@article{shiftingtheyieldcurveforfixedincomeand,
  title = {Shifting the yield curve for fixed-income and derivatives portfolios},
  author = {Michele Leonardo Bianchi and Dario Ruzzi and Anatoli Segura},
  year = {2024},
  eprint = {2412.15986},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2412.15986v1},
}