https://github.com/risktoollib/rtlappbonds

Experiment with fixed income risk at the portfolio level
https://github.com/risktoollib/rtlappbonds

bonds fixed-income golem-apps r risk-management sensitivities

Last synced: 3 months ago
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Experiment with fixed income risk at the portfolio level

• Host: GitHub
• URL: https://github.com/risktoollib/rtlappbonds
• Owner: risktoollib
• License: other
• Created: 2022-01-16T00:28:23.000Z (over 3 years ago)
• Default Branch: master
• Last Pushed: 2023-04-06T14:37:18.000Z (over 2 years ago)
• Last Synced: 2025-02-28T21:32:07.704Z (7 months ago)
• Topics: bonds, fixed-income, golem-apps, r, risk-management, sensitivities
• Language: R
• Homepage:
• Size: 1.68 MB
• Stars: 1
• Watchers: 2
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.Rmd
  • License: LICENSE

Awesome Lists containing this project

README

          
---

output: github_document

---

```{r, include = FALSE}

knitr::opts_chunk$set(

  collapse = TRUE,

  comment = "#>",

  fig.path = "man/figures/README-",

  out.width = "100%"

)

```

# RTLappBonds

[![Lifecycle: experimental](https://img.shields.io/badge/lifecycle-experimental-orange.svg)](https://lifecycle.r-lib.org/articles/stages.html#experimental)

[![Codecov test coverage](https://codecov.io/gh/risktoollib/RTLappBonds/branch/master/graph/badge.svg)](https://app.codecov.io/gh/risktoollib/RTLappBonds?branch=master)

[![R-CMD-check](https://github.com/risktoollib/RTLappBonds/workflows/R-CMD-check/badge.svg)](https://github.com/risktoollib/RTLappBonds/actions)

***Part of a series of Shiny Apps to support education of risk managers and trading analysts in Universities and commodity-trading enterprises.***

This app is designed and shared publicly to support education in Fixed Income trading and risk management. 

Whilst most textbooks and courses focus on individual instruments, managing risk at the portfolio level introduces a complex interaction of sensitivities. Being able to simulate the risk profile outside a narrow band of market movements is an integral part of internalizing the knowledge required to operate at Enterprise level.

## Installation

You can install the development version of `RTLappBonds` from [GitHub](https://github.com/) with:

```{r, eval=FALSE}

# install.packages("devtools")

devtools::install_github("risktoollib/RTLappBonds")

```

## Running the app

```{r, eval=FALSE}

library(RTLappBonds)

RTLappBonds::run_app()

```