R : httr in R and MSXML2.ServerXMLHTTP in Excel VBA

This post shows a R counterpart of Excel VBA's MSXML2.ServerXMLHTTP related commands with which server APIs are called easily. In case of R, it is done by using httr R package. As an illustration, SQL query for retrieving swap date schedule is executed by calling this server API.

Bond Convexity in Excel and R

A convexity is needed to describe a non-linearity of a bond price, which is absent in a duration. This post explains the meaning and calculation process of the convexity by using Excel and R.

Bond Modified Duration in Excel and R

Bond duration is a basic building block for bond portfolio management and asset-liability management (ALM). This post explains the meaning of duration and calculation of this risk measure by using Excel and R.

Excel : VLOOKUP with a vector of lookup values

This post presents an advanced Excel technique for the quadratic form matrix calculation accompanying cross products with correlation. This approach allow the user to change only input data and get the correct result without modifications of Excel formula.

Pricing of FX Forward in R and Excel

This post explains how to price a FX forward. We assume that 1) USD is the foreign currency and KRW the domestic one, 2) USD IRS zero curve and KRW FX implied zero curve are given. Before making a R code, we use Excel spreadsheet for the clear understanding of the calculation process.

Simple Linear Interpolation without VBA Macro in Excel

This post presents a simple but useful Excel formula for the linear interpolation without VBA Macro. This is most frequently used especially when dealing with repeated zero curve interpolations. Instead of making a VBA macro, we can use the built-in Excel function for linear regression quickly .

RDCOMClient : read and write Excel, and call VBA macro in R

This post gives an short introduction to the RDCOMClient R package, which provides a variety of functionalities. Our focus is on reading from and writing to Excel, and call VBA macro function in R.

How to Use Obba for a link between Java and Excel

This post shows the step by step guide on how to use Obba. Obba is a Java object handler for excel spreadsheet applications. Obba documentations are very good for the intermediate or advanced level. For the beginner or novice, we provide some useful examples for more clear understanding.