We would like to set up sensitivity analysis for our vanillay IR swaps. There seems to be three alternatives, Basic Analyzer, market risk analyser and portfolio analyser and we are not sure of the appropriateness of each to our situation. JBRX wants an analysis structure to be created. JBRJ needs a portfolio heirarchy - any advice as to what we likely need? Thanks for any advice to get us going in the right direction.
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