Sector settings allow data to be partitioned into non-overlapping sets of data, such as maturity, coupon and duration buckets.
These settings can be used for reporting. In addition, they may be used to customise Brinson attribution, which requires that portfolio and benchmark data be partitioned into sectors so that exposures can be compared.
Description | Link |
Maturity buckets for reporting and Brinson attribution | |
Maturity buckets for reporting and Brinson attribution | |
Coupon buckets | |
Tenor buckets | |
Key rate durations |
‣