This learning spreadsheet covers the concepts in the following chapters (these were all included in one reading until GARP separated them into chapters in 2020):
- VRM9 – Chapter 9: Pricing Conventions, Discounting, and Arbitrage
- VRM10 – Chapter 10: Interest Rates
- VRM11 – Chapter 11: Bond Yields and Return Calculations
- VRM12 – Chapter 12: Applying Duration, Convexity, and DV01
- VRM13 – Chapter 13: Modeling and Hedging Non-Parallel Term Structure Shifts
