Is there a canonical method to shift market curves in strata? If so, what is the recommened practice?
Does strata offers way to shift (say parallel shift) both the yield curve and the bootstrapped curve? Or just one of these?
If one would like to compute say DV01s, for a bond, does starta offer a built in method to compute that? If so, when computing the DV01, does Strata shifts the swap curve or does it shift the resulting zero curve after bootstrapping? Is there any special treatment when shifting the yield curve when it contains futures rates in between?