Scenario Tweak Curve

Full featured financial fixed-income, credit, and bond analytics/risk

Brought to you by: lakshmi7977

Milestone: 1.2

Status: open

Owner: nobody

Labels: None

Updated: 2012-02-26

Created: 2012-02-26

Private: No

Need the ability to tweak/adjust the given discount/credit curve in one of many ways:

Specified node in the curve bumped/re-trenched on either a parallel or a proportional basis
All the nodes in the curve bumped/re-trenched on either a parallel or a proportional basis

In addition, there is a need to create a set of canned scenarioes - e.g., 10% credit spread widening.

Also the products, curves, component, and calculation outputs all need to updated to accomodate this.