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Publications de Eco Valores

Bandas de TIR - Bonos Hard Dollar Argentina Bandas de TIR - Bonos Hard Dollar Argentina Indicador para bonos soberanos argentinos emitidos en dólares (Bonares y Globales). Dibuja bandas de precio a niveles fijos de TIR — 5%, 6%, 7%, 8%, 9%, 10% y 11% — proyectadas tanto hacia el futuro como hacia el pasado (por defecto 1 año, configurable). Incluye bandas solo-históricas a 12%, 13%, 14%, 15%, 20%, 25%, 30%, 40% y 50% de TIR para leer contextos de deuda estresada en el pasado. Bonos soportados (14): AE38, AL29, AL30, AL35, AL41, AN29,

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TC Implicito CEDEARs BCBA:GGALD ## Implied Exchange Rate — CEDEARs / Tipo de Cambio Implícito This indicator calculates the implied ARS/USD exchange rate derived from CEDEARs (Argentine Depositary Certificates) listed on BCBA. It divides each instrument's peso price by its MEP dollar price to reveal the effective exchange rate embedded in each CEDEAR. **Formula:** `TC = BCBA:TICKER (ARS) / BCBA:TICKERD (USD)` ### Instruments - **AL30/AL30D** — MEP dollar reference (plotted as a thick white line) - **8 preset C

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Canje & Prima Ley NY/ARG Argentina Bonds — Canje & NY Law / ARG Law Premium SHORT DESCRIPTION: Tracks the Canje spread (Cable vs MEP dollar) and the NY Law / ARG Law premium between Globales and Bonares. Vertical lines on bond payment dates (rent + capital). --- FULL DESCRIPTION: Time-series indicator that tracks two key spreads in the Argentine sovereign bond market: 1. CANJE (%) The spread between Dólar Cable and Dólar MEP, calculated as: (AL30D / AL30C − 1) × 100 AL30D is the Bonar 30 priced in USD MEP, and AL

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Evolucion TIR Bonos Soberanos ARG Argentina Sovereign Bonds — Yield (TIR) Evolution SHORT DESCRIPTION: Daily yield (TIR/IRR) evolution of Argentine sovereign bonds (Bonares & Globales). Newton-Raphson IRR per bar, 3 pricing modes, US Treasury overlay, coupon/amortization event markers. --- FULL DESCRIPTION: Time-series indicator that tracks the daily yield (TIR / Internal Rate of Return) evolution of Argentine sovereign bonds. Each bond's IRR is calculated on every bar using the full remaining cashflow schedule and Newton-Ra

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Argentina Bonds Yield Curve ARGENTINA SOVEREIGN BONDS - YIELD CURVE This indicator plots the yield curve for Argentine sovereign bonds, showing the relationship between yield (TIR/IRR) and Modified Duration for both Bonares (Argentine law) and Globales (NY law) bond families. BONDS INCLUDED: • Bonares: AE38, AL29, AL30, AL35, AL41, AN29, AO27 • Globales: GD29, GD30, GD35, GD38, GD41, GD46 FEATURES: • Scatter plot with TIR (%) on Y-axis and Modified Duration (years) on X-axis • Separate logarithmic regression curves: TIR

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Software Moats Index (US)Software Moats Index (US) — v1.0 Tracks three equal-weighted indices of US-listed software stocks grouped by competitive moat durability, inspired by the "Switching Costs vs Compounding Value" framework: Durable (green): Datadog, CrowdStrike, ADP, Veeva, Zscaler, CoStar, Shopify Eroding Quickly (red): DocuSign, UiPath, Monday.com Eroding Slowly (orange): Atlassian, SAP, Salesforce, Workday All three indices are rebased to 100 at a configurable start date (1Y / 6M / 3M / 2M / 1M / 2W / 1W / 1

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Bandas Cambiarias Argentina / Argentina FX Bands Bandas Cambiarias Argentina / Argentina FX Bands Overlay indicator that plots the BCRA's exchange rate band system in effect since April 11, 2025, under the IMF-backed Phase 3 stabilization program. What are the Bandas Cambiarias? The BCRA defines a floor and a ceiling for the ARS/USD exchange rate. Between them, the rate floats freely. At the floor the BCRA buys dollars (accumulates reserves); at the ceiling the BCRA sells dollars (defends the band). The rules governing how the bands move diffe

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Breakeven Lecaps_Boncaps Breakeven Lecaps & Boncaps Overlay indicator that visualizes the breakeven USD exchange rate for Argentina's peso-denominated fixed-income instruments — Lecaps, Boncaps, and Dollar Futures — on a single chart. What is the breakeven dollar? For each instrument, the breakeven dollar is the implied USD/ARS rate at maturity that would make the peso instrument's return equivalent to simply holding dollars. If the actual exchange rate at maturity stays below the breakeven level, the peso instrument ou

