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Roland Lichters

Hi Colin,

yes, please try the stress testing functionality, this allows shifting any number of points on a single curve or several curves simultaneously,
see example 15. But note that rate shifts are not applied to quotes such as Deposit or Swap rates, but to zero rates. ORE does not provide utilities that support quote sensitivity or stress tests so far, although you can work around that by manipulating the market data input and rerunning the ore executable.


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