This Excel tool allows you to calculate present value factors, future value factors, zero-coupon rates, and forward rates based on a customizable yield curve. In addition, cash flows can be flexibly duplicated—either with or without taking bid-ask spreads into account.

A particular highlight is the ability to simulate targeted deferrals of income in the income statement (P&L).

Example scenarios: 

• Generate high P&L losses in 2024 risk-free in favor of 2025. 

• Or: Recognize P&L income in 2024 and 2025 at the expense of 2026.

   

The tool thus offers practical and powerful support for areas such as treasury, risk management, and balance sheet analysis.