Warning: Some MS 365 formulas that might not work with prior versions of Excel.
Back in April I publish a post called Daily Treasury Security Rates. That post featured an Excel workbook that downloaded U.S. Treasury rates for the current month. This new workbook has Treasury rates starting 1/2/1990 and can be updated daily, when the markets are open and after the market closes. That is 30 years of daily rates.
There are very few things in this workbook, that you could not find on the web, however you may find some of sheets usefull.
I am not going to go into detail here, because I think the workbook is relatively easy to navigate.
Here are the contents:
Download: http://pistulka.com/Excel_Shared/DailyYields.xlsm
Don,
Tried using your 2015 Prepay tool but the VBA macro to calculate the breakeven rate is broken. Great tool, by the way.
Thanks
Big fan. Cash flow models and beyond. To me, this is like a new Davidson site (old workbook helped me out) but better.
Thank you, Ian. I appreciate your comment.
Hi Don,
I have looked at your excel models at various times over the past five years. We are currently buying funding NonQM and Agency Mortgage Loans. I was looking at building a model that show the benefits of being an aggregator of NonQm loans which have a higher yield than agency loans. And then in the model securitize. Showing the profits from selling servicing and making the spread between coupons paid on the bond and the payments collected on the securitization. I know some of your model show the MBS. Are you interested in modifying some of your models from the perspective of the loan aggregator? Thanks Gary
Gary,
I will send you and email.
Don