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La curva Spot (Cero Cupón)

Author

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  • 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.

Suggested Citation

  • Juan Manuel Julio & Silvia Juliana Mera & Alejandro Revéiz Hérault, "undated". "La curva Spot (Cero Cupón)," Lecturas en Finanzas 002960, Banco de la Republica de Colombia.
  • Handle: RePEc:bdr:lectur:002960
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    File URL: http://www.banrep.org/docum/Lectura_finanzas/pdf/lectura6.pdf
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    Cited by:

    1. Juan Andrés Espinosa Torres & Luis Fernando Melo Velandia & José Fernando Moreno Gutiérrez, 2014. "Estimación de la prima por vencimiento de los TES en pesos del gobierno colombiano," BORRADORES DE ECONOMIA 012333, BANCO DE LA REPÚBLICA.

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