What the tool does
- Every open position valued against the current forward rate for its own maturity — not a blanket spot-rate comparison.
- For options and structured products — the current vol smile feeds into the valuation too.
- Every value is fetched live on each call — nothing is cached or approximated with stale rates.
- Portfolio-wide view — your entire hedge book, not position-by-position.
Output: Current value per position · valuation basis: forward rate to maturity (+ vol smile for options).