world logo

home training course dates e learning books contacts
    calculations glossary    



Please click on any of the links below to use our Microsoft® Excel spreadsheets for your own calculations. There is no password protection. Please e-mail us if you are looking for something that is not here.

You may use the spreadsheets:

Interest rates, discount factors, PV, NPV, IRR


Interpolation and extrapolation


Money-market instruments

  • Certificate of deposit (CD) up to 12 months
  • Discount instruments quoted on a true yield (e.g. T- bill, commercial paper)
  • Discount instruments quoted on a discount rate (e.g. US T- bill, US domestic commercial paper, US BA)
  • FX calculations:

    Short-term forward-forward interest rates, FRAs

    Bootstrapping, par yields, long-term forward-forward yields


    Repo and buy/sell-back