MBRM Inflation Swaps / Index Linked Bonds Analyser
This analyser calculates and analyses Inflation Swaps, Index Linked Bonds, and Treasury Inflation-Indexed Securities (TIPS).
It is an extra layer of analytics on top of UNIVSWAP - Universal Swap Add-in and ultimately calls the functions in UNIVSWAP's library. The analyser spreadsheet is included as part of the Universal Add-ins trial download: mbrm_inflation_swaps_and_Index_Linked_Bonds.xls
Features include:
- 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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