{"text_format":"1","workbook":"xlsx","n_sheets":11,"sheets":["Introduction","LTN (Anbima)","LTN (QuantLibXL)","NTN-F (Anbima)","NTN-F (QuantLibXL)","NTN-B (Anbima)","NTN-B (QuantLibXL)","NTN-C (Anbima)","NTN-C (QuantLibXL)","LFT (Anbima)","LFT (QuantLibXL)"],"not_rendered":{"charts":0,"images":0,"macros":1,"external_links":0,"defined_names":0,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

{"sheet":"Introduction","index":0,"n_rows":25,"n_cols":5,"rows_kept":25,"cut":false,"hidden":false,"merged":[]}
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[null,null,null,"LTN","Zero coupon bond"]
[null,null,null,"NTN-F","Fixed Rate Bond"]
[null,null,null,"NTN-B","Inflation linked (IPCA) fixed rate bond"]
[null,null,null,"NTN-C","Inflation linked (IGPM) fixed rate bond"]
[null,null,null,"LFT","Floating rate note (daily reset)"]
[]
[null,null,null,"Price Test from YTM","Compares price from YTM against Anbima prices"]
[null,null,null,"Price Test from Yield Curve","Compares prices from zero curve against Anbima prices"]
[null,null,null,"Yield Test From Anbima Price","Compares implied yield from Anbima prices against Ambima yields"]
[null,null,null,"Yield Test From Yield Curve","Compares implied yield from zero curves (price from curve) against Ambima yields"]

{"sheet":"LTN (Anbima)","index":1,"n_rows":14,"n_cols":11,"rows_kept":14,"cut":false,"hidden":false,"merged":[[13,0,13,10],[2,0,2,1],[2,2,2,10],[3,0,4,0],[3,1,4,1],[3,2,4,2],[3,3,4,3],[3,4,4,4],[3,5,4,5],[3,6,4,6],[3,7,3,10]]}
["Títulos Públicos Federais",null,null,null,null,null,null,null,null,null,"2011-11-11"]
[]
["Papel PREFIXADO",null,"LTN - Taxa (% a.a.)/252"]
["Código SELIC","Data Base/Emissão","Data de Vencimento","Tx. Máxima","Tx. Mínima","Tx. Indicativas","PU","Intervalo Indicativo"]
[null,null,null,null,null,null,null,"Mínimo (D0)","Máximo (D0)","Mínimo (D+1)","Máximo (D+1)"]
[100000,"2011-01-14","2012-04-01",10.6347,10.54,10.5738,961.66570999999999,10.2387,10.737,10.257899999999999,10.755599999999999]
[100000,"2010-01-08","2012-07-01",10.32,10.25,10.294,939.68637200000001,9.9898000000000007,10.466100000000001,9.9959000000000007,10.4733]
[100000,"2011-07-08","2012-10-01",10.122400000000001,10.105600000000001,10.113099999999999,917.93047200000001,9.8529,10.269,9.8560999999999996,10.2722]
[100000,"2009-12-29","2013-01-01",10.07,10.038500000000001,10.047599999999999,897.03491299999996,9.8081999999999994,10.236700000000001,9.7761999999999993,10.2041]
[100000,"2010-12-03","2013-04-01",10.18,10.1145,10.121700000000001,876.007518,9.8622999999999994,10.337999999999999,9.8241999999999994,10.299300000000001]
[100000,"2011-03-04","2013-07-01",10.25,10.1675,10.201700000000001,854.13738000000001,9.9263999999999992,10.436,9.8874999999999993,10.396800000000001]
[100000,"2010-12-22","2014-01-01",10.49,10.4069,10.414999999999999,809.03577199999995,10.125999999999999,10.678800000000001,10.073700000000001,10.6264]
[100000,"2010-12-22","2015-01-01",10.92,10.68,10.7676,725.13202200000001,10.4582,11.065300000000001,10.411199999999999,11.0183]
["Quando uma taxa for interpolada será apresentada em negrito."]

{"sheet":"LTN (QuantLibXL)","index":2,"n_rows":80,"n_cols":13,"rows_kept":80,"cut":false,"hidden":false,"merged":[[56,1,61,3],[63,1,67,3],[69,1,74,3],[76,1,79,3]]}
[]
[null,null,null,null,"Evaluation Date",{"$f":"'LTN (Anbima)'!K1","v":"2011-11-11"}]
[null,null,null,null,"Set Evaluation Date",{"$f":"_xll.qlSettingsSetEvaluationDate(F2)","v":true}]
[]
[null,null,null,null,"ZeroRateBond",{"$f":"_xll.qlZeroCouponBond(,F8,F9,F10,F16,F11,F12,F13,F14,F15)","v":"obj_000a4#0020"},{"$f":"_xll.qlZeroCouponBond(,G8,G9,G10,G16,G11,G12,G13,G14,G15)","v":"obj_000b2#0009"},{"$f":"_xll.qlZeroCouponBond(,H8,H9,H10,H16,H11,H12,H13,H14,H15)","v":"obj_000af#0009"},{"$f":"_xll.qlZeroCouponBond(,I8,I9,I10,I16,I11,I12,I13,I14,I15)","v":"obj_000a3#0009"},{"$f":"_xll.qlZeroCouponBond(,J8,J9,J10,J16,J11,J12,J13,J14,J15)","v":"obj_000a7#0009"},{"$f":"_xll.qlZeroCouponBond(,K8,K9,K10,K16,K11,K12,K13,K14,K15)","v":"obj_000ac#0009"},{"$f":"_xll.qlZeroCouponBond(,L8,L9,L10,L16,L11,L12,L13,L14,L15)","v":"obj_000b3#0009"},{"$f":"_xll.qlZeroCouponBond(,M8,M9,M10,M16,M11,M12,M13,M14,M15)","v":"obj_000a6#0009"}]
[null,null,null,null,"Error",{"$f":"_xll.ohRangeRetrieveError(F5)","v":""},{"$f":"_xll.ohRangeRetrieveError(G5)","v":""},{"$f":"_xll.ohRangeRetrieveError(H5)","v":""},{"$f":"_xll.ohRangeRetrieveError(I5)","v":""},{"$f":"_xll.ohRangeRetrieveError(J5)","v":""},{"$f":"_xll.ohRangeRetrieveError(K5)","v":""},{"$f":"_xll.ohRangeRetrieveError(L5)","v":""},{"$f":"_xll.ohRangeRetrieveError(M5)","v":""}]
[null,null,null,null,"ObjectID"]
[null,null,null,null,"Description","LTN","LTN","LTN","LTN","LTN","LTN","LTN","LTN"]
[null,null,null,null,"Currency","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL"]
[null,null,null,null,"SettlementDays",0,0,0,0,0,0,0,0]
[null,null,null,null,"FaceAmount",1000,1000,1000,1000,1000,1000,1000,1000]
[null,null,null,null,"TerminationDate",{"$f":"TRANSPOSE('LTN (Anbima)'!$C$6:$C$13)","v":"2012-04-01"},"2012-07-01","2012-10-01","2013-01-01","2013-04-01","2013-07-01","2014-01-01","2015-01-01"]
[null,null,null,null,"PaymentBDC","Following","Following","Following","Following","Following","Following","Following","Following"]
[null,null,null,null,"Redemption",100,100,100,100,100,100,100,100]
[null,null,null,null,"IssueDate",{"$f":"TRANSPOSE('LTN (Anbima)'!$B$6:$B$13)","v":"2011-01-14"},"2010-01-08","2011-07-08","2009-12-29","2010-12-03","2011-03-04","2010-12-22","2010-12-22"]
[null,null,null,null,"Calendar","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement"]
[null,null,null,null,"Permanent"]
[]
[null,null,null,null,"Rate",{"$f":"TRANSPOSE('LTN (Anbima)'!$F$6:$F$13)/100","v":0.105738},0.10294,0.101131,0.100476,0.101217,0.10201700000000001,0.10414999999999999,0.10767599999999999]
[null,null,null,null,"DayCounter","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252"]
[null,null,null,null,"Compounding","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded"]
[null,null,null,null,"Frequency","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual"]
[]
[null,null,null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYield(F5,F19,F20,F21,F22,$F$2)","v":96.166571030735327},{"$f":"_xll.qlBondCleanPriceFromYield(G5,G19,G20,G21,G22,$F$2)","v":93.968637234042276},{"$f":"_xll.qlBondCleanPriceFromYield(H5,H19,H20,H21,H22,$F$2)","v":91.793047209010822},{"$f":"_xll.qlBondCleanPriceFromYield(I5,I19,I20,I21,I22,$F$2)","v":89.70349139486963},{"$f":"_xll.qlBondCleanPriceFromYield(J5,J19,J20,J21,J22,$F$2)","v":87.600751889320847},{"$f":"_xll.qlBondCleanPriceFromYield(K5,K19,K20,K21,K22,$F$2)","v":85.413738098571343},{"$f":"_xll.qlBondCleanPriceFromYield(L5,L19,L20,L21,L22,$F$2)","v":80.903577204201355},{"$f":"_xll.qlBondCleanPriceFromYield(M5,M19,M20,M21,M22,$F$2)","v":72.513202204041932}]
[null,null,null,null,"BondHelper",{"$f":"_xll.qlBondHelper(,F24,F5)","v":"obj_000b6#0015"},{"$f":"_xll.qlBondHelper(,G24,G5)","v":"obj_000c3#0012"},{"$f":"_xll.qlBondHelper(,H24,H5)","v":"obj_000c0#0012"},{"$f":"_xll.qlBondHelper(,I24,I5)","v":"obj_000b5#0012"},{"$f":"_xll.qlBondHelper(,J24,J5)","v":"obj_000b9#0012"},{"$f":"_xll.qlBondHelper(,K24,K5)","v":"obj_000bd#0012"},{"$f":"_xll.qlBondHelper(,L24,L5)","v":"obj_000c4#0012"},{"$f":"_xll.qlBondHelper(,M24,M5)","v":"obj_000b8#0012"}]
[]
[null,null,null,null,"Yield Curve",{"$f":"_xll.qlPiecewiseYieldCurve(,,F29,F25:M25,F30,,,,F31,F32)","v":"obj_000c5#0011"}]
[null,null,null,null,"Error",{"$f":"_xll.ohRangeRetrieveError(F27)","v":""}]
[null,null,null,null,"Calendar","Brazil::Settlement"]
[null,null,null,null,"DayCounter","Business252"]
[null,null,null,null,null,"Discount"]
[null,null,null,null,"Interpolator","LogLinear"]
[]
[null,null,null,null,"DayCounter","Business252"]
[null,null,null,null,"Compounding","Compounded"]
[null,null,null,null,"Frequency","Annual"]
[null,null,null,null,{"$f":"_xll.qlPiecewiseYieldCurveDates(F27)","v":"2011-11-11"},{"$f":"_xll.qlYieldTSZeroRate($F$27,E37,$F$34,$F$35,$F$36)","v":0.10573799999900202}]
[null,null,null,null,"2012-04-02",{"$f":"_xll.qlYieldTSZeroRate($F$27,E38,$F$34,$F$35,$F$36)","v":0.10573799999852129}]
[null,null,null,null,"2012-07-02",{"$f":"_xll.qlYieldTSZeroRate($F$27,E39,$F$34,$F$35,$F$36)","v":0.10293999999907566}]
[null,null,null,null,"2012-10-01",{"$f":"_xll.qlYieldTSZeroRate($F$27,E40,$F$34,$F$35,$F$36)","v":0.10113100000000008}]
[null,null,null,null,"2013-01-02",{"$f":"_xll.qlYieldTSZeroRate($F$27,E41,$F$34,$F$35,$F$36)","v":0.10047600000000023}]
[null,null,null,null,"2013-04-01",{"$f":"_xll.qlYieldTSZeroRate($F$27,E42,$F$34,$F$35,$F$36)","v":0.10121700000000011}]
[null,null,null,null,"2013-07-01",{"$f":"_xll.qlYieldTSZeroRate($F$27,E43,$F$34,$F$35,$F$36)","v":0.1020169999999998}]
[null,null,null,null,"2014-01-02",{"$f":"_xll.qlYieldTSZeroRate($F$27,E44,$F$34,$F$35,$F$36)","v":0.10414999999999996}]
[null,null,null,null,"2015-01-02",{"$f":"_xll.qlYieldTSZeroRate($F$27,E45,$F$34,$F$35,$F$36)","v":0.1076760000000001}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$27,E46,$F$34,$F$35,$F$36)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$27,E47,$F$34,$F$35,$F$36)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$27,E48,$F$34,$F$35,$F$36)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$27,E49,$F$34,$F$35,$F$36)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$27,E50,$F$34,$F$35,$F$36)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$27,E51,$F$34,$F$35,$F$36)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$27,E52,$F$34,$F$35,$F$36)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$27,E53,$F$34,$F$35,$F$36)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$27,E54,$F$34,$F$35,$F$36)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$27,E55,$F$34,$F$35,$F$36)","v":{"$error":"#NUM!"}}]
[]
[null,"Price Test from YTM",null,null,"Yield",{"$f":"TRANSPOSE('LTN (Anbima)'!$F$6:$F$13)/100","v":0.105738},0.10294,0.101131,0.100476,0.101217,0.10201700000000001,0.10414999999999999,0.10767599999999999]
[null,null,null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYield(F5,F19,F20,F21,F22,$F$2)","v":96.166571030735327},{"$f":"_xll.qlBondCleanPriceFromYield(G5,G19,G20,G21,G22,$F$2)","v":93.968637234042276},{"$f":"_xll.qlBondCleanPriceFromYield(H5,H19,H20,H21,H22,$F$2)","v":91.793047209010822},{"$f":"_xll.qlBondCleanPriceFromYield(I5,I19,I20,I21,I22,$F$2)","v":89.70349139486963},{"$f":"_xll.qlBondCleanPriceFromYield(J5,J19,J20,J21,J22,$F$2)","v":87.600751889320847},{"$f":"_xll.qlBondCleanPriceFromYield(K5,K19,K20,K21,K22,$F$2)","v":85.413738098571343},{"$f":"_xll.qlBondCleanPriceFromYield(L5,L19,L20,L21,L22,$F$2)","v":80.903577204201355},{"$f":"_xll.qlBondCleanPriceFromYield(M5,M19,M20,M21,M22,$F$2)","v":72.513202204041932}]
[null,null,null,null,"Accrued Amount",{"$f":"_xll.qlBondAccruedAmount(F$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(G5)","v":0},{"$f":"_xll.qlBondAccruedAmount(H5)","v":0},{"$f":"_xll.qlBondAccruedAmount(I5)","v":0},{"$f":"_xll.qlBondAccruedAmount(J5)","v":0},{"$f":"_xll.qlBondAccruedAmount(K5)","v":0},{"$f":"_xll.qlBondAccruedAmount(L5)","v":0},{"$f":"_xll.qlBondAccruedAmount(M5)","v":0}]
[null,null,null,null,"Anbima",{"$f":"TRANSPOSE('LTN (Anbima)'!$G$6:$G$13)","v":961.66570999999999},939.68637200000001,917.93047200000001,897.03491299999996,876.007518,854.13738000000001,809.03577199999995,725.13202200000001]
[null,null,null,null,"QuantLibXL",{"$f":"(F58+F59)*(_xll.qlBondNotional(F$5)/100)","v":961.66571030735327},{"$f":"(G58+G59)*(_xll.qlBondNotional(G$5)/100)","v":939.68637234042274},{"$f":"(H58+H59)*(_xll.qlBondNotional(H$5)/100)","v":917.9304720901082},{"$f":"(I58+I59)*(_xll.qlBondNotional(I$5)/100)","v":897.03491394869627},{"$f":"(J58+J59)*(_xll.qlBondNotional(J$5)/100)","v":876.0075188932085},{"$f":"(K58+K59)*(_xll.qlBondNotional(K$5)/100)","v":854.13738098571343},{"$f":"(L58+L59)*(_xll.qlBondNotional(L$5)/100)","v":809.0357720420136},{"$f":"(M58+M59)*(_xll.qlBondNotional(M$5)/100)","v":725.13202204041932}]
[null,null,null,null,"Test",{"$f":"F61-F60","v":3.0735327527509071E-7},3.4042273000522982E-7,9.0108187578152865E-8,9.486963108429336E-7,8.9320849383511813E-7,9.8571342732611811E-7,4.2013653001049533E-8,4.041930878884159E-8]
[]
[null,"Price Test from Yield Curve",null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(F5,$F$27,$F$2)","v":96.166571030785349},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(G5,$F$27,$F$2)","v":93.968637234092313},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(H5,$F$27,$F$2)","v":91.793047209010822},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(I5,$F$27,$F$2)","v":89.70349139486963},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(J5,$F$27,$F$2)","v":87.600751889320847},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(K5,$F$27,$F$2)","v":85.413738098571343},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(L5,$F$27,$F$2)","v":80.903577204201355},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(M5,$F$27,$F$2)","v":72.513202204041932}]
[null,null,null,null,"Accrued Amount",{"$f":"_xll.qlBondAccruedAmount(F5)","v":0},{"$f":"_xll.qlBondAccruedAmount(G5)","v":0},{"$f":"_xll.qlBondAccruedAmount(H5)","v":0},{"$f":"_xll.qlBondAccruedAmount(I5)","v":0},{"$f":"_xll.qlBondAccruedAmount(J5)","v":0},{"$f":"_xll.qlBondAccruedAmount(K5)","v":0},{"$f":"_xll.qlBondAccruedAmount(L5)","v":0},{"$f":"_xll.qlBondAccruedAmount(M5)","v":0}]
[null,null,null,null,"Anbima",{"$f":"TRANSPOSE('LTN (Anbima)'!$G$6:$G$13)","v":961.66570999999999},939.68637200000001,917.93047200000001,897.03491299999996,876.007518,854.13738000000001,809.03577199999995,725.13202200000001]
[null,null,null,null,"QuantLibXL",{"$f":"(F64+F65)*(_xll.qlBondNotional(F$5)/100)","v":961.66571030785349},{"$f":"(G64+G65)*(_xll.qlBondNotional(G$5)/100)","v":939.68637234092307},{"$f":"(H64+H65)*(_xll.qlBondNotional(H$5)/100)","v":917.9304720901082},{"$f":"(I64+I65)*(_xll.qlBondNotional(I$5)/100)","v":897.03491394869627},{"$f":"(J64+J65)*(_xll.qlBondNotional(J$5)/100)","v":876.0075188932085},{"$f":"(K64+K65)*(_xll.qlBondNotional(K$5)/100)","v":854.13738098571343},{"$f":"(L64+L65)*(_xll.qlBondNotional(L$5)/100)","v":809.0357720420136},{"$f":"(M64+M65)*(_xll.qlBondNotional(M$5)/100)","v":725.13202204041932}]
