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Bond Workbench
A clean fixed-income toolkit for pricing, yield math, and rate sensitivity—built for fast scenario work.
Fixed IncomeDurationConvexityScenarios
Impact Highlights
Price ↔ Yield
Conversion
Duration + Convexity
Risk metrics
Parallel shifts
Scenario engine
Export-ready
Reporting
Before vs After
Before
- • Spreadsheet-based yield calculations with fragile formulas
- • Manual duration and convexity computations across holdings
- • No consistent methodology for rate sensitivity analysis
- • Time-consuming scenario work for curve shift impacts
After
- • Price / Yield conversion with clean conventions
- • Duration + convexity risk metrics for rate intuition
- • Scenario engine for parallel shifts and stress testing
- • Risk summary panel with decision-ready outputs
- • Export-friendly outputs for memos and reporting
Key Decisions
1
Emphasized clarity, auditability, and consistent methodology—built for institutional reporting
2
Designed for speed + correctness: the two things fixed-income decisions come down to
3
Kept the interface minimal—surfacing only the numbers that matter for decision-making
What I'd do next (given more time)
- →Add curve construction for non-parallel shift scenarios
- →Include spread analysis for corporate bond pricing
- →Build portfolio-level duration aggregation