#' 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
#'
#'
#' @param type String specifying which bond type. Currently accepted "NTNF", "NTNB", "NTNBc" and "LTN"
#' @param .maturity Maturity of the Bond
#' @param .YTM Current Yield to Maturity
#' @param .dYTM Proposed change
#'
#' @return
#' @export
#'
#' @examples
PChg_BRbond <- function(type,.maturity,.YTM,.dYTM) {
DC<-switch(type,
LTN = DurConv_LTN_BR(.dataEval = NULL,.maturity = .maturity,.YTM=.YTM),
NTNB = DurConv_NTNB_BR(.dataEval = NULL,.maturity = .maturity,.YTM=.YTM),
NTNBc = DurConv_NTNBc_BR(.dataEval = NULL,.maturity = .maturity,.YTM=.YTM),
NTNF =DurConv_NTNF_BR(.dataEval = NULL,.maturity = .maturity,.YTM=.YTM),
stop("Bond not found!!"))
duration<-DC[1,1]
convexity<-DC[1,2]
mod_dur<-duration/((1+.YTM)^(1/252))
Pchg<--mod_dur*.dYTM+(0.5)*(convexity-mod_dur^2)*.dYTM^2
return(Pchg)
}
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