R/DurConv_NTNB_BR.R

In claudiolucinda/FixedIncomeBR: Fixed Income Function for Brazilian Bonds

#' Function for getting Duration and Convexity for ``Notas do Tesouro Nacional - Série B'' 
#' Zero Coupon Brazilian government bonds, also known as ``Tesouro Prefixado com Juros Semestrais''
#'
#' @param .dataEval - Date when the pricing is to be made. If NULL, it is priced in the current working day
#' @param .maturity - Maturity - as a string or a date (Date or POSIXct)
#' @param .YTM - Yield to Maturity (in decimals per year with 252 working days)
#'
#' @return Bond Price
#' @export
#' 

DurConv_NTNB_BR <- function(.dataEval=NULL, .maturity, .YTM) {

  data<-get_VNA_AMBIMA(type="NTNB")
  .VF<-data[1,1]
  
  OUT<-DurConv_BRbond(dataEval = .dataEval,maturity=.maturity, coupon_rate = NULL, VF = .VF,
                      YTM=.YTM, months_coupon = NULL)
  
}