PREVIEW: Use the Pricing App in Excel to price and value a wide range of securities from vanillas, through exotics, to structured products and hybrids. Watch this short video for a quick overview of capabilities. Please note that the Pricing App is currently in a Beta phase ahead of release more later this year. In the meantime, the AdFin library is available as part of the main Excel add-in.
Watch a step-by-step guide on how to interpolate a value from a curve in Excel using the AdInterp Adfin function. (Level: Intermediate)
Watch a step-by-step guide on how to use Adfin functions to compute the native yield for a fixed income bond. (Level: Intermediate)
To value and price swaps we recommend that you use the Swap Pricer model in the desktop product. Follow this module to discover how to replicate the same calculations in Excel for a single-currency vanilla interest rate swap. (Level: Advanced)
Extend the vanilla IRS example to take into account a custom amortization schedule. Use the standard approach of applying the same schedule to both legs, and amortizing notional on interest payments dates - or relax these conditions. (Level: Intermediate)