Events_LTN_BR: Function for Getting Event List for "Letras do Tesouro...

Description Usage Arguments Value

Description

Function for Getting Event List for “Letras do Tesouro Nacional” Zero Coupon Brazilian government bonds, also known as “Tesouro Prefixado”

Usage

1
Events_LTN_BR(.dataEval = NULL, .maturity, .YTM)

Arguments

.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)

Value

Data Frame with dates (in days), Cash Flows and PV of Cash Flows


claudiolucinda/FixedIncomeBR documentation built on May 23, 2019, 4:05 a.m.