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par Eco Valores

Letras_Lecaps_Library --- **Letras_Lecaps_Library — Argentine Fixed-Rate Instruments & Dollar Futures Data** Pine Script library that provides centralized reference data for Argentine Lecaps, Boncaps, and Matba-Rofex Dollar Futures contracts. Designed to be imported by indicators and strategies that need ticker symbols, maturity dates, and redemption prices without hardcoding them. **What's inside** The library exports simple accessor functions for three instrument classes: - **Lecaps** (9 series): BCBA tickers,

Bibliothèque

par Eco Valores

Evolucion Tasas LECAPs y BONCAPs Daily yield evolution tracker for Argentine fixed-rate Treasury instruments: LECAPs (capitalizable letters) and BONCAPs (capitalizable bonds). Each line plots an individual instrument's implied yield in real time, calculated from its market price and maturity value. This lets you visualize how the peso fixed-income curve moves day by day. YIELD METRICS Choose between three metrics: - TEM (Monthly Effective Rate) - TNA (Annual Nominal Rate) - TEA (Annual Effective Rate) CPI INFLATION OVERLAY -

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Curva de Rendimiento AR | Argentina Yield Curve Real-time Argentine fixed-income yield curve terminal. Four curve families plotted on a single canvas with Nelson-Siegel smoothing. 🔵 **LECAP** — 9 discount letters (Letras de Capitalización) via EcoValores library 🟢 **BONCAP** — 6 capitalisation bonds via EcoValores library 🟠 **BONCER** — 7 CER-adjusted zero-coupon bonds (TZX series) with inflation-projected yields 🟡 **Dollar Futures** — 12 MatbaRofex contracts with implied devaluation spread ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ **How it works

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LECAPS_BONCAP_DUALES_Library LECAPS BONCAP DUALES Library - Argentine Fixed Income Data =========================================================== Library containing instrument data for Argentine Treasury fixed-rate securities (LECAPs, BONCAPs, and DUALES) and Dólar Futures contracts. 📊 CONTENTS ----------- • LECAP (9 instruments): Zero-coupon treasury notes with "S" prefix • BONCAP (6 instruments): Fixed-rate treasury bonds with "T" prefix • DUALES (2 instruments): Dual-rate TAMAR-linked bonds with "M" prefix • Dólar

Bibliothèque

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Argentina Bonds TIR - Sovereign Bond Yield Curves Indicator # Argentina Bonds TIR A comprehensive indicator that calculates the Internal Rate of Return (IRR/TIR) for Argentine sovereign bonds and projects future price curves at fixed yield levels. ## Features **Real-time TIR Calculation** - Calculates current yield based on market price and expected cashflows - Uses Newton-Raphson iterative method for precise IRR calculation - Day count convention: Actual/365 with T+1 settlement **Automatic Currency Conversion** - Works with any trading currency: ARS

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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_ ()` - Returns timestamps, cashflows, and count for each bond ### Bond Identification - `getBondTy

Bibliothèque

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LECAPS_BONCAP_Library Library "LECAPS_BONCAP_Library" getInstrumentCount() getTicker(index) Parameters: index (int) getTickerShort(index) Parameters: index (int) getMaturityPrice(index) Parameters: index (int) getMaturityTimestamp(index) Parameters: index (int) getMaturityYear(index) Parameters: index (int) getMaturityMonth(index) Parameters: index (int) getMaturityDay(index) Parameters: index (int) isBoncap(index) Parameters:

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FAIR VALUE CEDEARS Fair Value CEDEARS y ETFs Important: load together with the CEDEARdata library. Returns the “Fair Value” of CEDEAR and CEDEAR-based ETF prices traded on ByMA, using as a reference the price of the underlying ordinary share or ETF traded on the NYSE or NASDAQ. It multiplies the NYSE/NASDAQ price by the CEDEAR or ETF conversion ratio and converts the currency to ARS or Dólar MEP using the exchange rate implied by the AL30/AL30C ratio for tickers quoted in ARS (e.g., AAPL) and AL30D/AL30C for

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par Eco Valores

CEDEARData Library "CEDEARData" getUnderlying(cedearTicker) Parameters: cedearTicker (simple string) getRatio(cedearTicker) Parameters: cedearTicker (simple string) getCurrency(cedearTicker) Parameters: cedearTicker (simple string) isValidCedear(cedearTicker) Parameters: cedearTicker (simple string)

Bibliothèque

par Eco Valores