Description | Link |
Whether to calculate roll-down returns | |
Whether to calculate paydown returns | |
Whether to calculate convexity returns | |
Whether to calculate security-specific returns | |
Whether to calculate spread returns | |
Whether to combine multiple spread returns from different curves into one | |
Selected model for carry return decomposition | |
Selected model for sovereign curve decomposition | |
Model to used for averaging sovereign curve movments | |
Whether to use DTS (duration times spread) attribution |
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