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Fixed Income Analytics

UCASS – Beijing

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Home » Additional Materials

Additional Materials

May 20 Additional Materials
Loan Amortization in Excel
Yield Curve

May 21 Additional Materials
Bond Price and Yield Using Excel
Treasury Bonds, Notes, and Bills Quotes
Treasury Strips Quotes
TIPS Quotes
Comprehensive Bond Data from Morningstar

May 28 Additional Materials
Bootstrapping Example in Excel

June 3 Additional Materials
Factors Affecting Interest Rate Risk Example
Duration and Modified Duration Examples
Immunization with Matched Duration
Swap Example with Solver

Bond Price and Yield in Excel

http://breesefixedincome.tulane.edu/wp-content/uploads/sites/14/2024/04/Bond-Price-and-Yield-in-Excel.mp4

TIPS

http://breesefixedincome.tulane.edu/wp-content/uploads/sites/14/2024/04/TIPS.mp4

 

Strips

http://breesefixedincome.tulane.edu/wp-content/uploads/sites/14/2024/04/Strips.mp4

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