[null,null,null,null,"Test",{"$f":"F67-F66","v":3.0785349736106582E-7},3.4092306577804266E-7,9.0108187578152865E-8,9.486963108429336E-7,8.9320849383511813E-7,9.8571342732611811E-7,4.2013653001049533E-8,4.041930878884159E-8]
[]
[null,"Yield Test From Anbima Price",null,null,"Anbima",{"$f":"TRANSPOSE('LTN (Anbima)'!$G$6:$G$13)","v":961.66570999999999},939.68637200000001,917.93047200000001,897.03491299999996,876.007518,854.13738000000001,809.03577199999995,725.13202200000001]
[null,null,null,null,"Accrued Amount",{"$f":"_xll.qlBondAccruedAmount(F$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(G$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(H$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(I$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(J$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(K$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(L$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(M$5)","v":0}]
[null,null,null,null,"Clean Price",{"$f":"F70/(_xll.qlBondNotional(F5)/100)-F71","v":96.166571000000005},{"$f":"G70/(_xll.qlBondNotional(G5)/100)-G71","v":93.968637200000003},{"$f":"H70/(_xll.qlBondNotional(H5)/100)-H71","v":91.793047200000004},{"$f":"I70/(_xll.qlBondNotional(I5)/100)-I71","v":89.703491299999996},{"$f":"J70/(_xll.qlBondNotional(J5)/100)-J71","v":87.600751799999998},{"$f":"K70/(_xll.qlBondNotional(K5)/100)-K71","v":85.413737999999995},{"$f":"L70/(_xll.qlBondNotional(L5)/100)-L71","v":80.903577200000001},{"$f":"M70/(_xll.qlBondNotional(M5)/100)-M71","v":72.513202199999995}]
[null,null,null,null,"Yield",{"$f":"TRANSPOSE('LTN (Anbima)'!$F$6:$F$13)/100","v":0.105738},0.10294,0.101131,0.100476,0.101217,0.10201700000000001,0.10414999999999999,0.10767599999999999]
[null,null,null,null,"QuantLibXL",{"$f":"_xll.qlBondYieldFromCleanPrice(F5,F72,F20,F21,F22,$F$2)","v":0.10573800090994688},{"$f":"_xll.qlBondYieldFromCleanPrice(G5,G72,G20,G21,G22,$F$2)","v":0.10294000055175272},{"$f":"_xll.qlBondYieldFromCleanPrice(H5,H72,H20,H21,H22,$F$2)","v":0.10113100020047271},{"$f":"_xll.qlBondYieldFromCleanPrice(I5,I72,I20,I21,I22,$F$2)","v":0.1004760010812059},{"$f":"_xll.qlBondYieldFromCleanPrice(J5,J72,J20,J21,J22,$F$2)","v":0.10121700089853254},{"$f":"_xll.qlBondYieldFromCleanPrice(K5,K72,K20,K21,K22,$F$2)","v":0.10201700070749968},{"$f":"_xll.qlBondYieldFromCleanPrice(L5,L72,L20,L21,L22,$F$2)","v":0.10415000004183501},{"$f":"_xll.qlBondYieldFromCleanPrice(M5,M72,M20,M21,M22,$F$2)","v":0.10767600001666695}]
[null,null,null,null,"Test",{"$f":"F74-F73","v":9.0994688173307026E-10},5.5175271296281636E-10,2.0047270787859617E-10,1.0812059025866461E-9,8.9853254003902094E-10,7.0749966996075386E-10,4.1835021558078722E-11,1.6666959479216814E-11]
[]
[null,"Yield Test From Yield Curve",null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(F5,$F$27,$F$2)","v":96.166571030785349},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(G5,$F$27,$F$2)","v":93.968637234092313},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(H5,$F$27,$F$2)","v":91.793047209010822},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(I5,$F$27,$F$2)","v":89.70349139486963},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(J5,$F$27,$F$2)","v":87.600751889320847},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(K5,$F$27,$F$2)","v":85.413738098571343},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(L5,$F$27,$F$2)","v":80.903577204201355},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(M5,$F$27,$F$2)","v":72.513202204041932}]
[null,null,null,null,"Yield",{"$f":"TRANSPOSE('LTN (Anbima)'!$F$6:$F$13)/100","v":0.105738},0.10294,0.101131,0.100476,0.101217,0.10201700000000001,0.10414999999999999,0.10767599999999999]
[null,null,null,null,"QuantLibXL",{"$f":"_xll.qlBondYieldFromCleanPrice(F5,F77,F20,F21,F22,$F$2)","v":0.10573799992781134},{"$f":"_xll.qlBondYieldFromCleanPrice(G5,G77,G20,G21,G22,$F$2)","v":0.10294000006068495},{"$f":"_xll.qlBondYieldFromCleanPrice(H5,H77,H20,H21,H22,$F$2)","v":0.10113100003678346},{"$f":"_xll.qlBondYieldFromCleanPrice(I5,I77,I20,I21,I22,$F$2)","v":0.1004759999353811},{"$f":"_xll.qlBondYieldFromCleanPrice(J5,J77,J20,J21,J22,$F$2)","v":0.10121700008008626},{"$f":"_xll.qlBondYieldFromCleanPrice(K5,K77,K20,K21,K22,$F$2)","v":0.10201700005274265},{"$f":"_xll.qlBondYieldFromCleanPrice(L5,L77,L20,L21,L22,$F$2)","v":0.10415000004183501},{"$f":"_xll.qlBondYieldFromCleanPrice(M5,M77,M20,M21,M22,$F$2)","v":0.10767600001666695}]
[null,null,null,null,"Test",{"$f":"F79-F78","v":-7.218865782920858E-11},6.0684943181676942E-11,3.6783465162670836E-11,-6.4618893569345914E-11,8.0086257070455247E-11,5.2742643585901305E-11,4.1835021558078722E-11,1.6666959479216814E-11]

{"sheet":"NTN-F (Anbima)","index":3,"n_rows":25,"n_cols":11,"rows_kept":25,"cut":false,"hidden":false,"merged":[[23,0,23,10],[24,0,24,10],[17,0,17,10],[18,0,18,10],[19,0,19,10],[20,0,20,10],[21,0,21,10],[22,0,22,10],[16,0,16,10],[2,0,2,1],[2,2,2,10],[3,0,4,0],[3,1,4,1],[3,2,4,2],[3,3,4,3],[3,4,4,4],[3,5,4,5],[3,6,4,6],[3,7,3,10],[11,0,11,10],[12,0,12,10],[13,0,13,10],[14,0,14,10],[15,0,15,10]]}
["Títulos Públicos Federais",null,null,null,null,null,null,null,null,null,"2011-11-11"]
[]
["Papel PREFIXADO",null,"NTN-F - Taxa (% a.a.)/252"]
["Código SELIC","Data Base/Emissão","Data de Vencimento","Tx. Máxima","Tx. Mínima","Tx. Indicativas","PU","Intervalo Indicativo"]
[null,null,null,null,null,null,null,"Mínimo (D0)","Máximo (D0)","Mínimo (D+1)","Máximo (D+1)"]
[950199,"2005-06-01","2012-01-01",11.104200000000001,11.05,11.098000000000001,1033.589894,10.884499999999999,11.209899999999999,10.894500000000001,11.214700000000001]
[950199,"2007-07-06","2013-01-01",10.09,10.039999999999999,10.054,1034.84827,9.8153000000000006,10.239100000000001,9.7845999999999993,10.2079]
[950199,"2006-05-05","2014-01-01",10.4916,10.406599999999999,10.4156,1027.6648600000001,10.1296,10.6738,10.080399999999999,10.624499999999999]
[950199,"2010-09-03","2015-01-01",10.8,10.742100000000001,10.749599999999999,1016.178366,10.4313,11.030799999999999,10.3912,10.990600000000001]
[950199,"2007-01-05","2017-01-01",11.21,11,11.12,994.59250799999995,10.8207,11.442500000000001,10.790100000000001,11.411799999999999]
[950199,"2010-02-05","2021-01-01",11.37,11.18,11.259,968.861628,10.9238,11.595000000000001,10.915800000000001,11.5868]
[" "]
["Resumo da Metodologia para o Cálculo das Taxas Médias"]
[" "]
["- A metodologia para a apuração das taxas médias tem por objetivo eliminar observações que, possivelmente, estejam erradas e que contaminem o cálculo da média. "]
["- Três taxas são requisitadas às instituições pertencentes à amostra:"]
["     *     A taxa máxima que corresponde à maior taxa de compra observada para o vencimento;"]
["     *     A taxa mínima que corresponde à menor taxa de venda observada para o vencimento;"]
["     *     Taxas Indicativas, que correspondem às taxas avaliadas pela instituição, como referência de preço justo de negócio para cada vencimento, de acordo com suas curvas individuais, no dia de referência."]
["- Os dados fornecidos pelas instituições geram dois filtros, que estabelecem intervalos dentro dos quais as informações fornecidas devem estar contidas. Aquelas que estiverem fora dos intervalos são eliminadas e não entram no cômputo das médias."]
["- Caso o número de informações restantes, após a aplicação dos critérios acima descritos, não permitir a divulgação de taxas para alguns vencimentos, decidiu-se interpolar a série, utilizando-se para isso o método Cubic Spline, com exceção da LFT que adota o método exponencial."]
["- A íntegra da metodologia pode ser obtida junto à Superintendência Técnica ou nos sites da ANBIMA na RTM ou na Internet. "]
[" "]
["ANBIMA: Sede: Av. República do Chile 230/13º andar, Centro - RJ - CEP 20.031-170 - Tel.(21) 3814-3801;  e Av. Nações Unidas, 8501 - 11º e 21º andares - Conj.A - Pinheiros - SP - CEP: 05425-070 - Tel.(11) 3032-3838."]
["ENDEREÇOS NA INTERNET:  www.anbima.com.br e www.Anbima.com.br"]

{"sheet":"NTN-F (QuantLibXL)","index":4,"n_rows":104,"n_cols":11,"rows_kept":104,"cut":false,"hidden":false,"merged":[[80,1,85,3],[87,1,91,3],[93,1,98,3],[100,1,103,3]]}
[]
[null,null,null,null,"Evaluation Date",{"$f":"'NTN-F (Anbima)'!K1","v":"2011-11-11"}]
[null,null,null,null,"Set Evaluation Date",{"$f":"_xll.qlSettingsSetEvaluationDate(F2)","v":true}]
[]
[null,null,null,null,"FixedRateBond2",{"$f":"_xll.qlFixedRateBond2(,F8,F9,F10,F11,F12,F13,F14,F15,F16,F17)","v":"obj_00108#0012"},{"$f":"_xll.qlFixedRateBond2(,G8,G9,G10,G11,G12,G13,G14,G15,G16,G17)","v":"obj_00103#0009"},{"$f":"_xll.qlFixedRateBond2(,H8,H9,H10,H11,H12,H13,H14,H15,H16,H17)","v":"obj_00105#0009"},{"$f":"_xll.qlFixedRateBond2(,I8,I9,I10,I11,I12,I13,I14,I15,I16,I17)","v":"obj_00112#0002"},{"$f":"_xll.qlFixedRateBond2(,J8,J9,J10,J11,J12,J13,J14,J15,J16,J17)","v":"obj_00111#0002"},{"$f":"_xll.qlFixedRateBond2(,K8,K9,K10,K11,K12,K13,K14,K15,K16,K17)","v":"obj_00113#0002"}]
[null,null,null,null,"Error",{"$f":"_xll.ohRangeRetrieveError(F5)","v":""},{"$f":"_xll.ohRangeRetrieveError(G5)","v":""},{"$f":"_xll.ohRangeRetrieveError(H5)","v":""},{"$f":"_xll.ohRangeRetrieveError(I5)","v":""},{"$f":"_xll.ohRangeRetrieveError(J5)","v":""},{"$f":"_xll.ohRangeRetrieveError(K5)","v":""}]
[null,null,null,null,"ObjectID"]
[null,null,null,null,"Description","NTN-F","NTN-F","NTN-F","NTN-F","NTN-F","NTN-F"]
[null,null,null,null,"Currency","BRL","BRL","BRL","BRL","BRL","BRL"]
[null,null,null,null,"SettlementDays",0,0,0,0,0,0]
[null,null,null,null,"FaceAmount",1000,1000,1000,1000,1000,1000]
[null,null,null,null,"ScheduleID",{"$f":"F27","v":"obj_00104#0007"},{"$f":"G27","v":"obj_000fe#0007"},"obj_00101#0007","obj_0010e#0002","obj_00110#0002","obj_0010f#0002"]
[null,null,null,null,"Coupons",{"$f":"F20","v":"obj_00102#0005"},{"$f":"G20","v":"obj_00100#0003"},"obj_000ff#0004","obj_0010d#0002","obj_0010b#0002","obj_0010c#0002"]
[null,null,null,null,"PaymentBDC","Following","Following","Following","Following","Following","Following"]
[null,null,null,null,"Redemption",100,100,100,100,100,100]
[null,null,null,null,"IssueDate"]
[null,null,null,null,"Calendar","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement"]
[null,null,null,null,"Permanent"]
[]
[null,null,null,null,"InterestRate",{"$f":"_xll.qlInterestRate(,F22,F23,F24,F25)","v":"obj_00102#0005"},{"$f":"_xll.qlInterestRate(,G22,G23,G24,G25)","v":"obj_00100#0003"},{"$f":"_xll.qlInterestRate(,H22,H23,H24,H25)","v":"obj_000ff#0004"},{"$f":"_xll.qlInterestRate(,I22,I23,I24,I25)","v":"obj_0010d#0002"},{"$f":"_xll.qlInterestRate(,J22,J23,J24,J25)","v":"obj_0010b#0002"},{"$f":"_xll.qlInterestRate(,K22,K23,K24,K25)","v":"obj_0010c#0002"}]
[null,null,null,null,"Error",{"$f":"_xll.ohRangeRetrieveError(F20)","v":""},{"$f":"_xll.ohRangeRetrieveError(G20)","v":""},{"$f":"_xll.ohRangeRetrieveError(H20)","v":""},{"$f":"_xll.ohRangeRetrieveError(I20)","v":""},{"$f":"_xll.ohRangeRetrieveError(J20)","v":""},{"$f":"_xll.ohRangeRetrieveError(K20)","v":""}]
[null,null,null,null,"Coupon Rate",0.1,0.1,0.1,0.1,0.1,0.1]
[null,null,null,null,"DayCounter","30/360","30/360","30/360","30/360","30/360","30/360"]
[null,null,null,null,"Compounding","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded"]
[null,null,null,null,"Frequency","Annual","Annual","Annual","Annual","Annual","Annual"]
[]
[null,null,null,null,"Schedule",{"$f":"_xll.qlSchedule(F29,F30,F31,F32,F33,F34,F35,F36,F37,F38,F39,F40,F41)","v":"obj_00104#0007"},{"$f":"_xll.qlSchedule(G29,G30,G31,G32,G33,G34,G35,G36,G37,G38,G39,G40,G41)","v":"obj_000fe#0007"},{"$f":"_xll.qlSchedule(H29,H30,H31,H32,H33,H34,H35,H36,H37,H38,H39,H40,H41)","v":"obj_00101#0007"},{"$f":"_xll.qlSchedule(I29,I30,I31,I32,I33,I34,I35,I36,I37,I38,I39,I40,I41)","v":"obj_0010e#0002"},{"$f":"_xll.qlSchedule(J29,J30,J31,J32,J33,J34,J35,J36,J37,J38,J39,J40,J41)","v":"obj_00110#0002"},{"$f":"_xll.qlSchedule(K29,K30,K31,K32,K33,K34,K35,K36,K37,K38,K39,K40,K41)","v":"obj_0010f#0002"}]
[null,null,null,null,"Error",{"$f":"_xll.ohRangeRetrieveError(F27)","v":""},{"$f":"_xll.ohRangeRetrieveError(G27)","v":""},{"$f":"_xll.ohRangeRetrieveError(H27)","v":""},{"$f":"_xll.ohRangeRetrieveError(I27)","v":""},{"$f":"_xll.ohRangeRetrieveError(J27)","v":""},{"$f":"_xll.ohRangeRetrieveError(K27)","v":""}]
[null,null,null,null,"ObjectID"]
[null,null,null,null,"EffectiveDate",{"$f":"TRANSPOSE('NTN-F (Anbima)'!$B$6:$B$11)","v":"2005-06-01"},"2007-07-06","2006-05-05","2010-09-03","2007-01-05","2010-02-05"]
[null,null,null,null,"TerminationDate",{"$f":"TRANSPOSE('NTN-F (Anbima)'!$C$6:$C$11)","v":"2012-01-01"},"2013-01-01","2014-01-01","2015-01-01","2017-01-01","2021-01-01"]
[null,null,null,null,"Tenor","6M","6M","6M","6M","6M","6M"]
[null,null,null,null,"Calendar","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement"]
[null,null,null,null,"Convention"]
[null,null,null,null,"TermDateConv"]
[null,null,null,null,"GenRule","Backward","Backward","Backward","Backward","Backward","Backward"]
[null,null,null,null,"EndOfMonth"]
[null,null,null,null,"FirstDate"]
[null,null,null,null,"NextToLastDate"]
[null,null,null,null,"Permanent"]
[null,null,null,null,"Trigger"]
[]
[null,null,null,null,"Rate",{"$f":"TRANSPOSE('NTN-F (Anbima)'!$F$6:$F$11)/100","v":0.11098000000000001},0.10054,0.104156,0.10749599999999999,0.11119999999999999,0.11259000000000001]
[null,null,null,null,"DayCounter","Business252","Business252","Business252","Business252","Business252","Business252"]
[null,null,null,null,"Compounding","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded"]
[null,null,null,null,"Frequency","Annual","Annual","Annual","Annual","Annual","Annual"]
[]
