leg curve position by DV01 and see how steepener or flattener moves transmit into P&L.Where the Curve HurtsTranslate maturity-key shocks into portfolio P&L without assuming the whole curve moves in parallel.Quantitative FinanceContinue 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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