Bond Scenario Tool (Nominal & TIPS) BETA

Parameters
Engine prices from full cash flows. **Nominal Treasuries** use nominal yields. **TIPS** price in real terms; if “Include CPI Accrual” = Yes, TRI is nominalized by compounding the CPI path (TIP-comparable). Coupons reinvest at the prevailing (real or nominal) yield path as applicable. (Nominal)
Results
Start Modified Duration
Start Convexity
Horizon Total Return
Horizon CAGR
Break-Even Year
Max Drawdown
Key Points (by period)