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La curva Spot (Cero Cupón)

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Author Info

  • Juan Manuel Julio

    ()

  • Silvia Juliana Mera
  • Alejandro Revéiz Hérault

Abstract

Este documento describe el uso del programa para la estimación de la curva Spot (Cero Cupón)que se describe en el artículo del mismo nombre en la serie "Lecturas en Finanzas". Debido a que "Visual Basic para Aplicaciones", VBA, no es una herramienta muy adecuada para la programación científica, esta programación es muy exigente en términos de la máquina en que se debe ejecutar. De igual forma, como VBA ha recibido modificaciones en cada versión, el programa podría fallar si se ejecuta en versiones distintas de Office a la versión de programación.

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File URL: http://www.banrep.org/docum/Lectura_finanzas/pdf/lectura6.pdf
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Bibliographic Info

Paper provided by Banco de la Republica de Colombia in its series Lecturas en Finanzas with number 002960.

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Handle: RePEc:bdr:lectur:002960

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