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Caps, Floors, Collars - Vanilla Template

Component

Resolution - IRO Pricing

Brief

Use this template to value a vanilla interest rate cap, floor or collar

Caps, Floors, Collars - Vanilla

Worksheet

Description

.

Cap Floor Collar

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

Functions Used

oIRcap1_Price

Deal Map

This sheet contains a detailed breakdown of the cashflows for the deal.

Functions Used

oIRcap1_CFM

Zero Curve

This sheet contains the zero curve and holidays list.

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