[null,null,null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYield(F5,F43,F44,F45,F46,$F$2)","v":99.857318904212804},{"$f":"_xll.qlBondCleanPriceFromYield(G5,G43,G44,G45,G46,$F$2)","v":99.98315617905466},{"$f":"_xll.qlBondCleanPriceFromYield(H5,H43,H44,H45,H46,$F$2)","v":99.264814925608533},{"$f":"_xll.qlBondCleanPriceFromYield(I5,I43,I44,I45,I46,$F$2)","v":98.116165254907514},{"$f":"_xll.qlBondCleanPriceFromYield(J5,J43,J44,J45,J46,$F$2)","v":95.957578963040632},{"$f":"_xll.qlBondCleanPriceFromYield(K5,K43,K44,K45,K46,$F$2)","v":93.384490331174405}]
[null,null,null,null,"BondHelper",{"$f":"_xll.qlBondHelper(,F48,F5)","v":"obj_00109#0013"},{"$f":"_xll.qlBondHelper(,G48,G5)","v":"obj_00106#0010"},{"$f":"_xll.qlBondHelper(,H48,H5)","v":"obj_00107#0010"},{"$f":"_xll.qlBondHelper(,I48,I5)","v":"obj_00115#0002"},{"$f":"_xll.qlBondHelper(,J48,J5)","v":"obj_00114#0002"},{"$f":"_xll.qlBondHelper(,K48,K5)","v":"obj_00116#0002"}]
[]
[null,null,null,null,"Yield Curve",{"$f":"_xll.qlPiecewiseYieldCurve(,,F53,F49:K49,F54,,,,F55,F56)","v":"obj_0010a#0014"}]
[null,null,null,null,"Error",{"$f":"_xll.ohRangeRetrieveError(F51)","v":""}]
[null,null,null,null,"Calendar","Brazil::Settlement"]
[null,null,null,null,"DayCounter","Business252"]
[null,null,null,null,null,"Discount"]
[null,null,null,null,"Interpolator","LogLinear"]
[]
[null,null,null,null,"DayCounter","Business252"]
[null,null,null,null,"Compounding","Compounded"]
[null,null,null,null,"Frequency","Annual"]
[null,null,null,null,{"$f":"_xll.qlPiecewiseYieldCurveDates(F51)","v":"2011-11-11"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E61,$F$58,$F$59,$F$60)","v":0.11098000000429686}]
[null,null,null,null,"2012-01-02",{"$f":"_xll.qlYieldTSZeroRate($F$51,E62,$F$58,$F$59,$F$60)","v":0.11098000000406127}]
[null,null,null,null,"2013-01-02",{"$f":"_xll.qlYieldTSZeroRate($F$51,E63,$F$58,$F$59,$F$60)","v":0.10044607781612203}]
[null,null,null,null,"2014-01-02",{"$f":"_xll.qlYieldTSZeroRate($F$51,E64,$F$58,$F$59,$F$60)","v":0.1043194111627046}]
[null,null,null,null,"2015-01-02",{"$f":"_xll.qlYieldTSZeroRate($F$51,E65,$F$58,$F$59,$F$60)","v":0.10798943156514507}]
[null,null,null,null,"2017-01-02",{"$f":"_xll.qlYieldTSZeroRate($F$51,E66,$F$58,$F$59,$F$60)","v":0.11217155353038399}]
[null,null,null,null,"2021-01-04",{"$f":"_xll.qlYieldTSZeroRate($F$51,E67,$F$58,$F$59,$F$60)","v":0.11362514412838531}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E68,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E69,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E70,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E71,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E72,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E73,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E74,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E75,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E76,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E77,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E78,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E79,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[]
[null,"Price Test from YTM",null,null,"Yield",{"$f":"TRANSPOSE('NTN-F (Anbima)'!$F$6:$F$11)/100","v":0.11098000000000001},0.10054,0.104156,0.10749599999999999,0.11119999999999999,0.11259000000000001]
[null,null,null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYield(F5,F43,F44,F45,F46,$F$2)","v":99.857318904212804},{"$f":"_xll.qlBondCleanPriceFromYield(G5,G43,G44,G45,G46,$F$2)","v":99.98315617905466},{"$f":"_xll.qlBondCleanPriceFromYield(H5,H43,H44,H45,H46,$F$2)","v":99.264814925608533},{"$f":"_xll.qlBondCleanPriceFromYield(I5,I43,I44,I45,I46,$F$2)","v":98.116165254907514},{"$f":"_xll.qlBondCleanPriceFromYield(J5,J43,J44,J45,J46,$F$2)","v":95.957578963040632},{"$f":"_xll.qlBondCleanPriceFromYield(K5,K43,K44,K45,K46,$F$2)","v":93.384490331174405}]
[null,null,null,null,"Accrued Amount",{"$f":"_xll.qlBondAccruedAmount(F$5)","v":3.5016703184206799},{"$f":"_xll.qlBondAccruedAmount(G$5)","v":3.5016703184206799},{"$f":"_xll.qlBondAccruedAmount(H$5)","v":3.5016703184206799},{"$f":"_xll.qlBondAccruedAmount(I$5)","v":3.5016703184206799},{"$f":"_xll.qlBondAccruedAmount(J$5)","v":3.5016703184206799},{"$f":"_xll.qlBondAccruedAmount(K$5)","v":3.5016703184206799}]
[null,null,null,null,"Anbima",{"$f":"TRANSPOSE('NTN-F (Anbima)'!$G$6:$G$11)","v":1033.589894},1034.84827,1027.6648600000001,1016.178366,994.59250799999995,968.861628]
[null,null,null,null,"QuantLibXL",{"$f":"(F82+F83)*(_xll.qlBondNotional(F$5)/100)","v":1033.5898922263348},{"$f":"(G82+G83)*(_xll.qlBondNotional(G$5)/100)","v":1034.8482649747534},{"$f":"(H82+H83)*(_xll.qlBondNotional(H$5)/100)","v":1027.6648524402922},{"$f":"(I82+I83)*(_xll.qlBondNotional(I$5)/100)","v":1016.1783557332819},{"$f":"(J82+J83)*(_xll.qlBondNotional(J$5)/100)","v":994.59249281461314},{"$f":"(K82+K83)*(_xll.qlBondNotional(K$5)/100)","v":968.86160649595081}]
[null,null,null,null,"Test",{"$f":"F85-F84","v":-1.7736651898303535E-6},{"$f":"G85-G84","v":-5.0252465371158905E-6},-7.559707910331781E-6,-1.0266718049933843E-5,-1.5185386814664525E-5,-2.1504049186660268E-5]
[]
[null,"Price Test from Yield Curve",null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(F5,$F$51,$F$2)","v":99.857318904160323},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(G5,$F$51,$F$2)","v":99.98315617905466},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(H5,$F$51,$F$2)","v":99.264814925608533},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(I5,$F$51,$F$2)","v":98.116165254907514},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(J5,$F$51,$F$2)","v":95.957578963040632},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(K5,$F$51,$F$2)","v":93.384490331166944}]
[null,null,null,null,"Accrued Amount",{"$f":"_xll.qlBondAccruedAmount(F5)","v":3.5016703184206799},{"$f":"_xll.qlBondAccruedAmount(G5)","v":3.5016703184206799},{"$f":"_xll.qlBondAccruedAmount(H5)","v":3.5016703184206799},{"$f":"_xll.qlBondAccruedAmount(I5)","v":3.5016703184206799},{"$f":"_xll.qlBondAccruedAmount(J5)","v":3.5016703184206799},{"$f":"_xll.qlBondAccruedAmount(K5)","v":3.5016703184206799}]
[null,null,null,null,"Anbima",{"$f":"TRANSPOSE('NTN-F (Anbima)'!$G$6:$G$11)","v":1033.589894},1034.84827,1027.6648600000001,1016.178366,994.59250799999995,968.861628]
[null,null,null,null,"QuantLibXL",{"$f":"(F88+F89)*(_xll.qlBondNotional(F$5)/100)","v":1033.58989222581},{"$f":"(G88+G89)*(_xll.qlBondNotional(G$5)/100)","v":1034.8482649747534},{"$f":"(H88+H89)*(_xll.qlBondNotional(H$5)/100)","v":1027.6648524402922},{"$f":"(I88+I89)*(_xll.qlBondNotional(I$5)/100)","v":1016.1783557332819},{"$f":"(J88+J89)*(_xll.qlBondNotional(J$5)/100)","v":994.59249281461314},{"$f":"(K88+K89)*(_xll.qlBondNotional(K$5)/100)","v":968.86160649587623}]
[null,null,null,null,"Test",{"$f":"F91-F90","v":-1.7741899682732765E-6},{"$f":"G91-G90","v":-5.0252465371158905E-6},-7.559707910331781E-6,-1.0266718049933843E-5,-1.5185386814664525E-5,-2.1504123765225813E-5]
[]
[null,"Yield Test From Anbima Price",null,null,"Anbima",{"$f":"TRANSPOSE('NTN-F (Anbima)'!$G$6:$G$11)","v":1033.589894},1034.84827,1027.6648600000001,1016.178366,994.59250799999995,968.861628]
[null,null,null,null,"Accrued Amount",{"$f":"_xll.qlBondAccruedAmount(F$5)","v":3.5016703184206799},{"$f":"_xll.qlBondAccruedAmount(G$5)","v":3.5016703184206799},{"$f":"_xll.qlBondAccruedAmount(H$5)","v":3.5016703184206799},{"$f":"_xll.qlBondAccruedAmount(I$5)","v":3.5016703184206799},{"$f":"_xll.qlBondAccruedAmount(J$5)","v":3.5016703184206799},{"$f":"_xll.qlBondAccruedAmount(K$5)","v":3.5016703184206799}]
[null,null,null,null,"Clean Price",{"$f":"F94/(_xll.qlBondNotional(F5)/100)-F95","v":99.85731908157932},{"$f":"G94/(_xll.qlBondNotional(G5)/100)-G95","v":99.983156681579317},{"$f":"H94/(_xll.qlBondNotional(H5)/100)-H95","v":99.264815681579336},{"$f":"I94/(_xll.qlBondNotional(I5)/100)-I95","v":98.116166281579325},{"$f":"J94/(_xll.qlBondNotional(J5)/100)-J95","v":95.957580481579313},{"$f":"K94/(_xll.qlBondNotional(K5)/100)-K95","v":93.384492481579315}]
[null,null,null,null,"Yield",{"$f":"TRANSPOSE('NTN-F (Anbima)'!$F$6:$F$11)/100","v":0.11098000000000001},0.10054,0.104156,0.10749599999999999,0.11119999999999999,0.11259000000000001]
[null,null,null,null,"QuantLibXL",{"$f":"_xll.qlBondYieldFromCleanPrice(F5,F96,F44,F45,F46,$F$2)","v":0.11097998628970233},{"$f":"_xll.qlBondYieldFromCleanPrice(G5,G96,G44,G45,G46,$F$2)","v":0.10053999506834894},{"$f":"_xll.qlBondYieldFromCleanPrice(H5,H96,H44,H45,H46,$F$2)","v":0.10415599581558256},{"$f":"_xll.qlBondYieldFromCleanPrice(I5,I96,I44,I45,I46,$F$2)","v":0.10749599585283549},{"$f":"_xll.qlBondYieldFromCleanPrice(J5,J96,J44,J45,J46,$F$2)","v":0.11119999578025193},{"$f":"_xll.qlBondYieldFromCleanPrice(K5,K96,K44,K45,K46,$F$2)","v":0.11258999583300204}]
[null,null,null,null,"Test",{"$f":"F98-F97","v":-1.3710297674940364E-8},{"$f":"G98-G97","v":-4.9316510597474661E-9},-4.184417437547161E-9,-4.1471645007007396E-9,-4.2197480648598074E-9,-4.1669979689018533E-9]
[]
[null,"Yield Test From Yield Curve",null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(F5,$F$51,$F$2)","v":99.857318904160323},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(G5,$F$51,$F$2)","v":99.98315617905466},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(H5,$F$51,$F$2)","v":99.264814925608533},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(I5,$F$51,$F$2)","v":98.116165254907514},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(J5,$F$51,$F$2)","v":95.957578963040632},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(K5,$F$51,$F$2)","v":93.384490331166944}]
[null,null,null,null,"Yield",{"$f":"TRANSPOSE('NTN-F (Anbima)'!$F$6:$F$11)/100","v":0.11098000000000001},0.10054,0.104156,0.10749599999999999,0.11119999999999999,0.11259000000000001]
[null,null,null,null,"QuantLibXL",{"$f":"_xll.qlBondYieldFromCleanPrice(F5,F101,F44,F45,F46,$F$2)","v":0.11098000003959983},{"$f":"_xll.qlBondYieldFromCleanPrice(G5,G101,G44,G45,G46,$F$2)","v":0.10053999997902661},{"$f":"_xll.qlBondYieldFromCleanPrice(H5,H101,H44,H45,H46,$F$2)","v":0.1041560000715032},{"$f":"_xll.qlBondYieldFromCleanPrice(I5,I101,I44,I45,I46,$F$2)","v":0.10749599994506688},{"$f":"_xll.qlBondYieldFromCleanPrice(J5,J101,J44,J45,J46,$F$2)","v":0.11120000003617259},{"$f":"_xll.qlBondYieldFromCleanPrice(K5,K101,K44,K45,K46,$F$2)","v":0.11258999992523343}]
[null,null,null,null,"Test",{"$f":"F103-F102","v":3.9599823420388702E-11},{"$f":"G103-G102","v":-2.0973389691647526E-11},7.1503206133805008E-11,-5.4933113613486739E-11,3.617259269894646E-11,-7.4766581814600386E-11]

{"sheet":"NTN-B (Anbima)","index":5,"n_rows":27,"n_cols":11,"rows_kept":27,"cut":false,"hidden":false,"merged":[[22,0,22,10],[23,0,23,10],[24,0,24,10],[25,0,25,10],[26,0,26,10],[2,0,2,1],[2,2,2,10],[3,0,4,0],[3,1,4,1],[3,2,4,2],[3,3,4,3],[3,4,4,4],[3,5,4,5],[3,6,4,6],[3,7,3,10]]}
["Títulos Públicos Federais",null,null,null,null,null,null,null,null,null,"2011-11-11"]
[]
["Papel IPCA",null,"NTN-B - Taxa (% a.a.)/252"]
["Código SELIC","Data Base/Emissão","Data de Vencimento","Tx. Máxima","Tx. Mínima","Tx. Indicativas","PU","Intervalo Indicativo"]
[null,null,null,null,null,null,null,"Mínimo (D0)","Máximo (D0)","Mínimo (D+1)","Máximo (D+1)"]
[760199,"2000-07-15","2011-11-15","--",4.7968999999999999,4.8639999999999999,2146.6913399999999,4.3556999999999997,5.3696999999999999,4.3371000000000004,5.3550000000000004]
[760199,"2000-07-15","2012-08-15",4.2,3.8,3.9213,2146.51613,3.6057000000000001,4.1543000000000001,3.6038999999999999,4.1532]
[760199,"2000-07-15","2013-05-15",4.25,4.09,4.1398999999999999,2202.293498,3.8980999999999999,4.3179999999999996,3.8967999999999998,4.3174999999999999]
[760199,"2000-07-15","2014-08-15",4.8,4.6900000000000004,4.7401,2181.343351,4.5610999999999997,4.9604999999999997,4.5113000000000003,4.9107000000000003]
[760199,"2000-07-15","2015-05-15",5.0599999999999996,4.9400000000000004,4.9790000000000001,2213.2962889999999,4.8193999999999999,5.2225000000000001,4.7549999999999999,5.1581000000000001]
[760199,"2000-07-15","2016-08-15",5.35,5.15,5.2081,2183.2393769999999,5.0346000000000002,5.4332000000000003,4.9749999999999996,5.3737000000000004]
[760199,"2000-07-15","2017-05-15",5.27,"--",5.2009999999999996,2225.2022470000002,5.0224000000000002,5.4295,4.9634999999999998,5.3705999999999996]
[760199,"2000-07-15","2018-08-15",5.4032999999999998,5.28,5.3613,2189.9620300000001,5.1604000000000001,5.5670000000000002,5.1264000000000003,5.5331000000000001]
[760199,"2000-07-15","2020-08-15",5.8,5.3,5.4596,2193.1950769999999,5.2507999999999999,5.6338999999999997,5.2408000000000001,5.6239999999999997]
[760199,"2000-07-15","2022-08-15",5.5240999999999998,5.3833000000000002,5.4598000000000004,2206.8635669999999,5.2793999999999999,5.6317000000000004,5.2592999999999996,5.6116000000000001]
[760100,"2000-07-15","2023-03-15","--","--",5.4718999999999998,2198.4326139999998,5.3213999999999997,5.6647999999999996,5.2763,5.6197999999999997]
[760199,"2000-07-15","2024-08-15",5.5716000000000001,5.38,5.4924999999999997,2212.7018250000001,5.3708999999999998,5.6950000000000003,5.3078000000000003,5.6318999999999999]
[760199,"2000-07-15","2030-08-15","--",5.4782999999999999,5.5472000000000001,2226.74368,5.4358000000000004,5.7178000000000004,5.3925999999999998,5.6744000000000003]
[760199,"2000-07-15","2035-05-15",5.8,5.3,5.5442999999999998,2273.2432450000001,5.4581999999999997,5.7201000000000004,5.4027000000000003,5.6642999999999999]
[760199,"2000-07-15","2040-08-15",5.6577000000000002,5.4880000000000004,5.5715000000000003,2245.395235,5.4672999999999998,5.7153,5.4386999999999999,5.6864999999999997]
[760199,"2000-07-15","2045-05-15",5.63,5.5221,5.5720999999999998,2284.7153490000001,5.4729000000000001,5.7126000000000001,5.4447000000000001,5.6841999999999997]
[760199,"2000-07-15","2050-08-15",5.67,5.54,5.5991999999999997,2250.6515439999998,5.4957000000000003,5.7290999999999999,5.4757999999999996,5.7089999999999996]
["Quando uma taxa for interpolada será apresentada em negrito."]
["Os preços unitários são calculados a partir da projeção para o IPCA apurada pela Comitê de Acompanhamento Macroeconômico da ANBIMA "]
["para o mês, à exceção do período entre o dia de divulgação do IPCA final e o dia 15 do mês corrente, caso em que é utilizado o próprio índice do "]
["mês anterior, divulgado pelo IBGE."]
