Fixed Income Financial Models & Templates | Page 2

Excel Calculators

Analyze EM bond spreads, estimate total returns from carry and duration effects, and calculate implied...

Excel Calculators

Calculate DTS to measure credit spread risk exposure. Includes risk categories, spread scenarios, and price...

Excel Calculators

Calculate DV01, dollar duration, and position risk for bond portfolios. Includes 8-point sensitivity table for...

Excel Calculators

Calculate gross/net excess spread, breakeven loss rate, and coverage ratios for ABS credit analysis. Includes...

Excel Calculators

Calculate total bond return with coupon income, reinvestment income, and capital gain breakdown. Professional Excel...

Excel Calculators

Professional CIR bond pricing Excel template. Calculate zero-coupon bond prices, yields, and Feller condition status...

Excel Calculators

Calculate conversion value, premium, and bond floor for convertible bonds. Editable Excel template with live...

Excel Calculators

Calculate CPR, SMM, and PSA prepayment speeds in Excel. Includes both direct CPR and PSA-based...

Excel Calculators

Calculate YTM, current yield, YTC, and yield to worst for any bond. Supports zero-coupon and...

Excel Calculators

Professional Excel template for pricing interest rate caps and floors using Black's model with full...

Excel Calculators

Convert between APR and APY across all compounding frequencies. Compare loan offers and savings rates...

Excel Calculators

Professional FRA settlement calculator with Pay Fixed/Receive Fixed toggle, day count conventions, and full formula...