Fixed Income Financial Models & Templates

Excel Calculators

Calculate interest rate swap breakage costs for project finance refinancing. Includes per-period breakdown and bullet/amortizing...

Excel Calculators

Professional implied repo rate Excel template with editable market rate, scalable P&L, and automatic basis...

Excel Calculators

Calculate forward prices, termination proceeds, and nominal amounts for sell/buy-back repo transactions with live Excel...

Excel Calculators

Calculate MBS dollar roll implied financing rates, compare roll vs repo costs, and analyze financing...

Excel Calculators

Professional Vasicek bond pricing template with closed-form formulas for zero-coupon yields, long-run rates, and half-life...

Excel Calculators

Compare TIPS vs nominal Treasury bonds with this interactive Excel template. Calculates breakeven inflation, expected...

Excel Calculators

Stable Value Crediting Calculator Excel template with live formulas — model how MV/BV ratio, yield,...

Excel Calculators

Compare muni vs taxable bonds with this Tax Equivalent Yield Excel template. Calculates TEY, combined...

Excel Calculators

Repo Rate Calculator Excel template with forward interest, implied rate, and haircut/margin calculations using Actual/360.

Excel Calculators

Convert T-bill quotes to bank discount yield, bond equivalent yield, money market yield, and effective...

Excel Calculators

Calculate portfolio modified duration and DV01 for multi-bond portfolios. Market-value weighted with up to 10...

Excel Calculators

Calculate leveraged loan yields including SOFR floors, OID amortization, and fee economics. Live Excel formulas...