Markets - Uruguay - BEVSA - ITLUP
Published byalphacastinBolsa Electrónica de Valores del Uruguay (BEVSA)
Last update 2024-11-06
Dataset Information
Data available from 2003-06-05 to 2024-11-05- Source: BEVSA
The ITLUP Curve is a Spot Curve of Yields of Uruguayan Securities with sovereign risk issued in Uruguayan pesos. The rates of the ITLUP curve are “spot” and are published following the convention that governs the operation of the instruments issued at a discount, then expressed as effective annual rates based on the “real / 365” day count. This curve allows generating reasonable valuations (fair-value), estimating volatilities and correlations for an adequate caliber of market interest rate risk...
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