Does anyone know of any good spreadsheets for bond portfolio analysis? Also, I am in the process of creating a bond ladder spreadsheet and am hoping someone may have some insight.
As of right now I have all of the bond positions on my sheet weighted by total cost. I also have my portfolio broken down for each maturity, ie. 2010, 2011, and so on. I then have the average yield to worst for each breakdown. I am trying to get a sense of reinvestment risk and what should be optimal breakdown.
Any ideas/suggestions would be greatly appreciated. Thanks!
As of right now I have all of the bond positions on my sheet weighted by total cost. I also have my portfolio broken down for each maturity, ie. 2010, 2011, and so on. I then have the average yield to worst for each breakdown. I am trying to get a sense of reinvestment risk and what should be optimal breakdown.
Any ideas/suggestions would be greatly appreciated. Thanks!
