The Yield Book In Your Spreadsheet
Released February 1, 2006
The Yield Book Add-In gives you access to Yield Book data and analytics from within your spreadsheets.
You can incorporate the Add-In into your worksheet through functions and interactive menus. The Add-In
can also be wrapped with other Excel Add-Ins, as well as your own VBA code.
Order a free 30 day trial.
Install in only seconds.
Manual, Example Sheets, and Templates to help you get started.
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Key Features |
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Power and Flexibility |
Database Access
Bond indicative data on all bonds in the Yield Book Database
Historical bond, market, and Index data
Closing, historical and live Government and Swap curve data for 45 currencies
Calculations
- OAS
- Durations
- Partial Durations
- Volatility Durations
- Scenario Analysis
- ROR
- Forward Pricing
- Cashflow Analysis
Customization
Use Yield Book data or supply your own Yield and Swap Curves, User Bonds, Prepay Dials, or Loss Scenarios.
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Function-Based
The Add-In works with individual cell functions and act like all other basic Excel functions that allow you to
easily move, insert and delete from the spreadsheet. There are no arrays, fixed column headers or hidden cells.
Controlled Calculations
The Add-In does not push calculations into your spreadsheet automatically. It waits for you to calculate the full
or partial sheet. This allows you to run calculations on a large group of securities or a single security alone.
Calculation Dependencies
The Add-In will recognize dependency trees and follow the desired order for calculations. This allows you to
price securities relative to other securities or based on other data being retrieved from the Add-In.
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Security Coverage |
Bullets
- Treasury
- Agency
- Corporate
- High Yield
- International
- Emerging Market
- Preferred
- Municipal
Non-Bullets
- Call/Put/Sink
- Step-Up
- Floater
- Fix to Float
- Float to Fix
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Mortgages
- Fixed Rate
- ARM
- CMO
- ABS
- CMBS
Derivatives
- Swap
- Swaption
- Cap/Floor
- Future
- CDS
- CDS on ABS
- Eurodollar Future
- Structured Note
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Get Started Today |
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Contact Us |
Software Requirements
Microsoft Excel 2000 or higher
Microsoft XML Parser V4
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For more info or to set up a demo, please contact your Account Manager.
sales@yieldbook.com
(212) 816-7120
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