UNIVINFLSWAP - Universal Inflation Swaps / Index Linked Bonds Add-in
This is an optional add-in for users of our UNIVSWAP - Universal Swap Add-in. This add-in calculates and analyses Inflation Swaps, Index Linked Bonds, and Treasury Inflation-Indexed Securities (TIPS).
The Universal Inflation Swaps / Index Linked Bonds Add-in is included as part of the Universal Add-ins trial download and comes with sample spreadsheet: mbrm_inflation_swaps_and_Index_Linked_Bonds.xls
- Calculation of nominal yields and real yields for Index Linked Bonds
- Calculation of yields and swap rates from the on-the-run government bonds.
- Calculation of Inflation swap rates
- Calculation of Inflation zero rates (from either CPI Futures or the Index Linked Bonds).
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