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It sounds like you expect the sum of the single impacts to be equal to the impact you get when you move every instrument by 1bp. In theory this should be the case because (assuming two curve instruments for simplicity which happen to have same levels $x$) $$ \frac{d}{dx}f(x,x)=\frac{\partial}{\partial x_1}f(x_1,x_2)\Big|_{x_1=x_2=x}+\frac{\partial}{\partial ...


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