Thanks Alladin. Found the guide on how to do it in youtube Bionic turtle.
Only now I understand why people use Bionic turtle for FRM. I told you I used schweser and passed both exam. But I do not understand anything about piecewise cubic interpolation and Nelson Siegel. But after I saw his video and spreadsheet I was super clear (BTW, I don’t even know it is inside FRM syllabus. Or did he produce it for other purposes? |