dynamic yield curve in excel

[rodmike9]

Has anyone created a dynamic yield curve graph in excel, and if so, any suggestions?

thanks in advance,

Mike

 

[rodmike9]

Maybe I should have first asked if anyone has experience converting bond prices into yields using excel....???

 

[dtrader98]

They already have one you can play with in stockcharts.

It is possible to do in excel. Google dynamic charts.

 

[rodmike9]

Chart the Yield Curve Using Yahoo! Finance Data

http://www.tvmcalcs.com/blog/comments/chart_the_yield_curve_using_yahoo_finance_data/

fwiw, I found this, and it is a start

However, I am looking to utilize Esignal's DDE function

 

[dtrader98]

That's not a dynamic yield curve.
This is.
http://stockcharts.com/charts/YieldCurve.html

As I said, it can be replicated in excel exactly as you see above.

 

[rodmike9]

Quote from dtrader98:

That's not a dynamic yield curve.
This is.
http://stockcharts.com/charts/YieldCurve.html

As I said, it can be replicated in excel exactly as you see above.

thanks for the reply

I am aware of the fact it can be replicated, but my question was concerning how

by dynamic, i mean per the data feed from esignal (etc.)

take:

ZU, ZF, ZN, and ZB

calculate their yields based on last price and then display it in a graph if at all possible

I may be getting somewhere, here:

http://office.microsoft.com/en-us/excel/HP052093451033.aspx