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