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Yield-curve fitting
Recover level, slope & curvature from a market curve (OLS). Factor forecast
Project the three factors forward under 5 drift regimes. Scenario returns
Simulated return distribution & VaR for a bond duration. Portfolio optimization
Markowitz-efficient portfolio across bond durations. 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.

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