<r>Here's a link to a model produced by the American Academy of Actuaries:<URL url="http://www.barnert.com/c3/Go">http://www.barnert.com/c3/Go</URL> to the bottom of this page and you'll see a direct link to a spreadsheet that contains the model. There are also directions on how to use the model. Yo...

<t>Thanks for all of your responses. The question was: How do you discount using interest rate scenario yield curves? Typical discounting using interest rate scenarios uses only the short rate. But I have entire yield curves for my scenarios. The solution is just use the current yield curve and igno...

<t>I'm having a little problem trying to select which rates to use when discounting a liability cash flow under different interest rate scenarios. In my little example below I'm trying to find the present value of a 5yr zero coupon bond. Here are the possble interest rates that I could use to calcul...

Go to: www.winsite.comSearch for: Web Options Workspace IThis Excel workbook has a Monte Carlo simulation in it.

I've written an Excel program that will do this. You can see it at:www.winsite.comSearch for : Web Options Workspace IGo to the Euro sheet. There is a Run Sensitivities button. This is what you want.