COMDINHEIRO rpveiga458174578DURATION

Derivativos Financeiros

•

USP-SP

0

Eduardo Nerd

14/03/2018

Esta é uma pré-visualização de arquivo. Entre para ver o arquivo original

comdinheiro
	Data	du	Fluxo	PV	taxa	10.081%
	11/28/17	0.00	-1,037.54053963
	1/2/18	23.00	48.80884817	48.38285344762086
	7/2/18	147.00	48.80884817	46.149430428042869
	1/2/19	273.00	48.80884817	43.985563723502707
	7/1/19	396.00	48.80884817	41.971119662073214
	1/2/20	526.00	48.80884817	39.942226574954262
	7/1/20	649.00	48.80884817	38.112958644458352
	1/4/21	777.00	48.80884817	36.298228483534992
	7/1/21	900.00	48.80884817	34.635847815443256
	1/3/22	1,028.00	48.80884817	32.986678611179045
	7/1/22	1,152.00	48.80884817	31.463965457656865
	1/2/23	1,279.00	48.80884817	29.977247134547973
	7/3/23	1,403.00	48.80884817	28.59345372338921
	1/2/24	1,528.00	48.80884817	27.26314528595173
	7/1/24	1,652.00	48.80884817	26.004638771166213
	1/2/25	1,782.00	1,048.80884817	531.77794928328888
	Soma	1037.5453070468	1037.5453070468	23.4481174422
	Duration	1274.6479999999999	1014.0971896046374
	Taxa ao dia velha	0.03812%
	Taxa ao dia nova	0.03992%
	Delta i ao dia	0.00180%
	Delta PV	-23.783397620956361