Portfolio Optimizer
Optimization Settings
Portfolio
Goal
Max Position Size
% of MV
Min Improvement
bps FutRtn
Candidates (CSV: ISIN, Price)
Tax Settings
After-Tax Return: Off
Likeness Constraints
Likeness Filter: Off
Settle Date
Horizon Date
Concurrency
parallel calls
Portfolio Impact
Mkt Value
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Wtd YTM
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Duration
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DV01
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Fcast Return
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Current
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Optimized
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Swap Plan
# Sell (Hold) Buy (Candidate) Sell Face Buy Face Sell MV Buy MV Sell YTM Buy YTM Yield Pickup FutRtn Δ Likeness
Load a portfolio and upload candidates to begin
Optimized Portfolio Holdings
# Bond Sector Face Amount Market Value % of Port YTM Duration DV01 Fcast Return
Run optimisation to see results