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Bond Pricing - Excel Spreadsheets

$2

This product contains three spreadsheets to help you calculate the following in excel:

  • Bond Price and Yield Using Zero Curve Spreadsheet: This spreadsheet demonstrates how to calculate the price and yield of a bond using the zero curve.
  • Duration Calculation Spreadsheet: This excel calculator helps you to calculate the duration and modified duration of a bond.
  • Duration, Convexity, Price Yield Curve Spreadsheet: This spreadsheet shows the relationship between price and yield where the price is calculated using the actual formula, and using the duration-convexity estimate.


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Excel spreadsheets containing calculators related to bond pricing, duration, and convexity.

$2

Bond Pricing - Excel Spreadsheets

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