Prazos Txs spot CF PV(CF)

0.7562 -0.5842% 2.20% 0.02209769

1.7562 -0.6547% 102.20% 1.03385682
B0 = 105.5955%

AI = 0.5364%
 Prazos Txs spot CF PV(CF)
0.7583 -0.5841% 2.2306% 0.02240487
1.7583 -0.6549% 102.2306% 1.03418494
B0 = 105.6590%

AI = 0.5439%
 Prazos Txs spot CF PV(CF)
0.2548 -0.6146% 1.10% 0.01101729
0.7562 -0.5842% 1.10% 0.01104884
1.2548 -0.6005% 1.10% 0.01108345
1.7562 -0.6547% 103.10% 1.04296124
B0 = 107.6111%

AI = 0.5379%
 Prazos Txs spot CF PV(CF)
0.2548 -0.6146% 1.10% 0.01101729
0.7562 -0.5842% 1.10% 0.01104884
1.2548 -0.6005% 41.90% 0.42217879
1.7562 -0.6547% 61.86% 0.62577674
B0 = 107.0022%

AI = 0.5379%
YTM -0.6871%

Prazos YTM CF PV(CF)

0.7562 -0.6871% 2.20% 0.0221149931
1.7562 -0.6871% 102.20% 1.034449394
105.6564%

VC 125.54%
AI = 1.7178%
VT 127.2538%

Erro 21.5974%

z -20.2908%

z -10.6492%

z -10.6672%

f -0.7079%

TRR -8.8125%

TRR -22.3213%

TRR -20.2908%
Função =yield():

Settl date 1/14/2021

Maturity date 10/17/2022
Tx cupao 2.20%
Frequência do cupao 1
VC 125.54%
VR 100%

YTM -10.2951%
 Prazos Txs spot CF PV(CF) Fact desc
0.5836 -0.6500% 4.1250% 0.04140728841
1.5836 -0.7011% 4.1250% 0.04171216887 1.011204
2.5836 -0.7194% 4.1250% 0.04202669321
3.5836 -0.6215% 4.1250% 0.04218190101
4.5836 -0.5100% 4.1250% 0.04222811595
5.5836 -0.3676% 104.1250% 1.06288406843
B0 = 127.2440%

9/13/2021 152
4/14/2021
AI = 1.7178%
VT ASK 127.2538% é superior ao fair value, por tanto não compro
VT BID 127.2278% é superior ao fair value, por tanto vendo
f -0.7309%

Settl date 9/13/2021

Maturity d 4/14/2027 Cálculo TRR 97.7123%
Tx cupao 4.13% 0.99586386257
Frequência 1 -0.0041361374
VC 125.54%
VR 100%

YTM -0.3896%