Price for each street yield to the current workout. The marker is your current price.
The vertical gap between the marker and each curve is the G-spread and I-spread.
Street yield shifted from the current level, with the benchmark held fixed.
Per 100 face. PV is at the street yield.
Edit any amber cell. G, I, Z, ASW and OAS update at once.
Type Treasury rates into the table. The US Treasury par curve has the latest rates. Enter swap rates in the table from your own source. Until then they are an estimate that follows Treasuries, so I, Z and ASW are approximate.
Choose "Custom Treasury" in the benchmark drop-down to use it.
Every number on the 30 Oct screen against the SPCX example at that screen's 11/02/26 settlement. Exact is pure bond maths. Calibrated is set to match at the example price.
Add each call date and price. Worst on the main tab tests every call and maturity. Tick Use to send one call to the Yield field.
Bond terms. Issuer and maturity changes clear these and the Calls list. Add call dates on the Calls tab.
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