Pairs Equivalency Calculator

I discussed the concept during my seminar on Floating Rate Issues; prepared a spreadsheet that was linked in the February 2010 Edition of PrefLetter; and have finally linked it in a “PrefPick” in Canadian Moneysaver … so it’s time to link to it publicly.

The Pairs Equivalency Calculator allows for easy valuation comparison between elements of a Strong Pair. ‘Nuff said?

This entry was posted on Monday, June 21st, 2010 at 9:40 pm and is filed under Publications. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.

9 Responses to “Pairs Equivalency Calculator”

  1. BCE.PR.R to Reset at 207% of GOC-5 « PrefBlog says:
    October 13, 2010 at 11:53 am

    […] trying to decide which way to jump may be interested in the Pairs Equivalency Calculator I published earlier this year. I will post again once the final rate is […]

  2. BCE.PR.R to Reset at 4.490% « PrefBlog says:
    November 11, 2010 at 10:58 pm

    […] announcement of the Selected Percentage Rate was reported on PrefBlog. Data for the Pairs Equivalency Calculator have been updated, but as yet the RatchetRate complement to this issue, Series Q, does not […]

  3. BCE.PR.F Secondary Offering « PrefBlog says:
    May 3, 2012 at 5:26 pm

    […] we can use this price for comparison purposes since it is close to the other BCE RatchetRates. The Pairs Equivalency Calculator (quick method) tells us that given a price of 22.40 on BCE.PR.E and 23.75 on BCE.PR.F, Canada Prime […]

  4. TD.PR.T: Big Premium On Debut « PrefBlog says:
    August 1, 2013 at 1:00 am

    […] to the “Quick Method” of the updated Pair Equivalency Calculator, this implies that the break-even 3-Month Bill rate is […]

  5. BNS.PR.Q, FixedReset, To Be Extended at +170bp « PrefBlog says:
    September 19, 2013 at 5:45 pm

    […] We can examine the comparables with the help of the Pairs Equivalency Calculator: […]

  6. BNS.PR.Q To Reset At 3.61% « PrefBlog says:
    September 27, 2013 at 5:10 pm

    […] We can examine the comparables with the help of the Pairs Equivalency Calculator: […]

  7. TD.PR.Y To Reset At 3.5595% « PrefBlog says:
    October 1, 2013 at 11:13 pm

    […] We can examine the comparables with the help of the Pairs Equivalency Calculator: […]

  8. Peculiar_Investor says:
    March 13, 2020 at 8:13 am

    Yahoo! Finance keeps changing their interface for quote downloads, breaking spreadsheets such as this one. Has anyone taken a run at update/fixing this useful calculator? Question also raised on FWF, see https://www.financialwisdomforum.org/forum/viewtopic.php?f=33&t=122700

  9. jiHymas says:
    March 13, 2020 at 5:59 pm

    Googledocs (see the Yield Calculator for an example) should be able to do it, with judicious use of the GOOGLEFINANCE function.

    But I ain’t gonna do it:

    Usage restrictions: The data is not for financial industry professional use or use by other professionals at non-financial firms (including government entities). Professional use may be subject to additional licensing fees from a third-party data provider.

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