Güncellendi
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.
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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-Raphson iteration.
SUPPORTED BONDS (13):
Bonares (Argentine law) — Green gradients:
AO27 | AL29 | AN29 | AL30 | AL35 | AE38 | AL41
AO27
AL29
AN29
AL30
AL30D
AL30C
AL35
AL41
Globales (New York law) — Blue gradients:
GD29 | GD30 | GD35 | GD38 | GD41 | GD46
GD29
GD30
GD30D
GD35
GD38
GD41
GD46
FEATURES:
• Daily TIR line for each selected bond, with color gradients by maturity (lighter = shorter, darker = longer)
• US Treasury yield reference line (default US10Y, configurable) in red — useful for tracking the sovereign spread vs risk-free rate
• Three pricing modes:
- ARS → USD via AL30 ratios (default): converts BCBA peso prices to USD using AL30D/AL30 (MEP) for Bonares, AL30C/AL30 (Cable) for Globales
- Direct USD (MEP + Cable): uses BCBA direct USD quotes — D suffix for Bonares, C suffix for Globales
- Direct USD MEP (all): uses D suffix for all bonds
• Vertical highlights on cashflow payment dates: white background for coupon-only (renta), orange for coupon + amortization (capital)
• End-of-line labels sorted by yield, staggered horizontally to avoid overlap, with dotted connector lines
• Info table (top-right) with USD price, TIR%, pricing mode, and MEP exchange rate
• Individual toggle for each bond — default shows AL30 + GD30 for a clean view
METHODOLOGY:
• IRR: Newton-Raphson, 50 iterations, 1e-6 tolerance
• Day count: Actual/365
• Settlement: T+1
• Cashflow data embedded from ArgentinaBondsLib
HOW TO USE:
1. Add the indicator to any chart (overlay=false pane indicator)
2. By default you'll see AL30 (green) and GD30 (blue) yield lines, plus US10Y (red)
3. Toggle additional bonds in settings under "Bonares Individuales" / "Globales Individuales"
4. Change pricing mode under "Pricing" for direct USD quotes
5. Vertical highlights mark coupon/amortization dates for active bonds
6. Hover over labels for tooltips with USD price and exact TIR%
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EN ESPAÑOL:
Indicador de serie temporal que muestra la evolución diaria de la TIR (Tasa Interna de Retorno) de bonos soberanos argentinos. Soporta 13 bonos: 7 Bonares (ley argentina, degradado verde) y 6 Globales (ley NY, degradado azul). La TIR se calcula barra a barra mediante Newton-Raphson sobre el flujo de fondos remanente completo de cada bono.
Características principales:
- Línea de referencia US Treasury (US10Y por defecto, configurable) en rojo para visualizar el spread soberano
- Tres modos de pricing: ARS→USD vía ratios AL30, USD Directo MEP+Cable, USD Directo MEP
- Resaltado vertical en fechas de pago: blanco para cupón (renta), naranja para cupón + amortización (capital)
- Etiquetas al final de cada línea, ordenadas por TIR y escalonadas para evitar superposición
- Tabla informativa con precio USD, TIR% y tipo de cambio MEP
- Toggle individual por bono — por defecto muestra AL30 + GD30
Metodología: Newton-Raphson (50 iteraciones), convención Actual/365, liquidación T+1.
---
DISCLAIMER / AVISO LEGAL:
This indicator is for informational and educational purposes only. It does NOT constitute investment advice, a recommendation to buy or sell any security, or a solicitation of any kind. Data may be incomplete, delayed, or inaccurate. Past performance is not indicative of future results. Consult a licensed financial advisor before investing. The author assumes no responsibility for financial losses.
Este indicador es solo para fines informativos y educativos. NO constituye asesoramiento de inversión ni recomendación de compra o venta. Consulte a un asesor financiero matriculado antes de invertir.
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-Raphson iteration.
