I used Bloomberg to calculate a zero rate under a parallel shift of 100 basis points, however I can not understand the results neather duplicate them. I included the +100 basis points by using the shift column.

Bloomberg screenshot.

The 3M is a money market rate, all other rates are swap

  • $\begingroup$ What command in Bloomberg do you use? $\endgroup$
    – Alex C
    Mar 17 '18 at 19:13
  • 1
    $\begingroup$ I included a screen shot. I added the +100 basis points manually by typing 100 in the shift field (above the shift column) $\endgroup$
    – Immer
    Mar 19 '18 at 8:33

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