Excel Library Videos

In this Excel Library video, we take a limited amount of bond yield information, and then extrapolate and interpolate from this a good-fitting yield curve which covers all the ‘potential’ rates in-between.

We do this using the Nelson-Siegel-Svensson method, via the Excel data tool, Solver, and minimise residual error squares to create a believable yield curve, despite a lack of complete information.

The main Nelson-Siegel-Svensson block of code used in this video can be copied from the section below:

=(Beta1)+
(Beta2*((1-EXP(-A2/Lambda1))/(A2/Lambda1)))+
(Beta3*((((1-EXP(-A2/Lambda1))/(A2/Lambda1)))-
(EXP(-A2/Lambda1))))+
(Beta4*((((1-EXP(-A2/Lambda2))/(A2/Lambda2)))-
(EXP(-A2/Lambda2))))

The full YouTube playlist of Excel Library lecture videos can be found by clicking here.

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Rights Issue Calculator, Excel Library

by Andy Duncan on 29/05/2013

In this MithrilMoney Excel Library video, we create a straightforward Rights Issue calculator for determining actions in corporate action rights issues.

Topics included cover Theoretical Ex-Rights Price, Nil Paid Price, Subscription Price, and Splitting your Rights.

The full YouTube playlist of Excel Library lecture videos can be found by clicking here.

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Commenting Excel Cells with VBA, Excel Library

May 24, 2013

In this MithrilMoney Excel Library video, we explain how to use Excel’s built-in VBA programming environment to create a tool which can comment all the formulas in Excel spreadsheets. No knowledge of VBA programming is required. The code segment mentioned in the video is as follows: The full YouTube playlist of Excel Library lecture videos […]

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