Building a Nominal Yield Curve with UnRısk EXCEL
This video shows how to build a nominal yield curve using UnRısk EXCEL and market bond data.
It’s a hands-on walkthrough using real UK gilts and Excel’s familiar tools.
What you’ll see in the Video
- Set parameters for curve fitting: smoothness, flatness, and how closely prices should be matched
- Work with a list of UK government bonds and their clean prices
- Match bonds to prices using ISIN codes
- Use the
UnRisk.BuildSfunction to create bond and price objects in Excel - Run the optimization with
UnRisk.Solve - Check the results directly in Excel, including yield curves and fitting quality
- Try different settings to see how they affect the curve
Why this is useful
If you need reliable yield curves for pricing or risk management, this setup gives you full control. You can test your own assumptions, use live market data, and export results to other tools like Python or C#. No custom code. Just a clear structure and reproducible outcomes.
Experience how UnRısk optimizes your work!