Calculates average yield-to-maturity and duration for indexes that many TIPS funds follow. Replaces workbook that used a macro to calculate YTM and duration. This uses yields from Wall Street Journal TIPS Quotes page. Calculates duration with formula good even when yields are negative. Weights index averages by daily market value.
Change log:
12/31/24: Initial version
01/31/25: Add new Jan 2035 issue and Friday 1/31/2025 WSJ Quotes
Click following link to download: TIPS_Index_YTM_Duration.xlsx