This project uses the NelsonSiegelSvensson yield curve model, which is used by SUSEP, ANBIMA, and several Central Banks worldwide, to generate:
- The history of future yield curves pre, ipca, igpm, and tr extracted directly from the SUSEP website via Webscraping.
This project is an interactive dashboard where you can analyze a portfolio of up to 5 assets, from 4 viewpoints (return, standard deviation, skewness, and kurtosis).
This project generates an interactive dashboard that monitors the Broad Consumer Price Index (IPCA) with data fed directly from IBGE through the SIDRA API.
Today’s case is an impact analysis of the pandemic and political scenario on the Brazilian fixed income market using data from the official Tesouro Direto (TD) system.