Bookc.gif CurveTrader Online Help

    btopic.gif Technical Support
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Introduction
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License Agreement
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Version Information

    Bookc.gif Installing the Software

       btopic.gif System Requirements
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Copy Protection
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Installing the Add-In
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Using the Add-In in Excel
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Removing the Add-In from Excel

    Bookc.gif References

       btopic.gif Zero Curve Methodology
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Option Methodology
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Technical Articles

    Bookc.gif Simple Bond Functions

       btopic.gif BillPrice() function
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BillYield() function
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BillDisc() function
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BondPrice() function
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BondPrice2Step() function
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BondPriceVar() function
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BondYield() function
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BondYield2Step() function
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BondYieldVar() function
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BondCoupon() function
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BondAccrued() function
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BondDuration(), BondMDuration() and BondConvexity() functions
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BondPVBP() function
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BondMSquare() function
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BondForwardPrice() function
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BondPriceOddFirst() function
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BondYieldOddFirst() function
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BondPriceOddLast() function
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BondYieldOddLast() function
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BondPriceVol() function
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BondYieldVol() function
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RRBCouponAccrual() function
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RRBFlatPrice() function
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RRBInflationAccrual() function
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RRBSettlementPrice() function

    Bookc.gif Utility Functions

       Bookc.gif Date Functions

          btopic.gif AddDate() function
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AddBusinessDays() function
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AddMonth() function
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BondAddMonth() function
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BusinessDate() function
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WeekEndAdj() function
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ModFolBusDay() function
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ModFolBusDayHol() function
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IsHoliday() function
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NextBAXDate() function
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BAXDateNew() function
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NextIMMDate() function

       Bookc.gif Other Utility Functions

          btopic.gif CubicSplineInterp(), LinInterp(), and LogLinInterp() functions
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BiLinInterp() function
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CGFConvFact(), CGBConvFact(), and CGFConvFact1() functions
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CGFBasis(), CGBBasis(), and CGFBasis1() functions
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Yconvert() function

    Bookc.gif Generic Option Functions

       btopic.gif European and American Generic Option Functions

    Bookc.gif Equity Option Functions

       btopic.gif European and American Equity Option Functions

    Bookc.gif Bond Option Functions (Black-Scholes World)

       btopic.gif European and American Bond Option Functions

    Bookc.gif FRA & Swap Functions

       btopic.gif FRA_zr() function
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FRA_df() function
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Forward_Rate() function
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NPV_FRA() function
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FwdParSwapRateVarPrin() function
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NewParSwapRate() function
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PVBPParSwap() function
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PVBPParSwapHol() function
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NPV_Swap() function
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NPV_Swap_FixedLeg() function
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NPV_Swap_FloatLeg() function
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IMMParSwapRate() function
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BAXParSwapRate() function
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FwdParSwapRate() function
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FwdParSwapRateHol() function

    Bookc.gif Swaption Functions (Black-Scholes World)

       btopic.gif Level Principal Swaptions (Black-76 model)
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Variable Principal Swaptions (Black-76 model)

    Bookc.gif Cap & Floor Functions (Black-Scholes World)

       btopic.gif Cap & Floor functions

    Bookc.gif Eurodollar & BAX Options

       btopic.gif ED_BAX_Call() and ED_BAX_Put() functions

    Bookc.gif Hull-White Model Functions Introduction

       btopic.gif Hull-White Model Introduction

    Bookc.gif Hull-White Model Functions (CurveTrader)

       btopic.gif HW_CurveBondPrice() function
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HW_CurveBondPriceOAS() function
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HW_CurveBondPriceRV() function
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HW_GetZero() function
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HW_GetForward() function
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HW_BondEuroCall() and HW_Bond_EuroPut() functions
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HW_cap_fix_strike() and HW_floor_fix_strike() functions
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HW_FwdParSwapRate() function
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HW_PayerSwaption() and HW_ReceiverSwaption() functions
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HW_cap_var_strike() and HW_floor_var_strike() functions
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HW_NPV_Swap_Simple() function
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HW_ED_Futures_Price() function
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HW_ED_Futures_Bias() function

    Bookc.gif Additional Hull-White Model Functions (HW-Trader)

       btopic.gif HW_CurveBondPriceVar() function
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HW_CurveBondPriceVarOAS() function
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HW_cap_fix_strike_new() and HW_floor_fix_strike_new() functions
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HW_Caplet() and HW_Floorlet() functions
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Level-coupon European & American Bond Options (HW-Tree)
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Variable-coupon American & Bermudan Bond Options (HW-Tree)
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American & European Swaptions (HW-Tree)
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Variable Strike Bermudan Swaptions (HW-Tree)
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Constant Strike Bermudan Swaptions (HW-Tree)
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Fixed End-Date American Swaptions (HW-Tree)
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Fixed End-Date European Swaptions (HW-Tree)
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Complex Callable Bonds (HW-Tree)
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Simple Callable Bonds (HW-Tree)
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HWTree_AccrualNote() function
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Complex Retractable Bonds (HW-Tree)
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Simple Retractable Bonds
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HW_SimpleExtendible() function
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HWTree_SavingsBond() function
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HWTree_ExchBondOpt() function
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HWTree_CMS_Fixed_Rate() function
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HW_CMS_Fixed_Rate() function
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HW_CMT_Fixed_Rate() function
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HW_CMT_Cap() and HW_CMT_Floor() functions

    Bookc.gif New Functions (Uncategorized)

       btopic.gif GenCurveBondPriceRV() function
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GenCurveBondPriceRVHol() function
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GenCurveBondPriceRVHolOAS() function
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GenCurveBondPriceRVOddFirst() function
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GenCurveBondPriceRVOddFirstOAS() function
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GenCurveBondPriceRVOddFirstHol() function
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GenCurveBondPriceRVOddFirstHolOAS() function
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GenFRA() function
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HW_Bond_ED_Hedge() function
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HW_ED_Futures_Price_new() function
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HW_ED_FwdShock() function
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GenCurveBondPriceRV_FShock() function
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GSwap_ParRate_Simple() function
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GSwap_ParRate_Simple1() function
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HWTree_AccrualConv() function

    Bookc.gif Mortgage Bond Systems Functions

       btopic.gif How To Use Array Formulas
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MBS_Tabular() function
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Ruthless_Mortgage_Price() function

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