PChg_BRbond Function to compute percentage change in Brazilian bond prices given a change in Yield to Maturity Note: it only computes changes for the current date
1 | PChg_BRbond(type, .maturity, .YTM, .dYTM)
|
type |
String specifying which bond type. Currently accepted "NTNF", "NTNB", "NTNBc" and "LTN" |
.maturity |
Maturity of the Bond |
.YTM |
Current Yield to Maturity |
.dYTM |
Proposed change |
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