The article discusses fixed income analytics, focusing on concepts like yield, duration, and bond portfolio management. It explores how interest payments affect bond duration and the implications for managing portfolios. The researchers also examine yield curves, relative value, and strategies for adjusting to changes in the yield curve shape. Additionally, the study delves into modes of fluctuation in bond yields and their impact on pricing claims tied to interest rates. Overall, the research provides insights into effectively managing bond investments in response to market fluctuations.