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Delayed Deflation Linked Bond

✓ Published2🌍 Public
Bblockmarket
Last edited Oct 26, 2023
Created on Oct 26, 2023
Forked from Mouse Interactions

This example visualizes a stochastic simulation of an inflation-linked bond under periods of deflation. It shows the bond’s notional principal and reinvested coupon value evolving over time as separate lines on a dark chart. The process uses a random-walk model for inflation and deflation, updated on an interval, with the notional adjusting monthly and coupon payments added semiannually. The visualization is rendered as an SVG using D3 v7, with mouse tracking displaying a radial gradient circle and a “Hello World!” label, while the simulation runs via a `setInterval` loop and a Box-Muller transform for random normal deviates.

AI-generated description
MIT Licensed

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