[Quantlib-users] Risk Ladder

[Will S. <Wil...@as...>]

Hi there, does anyone know if there is a function in Quantlib Excel that would allow me to aggregate a series of Bond handles and see their aggregate deltas split out by separate tenor buckets? (Presumably if there was it would be the tenor buckets as defined by a specific discount curve that I would have to build)

Thanks in advance for any thoughts & have a good weekend,

Will