I am trying to work out the following fixed income problem, where I am asked to price a structured note in Excel, which seems to me to be a reverse collar. My purpose was replicating this structured note through a long and a short cap and consequently using the Black formula for cap. However I do not have enough inputs, since volatility and strike price are unknown to me. Moreover, since my trade date is a given day in 2013, the maturity date is very long (2029) and I should compute the price of too many caplets. As a result, the choice of caps as replicating instruments is not the better one. Could I replicate this stuctured note in an alternative way, maybe using coupon bonds, whose price is known to me? How can I implement this idea in Excel? Thank you.