["IPCA final para Outubro :  0,43%"]

{"sheet":"NTN-B (QuantLibXL)","index":6,"n_rows":104,"n_cols":22,"rows_kept":104,"cut":false,"hidden":false,"merged":[[80,1,85,3],[87,1,91,3],[93,1,98,3],[100,1,103,3]]}
[]
[null,null,null,null,"Evaluation Date",{"$f":"'NTN-C (Anbima)'!K1","v":"2011-11-11"}]
[null,null,null,null,"Set Evaluation Date",{"$f":"_xll.qlSettingsSetEvaluationDate(F2)","v":true}]
[]
[null,null,null,null,"FixedRateBond2",{"$f":"_xll.qlFixedRateBond2(,F8,F9,F10,F11,F12,F13,F14,F15,F16,F17)","v":"obj_000fb#0003"},{"$f":"_xll.qlFixedRateBond2(,G8,G9,G10,G11,G12,G13,G14,G15,G16,G17)","v":"obj_000f7#0003"},{"$f":"_xll.qlFixedRateBond2(,H8,H9,H10,H11,H12,H13,H14,H15,H16,H17)","v":"obj_000f6#0003"},{"$f":"_xll.qlFixedRateBond2(,I8,I9,I10,I11,I12,I13,I14,I15,I16,I17)","v":"obj_0012b#0002"},{"$f":"_xll.qlFixedRateBond2(,J8,J9,J10,J11,J12,J13,J14,J15,J16,J17)","v":"obj_0013f#0002"},{"$f":"_xll.qlFixedRateBond2(,K8,K9,K10,K11,K12,K13,K14,K15,K16,K17)","v":"obj_00141#0002"},{"$f":"_xll.qlFixedRateBond2(,L8,L9,L10,L11,L12,L13,L14,L15,L16,L17)","v":"obj_0013b#0002"},{"$f":"_xll.qlFixedRateBond2(,M8,M9,M10,M11,M12,M13,M14,M15,M16,M17)","v":"obj_00136#0002"},{"$f":"_xll.qlFixedRateBond2(,N8,N9,N10,N11,N12,N13,N14,N15,N16,N17)","v":"obj_0013c#0002"},{"$f":"_xll.qlFixedRateBond2(,O8,O9,O10,O11,O12,O13,O14,O15,O16,O17)","v":"obj_0013d#0002"},{"$f":"_xll.qlFixedRateBond2(,P8,P9,P10,P11,P12,P13,P14,P15,P16,P17)","v":"obj_00144#0002"},{"$f":"_xll.qlFixedRateBond2(,Q8,Q9,Q10,Q11,Q12,Q13,Q14,Q15,Q16,Q17)","v":"obj_00129#0002"},{"$f":"_xll.qlFixedRateBond2(,R8,R9,R10,R11,R12,R13,R14,R15,R16,R17)","v":"obj_00143#0002"},{"$f":"_xll.qlFixedRateBond2(,S8,S9,S10,S11,S12,S13,S14,S15,S16,S17)","v":"obj_00142#0002"},{"$f":"_xll.qlFixedRateBond2(,T8,T9,T10,T11,T12,T13,T14,T15,T16,T17)","v":"obj_0013e#0002"},{"$f":"_xll.qlFixedRateBond2(,U8,U9,U10,U11,U12,U13,U14,U15,U16,U17)","v":"obj_00132#0002"},{"$f":"_xll.qlFixedRateBond2(,V8,V9,V10,V11,V12,V13,V14,V15,V16,V17)","v":"obj_00140#0002"}]
[null,null,null,null,"Error",{"$f":"_xll.ohRangeRetrieveError(F5)","v":""},{"$f":"_xll.ohRangeRetrieveError(G5)","v":""},{"$f":"_xll.ohRangeRetrieveError(H5)","v":""},{"$f":"_xll.ohRangeRetrieveError(I5)","v":""},{"$f":"_xll.ohRangeRetrieveError(J5)","v":""},{"$f":"_xll.ohRangeRetrieveError(K5)","v":""},{"$f":"_xll.ohRangeRetrieveError(L5)","v":""},{"$f":"_xll.ohRangeRetrieveError(M5)","v":""},{"$f":"_xll.ohRangeRetrieveError(N5)","v":""},{"$f":"_xll.ohRangeRetrieveError(O5)","v":""},{"$f":"_xll.ohRangeRetrieveError(P5)","v":""},{"$f":"_xll.ohRangeRetrieveError(Q5)","v":""},{"$f":"_xll.ohRangeRetrieveError(R5)","v":""},{"$f":"_xll.ohRangeRetrieveError(S5)","v":""},{"$f":"_xll.ohRangeRetrieveError(T5)","v":""},{"$f":"_xll.ohRangeRetrieveError(U5)","v":""},{"$f":"_xll.ohRangeRetrieveError(V5)","v":""}]
[null,null,null,null,"ObjectID"]
[null,null,null,null,"Description","NTN-B","NTN-B","NTN-B","NTN-B","NTN-B","NTN-B","NTN-B","NTN-B","NTN-B","NTN-B","NTN-B","NTN-B","NTN-B","NTN-B","NTN-B","NTN-B","NTN-B"]
[null,null,null,null,"Currency","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL"]
[null,null,null,null,"SettlementDays",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,null,null,null,"FaceAmount",2085.8370450000002,2085.8370450000002,2085.8370450000002,2085.8370450000002,2085.8370450000002,2085.8370450000002,2085.8370450000002,2085.8370450000002,2085.8370450000002,2085.8370450000002,2085.8370450000002,2085.8370450000002,2085.8370450000002,2085.8370450000002,2085.8370450000002,2085.8370450000002,2085.8370450000002]
[null,null,null,null,"ScheduleID",{"$f":"F27","v":"obj_000f8#0003"},{"$f":"G27","v":"obj_000f1#0003"},{"$f":"H27","v":"obj_000f4#0003"},{"$f":"I27","v":"obj_00123#0002"},{"$f":"J27","v":"obj_00133#0002"},{"$f":"K27","v":"obj_0012c#0002"},{"$f":"L27","v":"obj_00134#0002"},{"$f":"M27","v":"obj_00121#0002"},{"$f":"N27","v":"obj_0012d#0002"},{"$f":"O27","v":"obj_0012a#0002"},{"$f":"P27","v":"obj_0012e#0002"},{"$f":"Q27","v":"obj_0011c#0002"},{"$f":"R27","v":"obj_00131#0002"},{"$f":"S27","v":"obj_0012f#0002"},{"$f":"T27","v":"obj_00135#0002"},{"$f":"U27","v":"obj_0011a#0002"},{"$f":"V27","v":"obj_00130#0002"}]
[null,null,null,null,"Coupons",{"$f":"F20","v":"obj_000f5#0002"},{"$f":"G20","v":"obj_000f3#0002"},{"$f":"H20","v":"obj_000f2#0003"},{"$f":"I20","v":"obj_00127#0002"},{"$f":"J20","v":"obj_00125#0002"},{"$f":"K20","v":"obj_00122#0002"},{"$f":"L20","v":"obj_00128#0002"},{"$f":"M20","v":"obj_00126#0002"},{"$f":"N20","v":"obj_00124#0002"},{"$f":"O20","v":"obj_0011d#0002"},{"$f":"P20","v":"obj_00120#0002"},{"$f":"Q20","v":"obj_00118#0002"},{"$f":"R20","v":"obj_0011f#0002"},{"$f":"S20","v":"obj_0011b#0002"},{"$f":"T20","v":"obj_00119#0002"},{"$f":"U20","v":"obj_00117#0002"},{"$f":"V20","v":"obj_0011e#0002"}]
[null,null,null,null,"PaymentBDC","Following","Following","Following","Following","Following","Following","Following","Following","Following","Following","Following","Following","Following","Following","Following","Following","Following"]
[null,null,null,null,"Redemption",100,100,100,100,100,100,100,100,100,100,100,100,100,100,100,100,100]
[null,null,null,null,"IssueDate"]
[null,null,null,null,"Calendar","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement"]
[null,null,null,null,"Permanent"]
[]
[null,null,null,null,"InterestRate",{"$f":"_xll.qlInterestRate(,F22,F23,F24,F25)","v":"obj_000f5#0002"},{"$f":"_xll.qlInterestRate(,G22,G23,G24,G25)","v":"obj_000f3#0002"},{"$f":"_xll.qlInterestRate(,H22,H23,H24,H25)","v":"obj_000f2#0003"},{"$f":"_xll.qlInterestRate(,I22,I23,I24,I25)","v":"obj_00127#0002"},{"$f":"_xll.qlInterestRate(,J22,J23,J24,J25)","v":"obj_00125#0002"},{"$f":"_xll.qlInterestRate(,K22,K23,K24,K25)","v":"obj_00122#0002"},{"$f":"_xll.qlInterestRate(,L22,L23,L24,L25)","v":"obj_00128#0002"},{"$f":"_xll.qlInterestRate(,M22,M23,M24,M25)","v":"obj_00126#0002"},{"$f":"_xll.qlInterestRate(,N22,N23,N24,N25)","v":"obj_00124#0002"},{"$f":"_xll.qlInterestRate(,O22,O23,O24,O25)","v":"obj_0011d#0002"},{"$f":"_xll.qlInterestRate(,P22,P23,P24,P25)","v":"obj_00120#0002"},{"$f":"_xll.qlInterestRate(,Q22,Q23,Q24,Q25)","v":"obj_00118#0002"},{"$f":"_xll.qlInterestRate(,R22,R23,R24,R25)","v":"obj_0011f#0002"},{"$f":"_xll.qlInterestRate(,S22,S23,S24,S25)","v":"obj_0011b#0002"},{"$f":"_xll.qlInterestRate(,T22,T23,T24,T25)","v":"obj_00119#0002"},{"$f":"_xll.qlInterestRate(,U22,U23,U24,U25)","v":"obj_00117#0002"},{"$f":"_xll.qlInterestRate(,V22,V23,V24,V25)","v":"obj_0011e#0002"}]
[null,null,null,null,"Error",{"$f":"_xll.ohRangeRetrieveError(F20)","v":""},{"$f":"_xll.ohRangeRetrieveError(G20)","v":""},{"$f":"_xll.ohRangeRetrieveError(H20)","v":""},{"$f":"_xll.ohRangeRetrieveError(I20)","v":""},{"$f":"_xll.ohRangeRetrieveError(J20)","v":""},{"$f":"_xll.ohRangeRetrieveError(K20)","v":""},{"$f":"_xll.ohRangeRetrieveError(L20)","v":""},{"$f":"_xll.ohRangeRetrieveError(M20)","v":""},{"$f":"_xll.ohRangeRetrieveError(N20)","v":""},{"$f":"_xll.ohRangeRetrieveError(O20)","v":""},{"$f":"_xll.ohRangeRetrieveError(P20)","v":""},{"$f":"_xll.ohRangeRetrieveError(Q20)","v":""},{"$f":"_xll.ohRangeRetrieveError(R20)","v":""},{"$f":"_xll.ohRangeRetrieveError(S20)","v":""},{"$f":"_xll.ohRangeRetrieveError(T20)","v":""},{"$f":"_xll.ohRangeRetrieveError(U20)","v":""},{"$f":"_xll.ohRangeRetrieveError(V20)","v":""}]
[null,null,null,null,"Coupon Rate",0.06,0.06,0.06,0.06,0.06,0.06,0.06,0.06,0.06,0.06,0.06,0.06,0.06,0.06,0.06,0.06,0.06]
[null,null,null,null,"DayCounter","30/360","30/360","30/360","30/360","30/360","30/360","30/360","30/360","30/360","30/360","30/360","30/360","30/360","30/360","30/360","30/360","30/360"]
[null,null,null,null,"Compounding","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded"]
[null,null,null,null,"Frequency","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual"]
[]
[null,null,null,null,"Schedule",{"$f":"_xll.qlSchedule(F29,F30,F31,F32,F33,F34,F35,F36,F37,F38,F39,F40,F41)","v":"obj_000f8#0003"},{"$f":"_xll.qlSchedule(G29,G30,G31,G32,G33,G34,G35,G36,G37,G38,G39,G40,G41)","v":"obj_000f1#0003"},{"$f":"_xll.qlSchedule(H29,H30,H31,H32,H33,H34,H35,H36,H37,H38,H39,H40,H41)","v":"obj_000f4#0003"},{"$f":"_xll.qlSchedule(I29,I30,I31,I32,I33,I34,I35,I36,I37,I38,I39,I40,I41)","v":"obj_00123#0002"},{"$f":"_xll.qlSchedule(J29,J30,J31,J32,J33,J34,J35,J36,J37,J38,J39,J40,J41)","v":"obj_00133#0002"},{"$f":"_xll.qlSchedule(K29,K30,K31,K32,K33,K34,K35,K36,K37,K38,K39,K40,K41)","v":"obj_0012c#0002"},{"$f":"_xll.qlSchedule(L29,L30,L31,L32,L33,L34,L35,L36,L37,L38,L39,L40,L41)","v":"obj_00134#0002"},{"$f":"_xll.qlSchedule(M29,M30,M31,M32,M33,M34,M35,M36,M37,M38,M39,M40,M41)","v":"obj_00121#0002"},{"$f":"_xll.qlSchedule(N29,N30,N31,N32,N33,N34,N35,N36,N37,N38,N39,N40,N41)","v":"obj_0012d#0002"},{"$f":"_xll.qlSchedule(O29,O30,O31,O32,O33,O34,O35,O36,O37,O38,O39,O40,O41)","v":"obj_0012a#0002"},{"$f":"_xll.qlSchedule(P29,P30,P31,P32,P33,P34,P35,P36,P37,P38,P39,P40,P41)","v":"obj_0012e#0002"},{"$f":"_xll.qlSchedule(Q29,Q30,Q31,Q32,Q33,Q34,Q35,Q36,Q37,Q38,Q39,Q40,Q41)","v":"obj_0011c#0002"},{"$f":"_xll.qlSchedule(R29,R30,R31,R32,R33,R34,R35,R36,R37,R38,R39,R40,R41)","v":"obj_00131#0002"},{"$f":"_xll.qlSchedule(S29,S30,S31,S32,S33,S34,S35,S36,S37,S38,S39,S40,S41)","v":"obj_0012f#0002"},{"$f":"_xll.qlSchedule(T29,T30,T31,T32,T33,T34,T35,T36,T37,T38,T39,T40,T41)","v":"obj_00135#0002"},{"$f":"_xll.qlSchedule(U29,U30,U31,U32,U33,U34,U35,U36,U37,U38,U39,U40,U41)","v":"obj_0011a#0002"},{"$f":"_xll.qlSchedule(V29,V30,V31,V32,V33,V34,V35,V36,V37,V38,V39,V40,V41)","v":"obj_00130#0002"}]
[null,null,null,null,"Error",{"$f":"_xll.ohRangeRetrieveError(F27)","v":""},{"$f":"_xll.ohRangeRetrieveError(G27)","v":""},{"$f":"_xll.ohRangeRetrieveError(H27)","v":""},{"$f":"_xll.ohRangeRetrieveError(I27)","v":""},{"$f":"_xll.ohRangeRetrieveError(J27)","v":""},{"$f":"_xll.ohRangeRetrieveError(K27)","v":""},{"$f":"_xll.ohRangeRetrieveError(L27)","v":""},{"$f":"_xll.ohRangeRetrieveError(M27)","v":""},{"$f":"_xll.ohRangeRetrieveError(N27)","v":""},{"$f":"_xll.ohRangeRetrieveError(O27)","v":""},{"$f":"_xll.ohRangeRetrieveError(P27)","v":""},{"$f":"_xll.ohRangeRetrieveError(Q27)","v":""},{"$f":"_xll.ohRangeRetrieveError(R27)","v":""},{"$f":"_xll.ohRangeRetrieveError(S27)","v":""},{"$f":"_xll.ohRangeRetrieveError(T27)","v":""},{"$f":"_xll.ohRangeRetrieveError(U27)","v":""},{"$f":"_xll.ohRangeRetrieveError(V27)","v":""}]
[null,null,null,null,"ObjectID"]
[null,null,null,null,"EffectiveDate",{"$f":"TRANSPOSE('NTN-B (Anbima)'!$B$6:$B$22)","v":"2000-07-15"},"2000-07-15","2000-07-15","2000-07-15","2000-07-15","2000-07-15","2000-07-15","2000-07-15","2000-07-15","2000-07-15","2000-07-15","2000-07-15","2000-07-15","2000-07-15","2000-07-15","2000-07-15","2000-07-15"]
[null,null,null,null,"TerminationDate",{"$f":"TRANSPOSE('NTN-B (Anbima)'!$C$6:$C$22)","v":"2011-11-15"},"2012-08-15","2013-05-15","2014-08-15","2015-05-15","2016-08-15","2017-05-15","2018-08-15","2020-08-15","2022-08-15","2023-03-15","2024-08-15","2030-08-15","2035-05-15","2040-08-15","2045-05-15","2050-08-15"]
[null,null,null,null,"Tenor","6M","6M","6M","6M","6M","6M","6M","6M","6M","6M","6M","6M","6M","6M","6M","6M","6M"]
[null,null,null,null,"Calendar","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement"]
[null,null,null,null,"Convention"]
[null,null,null,null,"TermDateConv"]
[null,null,null,null,"GenRule","Backward","Backward","Backward","Backward","Backward","Backward","Backward","Backward","Backward","Backward","Backward","Backward","Backward","Backward","Backward","Backward","Backward"]
[null,null,null,null,"EndOfMonth"]
[null,null,null,null,"FirstDate"]
[null,null,null,null,"NextToLastDate"]
[null,null,null,null,"Permanent"]
[null,null,null,null,"Trigger"]
[]
[null,null,null,null,"Rate",{"$f":"TRANSPOSE('NTN-B (Anbima)'!$F$6:$F$22)/100","v":4.8639999999999996E-2},3.9212999999999998E-2,4.1398999999999998E-2,4.7400999999999999E-2,4.9790000000000001E-2,5.2081000000000002E-2,5.2009999999999994E-2,5.3613000000000001E-2,5.4595999999999999E-2,5.4598000000000008E-2,5.4718999999999997E-2,5.4924999999999995E-2,5.5472E-2,5.5442999999999999E-2,5.5715000000000001E-2,5.5721E-2,5.5992E-2]
[null,null,null,null,"DayCounter","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252"]
[null,null,null,null,"Compounding","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded"]
[null,null,null,null,"Frequency","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual"]
[]
[null,null,null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYield(F5,F43,F44,F45,F46,$F$2)","v":100.02783491669345},{"$f":"_xll.qlBondCleanPriceFromYield(G5,G43,G44,G45,G46,$F$2)","v":101.5073899242982},{"$f":"_xll.qlBondCleanPriceFromYield(H5,H43,H44,H45,H46,$F$2)","v":102.69361988325511},{"$f":"_xll.qlBondCleanPriceFromYield(I5,I43,I44,I45,I46,$F$2)","v":103.17718495000585},{"$f":"_xll.qlBondCleanPriceFromYield(J5,J43,J44,J45,J46,$F$2)","v":103.22111583492739},{"$f":"_xll.qlBondCleanPriceFromYield(K5,K43,K44,K45,K46,$F$2)","v":103.26805133158089},{"$f":"_xll.qlBondCleanPriceFromYield(L5,L43,L44,L45,L46,$F$2)","v":103.79186434735735},{"$f":"_xll.qlBondCleanPriceFromYield(M5,M43,M44,M45,M46,$F$2)","v":103.59037295304216},{"$f":"_xll.qlBondCleanPriceFromYield(N5,N43,N44,N45,N46,$F$2)","v":103.74539159688322},{"$f":"_xll.qlBondCleanPriceFromYield(O5,O43,O44,O45,O46,$F$2)","v":104.40060662497812},{"$f":"_xll.qlBondCleanPriceFromYield(P5,P43,P44,P45,P46,$F$2)","v":104.48767835347927},{"$f":"_xll.qlBondCleanPriceFromYield(Q5,Q43,Q44,Q45,Q46,$F$2)","v":104.680528190441},{"$f":"_xll.qlBondCleanPriceFromYield(R5,R43,R44,R45,R46,$F$2)","v":105.35376029254563},{"$f":"_xll.qlBondCleanPriceFromYield(S5,S43,S44,S45,S46,$F$2)","v":106.09505337714748},{"$f":"_xll.qlBondCleanPriceFromYield(T5,T43,T44,T45,T46,$F$2)","v":106.24793072038943},{"$f":"_xll.qlBondCleanPriceFromYield(U5,U43,U44,U45,U46,$F$2)","v":106.64507993638827},{"$f":"_xll.qlBondCleanPriceFromYield(V5,V43,V44,V45,V46,$F$2)","v":106.49996759643268}]
