PU_NTNBc_BR: Function for pricing "Notas do Tesouro Nacional - Série B"...

Description Usage Arguments Value

Description

Function for pricing “Notas do Tesouro Nacional - Série B” Coupon Brazilian government bonds, also known as “Tesouro Prefixado com Juros Semestrais”

Usage

1
PU_NTNBc_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

Bond Price


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