2 Bond Hedge

thank you dude, just what I needed. LaGrandeFinale Wrote: ------------------------------------------------------- > Solving simultaneous equations > > H2(0.418) + H10(1.687) = -1.274 — Eq1 > H2(0.312) + H10(0.472) = -0.237 ---- Eq2 > > Mult Eq1 by 0.312 > H2(0.418)*(0.312) + H10(1.687)*(0.312) = > -1.274*(0.312) > H2(0.130416) + H10(0.526344) = - 0.397488 ---- > Eq3 > > Mult Eq2 by 0.418 > H2(0.312)*(0.418) + H10(0.472)*(0.418) = > -0.237*(0.418) > H2*(0.130416) + H10(0.197296) = -0.099066 ---- > Eq4 > > Subt Eq3 with Eq4 > H2(0.130416) + H10(0.526344) - H2*(0.130416) - > H10(0.197296) = - 0.397488 + 0.099066 > H10(0.526344) - H10(0.197296) = -0.298422 > H10*0.329048 = -0.298422 > H10 = -0.9069254 — Eq5 > > Subst Eq5 in Eq1 > H2(0.418) + (-0.9069254)(1.687) = -1.274 — Eq1 > H2(0.418) -1.5299831498 = -1.274 > H2 = 0.6123998799