Anexos

• 1.Yield curve examples.r
• interestRateData2025.xlsx
• 0.ALM - Introduction2.pdf
• 0.ALM - Introduction2.pdf
• 2.Example spot rates, forward rates and bond valuation.r
• r4ds1.r
• r4ds3.r
• 3.Estimating the market yield curve by replication.r
• 1.ALM - Basic Interest Rate Theory 2025.pdf
• r4ds25.r
• 4.Estimating Present Value Sentitivity to Yield Changes.r
• 5.Matching portfolio of bonds and immunization incomplete.r
• 2.ALM - Interest Rate Risk Management.pdf
• 5.Matching portfolio of bonds and immunization.r
• r4ds05.r
• 6.Fitting a model to the yield curve - CIR and Vasicek models.r
• 7.Half year-ahead simulations using Vasicek and CIR models.r
• 4.ALM - Risk Measures.pdf
• 3.ALM - Stochastic Interest Rate Models.pdf