Use the Excel template provided and build the cubic spline model and the Nelson-Siegel term…

PFA1) Use the Excel template provided and build the cubic spline model and the

Nelson-Siegel term structure model.

2) Report 0.5 year, 1 year, 1.5 year, 2 year, 2.5 year, 3 year, …, 10 year predicted

spot rates from the cubic spline model.

3) Report 0.5 year, 1 year, 1.5 year, 2 year, 2.5 year, 3 year, …, 10 year predicted

spot rates from the Nelson-Siegel model.

4) Compute a 3%-10 year semi-annual coupon bond prices (as of 10/17/2018)

based on the cubic spline model.

5) Compute a 3%-10 year semi-annual coupon bond prices (as of 10/17/2018)

based on the cubic spline model.

6) Compare two bond prices and provide your findings

Attachments:

HW3-Excel-Tem….xlsx

FINC3380-HW3-….pdf

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