Description Usage Arguments Value
Function for Getting Event List for “Letras do Tesouro Nacional” Zero Coupon Brazilian government bonds, also known as “Tesouro Prefixado”
1 | Events_LTN_BR(.dataEval = NULL, .maturity, .YTM)
|
.dataEval |
- Date when the pricing is to be made. If NULL, it is priced in the current working day |
.maturity |
- Maturity - as a string or a date (Date or POSIXct) |
.YTM |
- Yield to Maturity (in decimals per year with 252 working days) |
Data Frame with dates (in days), Cash Flows and PV of Cash Flows
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