Alphacast

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.

Sovereign Securities Yield Curve - Indexed Units Debt (CUI)

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)

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.

Sovereign Securities Yield Curve - (ITLUP)

This dataset includes daily information on the Yield Spot Curve of Uruguayan Sovereign Securities issued in United States dollars. The methodology applied for the construction of the CUD curve is based on the method called “Constant Forward Spreads”. The curve shows the term structure of interest rates of Uruguayan sovereign debt issued in dollars United States. It allows generating reasonable valuations (fair-value), estimating volatilities and correlations for an adequate caliber of market interest rate risk, as well as serving as the basis for estimating the term structure of the credit spreads of this debt. Data is available since October 2003.

Sovereign Securities Yield Curve - (CUD)

Bolsa Electrónica de Valores del Uruguay

Bolsa Electrónica de Valores del Uruguay (BEVSA)

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Datasets (3)