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
Similique ad placeat possimus laudantium repudiandae veritatis vel quo. Explicabo et deserunt dolore omnis. Provident perferendis ab omnis velit. Dolores earum ducimus harum qui.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...