SUPPORTED BONDS (13):
Bonares (Argentine law) — Green gradients:
AO27 | AL29 | AN29 | AL30 | AL35 | AE38 | AL41
AO27 AL29 AN29 AL30 AL30D AL30C AL35 AL41 Globales (New York law) — Blue gradients:
GD29 | GD30 | GD35 | GD38 | GD41 | GD46
GD29 GD30 GD30D GD35 GD38 GD41 GD46FEATURES:
• Daily TIR line for each selected bond, with color gradients by maturity (lighter = shorter, darker = longer)
• US Treasury yield reference line (default US10Y, configurable) in red — useful for tracking the sovereign spread vs risk-free rate
• Three pricing modes:
- ARS → USD via AL30 ratios (default): converts BCBA peso prices to USD using AL30D/AL30 (MEP) for Bonares, AL30C/AL30 (Cable) for Globales
- Direct USD (MEP + Cable): uses BCBA direct USD quotes — D suffix for Bonares, C suffix for Globales
- Direct USD MEP (all): uses D suffix for all bonds
• Vertical highlights on cashflow payment dates: white background for coupon-only (renta), orange for coupon + amortization (capital)
• End-of-line labels sorted by yield, staggered horizontally to avoid overlap, with dotted connector lines
• Info table (top-right) with USD price, TIR%, pricing mode, and MEP exchange rate
• Individual toggle for each bond — default shows AL30 + GD30 for a clean view
METHODOLOGY:
• IRR: Newton-Raphson, 50 iterations, 1e-6 tolerance
• Day count: Actual/365
• Settlement: T+1
• Cashflow data embedded from ArgentinaBondsLib
HOW TO USE:
1. Add the indicator to any chart (overlay=false pane indicator)
2. By default you'll see AL30 (green) and GD30 (blue) yield lines, plus US10Y (red)
3. Toggle additional bonds in settings under "Bonares Individuales" / "Globales Individuales"
4. Change pricing mode under "Pricing" for direct USD quotes
5. Vertical highlights mark coupon/amortization dates for active bonds
6. Hover over labels for tooltips with USD price and exact TIR%
---
EN ESPAÑOL:
Indicador de serie temporal que muestra la evolución diaria de la TIR (Tasa Interna de Retorno) de bonos soberanos argentinos. Soporta 13 bonos: 7 Bonares (ley argentina, degradado verde) y 6 Globales (ley NY, degradado azul). La TIR se calcula barra a barra mediante Newton-Raphson sobre el flujo de fondos remanente completo de cada bono.
Características principales:
- Línea de referencia US Treasury (US10Y por defecto, configurable) en rojo para visualizar el spread soberano
- Tres modos de pricing: ARS→USD vía ratios AL30, USD Directo MEP+Cable, USD Directo MEP
- Resaltado vertical en fechas de pago: blanco para cupón (renta), naranja para cupón + amortización (capital)
- Etiquetas al final de cada línea, ordenadas por TIR y escalonadas para evitar superposición
- Tabla informativa con precio USD, TIR% y tipo de cambio MEP
- Toggle individual por bono — por defecto muestra AL30 + GD30
Metodología: Newton-Raphson (50 iteraciones), convención Actual/365, liquidación T+1.
---
DISCLAIMER / AVISO LEGAL:
This indicator is for informational and educational purposes only. It does NOT constitute investment advice, a recommendation to buy or sell any security, or a solicitation of any kind. Data may be incomplete, delayed, or inaccurate. Past performance is not indicative of future results. Consult a licensed financial advisor before investing. The author assumes no responsibility for financial losses.
Este indicador es solo para fines informativos y educativos. NO constituye asesoramiento de inversión ni recomendación de compra o venta. Consulte a un asesor financiero matriculado antes de invertir.
Sürüm Notları
Descripción (ES)Indicador de serie temporal que rastrea la evolución diaria del rendimiento (TIR / IRR) de los 14 bonos soberanos hard-dollar argentinos del canje 2020 — Bonares ley argentina (AE38, AL29, AL30, AL35, AL41, AN29, AO27, AO28) y Globales ley NY (GD29, GD30, GD35, GD38, GD41, GD46) — calculada barra a barra mediante Newton-Raphson sobre el cronograma completo de cupones y amortizaciones de cada bono. Soporta tres modos de pricing (ARS→USD vía AL30, USD MEP+CCL directo, USD MEP para todos), superpone una referencia US Treasury seleccionable (default US10Y), resalta verticalmente las fechas de pago de renta y capital (blanco para cupón solo, naranja para cupón + amortización), marca las 22 fechas de eventos presidenciales argentinos (elecciones, PASO, balotajes, asunciones de 1983 a 2023) con líneas verticales celestes y la bandera 🇦🇷, y muestra etiquetas escalonadas al final de cada serie con la TIR vigente.
Description (EN)
Evolución TIR Bonos Soberanos ARG is a time-series indicator that tracks the daily yield (TIR / IRR) evolution of the 14 Argentine sovereign hard-dollar bonds issued in the 2020 sovereign debt restructuring. Each non-expired bond is plotted as a separate line so you can see how the entire dollar-denominated curve has moved over time, how individual instruments have decoupled from the cluster, and how peso-only events have repriced the legal-jurisdiction spread between Bonares (Argentine law) and Globales (New York law).
Bonds covered (14):
Bonares (8): AE38, AL29, AL30, AL35, AL41, AN29, AO27, AO28
Globales (6): GD29, GD30, GD35, GD38, GD41, GD46
Methodology:
Per-bar IRR via Newton-Raphson — recomputed on every bar over the bond's full remaining cashflow schedule (coupons + amortizations + bullet redemption), using the bar's own time as the settlement date so historical bars reflect each day's actual TIR rather than today's
Day-count convention: Actual/365
Settlement: T+1
50 iterations with rate clamped to [0.001, 0.50] for numerical stability
Three pricing modes (selectable via input):
ARS → USD via AL30 ratios (default) — fetches ARS-denominated BCBA prices and converts each Bonar to USD MEP through the AL30D/AL30 ratio, each Global to USD CCL through the AL30C/AL30 ratio. Best when ARS legs are more liquid than the direct USD legs.
