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
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Start Convexity
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Horizon Total Return
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Horizon CAGR
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Break-Even Year
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Max Drawdown
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Key Points (by period)