Portfolio Lab#
Analyse positions, compare bond returns, and test dated scenarios. Your inputs stay in this browser.
Data and calculation limits
Public prices are historical observations. Current analytics use a price that is at most 7 days old. Prices and sensitivities share the same settlement date and cash flows. A missing price, exchange rate, schedule or unverified mandate rule stays unavailable. A current price is an observation. It is not an executable quote.
Positions#
Compare Cash and Horizon Returns#
Choose up to five securities. The entry is a dirty price per 100 of face value.
Notes
Cash paid, coupons, principal, exit value and return all use the same schedule. At maturity, the exit value is zero.
Explicit scenario assumptions#
Tax and funding values are your scenario inputs. Import a dated reference curve in the same currency to model the ageing of the curve. Under a flat yield assumption, roll-down is zero. The lab calculates the currency return for each instrument currency. It never pools currencies.
Import and Analyse Additional Data#
Each import has its own validation and analysis. Nothing changes the published data. The Manager Workbench also shows public issuer accounts and disclosed holdings.