| Term | Market Rate | Shift | Shifted Rate | Zero Rate | Discount |
|---|
| Pay Date | Accrual Start | Accrual End | Days | Notional | Rate % | Cash Flow | Discount | PV |
|---|
| Pay Date | Accrual Start | Accrual End | Days | Notional | Rate % | Cash Flow | Discount | PV |
|---|
| Swap | Position | Maturity | Notional | Par rate % | DV01 | Scenario P&L | Hedge | Remove |
|---|---|---|---|---|---|---|---|---|
| Net | — | — | ||||||
Each swap starts at spot and pays annually on ACT/360 on both legs. Notional accepts entries such as 10MM or 500K. These trades are separate from the deal on the Main tab.
Short-end moves fade as 1/T and long-end moves grow as T/30, so a long-end move looks small on swaps under 7Y.
| Position | Carry | Roll-down | Total |
|---|
| Period | Accrual Start | Accrual End | Notional | Principal paid at end |
|---|