Yield Book Add-In

The Yield Book Add-In delivers the power of Yield Book’s fixed income analytics directly inside the Microsoft Excel® spreadsheet environment. Users can customise templates to perform complex calculations at the security, sector and portfolio-level.

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Ease of use

Yield Book Add-In inserts an intuitive drop-down menu inside Excel. The system uses an internet connection to interact with Yield Book’s comprehensive database and powerful calculation engine, allowing users to calculate analytics directly inside their spreadsheets.

Features & Benefits

Yield Book power, spreadsheet flexibility

Yield Book analytics in your spreadsheets

Calculate a vast array of analytics, including oas, durations and returns. Yield Book add-in accesses the same security and calculation servers as Yield Book, giving you numbers you trust in an easy to analyse format. Analytical assumptions, such as curve type and date, prepayment models and volatility models are defined directly within Yield Book add-in's functions.

A screenshot of CMO sample sheet

CMO sample sheet *

Historical data graphing

Access individual security, index and other historical time series data. All historical data sets are stored in single cells, which allows for dynamic graphing capabilities while keeping spreadsheets clean. An integrated statistics package builds on historical data functionality, allowing for easy analysis.

A line graph showing an Yield Book time series

Yield Book time series graph *

Portfolio analysis system

Create a portfolio by simply referencing a list of securities and par amounts. Users can input their own data, including prices. Portfolio-level calculations include scenario ror, cash flow projections, risk metrics, return attribution and other measures. Further refine results by sector analysis, using either Yield Book or user-defined keywords.

A screenshot showing Yield Book Add-In portfolio analysis system

Portfolio *

Customised user inputs

Provide your own data, including user bonds, curves, volatility surfaces, scenarios, partial durations and prepayment model dials to customise analysis.

A screenshot showing Yield Book Add-In user curve definition based on customized input

Curves *

* Screenshots are sourced from Yield Book. For illustrative purposes only.

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Help & Support

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Telephone: +1 646 989 2200
Email: sales@yieldbook.com

Telephone: +1 888 333 5618
Email: support@yieldbook.com

Help desk
Telephone: +1 888 333 5617
Email: howto@yieldbook.com