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pf_StressTestingOfBond
简述
债券类资产-假设情景分析定义
pf_StressTestingOfBond(w:array;SettlementDate:Tdatetime;DeltaYTM:real;Returnytm:real;ReturnProfit:real)
参数
| 名称 | 类型 | 说明 |
|---|---|---|
| w | array | 数据表类型 |
| SettlementDate | Tdatetime | 日期，结算日 |
| DeltaYTM | real | 实数，债券收益率预期变化(%) |
| Returnytm | real | 实数，压力测试后的债券收益率(%) |
| ReturnProfit | real | 实数，压力测试后的债券收益额 |
- 范例W:=array(返回:
("组合编号":107.0,"截止日":"2013-01-31","代码":"BK050001","名称":"05国债01","数量":8590.0,"市值":882515.13,"占净值比例(%)":0.00069371,"总成本":859000.0,"成本价":100.0,"收盘":102.7375,"浮动盈亏":23515.13,"浮盈率(%)":2.7375,"一级分类":"固定收益","证券类别":"债券","板块名称":"国债","行业代码":"B_GZXQ","投资分类":"可供出售","上市地":"银行间","证券类别IV":"","剩余期限":2.07671233,"证券类别III":"政府债券","证监会一级行业分类":NIL,"中证一级行业分类":NIL,"管理人":NIL));
return pf_StressTestingOfBond(w,20130131T,0.1,0,0);
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