Yield curve + shock matrix
Yield curve + shock matrix
Full suite dashboard collage
Fixed Income, Yield Curve & Duration Risk Dashboard
Enter an 11-tenor par/coupon curve (1M–30Y); the workbook bootstraps spots, 1-year forwards, and discount factors. Measure price sensitivity with modified duration and convexity, run parallel and non-parallel rate shocks, and match a multi-year liability cash-flow schedule. Curve inputs are manual — you paste or type updates; there is no live market feed.
- 11-tenor curve: spots, forwards, discount factors (manual inputs)
- Modified duration + convexity with rate-shock matrix
- Liability cash-flow matching / LDI-style waterfall sheet
$39
Instant delivery after Paystack: receipt email + unlock in My downloads. Paystack collects your email at checkout. 14-day open-file guarantee.
Educational model — not personalized financial advice.
Want everything? Add the other 3 modules via the and save vs buying separately.
Compatibility & delivery
FAQ
Which Excel versions work?
Designed for Microsoft Excel for Microsoft 365 and Excel 2021/2019 on Windows and Mac. Workbooks use standard formulas (MMULT, NORM.INV, SUMPRODUCT, RANK, IFERROR). Dynamic-array habits help but LET/LAMBDA are not required. Not guaranteed in Google Sheets or LibreOffice.
Where does the data come from?
You supply inputs. The Treasury-style curve and stock universes are manual entry or paste — there is no live market data feed. Update rates and prices when you need a fresh run.
How do I get the files after paying?
Paystack emails a receipt; we also email a portal download link and unlock the files under My downloads (client portal). Keep your purchase email handy. No account is required before checkout — create/sign in to the portal with the same email to re-download later.
What’s the license?
Single-user license for personal or internal business use. You may not resell, redistribute, or publish the workbooks as a product. Educational and research use is fine; they are not regulated advice tools.
Refunds and support?
If a file won’t open in a supported Excel version, contact us within 14 days with your Paystack reference and we’ll refund or replace. Formula questions for setup issues are answered by email; we don’t provide custom consulting inside the purchase price.