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Tutorial: duration weighted strategy
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Fixed income
Design and execute fixed income strategies on the SigTech platform:
​
Bonds
:
choose and query bond data.
​
Swaps:
create and work with interest rate swaps.
​
Asset swaps
: create and work with Matched Maturity Asset Swaps.
​
Rolling bond strategy
building block
:
continually rolls on-the-run or off-the-run bonds for different tenors and issuers.
​
Rolling swap strategy
:
automatically roll IMM Interest Rate Swaps.
​
Tutorial: duration weighted strategy
:
step-by-step walkthrough for constructing a duration weighted spread between different tenors of government bonds by the same issue.
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Bonds
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