The BondCover.xlsx Model

Bond portfolio/cash matching problem in What'sBest!.

View the model
Download the model

Given:
 cash needed in each of a series of future periods, what 							
 collection of high quality bonds should we buy now,							
 so to meet these needs with certainty (the bonds do not default)?							
 If the Buy for a bond > 0, it must be >= the BuyMin amount.							
 We want to minimize initial cash needed. 

Keywords:

Semi-Continuous | Covering | Excel | WhatsBest | What'sBest | What'sBest! | What's Best | @SEMIC | Bond portofolio | Cash flow matching | Defeasance | Maturity | Minimum buy |