[null,null,null,null,"BondHelper",{"$f":"_xll.qlBondHelper(,F48,F5)","v":"obj_000fc#0003"},{"$f":"_xll.qlBondHelper(,G48,G5)","v":"obj_000fa#0003"},{"$f":"_xll.qlBondHelper(,H48,H5)","v":"obj_000f9#0003"},{"$f":"_xll.qlBondHelper(,I48,I5)","v":"obj_00138#0002"},{"$f":"_xll.qlBondHelper(,J48,J5)","v":"obj_00149#0002"},{"$f":"_xll.qlBondHelper(,K48,K5)","v":"obj_0014b#0002"},{"$f":"_xll.qlBondHelper(,L48,L5)","v":"obj_00145#0002"},{"$f":"_xll.qlBondHelper(,M48,M5)","v":"obj_0013a#0002"},{"$f":"_xll.qlBondHelper(,N48,N5)","v":"obj_00146#0002"},{"$f":"_xll.qlBondHelper(,O48,O5)","v":"obj_00147#0002"},{"$f":"_xll.qlBondHelper(,P48,P5)","v":"obj_0014e#0002"},{"$f":"_xll.qlBondHelper(,Q48,Q5)","v":"obj_00137#0002"},{"$f":"_xll.qlBondHelper(,R48,R5)","v":"obj_0014d#0002"},{"$f":"_xll.qlBondHelper(,S48,S5)","v":"obj_0014c#0002"},{"$f":"_xll.qlBondHelper(,T48,T5)","v":"obj_00148#0002"},{"$f":"_xll.qlBondHelper(,U48,U5)","v":"obj_00139#0002"},{"$f":"_xll.qlBondHelper(,V48,V5)","v":"obj_0014a#0002"}]
[]
[null,null,null,null,"Yield Curve",{"$f":"_xll.qlPiecewiseYieldCurve(,,F53,F49:V49,F54,,,,F55,F56)","v":"obj_000fd#0004"}]
[null,null,null,null,"Error",{"$f":"_xll.ohRangeRetrieveError(F51)","v":""}]
[null,null,null,null,"Calendar","Brazil::Settlement"]
[null,null,null,null,"DayCounter","Business252"]
[null,null,null,null,null,"Discount"]
[null,null,null,null,"Interpolator","LogLinear"]
[]
[null,null,null,null,"DayCounter","Business252"]
[null,null,null,null,"Compounding","Compounded"]
[null,null,null,null,"Frequency","Annual"]
[null,null,null,null,{"$f":"_xll.qlPiecewiseYieldCurveDates(F51)","v":"2011-11-11"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E61,$F$58,$F$59,$F$60)","v":4.8640000065695688E-2}]
[null,null,null,null,"2011-11-16",{"$f":"_xll.qlYieldTSZeroRate($F$51,E62,$F$58,$F$59,$F$60)","v":4.8640000066133338E-2}]
[null,null,null,null,"2012-08-15",{"$f":"_xll.qlYieldTSZeroRate($F$51,E63,$F$58,$F$59,$F$60)","v":3.9211136452606876E-2}]
[null,null,null,null,"2013-05-15",{"$f":"_xll.qlYieldTSZeroRate($F$51,E64,$F$58,$F$59,$F$60)","v":4.1440527642984781E-2}]
[null,null,null,null,"2014-08-15",{"$f":"_xll.qlYieldTSZeroRate($F$51,E65,$F$58,$F$59,$F$60)","v":4.7696255735734994E-2}]
[null,null,null,null,"2015-05-15",{"$f":"_xll.qlYieldTSZeroRate($F$51,E66,$F$58,$F$59,$F$60)","v":5.021998462304289E-2}]
[null,null,null,null,"2016-08-15",{"$f":"_xll.qlYieldTSZeroRate($F$51,E67,$F$58,$F$59,$F$60)","v":5.265549363288069E-2}]
[null,null,null,null,"2017-05-15",{"$f":"_xll.qlYieldTSZeroRate($F$51,E68,$F$58,$F$59,$F$60)","v":5.2490651348087392E-2}]
[null,null,null,null,"2018-08-15",{"$f":"_xll.qlYieldTSZeroRate($F$51,E69,$F$58,$F$59,$F$60)","v":5.4293315539416964E-2}]
[null,null,null,null,"2020-08-17",{"$f":"_xll.qlYieldTSZeroRate($F$51,E70,$F$58,$F$59,$F$60)","v":5.5343354780967635E-2}]
[null,null,null,null,"2022-08-15",{"$f":"_xll.qlYieldTSZeroRate($F$51,E71,$F$58,$F$59,$F$60)","v":5.520077496155662E-2}]
[null,null,null,null,"2023-03-15",{"$f":"_xll.qlYieldTSZeroRate($F$51,E72,$F$58,$F$59,$F$60)","v":5.53369973614255E-2}]
[null,null,null,null,"2024-08-15",{"$f":"_xll.qlYieldTSZeroRate($F$51,E73,$F$58,$F$59,$F$60)","v":5.5557416298815054E-2}]
[null,null,null,null,"2030-08-15",{"$f":"_xll.qlYieldTSZeroRate($F$51,E74,$F$58,$F$59,$F$60)","v":5.6168333164353657E-2}]
[null,null,null,null,"2035-05-15",{"$f":"_xll.qlYieldTSZeroRate($F$51,E75,$F$58,$F$59,$F$60)","v":5.5963326710583905E-2}]
[null,null,null,null,"2040-08-15",{"$f":"_xll.qlYieldTSZeroRate($F$51,E76,$F$58,$F$59,$F$60)","v":5.6450545121245588E-2}]
[null,null,null,null,"2045-05-15",{"$f":"_xll.qlYieldTSZeroRate($F$51,E77,$F$58,$F$59,$F$60)","v":5.6350657554252281E-2}]
[null,null,null,null,"2050-08-15",{"$f":"_xll.qlYieldTSZeroRate($F$51,E78,$F$58,$F$59,$F$60)","v":5.7110492785668709E-2}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E79,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[]
[null,"Price Test from YTM",null,null,"Yield",{"$f":"TRANSPOSE('NTN-B (Anbima)'!$F$6:$F$22)/100","v":4.8639999999999996E-2},3.9212999999999998E-2,4.1398999999999998E-2,4.7400999999999999E-2,4.9790000000000001E-2,5.2081000000000002E-2,5.2009999999999994E-2,5.3613000000000001E-2,5.4595999999999999E-2,5.4598000000000008E-2,5.4718999999999997E-2,5.4924999999999995E-2,5.5472E-2,5.5442999999999999E-2,5.5715000000000001E-2,5.5721E-2,5.5992E-2]
[null,null,null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYield(F5,F43,F44,F45,F46,$F$2)","v":100.02783491669345},{"$f":"_xll.qlBondCleanPriceFromYield(G5,G43,G44,G45,G46,$F$2)","v":101.5073899242982},{"$f":"_xll.qlBondCleanPriceFromYield(H5,H43,H44,H45,H46,$F$2)","v":102.69361988325511},{"$f":"_xll.qlBondCleanPriceFromYield(I5,I43,I44,I45,I46,$F$2)","v":103.17718495000585},{"$f":"_xll.qlBondCleanPriceFromYield(J5,J43,J44,J45,J46,$F$2)","v":103.22111583492739},{"$f":"_xll.qlBondCleanPriceFromYield(K5,K43,K44,K45,K46,$F$2)","v":103.26805133158089},{"$f":"_xll.qlBondCleanPriceFromYield(L5,L43,L44,L45,L46,$F$2)","v":103.79186434735735},{"$f":"_xll.qlBondCleanPriceFromYield(M5,M43,M44,M45,M46,$F$2)","v":103.59037295304216},{"$f":"_xll.qlBondCleanPriceFromYield(N5,N43,N44,N45,N46,$F$2)","v":103.74539159688322},{"$f":"_xll.qlBondCleanPriceFromYield(O5,O43,O44,O45,O46,$F$2)","v":104.40060662497812},{"$f":"_xll.qlBondCleanPriceFromYield(P5,P43,P44,P45,P46,$F$2)","v":104.48767835347927},{"$f":"_xll.qlBondCleanPriceFromYield(Q5,Q43,Q44,Q45,Q46,$F$2)","v":104.680528190441},{"$f":"_xll.qlBondCleanPriceFromYield(R5,R43,R44,R45,R46,$F$2)","v":105.35376029254563},{"$f":"_xll.qlBondCleanPriceFromYield(S5,S43,S44,S45,S46,$F$2)","v":106.09505337714748},{"$f":"_xll.qlBondCleanPriceFromYield(T5,T43,T44,T45,T46,$F$2)","v":106.24793072038943},{"$f":"_xll.qlBondCleanPriceFromYield(U5,U43,U44,U45,U46,$F$2)","v":106.64507993638827},{"$f":"_xll.qlBondCleanPriceFromYield(V5,V43,V44,V45,V46,$F$2)","v":106.49996759643268}]
[null,null,null,null,"Accrued Amount",{"$f":"_xll.qlBondAccruedAmount(F$5)","v":2.8896657469312359},{"$f":"_xll.qlBondAccruedAmount(G5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(H5)","v":2.8896657469312359},{"$f":"_xll.qlBondAccruedAmount(I5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(J5)","v":2.8896657469312359},{"$f":"_xll.qlBondAccruedAmount(K5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(L5)","v":2.8896657469312359},{"$f":"_xll.qlBondAccruedAmount(M5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(N5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(O5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(P5)","v":0.91052552919461693},{"$f":"_xll.qlBondAccruedAmount(Q5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(R5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(S5)","v":2.8896657469312359},{"$f":"_xll.qlBondAccruedAmount(T5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(U5)","v":2.8896657469312359},{"$f":"_xll.qlBondAccruedAmount(V5)","v":1.4017126147833239}]
[null,null,null,null,"Anbima",{"$f":"TRANSPOSE('NTN-B (Anbima)'!$G$6:$G$22)","v":2146.6913399999999},2146.51613,2202.293498,2181.343351,2213.2962889999999,2183.2393769999999,2225.2022470000002,2189.9620300000001,2193.1950769999999,2206.8635669999999,2198.4326139999998,2212.7018250000001,2226.74368,2273.2432450000001,2245.395235,2284.7153490000001,2250.6515439999998]
[null,null,null,null,"QuantLibXL",{"$f":"(F82+F83)*(_xll.qlBondNotional(F$5)/100)","v":2146.6913546300048},{"$f":"(G82+G83)*(_xll.qlBondNotional(G$5)/100)","v":2146.5161834371979},{"$f":"(H82+H83)*(_xll.qlBondNotional(H$5)/100)","v":2202.2952850025886},{"$f":"(I82+I83)*(_xll.qlBondNotional(I$5)/100)","v":2181.3453866589757},{"$f":"(J82+J83)*(_xll.qlBondNotional(J$5)/100)","v":2213.2979909734445},{"$f":"(K82+K83)*(_xll.qlBondNotional(K$5)/100)","v":2183.2407113073191},{"$f":"(L82+L83)*(_xll.qlBondNotional(L$5)/100)","v":2225.2028748794946},{"$f":"(M82+M83)*(_xll.qlBondNotional(M$5)/100)","v":2189.9638150918026},{"$f":"(N82+N83)*(_xll.qlBondNotional(N$5)/100)","v":2193.1972513916962},{"$f":"(O82+O83)*(_xll.qlBondNotional(O$5)/100)","v":2206.8639691721069},{"$f":"(P82+P83)*(_xll.qlBondNotional(P$5)/100)","v":2198.4347813494405},{"$f":"(Q82+Q83)*(_xll.qlBondNotional(Q$5)/100)","v":2212.7026768814753},{"$f":"(R82+R83)*(_xll.qlBondNotional(R$5)/100)","v":2226.7452014660062},{"$f":"(S82+S83)*(_xll.qlBondNotional(S$5)/100)","v":2273.2436448792337},{"$f":"(T82+T83)*(_xll.qlBondNotional(T$5)/100)","v":2245.3961394954072},{"$f":"(U82+U83)*(_xll.qlBondNotional(U$5)/100)","v":2284.7163026092167},{"$f":"(V82+V83)*(_xll.qlBondNotional(V$5)/100)","v":2250.6532180229779}]
[null,null,null,null,"Test",{"$f":"F85-F84","v":1.4630004898208426E-5},5.343719794836943E-5,1.7870025885713403E-3,{"$f":"I85-I84","v":2.0356589757284382E-3},1.7019734445966606E-3,1.3343073192118027E-3,6.2787949445919367E-4,1.7850918025033025E-3,2.1743916963714582E-3,4.0217210698756389E-4,2.167349440696853E-3,8.5188147522785584E-4,1.5214660061246832E-3,3.9987923355511157E-4,9.0449540721238009E-4,9.536092165944865E-4,1.6740229780225491E-3]
[]
[null,"Price Test from Yield Curve",null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(F5,$F$51,$F$2)","v":100.02783491664195},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(G5,$F$51,$F$2)","v":101.50738992424617},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(H5,$F$51,$F$2)","v":102.69361988325511},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(I5,$F$51,$F$2)","v":103.17718494995313},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(J5,$F$51,$F$2)","v":103.2211158349794},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(K5,$F$51,$F$2)","v":103.26805133152817},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(L5,$F$51,$F$2)","v":103.79186434735735},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(M5,$F$51,$F$2)","v":103.59037295298948},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(N5,$F$51,$F$2)","v":103.7453915968544},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(O5,$F$51,$F$2)","v":104.40060662494579},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(P5,$F$51,$F$2)","v":104.4876783534433},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(Q5,$F$51,$F$2)","v":104.68052819038812},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(R5,$F$51,$F$2)","v":105.35376029254563},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(S5,$F$51,$F$2)","v":106.09505337709459},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(T5,$F$51,$F$2)","v":106.24793072035874},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(U5,$F$51,$F$2)","v":106.64507993633299},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(V5,$F$51,$F$2)","v":106.49996759639011}]
[null,null,null,null,"Accrued Amount",{"$f":"_xll.qlBondAccruedAmount(F5)","v":2.8896657469312359},{"$f":"_xll.qlBondAccruedAmount(G5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(H5)","v":2.8896657469312359},{"$f":"_xll.qlBondAccruedAmount(I5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(J5)","v":2.8896657469312359},{"$f":"_xll.qlBondAccruedAmount(K5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(L5)","v":2.8896657469312359},{"$f":"_xll.qlBondAccruedAmount(M5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(N5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(O5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(P5)","v":0.91052552919461693},{"$f":"_xll.qlBondAccruedAmount(Q5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(R5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(S5)","v":2.8896657469312359},{"$f":"_xll.qlBondAccruedAmount(T5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(U5)","v":2.8896657469312359},{"$f":"_xll.qlBondAccruedAmount(V5)","v":1.4017126147833239}]
[null,null,null,null,"Anbima",{"$f":"TRANSPOSE('NTN-B (Anbima)'!$G$6:$G$22)","v":2146.6913399999999},2146.51613,2202.293498,2181.343351,2213.2962889999999,2183.2393769999999,2225.2022470000002,2189.9620300000001,2193.1950769999999,2206.8635669999999,2198.4326139999998,2212.7018250000001,2226.74368,2273.2432450000001,2245.395235,2284.7153490000001,2250.6515439999998]
[null,null,null,null,"QuantLibXL",{"$f":"(F88+F89)*(_xll.qlBondNotional(F$5)/100)","v":2146.6913546289306},{"$f":"(G88+G89)*(_xll.qlBondNotional(G$5)/100)","v":2146.5161834361129},{"$f":"(H88+H89)*(_xll.qlBondNotional(H$5)/100)","v":2202.2952850025886},{"$f":"(I88+I89)*(_xll.qlBondNotional(I$5)/100)","v":2181.3453866578761},{"$f":"(J88+J89)*(_xll.qlBondNotional(J$5)/100)","v":2213.2979909745291},{"$f":"(K88+K89)*(_xll.qlBondNotional(K$5)/100)","v":2183.2407113062191},{"$f":"(L88+L89)*(_xll.qlBondNotional(L$5)/100)","v":2225.2028748794946},{"$f":"(M88+M89)*(_xll.qlBondNotional(M$5)/100)","v":2189.963815090704},{"$f":"(N88+N89)*(_xll.qlBondNotional(N$5)/100)","v":2193.1972513910951},{"$f":"(O88+O89)*(_xll.qlBondNotional(O$5)/100)","v":2206.8639691714325},{"$f":"(P88+P89)*(_xll.qlBondNotional(P$5)/100)","v":2198.4347813486902},{"$f":"(Q88+Q89)*(_xll.qlBondNotional(Q$5)/100)","v":2212.7026768803726},{"$f":"(R88+R89)*(_xll.qlBondNotional(R$5)/100)","v":2226.7452014660062},{"$f":"(S88+S89)*(_xll.qlBondNotional(S$5)/100)","v":2273.24364487813},{"$f":"(T88+T89)*(_xll.qlBondNotional(T$5)/100)","v":2245.3961394947669},{"$f":"(U88+U89)*(_xll.qlBondNotional(U$5)/100)","v":2284.7163026080639},{"$f":"(V88+V89)*(_xll.qlBondNotional(V$5)/100)","v":2250.6532180220897}]