Direct USD (MEP + Cable) — uses BCBA's direct USD quotes: D-suffix tickers (MEP) for Bonares, C-suffix (Cable) for Globales.
Direct USD MEP (all) — uses D-suffix MEP quotes for the entire universe.
Visual features:
Color gradients by maturity — Bonares in green from light (2027) to dark (2041), Globales in blue from light (2029) to dark (2046). The shorter the maturity, the lighter the shade.
US Treasury reference overlay — a configurable Treasury yield (default US10Y, switchable to US02Y / US05Y / US30Y) plotted in red as a stepped line, so you can compare the Argentine spread against risk-free rates.
Coupon and amortization vertical highlights — every cashflow date for each visible bond is marked with a vertical bgcolor: white for coupon-only payment dates, orange for dates that combine coupon + principal amortization. Toggleable per type.
Presidential event markers — vertical dashed lines in Argentina sky blue (#75AADB) on every Argentine presidential election, PASO primary, balotaje runoff, and inauguration from 1983 to 2023 (22 events), each tagged with a 🇦🇷 flag and the event name. Election dates that fell on Sundays are automatically shifted forward to the next Monday so the markers land on actual trading bars.
Staggered end-of-line labels — on the rightmost bar, every visible bond gets a callout label with its current TIR, sorted by yield and spaced 8 bars apart along the X axis to avoid overlap. Bonares labels and the UST reference point upward from the data line; Globales labels point downward, doubling the available vertical space.
Compact info table in the top-right corner showing each visible bond's USD price, TIR%, the active pricing mode, and the live MEP exchange rate.
Use cases: monitoring the Argentine sovereign hard-dollar curve in real time, tracking the Bonares-Globales legal-jurisdiction spread, identifying coupon and amortization dates for cash-flow planning, comparing Argentine yields against US Treasuries, and visualising how political events have historically repriced the curve.
Disclaimer: for informational and educational purposes only. Not investment advice. Calculations assume hold-to-maturity and ignore transaction costs, taxes, withholdings, and liquidity risk. Data may be delayed or inaccurate. Consult a licensed financial advisor before trading.
AL30 AL30D GD30 GD30D Sürüm Notları
ES] Novedades de esta versión🆕 Nuevo bono: AO29 — El Bonar con vencimiento octubre 2029 se suma al indicador, que ahora sigue 15 bonos (9 Bonares + 6 Globales).
Flujo de fondos completo cargado desde el cronograma oficial: 39 cupones mensuales (6% nominal anual, montos según conteo de días real) y amortización bullet el 31-oct-2029.
Nueva opción "AO29 (2029)" en Bonares Individuales (desactivada por defecto), con su propio tono en el degradado verde por vencimiento, entre AL29 (jul-2029) y AN29 (nov-2029).
Integración total: línea de TIR diaria, resaltado de fechas de pago (renta/capital), etiqueta al final de la línea y fila en la tabla informativa.
Pricing en los tres modos: ARS → USD vía ratios AL30 o USD MEP directo (BCBA:AO29D).
🔧 Corrección — Se amplió la capacidad de filas de la tabla informativa para que muestre los 15 bonos + US Treasury + tipo de cambio sin desbordarse cuando todos están activados.
[EN] What's new in this version
🆕 New bond: AO29 — The Bonar maturing October 2029 joins the indicator, which now tracks 15 bonds (9 Bonares + 6 Globales).
Full cash-flow schedule embedded from the official payment calendar: 39 monthly coupons (6% annual nominal rate, amounts reflecting each period's actual day count, including the long first coupon on 31-Aug-2026) and a bullet principal repayment on 31-Oct-2029.
New "AO29 (2029)" toggle under Bonares Individuales (off by default), with its own shade in the maturity-ordered green gradient, slotted between AL29 (Jul-2029) and AN29 (Nov-2029).
Fully integrated across every feature: daily TIR line computed per-bar via Newton-Raphson, coupon/amortization payment-date highlighting, end-of-line label with price and yield tooltip, and its row in the info table.
Pricing works in all three modes: ARS → USD via AL30 ratios (default) and direct USD MEP quotes (BCBA:AO29D).
🔧 Fix — Increased the info table's row capacity so it can display all 15 bonds plus the US Treasury reference, separator and exchange-rate rows without overflowing when every bond is enabled.
⚠️ Solo con fines informativos y educativos — no constituye asesoramiento de inversión. / For informational and educational purposes only — not investment advice.
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).
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).
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.
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).
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).
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.