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).

Historical Price & Fundamental

This repository includes the price, volume, cashflows and metadata of Argentinian Fixed instruments assets

Alphacast Argentina Fixed Income Data

Alphacast

This dataset contains **intraday** prices (24 hs) and fundamentals for sovereign, sub-sovereign, and corporate fixed income assets in the Argentine market, traded on BYMA. Assets are classified by market segment, coupon structure, issue currency, trading currency, issuer, governing law, and issuer's industry. Fundamentals include internal rate of return (IRR, expressed in decimals, is the discount rate at which the net present value of all future cash flows equals zero), modified duration, convexity, parity (as a percentage), residual value (as a percentage), accrued interest (in decimals), and coupon rate.

For historical data of these assets, click [here](https://www.alphacast.io/datasets/financial-argentina-fixed-income-historical-price-fundamentals-beta-41886).

Intraday Prices

Financial - Argentina - Fixed Income - Intraday Prices

This dataset contains **historical** prices (t+0; contado inmediato) and volume 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, issuer, and issuer's industry.

For intraday data (t+1), click [here](https://www.alphacast.io/datasets/financial-argentina-fixed-income-intraday-prices-beta-41885). Besides, for historical prices and fundamentals (t+1), click [here](https://www.alphacast.io/datasets/financial-argentina-fixed-income-historical-price-fundamentals-beta-41886).

Historical Price - Spot

Financial - Argentina - Fixed Income - Historical Price - Spot

Ignacio Savanti

This dataset includes the total return index for each asset class of Argentina's fixed income market.

Total Return Index By Asset Class

Financial - Argentina - Fixed Income - Total Return Index by Asset Class

The first variable is a simple average of the Lecaps and Boncaps effective monthly rate, and the other variable is the effective monthly rate of the Lecap/Boncap that expires the soonest on each date. Bonds expiring in 5 days or less are filtered out for each date beforehand. In %.


Lecap Index

Financial - Argentina - Fixed Income - Lecap Index

This dataset includes historical prices and irr (in decimal) for DICA & DICY bonds.

Historical Dica & Dicy Prices

Financial - Argentina - Fixed Income - Historical DICA & DICY Prices

Guido Schiavi

This dataset contains daily observations for matured fixed income securities, including the trading date, security ticker, and key market metrics such as price, yield, and duration (DM).

Alphacast Argentina Fixed Income Data

Historical Price & Fundamental

Alphacast /
Alphacast Argentina Fixed Income Data

Intraday Prices

Alphacast /
Alphacast Argentina Fixed Income Data

Historical Price - Spot

Alphacast /
Alphacast Argentina Fixed Income Data

Total Return Index By Asset Class

Alphacast /
Alphacast Argentina Fixed Income Data

Lecap Index

Alphacast /
Alphacast Argentina Fixed Income Data

Historical Dica & Dicy Prices

Alphacast /
Alphacast Argentina Fixed Income Data

Matured Fixed Income Historical Prices

Alphacast /
Alphacast Argentina Fixed Income Data

Vencimientos BOPREAL - Ventana 12 Meses

Alphacast /
Alphacast Argentina Fixed Income Data

Alphacast Argentina Fixed Income Data

Historical Price & Fundamental Alphacast / Alphacast Argentina Fixed Income Data

Intraday Prices Alphacast / Alphacast Argentina Fixed Income Data

Historical Price - Spot Alphacast / Alphacast Argentina Fixed Income Data

Total Return Index By Asset Class Alphacast / Alphacast Argentina Fixed Income Data

Lecap Index Alphacast / Alphacast Argentina Fixed Income Data

Historical Dica & Dicy Prices Alphacast / Alphacast Argentina Fixed Income Data

Matured Fixed Income Historical Prices Alphacast / Alphacast Argentina Fixed Income Data

Vencimientos BOPREAL - Ventana 12 Meses Alphacast / Alphacast Argentina Fixed Income Data

Historical Price & Fundamental

Alphacast /
Alphacast Argentina Fixed Income Data

Intraday Prices

Alphacast /
Alphacast Argentina Fixed Income Data

Historical Price - Spot

Alphacast /
Alphacast Argentina Fixed Income Data

Total Return Index By Asset Class

Alphacast /
Alphacast Argentina Fixed Income Data

Lecap Index

Alphacast /
Alphacast Argentina Fixed Income Data

Historical Dica & Dicy Prices

Alphacast /
Alphacast Argentina Fixed Income Data

Matured Fixed Income Historical Prices

Alphacast /
Alphacast Argentina Fixed Income Data

Vencimientos BOPREAL - Ventana 12 Meses

Alphacast /
Alphacast Argentina Fixed Income Data