Is there a mnemonic for this list:
-
Duration
-
Key Rates duration
-
PV distribution of CFs
-
Sector and Quality
-
Sector Duration conribution
-
Quality spread contribution
-
Sector/ coupon / maturity cell weights
-
Issuer exposure
Is there a mnemonic for this list:
Duration
Key Rates duration
PV distribution of CFs
Sector and Quality
Sector Duration conribution
Quality spread contribution
Sector/ coupon / maturity cell weights
Issuer exposure