Dollar Roll Calculator in Excel
Hey guys, I'm in my 2nd week as an S&T SA and was just given a task to create a dollar roll calculator in excel. I understand the basics of TBAs and how they trade (negative convexity) but how would I go about even starting this? I'm excited at the challenge of it but would just like some advice about where to start. Also, can it be done using normal excel functions or is VBA required? Thanks.
Bump
it's likely you got tasked with something this difficult because you already claim to "know the basics" in your second week
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