Man pages for claudiolucinda/FixedIncomeBR
Fixed Income Function for Brazilian Bonds

BDT_CalibrationBDT_Calibration
DurConv_BRbondFunction for generating Duration and Convexity for Brazilian...
DurConv_LTN_BRFunction for getting Duration and Convexity for "Letras do...
DurConv_NTNB_BRFunction for getting Duration and Convexity for "Notas do...
DurConv_NTNBc_BRFunction for getting Duration and Convexity for "Notas do...
DurConv_NTNF_BRFunction for getting Duration and Convexity for "Notas do...
Elem_PricesElem_Prices
Events_BRbondFunction for generating a Table of Events of Brazilian Debt...
Events_LTN_BRFunction for Getting Event List for "Letras do Tesouro...
Events_NTNB_BRFunction for getting list of events "Notas do Tesouro...
Events_NTNBc_BRFunction for getting list of events "Notas do Tesouro...
Events_NTNF_BRFunction for getting list of events "Notas do Tesouro...
PChg_BRbondPChg_BRbond Function to compute percentage change in...
PU_LTN_BDTPU_LTN_BDT
PU_LTN_BRFunction for pricing "Letras do Tesouro Nacional" Zero Coupon...
PU_NTNB_BRFunction for pricing "Notas do Tesouro Nacional - Série B"...
PU_NTNBc_BRFunction for pricing "Notas do Tesouro Nacional - Série B"...
PU_NTNF_BRFunction for pricing "Notas do Tesouro Nacional - Série F"...
SR_Lattice_BDTSR_Lattice_BDT
Yield_CurveYield Curve
YTM_BRbondFunction for finding the YTM for Brazilian Debt Instruments
YTM_LTN_BRFunction for Getting YTM of "Letras do Tesouro Nacional -...
YTM_NTNB_BRFunction for Getting YTM of "Notas do Tesouro Nacional -...
YTM_NTNBc_BRFunction for Getting YTM of "Notas do Tesouro Nacional -...
YTM_NTNF_BRFunction for Getting YTM of "Notas do Tesouro Nacional -...
claudiolucinda/FixedIncomeBR documentation built on May 23, 2019, 4:05 a.m.