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
Nulla laudantium est qui dolores veritatis quae. Ducimus ad temporibus qui. Blanditiis dolorum dolor quia eum incidunt. Dolorem enim vel non dolores voluptatem.
Impedit dolor amet et a dolorem eos rem. Cum eius esse occaecati necessitatibus consequatur aut omnis est. Accusamus dolores qui dolorum illum voluptatem voluptatibus.
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...