[null,null,null,null,"Test",{"$f":"F91-F90","v":1.4628930784965632E-5},5.3436112921190215E-5,1.7870025885713403E-3,{"$f":"I91-I90","v":2.0356578761493438E-3},1.7019745291690924E-3,1.3343062191779609E-3,6.2787949445919367E-4,1.7850907038337027E-3,2.1743910951954604E-3,4.0217143259724253E-4,2.167348690363724E-3,8.5188037246552994E-4,1.5214660061246832E-3,3.9987812988329097E-4,9.0449476692811004E-4,9.53608063809952E-4,1.6740220899009728E-3]
[]
[null,"Yield Test From Anbima Price",null,null,"Anbima",{"$f":"TRANSPOSE('NTN-B (Anbima)'!$G$6:$G$22)","v":2146.6913399999999},2146.51613,2202.293498,2181.343351,2213.2962889999999,2183.2393769999999,2225.2022470000002,2189.9620300000001,2193.1950769999999,2206.8635669999999,2198.4326139999998,2212.7018250000001,2226.74368,2273.2432450000001,2245.395235,2284.7153490000001,2250.6515439999998]
[null,null,null,null,"Accrued Amount",{"$f":"_xll.qlBondAccruedAmount(F$5)","v":2.8896657469312359},{"$f":"_xll.qlBondAccruedAmount(G$5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(H$5)","v":2.8896657469312359},{"$f":"_xll.qlBondAccruedAmount(I$5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(J$5)","v":2.8896657469312359},{"$f":"_xll.qlBondAccruedAmount(K$5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(L$5)","v":2.8896657469312359},{"$f":"_xll.qlBondAccruedAmount(M$5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(N$5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(O$5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(P$5)","v":0.91052552919461693},{"$f":"_xll.qlBondAccruedAmount(Q$5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(R$5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(S$5)","v":2.8896657469312359},{"$f":"_xll.qlBondAccruedAmount(T$5)","v":1.4017126147833239},{"$f":"_xll.qlBondAccruedAmount(U$5)","v":2.8896657469312359},{"$f":"_xll.qlBondAccruedAmount(V$5)","v":1.4017126147833239}]
[null,null,null,null,"Clean Price",{"$f":"F94/(_xll.qlBondNotional(F5)/100)-F95","v":100.02783421529614},{"$f":"G94/(_xll.qlBondNotional(G5)/100)-G95","v":101.50738736239154},{"$f":"H94/(_xll.qlBondNotional(H5)/100)-H95","v":102.69353421009129},{"$f":"I94/(_xll.qlBondNotional(I5)/100)-I95","v":103.17708735566211},{"$f":"J94/(_xll.qlBondNotional(J5)/100)-J95","v":103.22103423826343},{"$f":"K94/(_xll.qlBondNotional(K5)/100)-K95","v":103.2679873617074},{"$f":"L94/(_xll.qlBondNotional(L5)/100)-L95","v":103.79183424531769},{"$f":"M94/(_xll.qlBondNotional(M5)/100)-M95","v":103.59028737148597},{"$f":"N94/(_xll.qlBondNotional(N5)/100)-N95","v":103.74528735136215},{"$f":"O94/(_xll.qlBondNotional(O5)/100)-O95","v":104.40058734388865},{"$f":"P94/(_xll.qlBondNotional(P5)/100)-P95","v":104.48757444558072},{"$f":"Q94/(_xll.qlBondNotional(Q5)/100)-Q95","v":104.68048734921243},{"$f":"R94/(_xll.qlBondNotional(R5)/100)-R95","v":105.35368734983855},{"$f":"S94/(_xll.qlBondNotional(S5)/100)-S95","v":106.09503420598384},{"$f":"T94/(_xll.qlBondNotional(T5)/100)-T95","v":106.24788735672355},{"$f":"U94/(_xll.qlBondNotional(U5)/100)-U95","v":106.64503421808928},{"$f":"V94/(_xll.qlBondNotional(V5)/100)-V95","v":106.4998873397807}]
[null,null,null,null,"Yield",{"$f":"TRANSPOSE('NTN-B (Anbima)'!$F$6:$F$22)/100","v":4.8639999999999996E-2},3.9212999999999998E-2,4.1398999999999998E-2,4.7400999999999999E-2,4.9790000000000001E-2,5.2081000000000002E-2,5.2009999999999994E-2,5.3613000000000001E-2,5.4595999999999999E-2,5.4598000000000008E-2,5.4718999999999997E-2,5.4924999999999995E-2,5.5472E-2,5.5442999999999999E-2,5.5715000000000001E-2,5.5721E-2,5.5992E-2]
[null,null,null,null,"QuantLibXL",{"$f":"_xll.qlBondYieldFromCleanPrice(F5,F96,F44,F45,F46,$F$2)","v":4.8640900515019903E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(G5,G96,G44,G45,G46,$F$2)","v":3.9213034621253626E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(H5,H96,H44,H45,H46,$F$2)","v":4.1399597587808978E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(I5,I96,I44,I45,I46,$F$2)","v":4.7401383094489574E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(J5,J96,J44,J45,J46,$F$2)","v":4.9790257893502721E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(K5,K96,K44,K45,K46,$F$2)","v":5.2081154361367232E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(L5,L96,L44,L45,L46,$F$2)","v":5.2010063901543627E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(M5,M96,M44,M45,M46,$F$2)","v":5.3613153323531143E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(N5,N96,N44,N45,N46,$F$2)","v":5.4596151784062394E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(O5,O96,O44,O45,O46,$F$2)","v":5.4598023965954784E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(P5,P96,P44,P45,P46,$F$2)","v":5.4719123914837839E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(Q5,Q96,Q44,Q45,Q46,$F$2)","v":5.4925044700503342E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(R5,R96,R44,R45,R46,$F$2)","v":5.5472062177956111E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(S5,S96,S44,S45,S46,$F$2)","v":5.5443014405667776E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(T5,T96,T44,T45,T46,$F$2)","v":5.571502972394228E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(U5,U96,U44,U45,U46,$F$2)","v":5.572102927416564E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(V5,V96,V44,V45,V46,$F$2)","v":5.5992049284279338E-2}]
[null,null,null,null,"Test",{"$f":"F98-F97","v":9.0051501990678906E-7},3.4621253627853399E-8,5.9758780898006014E-7,{"$f":"I98-I97","v":3.830944895755195E-7},2.5789350271976375E-7,1.5436136723001592E-7,6.3901543632949309E-8,1.5332353114211328E-7,1.5178406239518827E-7,2.3965954776272724E-8,1.2391483784207624E-7,4.4700503347427922E-8,6.2177956110243127E-8,1.4405667776717923E-8,2.9723942279735738E-8,2.9274165640191807E-8,4.9284279338146497E-8]
[]
[null,"Yield Test From Yield Curve",null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(F5,$F$51,$F$2)","v":100.02783491664195},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(G5,$F$51,$F$2)","v":101.50738992424617},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(H5,$F$51,$F$2)","v":102.69361988325511},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(I5,$F$51,$F$2)","v":103.17718494995313},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(J5,$F$51,$F$2)","v":103.2211158349794},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(K5,$F$51,$F$2)","v":103.26805133152817},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(L5,$F$51,$F$2)","v":103.79186434735735},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(M5,$F$51,$F$2)","v":103.59037295298948},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(N5,$F$51,$F$2)","v":103.7453915968544},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(O5,$F$51,$F$2)","v":104.40060662494579},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(P5,$F$51,$F$2)","v":104.4876783534433},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(Q5,$F$51,$F$2)","v":104.68052819038812},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(R5,$F$51,$F$2)","v":105.35376029254563},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(S5,$F$51,$F$2)","v":106.09505337709459},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(T5,$F$51,$F$2)","v":106.24793072035874},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(U5,$F$51,$F$2)","v":106.64507993633299},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(V5,$F$51,$F$2)","v":106.49996759639011}]
[null,null,null,null,"Yield",{"$f":"TRANSPOSE('NTN-B (Anbima)'!$F$6:$F$22)/100","v":4.8639999999999996E-2},3.9212999999999998E-2,4.1398999999999998E-2,4.7400999999999999E-2,4.9790000000000001E-2,5.2081000000000002E-2,5.2009999999999994E-2,5.3613000000000001E-2,5.4595999999999999E-2,5.4598000000000008E-2,5.4718999999999997E-2,5.4924999999999995E-2,5.5472E-2,5.5442999999999999E-2,5.5715000000000001E-2,5.5721E-2,5.5992E-2]
[null,null,null,null,"QuantLibXL",{"$f":"_xll.qlBondYieldFromCleanPrice(F5,F101,F44,F45,F46,$F$2)","v":4.8640000127255917E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(G5,G101,G44,G45,G46,$F$2)","v":3.9212999994680309E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(H5,H101,H44,H45,H46,$F$2)","v":4.1398999996110811E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(I5,I101,I44,I45,I46,$F$2)","v":4.740099992603064E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(J5,J101,J44,J45,J46,$F$2)","v":4.9790000058710579E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(K5,K101,K44,K45,K46,$F$2)","v":5.2080999985337259E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(L5,L101,L44,L45,L46,$F$2)","v":5.2009999975562105E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(M5,M101,M44,M45,M46,$F$2)","v":5.3612999990582472E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(N5,N101,N44,N45,N46,$F$2)","v":5.4595999941229822E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(O5,O101,O44,O45,O46,$F$2)","v":5.4597999975085257E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(P5,P101,P44,P45,P46,$F$2)","v":5.4718999937176702E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(Q5,Q101,Q44,Q45,Q46,$F$2)","v":5.4924999997019761E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(R5,R101,R44,R45,R46,$F$2)","v":5.5471999995410456E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(S5,S101,S44,S45,S46,$F$2)","v":5.5443000070750717E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(T5,T101,T44,T45,T46,$F$2)","v":5.5715000085532679E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(U5,U101,U44,U45,U46,$F$2)","v":5.572100002318621E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(V5,V101,V44,V45,V46,$F$2)","v":5.5992000080645088E-2}]
[null,null,null,null,"Test",{"$f":"F103-F102","v":1.2725592107853956E-10},-5.3196891336426688E-12,-3.8891875830948663E-12,{"$f":"I103-I102","v":-7.3969358416192676E-11},5.8710578065834795E-11,-1.4662743241800058E-11,-2.4437889212247654E-11,-9.4175292564280255E-12,-5.8770176225575455E-11,-2.4914750818005871E-11,-6.2823295177150129E-11,-2.9802341150464429E-12,-4.5895440226040307E-12,7.0750717784395789E-11,8.5532678162358877E-11,2.3186209896497445E-11,8.0645087829900319E-11]

{"sheet":"NTN-C (Anbima)","index":7,"n_rows":13,"n_cols":11,"rows_kept":13,"cut":false,"hidden":false,"merged":[[8,0,8,10],[9,0,9,10],[10,0,10,10],[11,0,11,10],[12,0,12,10],[2,0,2,1],[2,2,2,10],[3,0,4,0],[3,1,4,1],[3,2,4,2],[3,3,4,3],[3,4,4,4],[3,5,4,5],[3,6,4,6],[3,7,3,10]]}
["Títulos Públicos Federais",null,null,null,null,null,null,null,null,null,"2011-11-11"]
[]
["Papel IGP-M",null,"NTN-C - Taxa (% a.a.)/252"]
["Código SELIC","Data Base/Emissão","Data de Vencimento","Tx. Máxima","Tx. Mínima","Tx. Indicativas","PU","Intervalo Indicativo"]
[null,null,null,null,null,null,null,"Mínimo (D0)","Máximo (D0)","Mínimo (D+1)","Máximo (D+1)"]
[770100,"2000-07-01","2017-07-01","--",5.1632999999999996,5.5075000000000003,2685.952272,5.2013999999999996,5.7380000000000004,5.2179000000000002,5.7542]
[770100,"2000-07-01","2021-04-01","--","--",5.6311,2657.5302849999998,5.3535000000000004,5.9081000000000001,5.3497000000000003,5.9027000000000003]
[770100,"2000-07-01","2031-01-01","--","--",5.6064999999999996,4532.7542569999996,5.3643000000000001,5.8390000000000004,5.3577000000000004,5.8315000000000001]
["Quando uma taxa for interpolada será apresentada em negrito."]
["Os preços unitários são calculados a partir da projeção para o IGP-M apurada pelo Comitê de Acompanhamento Macroeconômico da ANBIMA "]
["para o mês, à exceção do dia seguinte à divulgação do IGP-M final, caso em que é utilizado o próprio índice do mês corrente, divulgado pela FGV ."]
["Projeção IGP-M para Novembro:"]
["Média apurada pelo Comitê de Acompanhamento Macroeconômico da ANBIMA:  0,49%"]

{"sheet":"NTN-C (QuantLibXL)","index":8,"n_rows":104,"n_cols":8,"rows_kept":104,"cut":false,"hidden":false,"merged":[[80,1,85,3],[87,1,91,3],[93,1,98,3],[100,1,103,3]]}
[]
[null,null,null,null,"Evaluation Date",{"$f":"'NTN-C (Anbima)'!K1","v":"2011-11-11"}]
[null,null,null,null,"Set Evaluation Date",{"$f":"_xll.qlSettingsSetEvaluationDate(F2)","v":true}]
[]
[null,null,null,null,"FixedRateBond2",{"$f":"_xll.qlFixedRateBond2(,F8,F9,F10,F11,F12,F13,F14,F15,F16,F17)","v":"obj_000cd#0022"},{"$f":"_xll.qlFixedRateBond2(,G8,G9,G10,G11,G12,G13,G14,G15,G16,G17)","v":"obj_000c9#0016"},{"$f":"_xll.qlFixedRateBond2(,H8,H9,H10,H11,H12,H13,H14,H15,H16,H17)","v":"obj_000d0#0016"}]
[null,null,null,null,"Error",{"$f":"_xll.ohRangeRetrieveError(F5)","v":""},{"$f":"_xll.ohRangeRetrieveError(G5)","v":""},{"$f":"_xll.ohRangeRetrieveError(H5)","v":""}]
[null,null,null,null,"ObjectID"]
[null,null,null,null,"Description","LFT","LFT","LFT"]
[null,null,null,null,"Currency","BRL","BRL","BRL"]
[null,null,null,null,"SettlementDays",0,0,0]
[null,null,null,null,"FaceAmount",2570.2646599999998,2570.2646599999998,2570.2646599999998]
[null,null,null,null,"ScheduleID",{"$f":"F27","v":"obj_000ee#0008"},{"$f":"G27","v":"obj_000ef#0008"},{"$f":"H27","v":"obj_000f0#0008"}]
