Yield Book Add-In

Yield Book Power...Spreadsheet Flexibility

Yield Book Analytics in Your Spreadsheets

Calculate a vast array of analytics, including OAS, durations, and returns. Yield Book Add-In accesses the same security and calculation servers as Yield Book, giving you numbers you trust in an easy to analyze format. Analytical assumptions, such as curve type and date, prepayment models and volatility models are defined directly within Yield Book Add-In's functions.

Portfolio Analysis System

Create a portfolio by simply referencing a list of securities and par amounts. Users can input their own data, including prices. Portfolio-level calculations include scenario ROR, cash flow projections, risk metrics, return attribution, and other measures. Further refine results by sector analysis, using either Yield Book or user-defined keywords.

Customized User Inputs

Provide your own data, including user bonds, curves, volatility surfaces, scenarios, partial durations, and prepayment model dials to customize analysis.

Historical Data Graphing

Access individual security, index, and other historical time series data. All historical data sets are stored in single cells, which allows for dynamic graphing capabilities while keeping spreadsheets clean. An integrated statistics package builds on historical data functionality, allowing for easy analysis.