Hedging with a Gilt Ladder

Precise liability matching with Gilts through non-negative least squares optimization

Configure Liability Profile

Start Date

End Date

Frequency

Amount (£)

Inflation (%)

Bullet Payment (Optional)

Use uploaded cashflows

Toggle ON to use your uploaded cashflows file; refresh the page (press home) to use form parameters for generating cash flows

Use All Available Bonds

Low Coupon Filter Manual Selection

Bond Selection Criteria

Maturity Bins

Alpha Parameter

Divides bonds into maturity groups, selecting the lowest coupon bond from each group. Higher bin numbers create a more granular selection. Alpha (0-1) controls maturity group spacing - higher values concentrate bins towards shorter maturities.

Select Gilts Manually

Selected: 0 of 61 gilts

Apply Tax Rate to Gilt Coupons

Tax Rate Calculator

Gross Salary (£, after pension/salary sacrifice)

Tax Region

Marginal Tax Rate: 20%

All gilt coupon payments will be impaired by this rate.

Note: This is an approximation based on your gross salary. Personal Savings Allowance and other personal circumstances may affect your actual tax rate. The calculation assumes static salary.

Cashflow Preview

Market data loaded successfully: 2025-04-09 | 61 instruments available

Admin Access

Hedging with a Gilt Ladder

Configure Liability Profile

Cashflow Preview

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