Excel Files Quoted in the Lecture Notes

30-360-2006ISDADefs.xls

File Excel: 30-360-2006ISDADefs

FI_BasicYields.xlsm

File Excel: FI_BasicYields

FI_FittingNelsonSiegel.xlsm

File Excel: FI_FittingNelsonSiegel

FI_InterestRateRisk.xlsx

File Excel: FI_InterestRateRisk

irt_euryld_d (1).xls
FI_CaseStudyPricingStructBond.xlsm

File Excel: dataset for PCA

File Excel: FI_CaseStudyPricingStructBond