Mariano Sanchez Moreno

This dataset contains **historical** prices (24 hs), nominal volume, maturity, and fundamentals (up to T-1) for sovereign, sub-sovereign, and corporate fixed income assets in the Argentine market. These assets are traded on BYMA and are classified by market segment, coupon structure, issue currency, trading currency, issuer, governing law, and issuer's industry. The fundamentals include effective annual internal rate of return (TIREA, expressed in decimals, calculated as the discount rate at which the net present value of all future cash flows — discounted using an actual/360 day-count convention — equals the price), modified duration, convexity, parity (as a percentage), residual value (as a percentage), accrued interest (in decimals), coupon rate (expressed as a holding period return, i.e., final value over initial value minus one), and volatility (in decimals).

For intraday data of these assets, click [here](https://www.alphacast.io/datasets/financial-argentina-fixed-income-intraday-prices-beta-41885).

Date

Industry

alphacast_id

coupon structure

issue currency

issuer

market segment

symbol

to_check

trading currency

Historical Price & Fundamental

Financial - Argentina - Fixed Income - Price & Volume

Financial - Argentina - Fixed Income - Fundamentals

Financial - Argentina - Fixed Income - Price & Volume - History

Financial - Argentina - Fixed Income - Byma to Metadata Mapping

Financial - Assets

Alphacast Argentina Fixed Income Data

Alphacast

accrued interest

convexity

coupon rate

description

ISIN

issue_date

maturity

modified duration

parity

price

residual value

volatility

volume