Use a Python script to read and write on Excel File in Python

This post demonstrates how to utilize the xlwings Python package to execute a Python script to read and write Excel in Python.

Executing a Python script within Excel using xlwings

This post demonstrates how to utilize the xlwings Python package to execute a Python script within Excel.

Excel: Converting String Date to Date Type

This post demonstrates how to convert a string-formatted date to a Date type using three Excel formulas.

Excel : Split the given string by underscores and select the n-th element

This post shows how to split the given string by the underscores and select the nth element using Excel functions.

Excel : the first and last day of month with and without weekends or holidays

This post shows how to determine the first or last day of a month taking weekend or holidays into account using Excel functions with a user-defined table of holidays. This can be applied when generating a schedule of IRS swap cash flows.

Excel : Scan Numeric Data From a Time Series Plot Image

This post introduces a very nice scanning excel tool for scanning numerical values approximately from a plot image. We sometimes encounter the case when some academic papers show a figure plotting data which is hard to find. In this case, I think this might be useful.

Simpler and More Convenient Linear Interpolation in Excel

This post presents a simpler and more convenient Excel formula for the linear interpolation without VBA Macro. This is particularly necessary in such a curve fitting as zero curve pricing, where zero rates are required at any points in maturity.

Run Excel Solver multiple times : Period-by-Period Estimations of Nelson-Siegel model

This post shows how to run an Excel solver using VBA macro multiple times. As an example, we take period by period estimations of Nelson-Siegel model.

Excel Solver using VBA macro : Nelson-Siegel yield curve fitting

This post shows how to run an Excel solver using VBA macro. If the number of optimization problems are more than two, every time we switch among these optimization problems, we have to change each settings for solver. It is tedious and may cause key-input errors. In this case, this approach is useful.

Generating Dynamic Multiple Excel Charts by using VBA macro

This post combines a dynamic chart and multiple charts, both of which are covered in two previous post. The purpose of this work is to enhance our productivity and alleviate some burden of repeated routines.