Previous Topic

Next Topic

Callable-Puttable Bonds Template

Component

Resolution - IRO Pricing

Brief

Use this template to value a callable or puttable bond using one of several trinomial tree models.

Callable-Puttable Bonds

Worksheet

Description

.

Callable Puttable Bond

This sheet contains the input parameters and the results of the valuation.

Functions Used

oIRcallPutBond_BDT1 | oIRcallPutBond_BDT2 | oIRcallPutBond_HL | oIRcallPutBond_HW | oIRcallPutBond_BK

Curves

This sheet contains the zero curve, the volatility and the holidays list.

Return to www.derivativepricing.com website

Copyright 2013 Hedgebook Ltd.