Finance & Banking · Financial Markets

DurationLab: Interest Rate Markets & Duration Analysis

Interactive simulation where students build bond portfolios, stress-test them against yield curve shifts, and develop intuition for duration, convexity, and immunization strategies in fixed income markets.

10 rounds Executive English, Español

Preview

Who it is for

An advanced simulation for participants used to working with the main frameworks and trade-offs of the subject, designed for executive education and experienced professionals.

How a session runs

  1. The instructor creates a session from the Eureka dashboard and invites the participants.
  2. Participants play 10 rounds. In each one they submit their decisions and the simulation calculates the results.
  3. The simulation can be run in English, Español.
  4. The instructor follows each participant's progress and results from the dashboard, and uses the class results for the debrief.

Decisions participants make

The decisions participants make during the simulation:

  • Gov 2Y (Dur 1.89)
  • Gov 10Y (Dur 8.22)
  • Gov 30Y (Dur 17.17)
  • Corp IG 5Y (Dur 4.27)
  • Corp HY 7Y (Dur 5.17)
  • Zero 10Y (Dur 9.62)
  • Callable 10Y (EffDur 4.80)
  • FRN 3Y (Dur 0.24)

What participants track

What participants follow on screen as the rounds go by:

  • Portfolio Allocation (%)

Subjects covered

Designed for courses in Financial Markets.

  • Interest Rate Markets & Duration Analysis

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