This section describes fixed income style attribution analysis for single or multicurrency portfolios based on Eagle's Fixed Income Attribution model. The Fixed Income Attribution model is designed to decompose bond returns and perform benchmark relative attribution for fixed income specific factors. It also provides linking methods used in multiple-period fixed income attribution analysis to ensure attribution effects are combined properly over multiple time periods. This section assumes you are familiar with the bond market.
In this section
- Overview of Fixed Income Attribution
- Calculate Global Effects
- Fixed Income Attribution Analysis for a Single-Period
- Fixed Income Attribution Analysis for Multiple-Periods
- Linking Methods for Fixed Income Attribution
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