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Yield-curve fitting
Recover level, slope & curvature from a market curve (OLS). Factor forecast
Project the three factors forward under 8 drift regimes, including VAR(1), a neural net and a Gaussian process. Scenario returns
Return distribution & VaR per bond, simulated jointly across correlated curves. Portfolio optimization
Constrained, multi-objective allocation across your Returns bond universe. Portfolio credit risk
Migration & default simulation with counterparty CVaR decomposition. SOFR futures VaR
Monte-Carlo Value-at-Risk for SOFR futures/options portfolios via Nelson-Siegel factor simulation. Emerging bond valuation & bootstrap
Bootstrap a discount curve from a sparse bond universe, then value and risk every bond off it. Portfolio theoretical pricing
Price a government/corporate portfolio off a curve already fitted upstream, with per-cashflow audit detail.