Yield curves
ifb_yield_curveRetrieve Fara Bourse fitted yield curves for government/non-government papers and treasury bills, then price bonds by comparing yield to maturity with the curve at remaining days.
Instructions
Get Fara Bourse's fitted yield curves (Svensson/Nelson model) for government papers, non-government papers and treasury bills.
Each curve gives yield to maturity in percent for horizons in days, now, a month ago and six months ago. Use it
to price a bond against the curve: compare an ifb_yields YTM with the curve at the paper's remaining days.
Input Schema
| Name | Required | Description | Default |
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No arguments | |||