FTS Treasury Calculator: Spreadsheet Support
The following demonstrates how to read in your own Treasury Data.
Using Spreadsheet Support
Step 1: Select from the drop down "Data from Excel" (see screen below)
Step 2: Click on the button Find Excel Sheet
You can have you data set as follows (Illustrated for T-bills and T-notes/bonds)
Note the T-bill is relative to the T-bill's quotation convention and the T-Notes and T-bonds are also relative to the real world quotation convention.
In the screen below Click on Find Excel Sheets and then Get Data to bring the data into the Calculator.
The yield to maturity column is blank this will be computed by the calculator.
Step 3: Click on the button Curves and then for example Plot to plot the yield curve as illustrated below:
(C) Copyright 2000, OS Financial Trading System