**How to calculate the value of a forward contract in EXCEL**

Calculate the value of forward contracts with no income, known cash income & known dividend yield respectively, for continuous and discrete risk-free rate compounding.

**How to price Interest Rate Swaps – LIBOR discounting vs OIS discounting**

The difference between using LIBOR vs OIS to MTM interest rate swaps in OIS swap pricing models.

**How to calculate Spot Rates, Forward Rates & YTM in EXCEL**

A calculation reference to determine Spot Rates & Forward Rates and YTM using both Trial & error method and EXCEL’s Goal Seek functionality.

**How to calculate the values of Forward Rate Agreements & Forward Foreign Exchange Rates in EXCEL**

Presents formulas for determining values of FRAs & Forward FX contracts with interest rates compounded on continuous & discrete basis.

**Bootstrapping the Zero Curve & Forward Rates**

**How to Build a Black Derman Toy Model in EXCEL**

**How to estimate the parameters of a CIR interest rate model and calibrate them to observable market interest rates?**

**How to calculate Duration and Convexity for specific US Treasuries**