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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.

Markets - Uruguay - BEVSA - ITLUP

Bolsa Electrónica de Valores del Uruguay (BEVSA) is the Electronic Stock Exchange of Uruguay. It is an electronic stock exchange and the main market for trading securities in Uruguay. BEVSA offers a platform for the trading of shares of public companies, bonds, and other securities. It allows investors to buy and sell securities in a transparent, fast and efficient way.

Bolsa Electrónica de Valores del Uruguay (BEVSA)

This data set includes daily information on the yield curve of Uruguay debt in indexed units (CUI) for different time periods since November 2003. This instrument describes the time structure of sovereign debt interest rates in issued UIs. by the government of Uruguay.

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Markets - Uruguay - BEVSA - ITLUP
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Bolsa Electrónica de Valores del Uruguay (BEVSA)

Markets - Uruguay - BEVSA - CUI
Published in
Alphacast /
Bolsa Electrónica de Valores del Uruguay (BEVSA)

Markets - Uruguay - BEVSA - CUD
Published in
Alphacast /
Bolsa Electrónica de Valores del Uruguay (BEVSA)

Explore Datasets

Markets - Uruguay - BEVSA - ITLUP Published in Alphacast / Bolsa Electrónica de Valores del Uruguay (BEVSA)

Markets - Uruguay - BEVSA - CUI Published in Alphacast / Bolsa Electrónica de Valores del Uruguay (BEVSA)

Markets - Uruguay - BEVSA - CUD Published in Alphacast / Bolsa Electrónica de Valores del Uruguay (BEVSA)

Markets - Uruguay - BEVSA - ITLUP
Published in
Alphacast /
Bolsa Electrónica de Valores del Uruguay (BEVSA)

Markets - Uruguay - BEVSA - CUI
Published in
Alphacast /
Bolsa Electrónica de Valores del Uruguay (BEVSA)

Markets - Uruguay - BEVSA - CUD
Published in
Alphacast /
Bolsa Electrónica de Valores del Uruguay (BEVSA)