MFE 230I: Interactive Applets for Fixed Income Markets

Richard Stanton | UC Berkeley Haas | Spring 2026
Topic 1 · Bond Mathematics
Compounding, spot & forward rates, yield curves, FRNs, swaps, and caplet pricing.
EAR/APR converter · Spot vs forward speed · Forward-rate blender · Nelson-Siegel shape explorer · FRN single-coupon replication · Swap = bond − floater · Black vs Bachelier caplet