[null,null,null,null,"Coupons",{"$f":"F20","v":"obj_000ed#0004"},{"$f":"G20","v":"obj_000ec#0004"},{"$f":"H20","v":"obj_000eb#0004"}]
[null,null,null,null,"PaymentBDC","Following","Following","Following"]
[null,null,null,null,"Redemption",100,100,100]
[null,null,null,null,"IssueDate"]
[null,null,null,null,"Calendar","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement"]
[null,null,null,null,"Permanent"]
[]
[null,null,null,null,"InterestRate",{"$f":"_xll.qlInterestRate(,F22,F23,F24,F25)","v":"obj_000ed#0004"},{"$f":"_xll.qlInterestRate(,G22,G23,G24,G25)","v":"obj_000ec#0004"},{"$f":"_xll.qlInterestRate(,H22,H23,H24,H25)","v":"obj_000eb#0004"}]
[null,null,null,null,"Error",{"$f":"_xll.ohRangeRetrieveError(F20)","v":""},{"$f":"_xll.ohRangeRetrieveError(G20)","v":""},{"$f":"_xll.ohRangeRetrieveError(H20)","v":""}]
[null,null,null,null,"Coupon Rate",0.06,0.06,0.12]
[null,null,null,null,"DayCounter","30/360","30/360","30/360"]
[null,null,null,null,"Compounding","Compounded","Compounded","Compounded"]
[null,null,null,null,"Frequency","Annual","Annual","Annual"]
[]
[null,null,null,null,"Schedule",{"$f":"_xll.qlSchedule(F29,F30,F31,F32,F33,F34,F35,F36,F37,F38,F39,F40,F41)","v":"obj_000ee#0008"},{"$f":"_xll.qlSchedule(G29,G30,G31,G32,G33,G34,G35,G36,G37,G38,G39,G40,G41)","v":"obj_000ef#0008"},{"$f":"_xll.qlSchedule(H29,H30,H31,H32,H33,H34,H35,H36,H37,H38,H39,H40,H41)","v":"obj_000f0#0008"}]
[null,null,null,null,"Error",{"$f":"_xll.ohRangeRetrieveError(F27)","v":""},{"$f":"_xll.ohRangeRetrieveError(G27)","v":""},{"$f":"_xll.ohRangeRetrieveError(H27)","v":""}]
[null,null,null,null,"ObjectID"]
[null,null,null,null,"EffectiveDate",{"$f":"TRANSPOSE('NTN-C (Anbima)'!$B$6:$B$8)","v":"2000-07-01"},"2000-07-01","2000-07-01"]
[null,null,null,null,"TerminationDate",{"$f":"TRANSPOSE('NTN-C (Anbima)'!$C$6:$C$8)","v":"2017-07-01"},"2021-04-01","2031-01-01"]
[null,null,null,null,"Tenor","6M","6M","6M"]
[null,null,null,null,"Calendar","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement"]
[null,null,null,null,"Convention"]
[null,null,null,null,"TermDateConv"]
[null,null,null,null,"GenRule","Backward","Backward","Backward"]
[null,null,null,null,"EndOfMonth"]
[null,null,null,null,"FirstDate"]
[null,null,null,null,"NextToLastDate"]
[null,null,null,null,"Permanent"]
[null,null,null,null,"Trigger"]
[]
[null,null,null,null,"Rate",{"$f":"TRANSPOSE('NTN-C (Anbima)'!$F$6:$F$8)/100","v":5.5075000000000006E-2},5.6311E-2,5.6064999999999997E-2]
[null,null,null,null,"DayCounter","Business252","Business252","Business252"]
[null,null,null,null,"Compounding","Compounded","Compounded","Compounded"]
[null,null,null,null,"Frequency","Annual","Annual","Annual"]
[]
[null,null,null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYield(F5,F43,F44,F45,F46,$F$2)","v":102.3745733237388},{"$f":"_xll.qlBondCleanPriceFromYield(G5,G43,G44,G45,G46,$F$2)","v":102.74568104211157},{"$f":"_xll.qlBondCleanPriceFromYield(H5,H43,H44,H45,H46,$F$2)","v":172.17637675169567}]
[null,null,null,null,"BondHelper",{"$f":"_xll.qlBondHelper(,F48,F5)","v":"obj_000df#0020"},{"$f":"_xll.qlBondHelper(,G48,G5)","v":"obj_000db#0018"},{"$f":"_xll.qlBondHelper(,H48,H5)","v":"obj_000e2#0019"}]
[]
[null,null,null,null,"Yield Curve",{"$f":"_xll.qlPiecewiseYieldCurve(,,F53,F49:H49,F54,,,,F55,F56)","v":"obj_000ea#0017"}]
[null,null,null,null,"Error",{"$f":"_xll.ohRangeRetrieveError(F51)","v":""}]
[null,null,null,null,"Calendar","Brazil::Settlement"]
[null,null,null,null,"DayCounter","Business252"]
[null,null,null,null,null,"Discount"]
[null,null,null,null,"Interpolator","LogLinear"]
[]
[null,null,null,null,"DayCounter","Business252"]
[null,null,null,null,"Compounding","Compounded"]
[null,null,null,null,"Frequency","Annual"]
[null,null,null,null,{"$f":"_xll.qlPiecewiseYieldCurveDates(F51)","v":"2011-11-11"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E61,$F$58,$F$59,$F$60)","v":5.5075000000471608E-2}]
[null,null,null,null,"2017-07-03",{"$f":"_xll.qlYieldTSZeroRate($F$51,E62,$F$58,$F$59,$F$60)","v":5.5074999999999985E-2}]
[null,null,null,null,"2021-04-01",{"$f":"_xll.qlYieldTSZeroRate($F$51,E63,$F$58,$F$59,$F$60)","v":5.6543774349456788E-2}]
[null,null,null,null,"2031-01-02",{"$f":"_xll.qlYieldTSZeroRate($F$51,E64,$F$58,$F$59,$F$60)","v":5.6102482437971224E-2}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E65,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E66,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E67,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E68,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E69,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E70,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E71,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E72,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E73,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E74,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E75,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E76,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E77,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E78,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[null,null,null,null,{"$error":"#N/A"},{"$f":"_xll.qlYieldTSZeroRate($F$51,E79,$F$58,$F$59,$F$60)","v":{"$error":"#NUM!"}}]
[]
[null,"Price Test from YTM",null,null,"Yield",{"$f":"TRANSPOSE('NTN-C (Anbima)'!$F$6:$F$8)/100","v":5.5075000000000006E-2},5.6311E-2,5.6064999999999997E-2]
[null,null,null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYield(F5,F43,F44,F45,F46,$F$2)","v":102.3745733237388},{"$f":"_xll.qlBondCleanPriceFromYield(G5,G43,G44,G45,G46,$F$2)","v":102.74568104211157},{"$f":"_xll.qlBondCleanPriceFromYield(H5,H43,H44,H45,H46,$F$2)","v":172.17637675169567}]
[null,null,null,null,"Accrued Amount",{"$f":"_xll.qlBondAccruedAmount(F$5)","v":2.1264484454501353},{"$f":"_xll.qlBondAccruedAmount(G5)","v":0.6495326858702466},{"$f":"_xll.qlBondAccruedAmount(H5)","v":4.1773185603884988}]
[null,null,null,null,"Anbima",{"$f":"TRANSPOSE('NTN-C (Anbima)'!$G$6:$G$8)","v":2685.952272},2657.5302849999998,4532.7542569999996]
[null,null,null,null,"QuantLibXL",{"$f":"(F82+F83)*(_xll.qlBondNotional(F$5)/100)","v":2685.9528318723696},{"$f":"(G82+G83)*(_xll.qlBondNotional(G$5)/100)","v":2657.5306385817848},{"$f":"(H82+H83)*(_xll.qlBondNotional(H$5)/100)","v":4532.7567072105758}]
[null,null,null,null,"Test",{"$f":"F85-F84","v":5.5987236964938347E-4},3.535817850206513E-4,2.4502105761712301E-3]
[]
[null,"Price Test from Yield Curve",null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(F5,$F$51,$F$2)","v":102.3745733237388},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(G5,$F$51,$F$2)","v":102.74568104205495},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(H5,$F$51,$F$2)","v":172.17637675178122}]
[null,null,null,null,"Accrued Amount",{"$f":"_xll.qlBondAccruedAmount(F5)","v":2.1264484454501353},{"$f":"_xll.qlBondAccruedAmount(G5)","v":0.6495326858702466},{"$f":"_xll.qlBondAccruedAmount(H5)","v":4.1773185603884988}]
[null,null,null,null,"Anbima",{"$f":"TRANSPOSE('NTN-C (Anbima)'!$G$6:$G$8)","v":2685.952272},2657.5302849999998,4532.7542569999996]
[null,null,null,null,"QuantLibXL",{"$f":"(F88+F89)*(_xll.qlBondNotional(F$5)/100)","v":2685.9528318723696},{"$f":"(G88+G89)*(_xll.qlBondNotional(G$5)/100)","v":2657.5306385803297},{"$f":"(H88+H89)*(_xll.qlBondNotional(H$5)/100)","v":4532.7567072127749}]
[null,null,null,null,"Test",{"$f":"F91-F90","v":5.5987236964938347E-4},3.5358032982912846E-4,2.4502127753294189E-3]
[]
[null,"Yield Test From Anbima Price",null,null,"Anbima",{"$f":"TRANSPOSE('NTN-C (Anbima)'!$G$6:$G$8)","v":2685.952272},2657.5302849999998,4532.7542569999996]
[null,null,null,null,"Accrued Amount",{"$f":"_xll.qlBondAccruedAmount(F$5)","v":2.1264484454501353},{"$f":"_xll.qlBondAccruedAmount(G$5)","v":0.6495326858702466},{"$f":"_xll.qlBondAccruedAmount(H$5)","v":4.1773185603884988}]
[null,null,null,null,"Clean Price",{"$f":"F94/(_xll.qlBondNotional(F5)/100)-F95","v":102.37455154106487},{"$f":"G94/(_xll.qlBondNotional(G5)/100)-G95","v":102.74566728548213},{"$f":"H94/(_xll.qlBondNotional(H5)/100)-H95","v":172.17628142257979}]
[null,null,null,null,"Yield",{"$f":"TRANSPOSE('NTN-C (Anbima)'!$F$6:$F$8)/100","v":5.5075000000000006E-2},5.6311E-2,5.6064999999999997E-2]
[null,null,null,null,"QuantLibXL",{"$f":"_xll.qlBondYieldFromCleanPrice(F5,F96,F44,F45,F46,$F$2)","v":5.5075045995414268E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(G5,G96,G44,G45,G46,$F$2)","v":5.6311019204556931E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(H5,H96,H44,H45,H46,$F$2)","v":5.6065056242048744E-2}]
[null,null,null,null,"Test",{"$f":"F98-F97","v":4.5995414262034462E-8},1.9204556930829675E-8,5.6242048747379147E-8]
[]
[null,"Yield Test From Yield Curve",null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(F5,$F$51,$F$2)","v":102.3745733237388},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(G5,$F$51,$F$2)","v":102.74568104205495},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(H5,$F$51,$F$2)","v":172.17637675178122}]
[null,null,null,null,"Yield",{"$f":"TRANSPOSE('NTN-C (Anbima)'!$F$6:$F$8)/100","v":5.5075000000000006E-2},5.6311E-2,5.6064999999999997E-2]
[null,null,null,null,"QuantLibXL",{"$f":"_xll.qlBondYieldFromCleanPrice(F5,F101,F44,F45,F46,$F$2)","v":5.5075000084936626E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(G5,G101,G44,G45,G46,$F$2)","v":5.6311000026762481E-2},{"$f":"_xll.qlBondYieldFromCleanPrice(H5,H101,H44,H45,H46,$F$2)","v":5.6065000064671036E-2}]
[null,null,null,null,"Test",{"$f":"F103-F102","v":8.4936620237119342E-11},2.6762481120101711E-11,6.4671039357033777E-11]

{"sheet":"LFT (Anbima)","index":9,"n_rows":24,"n_cols":11,"rows_kept":24,"cut":false,"hidden":false,"merged":[[23,0,23,10],[2,0,2,1],[2,2,2,10],[3,0,4,0],[3,1,4,1],[3,2,4,2],[3,3,4,3],[3,4,4,4],[3,5,4,5],[3,6,4,6],[3,7,3,10]]}
["Títulos Públicos Federais",null,null,null,null,null,null,null,null,null,"2011-11-11"]
[]
["Papel POS-SELIC",null,"LFT - Rentabilidade (% a.a.)/252"]
["Código SELIC","Data Base/Emissão","Data de Vencimento","Tx. Máxima","Tx. Mínima","Tx. Indicativas","PU","Intervalo Indicativo"]
[null,null,null,null,null,null,null,"Mínimo (D0)","Máximo (D0)","Mínimo (D+1)","Máximo (D+1)"]
[210100,"2000-07-01","2011-11-16","--",-8.0999999999999996E-3,-2.0999999999999999E-3,4949.7189150000004,-5.1999999999999998E-3,1.6000000000000001E-3,-5.4000000000000003E-3,1.5E-3]
[210100,"2000-07-01","2011-12-21","--",-7.7999999999999996E-3,-1.9E-3,4949.7288140000001,-5.1999999999999998E-3,1.5E-3,-5.1999999999999998E-3,1.2999999999999999E-3]
[210100,"2000-07-01","2012-03-07",2.5000000000000001E-3,-6.4999999999999997E-3,-1.5E-3,4949.7387129999997,-5.1999999999999998E-3,1.6000000000000001E-3,-5.3E-3,1.6000000000000001E-3]
[210100,"2000-07-01","2012-09-07","--",-7.7999999999999996E-3,-1.4E-3,4949.7733609999996,-4.7000000000000002E-3,1.5E-3,-4.4000000000000003E-3,1.1999999999999999E-3]
[210100,"2000-07-01","2012-11-21","--",-6.6E-3,-1.4E-3,4949.788211,-4.3E-3,1.1999999999999999E-3,-4.1999999999999997E-3,1.1000000000000001E-3]
[210100,"2000-07-01","2013-03-07","--",-6.3E-3,-1.2999999999999999E-3,4949.8030600000002,-4.1000000000000003E-3,1.2999999999999999E-3,-4.1000000000000003E-3,1.1999999999999999E-3]
[210100,"2000-07-01","2013-06-07",1.4E-3,-5.3E-3,-1.5E-3,4949.8327579999996,-4.1000000000000003E-3,1.5E-3,-4.1000000000000003E-3,1.4E-3]
[210100,"2000-07-01","2013-09-07",2E-3,-5.7999999999999996E-3,-8.9999999999999998E-4,4949.7981099999997,-4.0000000000000001E-3,1.5E-3,-4.1000000000000003E-3,1.6000000000000001E-3]
[210100,"2000-07-01","2013-12-18",1.8E-3,-5.1999999999999998E-3,-1.6999999999999999E-3,4949.8921549999995,-4.4000000000000003E-3,2.2000000000000001E-3,-4.4000000000000003E-3,2.0999999999999999E-3]
[210100,"2000-07-01","2014-03-07",1.9E-3,-5.5999999999999999E-3,-1.2999999999999999E-3,4949.8674060000003,-3.8999999999999998E-3,1.9E-3,-4.0000000000000001E-3,1.8E-3]
[210100,"2000-07-01","2014-09-07",1.6999999999999999E-3,-5.4999999999999997E-3,-8.9999999999999998E-4,4949.8426570000001,-3.3999999999999998E-3,1.6999999999999999E-3,-3.5000000000000001E-3,1.5E-3]
[210100,"2000-07-01","2015-03-07",1.8E-3,-6.6E-3,-5.0000000000000001E-4,4949.7981099999997,-3.5999999999999999E-3,2E-3,-3.7000000000000002E-3,1.9E-3]
[210100,"2000-07-01","2015-09-07",2.2000000000000001E-3,-6.6E-3,-1E-3,4949.9070039999997,-3.2000000000000002E-3,1.6999999999999999E-3,-3.3999999999999998E-3,1.6000000000000001E-3]
[210100,"2000-07-01","2016-03-01",2.2000000000000001E-3,-6.7999999999999996E-3,-8.0000000000000004E-4,4949.887205,-3.0000000000000001E-3,1.5E-3,-3.0000000000000001E-3,1.2999999999999999E-3]
[210100,"2000-07-01","2016-09-07",1.8E-3,-6.8999999999999999E-3,-8.0000000000000004E-4,4949.9070039999997,-3.3999999999999998E-3,1.9E-3,-3.3E-3,1.5E-3]
[210100,"2000-07-01","2017-03-07",2.2000000000000001E-3,-7.1999999999999998E-3,-6.9999999999999999E-4,4949.9020540000001,-3.3E-3,1.6000000000000001E-3,-3.3999999999999998E-3,1.5E-3]
[210100,"2000-07-01","2017-09-07",2.0999999999999999E-3,-7.1999999999999998E-3,-1.1000000000000001E-3,4950.0307469999998,-3.5000000000000001E-3,1.5E-3,-3.3999999999999998E-3,1.5E-3]
[210100,"2000-07-01","2018-03-01",2.0999999999999999E-3,-7.1999999999999998E-3,-1.1000000000000001E-3,4950.0604450000001,-3.8999999999999998E-3,1.6000000000000001E-3,-3.7000000000000002E-3,1.6000000000000001E-3]
["Quando uma taxa for interpolada será apresentada em negrito."]

