Alphacast

The ITLUP Curve is a Spot Curve of Yields of Uruguayan Securities with sovereign risk issued in Uruguayan pesos. The rates of the ITLUP curve are “spot” and are published following the convention that governs the operation of the instruments issued at a discount, then expressed as effective annual rates based on the “real / 365” day count. This curve allows generating reasonable valuations (fair-value), estimating volatilities and correlations for an adequate caliber of market interest rate risk, as well as serving as a basis for estimating credit spreads at different times. Data is available since June 2003.

Date

country

Markets - Uruguay - BEVSA - ITLUP

"Monetary - Uruguay - BEVSA - ITLUP" - Raw data

Bolsa Electrónica de Valores del Uruguay (BEVSA)

1 AÑO

1 MES

10 AÑOS

2 AÑOS

2 MESES

3 AÑOS

3 MESES

4 AÑOS

5 AÑOS

6 AÑOS

6 MESES

7 AÑOS

8 AÑOS

9 AÑOS

9 MESES