## Market Value Functions for Servicing (MSR), Interest (IO), & Principal (PO)

Last year I posted an Excel workbook with a user defined function that calculated the market value of Mortgage Servicing Rights (MSR). I have taken the same...

Excel Solutions and Free Spreadsheets for the Financial Analyst & CFO

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## Market Value Functions for Servicing (MSR), Interest (IO), & Principal (PO)

Last year I posted an Excel workbook with a user defined function that calculated the market value of Mortgage Servicing Rights (MSR). I have taken the same...## When Cash Flows Don’t Match Compounding Periods

In a previous post Simple Formula for Converting Compound Interest Rates and spreadsheet, I showed a conversion formula that allowed the user to convert an interest rate...## Variable Rate Amortization – Day/Year Count & Last Payment Options

Remember to enter dates and rates in yellow cells only. The worksheet is protected, except for the yellow input cells, so you are not tempted...## Solve for return needed for one more period to equal a required APY

Back on September 8, 2015 I had a post call Chained Returns with an Excel spreadsheet. It was a calculator for chaining together periodic rates...## Monte Carlo Yield Curve Forecasting

This is a stochastic tool that uses forecasts of what the Treasury yield curve will look like in six months, and generates holding period returns (total returns) at various points...## 24 Time Value of Money Calculations in One Excel Workbook

I thought I would consolidate some of the past posts and spreadsheets into one workbook. It could come in handy when you need some quick...## 3 -Ways to Bootstrap Spot Rates for the Treasury Yield Curve

Note: I have added a fourth method of calculating spot rates for the Treasury yield curve. The workbook is the same. For a brief explanation...## 4-Factor Prepayment Model

In previous posts, I have covered CPR, PSA, and a spreadsheet that allows for any prepayment vector you might want to create. There have been...## Floater & Inverse-Floater CMO

This is a follow-up to my last post, Sequential Pay CMO. The purpose of this example spreadsheet is to show a simple example of how...## Sequential Pay CMO

A reader ask me if I had published a sequential pay CMO example. I had not. I did start a spreadsheet at one time, but never completed it. I...## Effective Duration, Convexity, and Convexity Adjustment For Loans

This is an update of a post and spreadsheet I wrote in Oct. of 2014 called: “Modified & Effective Duration, Plus Convexity of a Loan”. ...## Simplified Linear Interpolation of Treasury Rates

In August of 2014 I showed a spreadsheet for interpolating a yield, given a range of dollar prices. That post was call Interpolation. I thought...## Math for amortization rows with CPR, Servicing, CDR, & Loss Severity

First, let me say that this is my 100th post and spreadsheet. I started in August of last year. If this spreadsheet looks a lot like...## Math for amortization rows with CPR and Servicing

After you read this post, check out my updated post In my post called The Math Behind Excel’s CUMIPMT() & CUMPRINC() Functions I showed how...## Calculating Historical CPR

There is a newer post that replaces the amortization schedule to calculate historic PSA with a UDF: http://pistulka.com/Other/?p=2964 Back in December of 2014 I...