Doubled.

Translate the economic scenarios into changes of market factors (somehow subjective), using a good deal of historical analysis and correlations to justify the assumptions made.In your example you will estimate changes in thje FX rate, vol and IR levels.

Try Flavell.

ICVS then 33 for curve S23 ... shows you how they bootstrap the curves for the SWPM engine. No kink here as futures are used beyond 3M Libor.

Try DOCS 2052133. It will give you tickers for Bbg boostrapped discount factors for various curves. You should be able to get some history on the same tickers. Would assume this is the quickest route if one is happy with Bbg bootstrapped curves.

Second that, definitely one of the most interesting and refreshing risk management reads published.

You're right, it's just Amazon ... interesting.

Still delayed in UK.

BTPS 4 ¾ 09/01/21

Google shall be your friend.

A 12M indexed swap should be priced of a 12M fwd curve. If you use 6m fwd you'll definitely get it wrong. 6Mv12M basis is currently 13bp in EUR (5Y).

I quite like the new edition from Flavell.

Algorithmics Risk Service

How about duration?

Google is your friend.