brazil_real_curve
Real (IPCA-linked) Brazilian sovereign zero-coupon curve, bootstrapped from Tesouro Direto NTN-B Principal (zero-coupon) and NTN-B (semi-annual real coupon) offered-security quotes. Built entirely from the bonds' own quoted real yields — no Focus/IPCA projection is used anywhere in this engine.
curve_scope = "tesouro_direto_offered_securities" (see brazil_yield_curve).
Note: Tesouro currently offers no short-dated real zero-coupon bond, so
this curve typically has NO coverage for 1Y/2Y tenors — check `status`
per tenor.
Use when: you need Brazil's real (inflation-protected) rate curve.
Do not use when: you need the nominal curve (brazil_yield_curve) or
breakeven inflation (brazil_inflation_breakeven).
Args:
as_of: optional YYYY-MM-DD. Defaults to today.
tenors: comma-separated subset of 1Y,2Y,3Y,5Y,7Y,10Y. Default: all.
quote_side: "buy", "sell", or "mid" (default).
payment_token: required in staging ($0.03/call per pricing.yaml).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| as_of | No | ||
| tenors | No | ||
| agent_id | No | ||
| quote_side | No | mid | |
| session_id | No | ||
| payment_token | No | ||
| discovery_source | No | ||
| synthetic_identity | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |