![](https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEho8X3wlSuBxj09fed1mGijxC2mGhLgELMNYogbaTodfJ8YzW3LlA_fBLvXz03AOOLkUXss6CZ9b4atAVNsS1e1Du5P5dhMYzNqV12R8wv2irjbsOKhodTUqVtvck7R8VxJE7YfEQ/s400/bondport.jpg)
![](https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEjKqRN1plR4Lrr0hHpOWGCixohqq2fNrNEdVF7F8nBWTEOJWCzbylQNCGIckwohJ0Zzh_k4JpOPoALcN2IUkL7i-qph3BkI6dPcaGyfLVKBb1cdXMmuJnoB59GKh7NJJgrdL-lfGg/s400/bondport1.jpg)
Using the closed-form bond formula posted before, this bunch of spreadsheets is produced to value a bond at any point in its life time and do some analyses, as follows:
- Portfolio valuation, duration and convexity
- Derivatives valuation: FRA, Swap, Futures
- Risk governance: Value-at-Risk, Stress Testing and Scenario Analysis
- Hedging effectiveness
- Liquidity analysis
Remark: this portfolio is a liability/debt portfolio, NOT an asset/investment portfolio.
[Sorry, it's a premium spreadsheet]
Labels: applied finance, premium
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