ArgentinaBondsLib - Argentina Sovereign Bonds Cashflow Library

ArgentinaBondsLib

A Pine Script v6 library providing cashflow data and financial calculation functions for Argentine sovereign bonds (Bonares and Globales).

## Supported Bonds

**Bonares** (Argentina legislation, USD MEP): AE38, AL29, AL30, AL35, AL41, AN29

**Globales** (Foreign legislation, USD Cable): GD29, GD30, GD35, GD38, GD41, GD46

## Exported Functions

### Cashflow Data
- `getCashflows_[TICKER]()` - Returns timestamps, cashflows, and count for each bond

### Bond Identification
- `getBondType(ticker)` - Returns BONAR() or GLOBAL()
- `getBaseTicker(ticker)` - Extracts base ticker without prefix/suffix
- `getCurrencyType(ticker)` - Returns 0=ARS, 1=MEP, 2=Cable
- `isSupported(baseTicker)` - Checks if bond is supported

### Financial Calculations
- `calcPV()` - Present Value calculation
- `calcIRR()` - Internal Rate of Return using Newton-Raphson method
- `calcPriceFromIRR()` - Calculate price from target IRR

### Currency Conversion
- `convertToNativeCurrency()` - Converts price to cashflow currency (MEP for Bonares, Cable for Globales)

### Utilities
- `getSettlementDate()` - Returns T+1 timestamp
- `BONAR()` / `GLOBAL()` - Bond type constants

## Methodology

- Day count convention: Actual/365
- Settlement: T+1
- IRR solver: Newton-Raphson iterative method

## Usage Example

```
import EcoValores/ArgentinaBondsLib/1 as Bonds

[ts, cf, count] = Bonds.getCashflows_AL30()
settlementDate = Bonds.getSettlementDate()
irr = Bonds.calcIRR(ts, cf, count, settlementDate, close)
```

---

## Español

Librería Pine Script v6 con datos de flujos de fondos y funciones de cálculo financiero para bonos soberanos argentinos.

### Bonos Soportados
- **Bonares** (Legislación argentina, USD MEP): AE38, AL29, AL30, AL35, AL41, AN29
- **Globales** (Legislación extranjera, USD Cable): GD29, GD30, GD35, GD38, GD41, GD46

### Metodología
- Convención de días: Actual/365
- Liquidación: T+1
- Solver TIR: Método iterativo Newton-Raphson

---

**DISCLAIMER**: This library is for informational and educational purposes only. Eco Valores S.A. does NOT provide investment advice or recommendations. Consult a qualified financial advisor before making investment decisions.

**AVISO LEGAL**: Esta librería es solo para fines informativos y educativos. Eco Valores S.A. NO brinda asesoramiento ni recomendaciones de inversión. Consulte con un asesor financiero calificado antes de invertir.

版本注释

Argentina Sovereign Bonds Library

SHORT DESCRIPTION:
Reusable Pine Script library for Argentine sovereign bond analysis: cashflow data, TIR/IRR, present value, and currency conversion for 13 Bonares and Globales bonds.

---

RELEASE NOTES (for this update):

Added support for the new BONAR 2027 (AO27):
- New getCashflows_AO27() function with 20 monthly cashflows
- 6% TNA, monthly coupon (0.50 USD per 100 VN), bullet amortization at maturity (Oct 29, 2027)
- Payment dates sourced from the official Secretaria de Finanzas resolution (Feb 23, 2026)
- AO27 added to isSupported() validation

Total supported bonds: 13 (7 Bonares + 6 Globales)

---

FULL DESCRIPTION:

Reusable Pine Script library that provides cashflow data and calculation functions for Argentine sovereign bonds (Bonares and Globales). Designed to be imported by indicators and strategies that need bond valuation capabilities.

SUPPORTED BONDS (13):

Bonares (USD MEP, Argentine law):
AE38 | AL29 | AL30 | AL35 | AL41 | AN29 | AO27

Globales (USD Cable, New York law):
GD29 | GD30 | GD35 | GD38 | GD41 | GD46

EXPORTED FUNCTIONS:

Cashflow data:
getCashflows_[TICKER]() - Returns timestamps (ms), cashflows (USD/100 VN), and count for each bond.

Bond identification:
getBondType(ticker) - Returns BONAR (1) or GLOBAL (2).
getBaseTicker(ticker) - Extracts base ticker without BCBA: prefix or D/C currency suffix.
getCurrencyType(ticker) - Returns 0=ARS, 1=MEP (D suffix), 2=Cable (C suffix).
isSupported(baseTicker) - Checks if a bond is supported by the library.

Valuation (Actual/365):
calcPV() - Present value of future cashflows at a given discount rate.
calcIRR() - Internal rate of return via Newton-Raphson (50 iterations, 1e-6 tolerance).
calcPriceFromIRR() - Theoretical price given a target TIR.

Currency conversion:
convertToNativeCurrency() - Converts a bond price to the currency of its cashflows using AL30/AL30D/AL30C as the MEP/Cable reference pair.

Utilities:
getSettlementDate() - Returns T+1 settlement timestamp.
BONAR() / GLOBAL() - Bond type constants.

HOW TO USE:

import EcoValores/ArgentinaBondsLib/X as bonds

[ts, cf, n] = bonds.getCashflows_AL30()
settlement = bonds.getSettlementDate()
tir = bonds.calcIRR(ts, cf, n, settlement, price)

NOTES:
- All cashflows are expressed in USD per 100 nominal value.
- Timestamps use milliseconds since Unix epoch (UTC).
- IRR/PV calculations use Actual/365 day count convention.
- AO27 (BONAR 2027): 6% TNA, monthly coupon, bullet maturity Oct 2027. Cashflows based on the official Secretaria de Finanzas emission terms.

DISCLAIMER / AVISO LEGAL:
This library is for informational and educational purposes only. Eco Valores S.A. does NOT provide investment advice or recommendations. Consult a qualified financial advisor before making investment decisions.

Esta libreria es solo para fines informativos y educativos. Eco Valores S.A. NO brinda asesoramiento ni recomendaciones de inversion. Consulte con un asesor financiero calificado antes de invertir.

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Eco Valores S.A.
Agente de Liquidación y Compensación (ALyC) n° 109/CNV
Agente de Colocación y Distribución Integral de Fondos Comunes de Inversión (ACyDI FCI) n°45/CNV.
Miembro de A3 Mercados S.A., MAV S.A. y Bolsas y Mercados Argentinos S.A. (ByMA).

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