Rate Simulator

Market overview, rate scenarios, and Monte Carlo simulation

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Set up a portfolio with holdings to see rate impact scenarios

No portfolio duration data available

Duration-convexity impact for an individual ETF

Yield Change (bps)

Position Size ($)

Simulates future interest rate paths using a mean-reverting model (CIR). The model is calibrated from historical data of the selected reference rate.

Reference Rate

Horizon

Position Value Simulation (optional)

Position Size ($)

Duration (years)

Convexity

Gross Yield (%)

Fill position size + duration to see value projections alongside rate paths.

Configure parameters and run simulation

Click "Run Simulation" to generate rate forecast paths

Create a portfolio with holdings to unlock Portfolio Simulation mode with full NAV projections, income forecasts, and rate scenario analysis.