Model custom shifts dynamically: Roll the curve forward or apply custom shocks, seamlessly switching between short- and long-end views. Select from classic shapes like parallel shifts, steepeners, and flatteners, or replicate preset historical market scenarios.
Compare multiple curves visually: View the differential between the spot curve, the forward curve, and your custom scenario on a single interactive chart, allowing you to quickly evaluate how your view diverges from the market.
Assess scenario probability: Gauge the relative likelihood of your shocked curve using integrated probability levels calculated by our strategists.
Translate your curve thesis into trade strategies ranging from outright swaps and spreads to butterflies and swaptions.
Once you’ve defined the shape of your curve, the tool will instantly generate a list of potential strategies, allowing you to rank and compare them using key metrics such as estimated PnL, carry, and historical volatility.
Narrow down the suggested strategies by applying risk parameters, such as filtering for leverage limits or minimum liquidity thresholds.
Access a detailed risk breakdown of your selected strategy, displaying precise Interest Rate (IR) Delta across all relevant tenors in both basis points and USD terms.
View hedge-ratio calculations across the curve to help you offset unwanted risk.
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