dynamic yield curve in excel

Discussion in 'Trading' started by rodmike9, Aug 20, 2008.

  1. Has anyone created a dynamic yield curve graph in excel, and if so, any suggestions?

    thanks in advance,

    Mike
     
  2. Maybe I should have first asked if anyone has experience converting bond prices into yields using excel....???
     
  3. They already have one you can play with in stockcharts.

    It is possible to do in excel. Google dynamic charts.
     
  4. thanks for the reply

    I am aware of the fact it can be replicated, but my question was concerning how

    by dynamic, i mean per the data feed from esignal (etc.)

    take:

    ZU, ZF, ZN, and ZB

    calculate their yields based on last price and then display it in a graph if at all possible

    I may be getting somewhere, here:

    http://office.microsoft.com/en-us/excel/HP052093451033.aspx