几乎包含了固定收益计算方法方面所有的数学计算过程,十分珍贵!(压缩包覆盖了所有单个Excel文档)
Bloomberg固定收益数量模型培训系列.zip
(3.03 MB, 需要: 2000 个论坛币)
本附件包括:- Annual Coupons - Lizve Zero Coupon Rates and Live Discount Factors.xls
- BCurve.xls
- Curve Stripped.xls
- Fitting the Nelson-Siegle (NS) Model to Data.xls
- Fitting the Nelson-Siegle-Svensson (NSS) Model to Data.xls
- German Government Bond Yield Spread on a Constant Maturity Basis versus Swap Rates.xls
- Interpolated Spread Calculator to a Benchmark Corp or Govt Bond Curve.xls
- Live Zero Coupon Rate and Discount Factor Calculator for EUR.xls
- OIS Discounting Converter Help Page.xls
- OIS Discounting or Dual-Curve String.xls
- Spreading Bonds to the Par or Zero Coupon Curve.xls
- The Term Structure of Interest Rates - Estimation Details.xls
- Zero Coupon Curve Derived from a Custom List of Bonds.xls
Zero Coupon Curve Derived from a Custom List of Bonds.xls
(157.5 KB, 需要: 300 个论坛币)
Spreading Bonds to the Par or Zero Coupon Curve.xls
(977.5 KB, 需要: 300 个论坛币)
OIS Discounting or Dual-Curve String.xls
(237.5 KB, 需要: 300 个论坛币)
OIS Discounting Converter Help Page.xls
(930.5 KB, 需要: 300 个论坛币)
Interpolated Spread Calculator to a Benchmark Corp or Govt Bond Curve.xls
(202 KB, 需要: 300 个论坛币)
German Government Bond Yield Spread on a Constant Maturity Basis versus Swap Rates.xls
(66 KB, 需要: 300 个论坛币)
Fitting the Nelson-Siegle (NS) Model to Data.xls
(100.5 KB, 需要: 300 个论坛币)
Curve Stripped.xls
(214 KB, 需要: 300 个论坛币)
Annual Coupons - Lizve Zero Coupon Rates and Live Discount Factors.xls
(576 KB, 需要: 300 个论坛币)
BCurve.xls
(982 KB, 需要: 300 个论坛币)


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