![]() Sue Martz, Section Specialist Sam Phillips, Staff Editor The Format Trendline dialogue will be displayed (see below). From the pop-up menu, select Add Trendline. SOA News Today Has a New Look! Improved Navigation Technology Section Web site Council Links of Interest Fiction Contest Howard Callif, Editor SOA Staff Meg Weber, Staff Partner It is very simple to add a Trendline: just right-click the data series in the chart. The first step is to create a chart (graph) based on the yield rate. ![]() R Corner - Creating Historical Portfolios Recommended Application: Instapaper Number Puzzle October Number Puzzle SolutionsĢ Articles Needed Once we have the data, we can create a trendline. Treasury website and copied the following yield rates to my Excel Worksheet. Excel has a few tools that we can use to interpolate values and we are going to demonstrate a few of them in this article. Fortunately, we can be the mathematician/statistician if we have Microsoft Excel. If we want yield rate for a four-years maturity bond, then we may have to find a mathematician/statistician to interpolate the value for us. Treasury bonds as an example it only has yield rate for certain maturities, e.g., one year, two years, three years, five years. One of the typical challenges is that we don't have all the information we need! Using U.S. ![]() TREASURY BOND YIELD CURVE by Andrew Chan Excel offers many powerful mathematical and statistical functions that allow us to solve numerous business problems. Treasury Bond Yield Curve NONLINEAR INTERPOLATION WITH EXCEL TO CONSTRUCT U.S. 1 ISSUE 38 JANUARY 2011 Table of Contents CompAct Editorial January 2011 Letter From The Chair A Question of Ethics Reducing The Risk In Excel Risk Modeling A Look at Two SOA Technology Section Sessions at the 2010 Annual Meeting Five Easy Steps To Get Started On LinkedIn Nonlinear Interpolation With Excel To Construct U.S.
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