A very flexible cash flow generator as add-in for Microsoft Excel version 7.0 (95), 8.0 (97) for Microsoft Windows 95, 98 and Microsoft Windows NT 4.0. Fast generation of cash flows of simple bond structures (such as 'straight' German Government Bonds) using only 3 parameters (settlement, maturity and coupon rate). Supports handling of a wide range of standard and non-standard amortizing bond structures. Handling of ex-coupon cash flows using XD-date or number of XD-days at the users choice. Also supports handling of ex-redemption (on amortizing bond structures), handling of pre-payments, handling of floating rate notes with or without IMM-day alignment, handling of step-up/step-down structures using user defined schedule of rates. Includes Business Day and End-of-Month conventions with or without payment adjustment. Calculation of a range of bond analytics including annual + semi-annual yield, Moosmüller yield, annual + semi-annual duration, dollar duration, convexity, effective margin (FRNs) etc. also avilable.

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