Asset Swap Function

May 21, 2008

Have 5 columns (A1-E1) with different bond data: (respectively)
Coupon, Maturity, Settlement, Price, Yield (asset swap is F1)

Depending on the type of swap I am performing i want the ASWAP (user-created) function to reference different values within the row.

For example: Swap 1 = settlement, maturity, coupon, price, curve
(curve is a user input single number 1-3)

Swap 2 = settlement, maturity, yield, price, curve (yield in place of coup)

Swap 3 = settlement, maturity, yield, 100, curve (100 for par redemption)

etc. I won't type out all the iterations, not necessary.

The way that I want the ASWAP to recognize which Swap# to use is by inputting a number into a cell beside the Aswap column that I can input 1, 2, 3, etc., and then recalculate to get the desired outcome. Want to keep this a static reference as well as the price at par (each owning their own single cell, not a fill down the columns because there are too many).

So assuming G1 is the Swap# input, and H1 is 100...

How do i write a formula that is capable of reading the input in G1 and outputting the proper swap calc.

My gut feeling was along the lines of nested IF's with the corresponding formula... but i won't mess around in futility on here.

Let me know if this is too confusing without me putting up an example.

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