{"sheet":"LFT (QuantLibXL)","index":10,"n_rows":80,"n_cols":23,"rows_kept":80,"cut":false,"hidden":false,"merged":[[76,1,79,3],[56,1,61,3],[63,1,67,3],[69,1,74,3]]}
[]
[null,null,null,null,"Evaluation Date",{"$f":"'LFT (Anbima)'!K1","v":"2011-11-11"}]
[null,null,null,null,"Set Evaluation Date",{"$f":"_xll.qlSettingsSetEvaluationDate(F2)","v":true}]
[]
[null,null,null,null,"ZeroRateBond",{"$f":"_xll.qlZeroCouponBond(,F8,F9,F10,F16,F11,F12,F13,F14,F15)","v":"obj_00008#0008"},{"$f":"_xll.qlZeroCouponBond(,G8,G9,G10,G16,G11,G12,G13,G14,G15)","v":"obj_00004#0007"},{"$f":"_xll.qlZeroCouponBond(,H8,H9,H10,H16,H11,H12,H13,H14,H15)","v":"obj_00000#0007"},{"$f":"_xll.qlZeroCouponBond(,I8,I9,I10,I16,I11,I12,I13,I14,I15)","v":"obj_00009#0007"},{"$f":"_xll.qlZeroCouponBond(,J8,J9,J10,J16,J11,J12,J13,J14,J15)","v":"obj_0000b#0007"},{"$f":"_xll.qlZeroCouponBond(,K8,K9,K10,K16,K11,K12,K13,K14,K15)","v":"obj_00010#0007"},{"$f":"_xll.qlZeroCouponBond(,L8,L9,L10,L16,L11,L12,L13,L14,L15)","v":"obj_00002#0007"},{"$f":"_xll.qlZeroCouponBond(,M8,M9,M10,M16,M11,M12,M13,M14,M15)","v":"obj_00011#0007"},{"$f":"_xll.qlZeroCouponBond(,N8,N9,N10,N16,N11,N12,N13,N14,N15)","v":"obj_0000c#0007"},{"$f":"_xll.qlZeroCouponBond(,O8,O9,O10,O16,O11,O12,O13,O14,O15)","v":"obj_0000d#0007"},{"$f":"_xll.qlZeroCouponBond(,P8,P9,P10,P16,P11,P12,P13,P14,P15)","v":"obj_0000e#0007"},{"$f":"_xll.qlZeroCouponBond(,Q8,Q9,Q10,Q16,Q11,Q12,Q13,Q14,Q15)","v":"obj_00001#0007"},{"$f":"_xll.qlZeroCouponBond(,R8,R9,R10,R16,R11,R12,R13,R14,R15)","v":"obj_0000f#0007"},{"$f":"_xll.qlZeroCouponBond(,S8,S9,S10,S16,S11,S12,S13,S14,S15)","v":"obj_00006#0007"},{"$f":"_xll.qlZeroCouponBond(,T8,T9,T10,T16,T11,T12,T13,T14,T15)","v":"obj_00003#0007"},{"$f":"_xll.qlZeroCouponBond(,U8,U9,U10,U16,U11,U12,U13,U14,U15)","v":"obj_00007#0007"},{"$f":"_xll.qlZeroCouponBond(,V8,V9,V10,V16,V11,V12,V13,V14,V15)","v":"obj_00005#0007"},{"$f":"_xll.qlZeroCouponBond(,W8,W9,W10,W16,W11,W12,W13,W14,W15)","v":"obj_0000a#0013"}]
[null,null,null,null,"Error",{"$f":"_xll.ohRangeRetrieveError(F5)","v":""},{"$f":"_xll.ohRangeRetrieveError(G5)","v":""},{"$f":"_xll.ohRangeRetrieveError(H5)","v":""},{"$f":"_xll.ohRangeRetrieveError(I5)","v":""},{"$f":"_xll.ohRangeRetrieveError(J5)","v":""},{"$f":"_xll.ohRangeRetrieveError(K5)","v":""},{"$f":"_xll.ohRangeRetrieveError(L5)","v":""},{"$f":"_xll.ohRangeRetrieveError(M5)","v":""},{"$f":"_xll.ohRangeRetrieveError(N5)","v":""},{"$f":"_xll.ohRangeRetrieveError(O5)","v":""},{"$f":"_xll.ohRangeRetrieveError(P5)","v":""},{"$f":"_xll.ohRangeRetrieveError(Q5)","v":""},{"$f":"_xll.ohRangeRetrieveError(R5)","v":""},{"$f":"_xll.ohRangeRetrieveError(S5)","v":""},{"$f":"_xll.ohRangeRetrieveError(T5)","v":""},{"$f":"_xll.ohRangeRetrieveError(U5)","v":""},{"$f":"_xll.ohRangeRetrieveError(V5)","v":""},{"$f":"_xll.ohRangeRetrieveError(W5)","v":""}]
[null,null,null,null,"ObjectID"]
[null,null,null,null,"Description","LFT","LFT","LFT","LFT","LFT","LFT","LFT","LFT","LFT","LFT","LFT","LFT","LFT","LFT","LFT","LFT","LFT","LFT"]
[null,null,null,null,"Currency","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL","BRL"]
[null,null,null,null,"SettlementDays",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,null,null,null,"FaceAmount",4949.7189150000004,4949.7189150000004,4949.7189150000004,4949.7189150000004,4949.7189150000004,4949.7189150000004,4949.7189150000004,4949.7189150000004,4949.7189150000004,4949.7189150000004,4949.7189150000004,4949.7189150000004,4949.7189150000004,4949.7189150000004,4949.7189150000004,4949.7189150000004,4949.7189150000004,4949.7189150000004]
[null,null,null,null,"TerminationDate",{"$f":"TRANSPOSE('LFT (Anbima)'!$C$6:$C$23)","v":"2011-11-16"},"2011-12-21","2012-03-07","2012-09-07","2012-11-21","2013-03-07","2013-06-07","2013-09-07","2013-12-18","2014-03-07","2014-09-07","2015-03-07","2015-09-07","2016-03-01","2016-09-07","2017-03-07","2017-09-07","2018-03-01"]
[null,null,null,null,"PaymentBDC","Following","Following","Following","Following","Following","Following","Following","Following","Following","Following","Following","Following","Following","Following","Following","Following","Following","Following"]
[null,null,null,null,"Redemption",100,100,100,100,100,100,100,100,100,100,100,100,100,100,100,100,100,100]
[null,null,null,null,"IssueDate",{"$f":"TRANSPOSE('LFT (Anbima)'!$B$6:$B$23)","v":"2000-07-01"},"2000-07-01","2000-07-01","2000-07-01","2000-07-01","2000-07-01","2000-07-01","2000-07-01","2000-07-01","2000-07-01","2000-07-01","2000-07-01","2000-07-01","2000-07-01","2000-07-01","2000-07-01","2000-07-01","2000-07-01"]
[null,null,null,null,"Calendar","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement","Brazil::Settlement"]
[null,null,null,null,"Permanent"]
[]
[null,null,null,null,"Rate",{"$f":"TRANSPOSE('LFT (Anbima)'!$F$6:$F$23)/100","v":-2.0999999999999999E-5},-1.9000000000000001E-5,-1.5E-5,-1.4E-5,-1.4E-5,-1.2999999999999999E-5,-1.5E-5,-9.0000000000000002E-6,-1.7E-5,-1.2999999999999999E-5,-9.0000000000000002E-6,-5.0000000000000004E-6,-1.0000000000000001E-5,-7.9999999999999996E-6,-7.9999999999999996E-6,-6.9999999999999999E-6,-1.1000000000000001E-5,-1.1000000000000001E-5]
[null,null,null,null,"DayCounter","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252","Business252"]
[null,null,null,null,"Compounding","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded","Compounded"]
[null,null,null,null,"Frequency","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual","Annual"]
[]
[null,null,null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYield(F5,F19,F20,F21,F22,$F$2)","v":100.00001666684305},{"$f":"_xll.qlBondCleanPriceFromYield(G5,G19,G20,G21,G22,$F$2)","v":100.00020357356972},{"$f":"_xll.qlBondCleanPriceFromYield(H5,H19,H20,H21,H22,$F$2)","v":100.00047619518146},{"$f":"_xll.qlBondCleanPriceFromYield(I5,I19,I20,I21,I22,$F$2)","v":100.00116112597996},{"$f":"_xll.qlBondCleanPriceFromYield(J5,J19,J20,J21,J22,$F$2)","v":100.00143335363916},{"$f":"_xll.qlBondCleanPriceFromYield(K5,K19,K20,K21,K22,$F$2)","v":100.00170240650874},{"$f":"_xll.qlBondCleanPriceFromYield(L5,L19,L20,L21,L22,$F$2)","v":100.00233933062101},{"$f":"_xll.qlBondCleanPriceFromYield(M5,M19,M20,M21,M22,$F$2)","v":100.00163930652762},{"$f":"_xll.qlBondCleanPriceFromYield(N5,N19,N20,N21,N22,$F$2)","v":100.00357549113579},{"$f":"_xll.qlBondCleanPriceFromYield(O5,O19,O20,O21,O22,$F$2)","v":100.00300760445924},{"$f":"_xll.qlBondCleanPriceFromYield(P5,P19,P20,P21,P22,$F$2)","v":100.00253575784629},{"$f":"_xll.qlBondCleanPriceFromYield(Q5,Q19,Q20,Q21,Q22,$F$2)","v":100.00165874806265},{"$f":"_xll.qlBondCleanPriceFromYield(R5,R19,R20,R21,R22,$F$2)","v":100.00381755227154},{"$f":"_xll.qlBondCleanPriceFromYield(S5,S19,S20,S21,S22,$F$2)","v":100.00343181864434},{"$f":"_xll.qlBondCleanPriceFromYield(T5,T19,T20,T21,T22,$F$2)","v":100.00385405793683},{"$f":"_xll.qlBondCleanPriceFromYield(U5,U19,U20,U21,U22,$F$2)","v":100.00371397085374},{"$f":"_xll.qlBondCleanPriceFromYield(V5,V19,V20,V21,V22,$F$2)","v":100.00639508091832},{"$f":"_xll.qlBondCleanPriceFromYield(W5,W19,W20,W21,W22,$F$2)","v":100.00690583197797}]
[null,null,null,null,"BondHelper",{"$f":"_xll.qlBondHelper(,F24,F5)","v":"obj_0002e#0013"},{"$f":"_xll.qlBondHelper(,G24,G5)","v":"obj_0002f#0007"},{"$f":"_xll.qlBondHelper(,H24,H5)","v":"obj_00030#0007"},{"$f":"_xll.qlBondHelper(,I24,I5)","v":"obj_0002d#0007"},{"$f":"_xll.qlBondHelper(,J24,J5)","v":"obj_0002c#0007"},{"$f":"_xll.qlBondHelper(,K24,K5)","v":"obj_00028#0007"},{"$f":"_xll.qlBondHelper(,L24,L5)","v":"obj_0002b#0007"},{"$f":"_xll.qlBondHelper(,M24,M5)","v":"obj_00029#0007"},{"$f":"_xll.qlBondHelper(,N24,N5)","v":"obj_0001b#0007"},{"$f":"_xll.qlBondHelper(,O24,O5)","v":"obj_00022#0007"},{"$f":"_xll.qlBondHelper(,P24,P5)","v":"obj_00023#0007"},{"$f":"_xll.qlBondHelper(,Q24,Q5)","v":"obj_0001e#0007"},{"$f":"_xll.qlBondHelper(,R24,R5)","v":"obj_00020#0007"},{"$f":"_xll.qlBondHelper(,S24,S5)","v":"obj_00027#0007"},{"$f":"_xll.qlBondHelper(,T24,T5)","v":"obj_00021#0007"},{"$f":"_xll.qlBondHelper(,U24,U5)","v":"obj_0001d#0007"},{"$f":"_xll.qlBondHelper(,V24,V5)","v":"obj_00025#0007"},{"$f":"_xll.qlBondHelper(,W24,W5)","v":"obj_0001f#0007"}]
[]
[null,null,null,null,"Yield Curve",{"$f":"_xll.qlPiecewiseYieldCurve(,,F29,F25:W25,F30,,,,F31,F32)","v":"obj_00099#0018"}]
[null,null,null,null,"Error",{"$f":"_xll.ohRangeRetrieveError(F27)","v":""}]
[null,null,null,null,"Calendar","Brazil::Settlement"]
[null,null,null,null,"DayCounter","Business252"]
[null,null,null,null,null,"Discount"]
[null,null,null,null,"Interpolator","LogLinear"]
[]
[null,null,null,null,"DayCounter","Business252"]
[null,null,null,null,"Compounding","Compounded"]
[null,null,null,null,"Frequency","Annual"]
[null,null,null,null,{"$f":"_xll.qlPiecewiseYieldCurveDates(F27)","v":"2011-11-11"},{"$f":"_xll.qlYieldTSZeroRate($F$27,E37,$F$34,$F$35,$F$36)","v":-2.1000001080628827E-5}]
[null,null,null,null,"2011-11-16",{"$f":"_xll.qlYieldTSZeroRate($F$27,E38,$F$34,$F$35,$F$36)","v":-2.100000000693214E-5}]
[null,null,null,null,"2011-12-21",{"$f":"_xll.qlYieldTSZeroRate($F$27,E39,$F$34,$F$35,$F$36)","v":-1.8999999997659778E-5}]
[null,null,null,null,"2012-03-07",{"$f":"_xll.qlYieldTSZeroRate($F$27,E40,$F$34,$F$35,$F$36)","v":-1.5000000000098268E-5}]
[null,null,null,null,"2012-09-10",{"$f":"_xll.qlYieldTSZeroRate($F$27,E41,$F$34,$F$35,$F$36)","v":-1.3999999999736445E-5}]
[null,null,null,null,"2012-11-21",{"$f":"_xll.qlYieldTSZeroRate($F$27,E42,$F$34,$F$35,$F$36)","v":-1.3999999999847468E-5}]
[null,null,null,null,"2013-03-07",{"$f":"_xll.qlYieldTSZeroRate($F$27,E43,$F$34,$F$35,$F$36)","v":-1.3000000000151779E-5}]
[null,null,null,null,"2013-06-07",{"$f":"_xll.qlYieldTSZeroRate($F$27,E44,$F$34,$F$35,$F$36)","v":-1.5000000320730678E-5}]
[null,null,null,null,"2013-09-09",{"$f":"_xll.qlYieldTSZeroRate($F$27,E45,$F$34,$F$35,$F$36)","v":-8.9999997254786024E-6}]
[null,null,null,null,"2013-12-18",{"$f":"_xll.qlYieldTSZeroRate($F$27,E46,$F$34,$F$35,$F$36)","v":-1.7000000000044757E-5}]
[null,null,null,null,"2014-03-07",{"$f":"_xll.qlYieldTSZeroRate($F$27,E47,$F$34,$F$35,$F$36)","v":-1.3000000000040757E-5}]
[null,null,null,null,"2014-09-08",{"$f":"_xll.qlYieldTSZeroRate($F$27,E48,$F$34,$F$35,$F$36)","v":-8.9999998225120947E-6}]
[null,null,null,null,"2015-03-09",{"$f":"_xll.qlYieldTSZeroRate($F$27,E49,$F$34,$F$35,$F$36)","v":-5.000000000032756E-6}]
[null,null,null,null,"2015-09-08",{"$f":"_xll.qlYieldTSZeroRate($F$27,E50,$F$34,$F$35,$F$36)","v":-9.9999999999544897E-6}]
[null,null,null,null,"2016-03-01",{"$f":"_xll.qlYieldTSZeroRate($F$27,E51,$F$34,$F$35,$F$36)","v":-8.0000000000080007E-6}]
[null,null,null,null,"2016-09-08",{"$f":"_xll.qlYieldTSZeroRate($F$27,E52,$F$34,$F$35,$F$36)","v":-8.0000001038138535E-6}]
[null,null,null,null,"2017-03-07",{"$f":"_xll.qlYieldTSZeroRate($F$27,E53,$F$34,$F$35,$F$36)","v":-7.0000000942371798E-6}]
[null,null,null,null,"2017-09-08",{"$f":"_xll.qlYieldTSZeroRate($F$27,E54,$F$34,$F$35,$F$36)","v":-1.1000000000094268E-5}]
[null,null,null,null,"2018-03-01",{"$f":"_xll.qlYieldTSZeroRate($F$27,E55,$F$34,$F$35,$F$36)","v":-1.0999999999983245E-5}]
[]
[null,"Price Test from YTM",null,null,"Yield",{"$f":"TRANSPOSE('LFT (Anbima)'!$F$6:$F$23)/100","v":-2.0999999999999999E-5},-1.9000000000000001E-5,-1.5E-5,-1.4E-5,-1.4E-5,-1.2999999999999999E-5,-1.5E-5,-9.0000000000000002E-6,-1.7E-5,-1.2999999999999999E-5,-9.0000000000000002E-6,-5.0000000000000004E-6,-1.0000000000000001E-5,-7.9999999999999996E-6,-7.9999999999999996E-6,-6.9999999999999999E-6,-1.1000000000000001E-5,-1.1000000000000001E-5]
[null,null,null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYield(F5,F19,F20,F21,F22,$F$2)","v":100.00001666684305},{"$f":"_xll.qlBondCleanPriceFromYield(G5,G19,G20,G21,G22,$F$2)","v":100.00020357356972},{"$f":"_xll.qlBondCleanPriceFromYield(H5,H19,H20,H21,H22,$F$2)","v":100.00047619518146},{"$f":"_xll.qlBondCleanPriceFromYield(I5,I19,I20,I21,I22,$F$2)","v":100.00116112597996},{"$f":"_xll.qlBondCleanPriceFromYield(J5,J19,J20,J21,J22,$F$2)","v":100.00143335363916},{"$f":"_xll.qlBondCleanPriceFromYield(K5,K19,K20,K21,K22,$F$2)","v":100.00170240650874},{"$f":"_xll.qlBondCleanPriceFromYield(L5,L19,L20,L21,L22,$F$2)","v":100.00233933062101},{"$f":"_xll.qlBondCleanPriceFromYield(M5,M19,M20,M21,M22,$F$2)","v":100.00163930652762},{"$f":"_xll.qlBondCleanPriceFromYield(N5,N19,N20,N21,N22,$F$2)","v":100.00357549113579},{"$f":"_xll.qlBondCleanPriceFromYield(O5,O19,O20,O21,O22,$F$2)","v":100.00300760445924},{"$f":"_xll.qlBondCleanPriceFromYield(P5,P19,P20,P21,P22,$F$2)","v":100.00253575784629},{"$f":"_xll.qlBondCleanPriceFromYield(Q5,Q19,Q20,Q21,Q22,$F$2)","v":100.00165874806265},{"$f":"_xll.qlBondCleanPriceFromYield(R5,R19,R20,R21,R22,$F$2)","v":100.00381755227154},{"$f":"_xll.qlBondCleanPriceFromYield(S5,S19,S20,S21,S22,$F$2)","v":100.00343181864434},{"$f":"_xll.qlBondCleanPriceFromYield(T5,T19,T20,T21,T22,$F$2)","v":100.00385405793683},{"$f":"_xll.qlBondCleanPriceFromYield(U5,U19,U20,U21,U22,$F$2)","v":100.00371397085374},{"$f":"_xll.qlBondCleanPriceFromYield(V5,V19,V20,V21,V22,$F$2)","v":100.00639508091832},{"$f":"_xll.qlBondCleanPriceFromYield(W5,W19,W20,W21,W22,$F$2)","v":100.00690583197797}]
[null,null,null,null,"Accrued Amount",{"$f":"_xll.qlBondAccruedAmount(F$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(G5)","v":0},{"$f":"_xll.qlBondAccruedAmount(H5)","v":0},{"$f":"_xll.qlBondAccruedAmount(I5)","v":0},{"$f":"_xll.qlBondAccruedAmount(J5)","v":0},{"$f":"_xll.qlBondAccruedAmount(K5)","v":0},{"$f":"_xll.qlBondAccruedAmount(L5)","v":0},{"$f":"_xll.qlBondAccruedAmount(M5)","v":0},{"$f":"_xll.qlBondAccruedAmount(N5)","v":0},{"$f":"_xll.qlBondAccruedAmount(O5)","v":0},{"$f":"_xll.qlBondAccruedAmount(P5)","v":0},{"$f":"_xll.qlBondAccruedAmount(Q5)","v":0},{"$f":"_xll.qlBondAccruedAmount(R5)","v":0},{"$f":"_xll.qlBondAccruedAmount(S5)","v":0},{"$f":"_xll.qlBondAccruedAmount(T5)","v":0},{"$f":"_xll.qlBondAccruedAmount(U5)","v":0},{"$f":"_xll.qlBondAccruedAmount(V5)","v":0},{"$f":"_xll.qlBondAccruedAmount(W5)","v":0}]
[null,null,null,null,"Anbima",{"$f":"TRANSPOSE('LFT (Anbima)'!$G$6:$G$23)","v":4949.7189150000004},4949.7288140000001,4949.7387129999997,4949.7733609999996,4949.788211,4949.8030600000002,4949.8327579999996,4949.7981099999997,4949.8921549999995,4949.8674060000003,4949.8426570000001,4949.7981099999997,4949.9070039999997,4949.887205,4949.9070039999997,4949.9020540000001,4950.0307469999998,4950.0604450000001]
[null,null,null,null,"QuantLibXL",{"$f":"(F58+F59)*(_xll.qlBondNotional(F$5)/100)","v":4949.7197399618835},{"$f":"(G58+G59)*(_xll.qlBondNotional(G$5)/100)","v":4949.7289913194872},{"$f":"(H58+H59)*(_xll.qlBondNotional(H$5)/100)","v":4949.7424853229695},{"$f":"(I58+I59)*(_xll.qlBondNotional(I$5)/100)","v":4949.7763874722577},{"$f":"(J58+J59)*(_xll.qlBondNotional(J$5)/100)","v":4949.7898619761963},{"$f":"(K58+K59)*(_xll.qlBondNotional(K$5)/100)","v":4949.8031793369737},{"$f":"(L58+L59)*(_xll.qlBondNotional(L$5)/100)","v":4949.8347052902327},{"$f":"(M58+M59)*(_xll.qlBondNotional(M$5)/100)","v":4949.8000560652727},{"$f":"(N58+N59)*(_xll.qlBondNotional(N$5)/100)","v":4949.8958917610526},{"$f":"(O58+O59)*(_xll.qlBondNotional(O$5)/100)","v":4949.8677829668077},{"$f":"(P58+P59)*(_xll.qlBondNotional(P$5)/100)","v":4949.8444278857569},{"$f":"(Q58+Q59)*(_xll.qlBondNotional(Q$5)/100)","v":4949.8010183666102},{"$f":"(R58+R59)*(_xll.qlBondNotional(R$5)/100)","v":4949.9078731068748},{"$f":"(S58+S59)*(_xll.qlBondNotional(S$5)/100)","v":4949.8887803765683},{"$f":"(T58+T59)*(_xll.qlBondNotional(T$5)/100)","v":4949.9096800346952},{"$f":"(U58+U59)*(_xll.qlBondNotional(U$5)/100)","v":4949.9027461178457},{"$f":"(V58+V59)*(_xll.qlBondNotional(V$5)/100)","v":4950.0354535298438},{"$f":"(W58+W59)*(_xll.qlBondNotional(W$5)/100)","v":4950.0607342716521}]
[null,null,null,null,"Test",{"$f":"F61-F60","v":8.2496188315417385E-4},1.7731948719301727E-4,3.7723229697803617E-3,3.0264722581705428E-3,1.6509761962879566E-3,1.1933697351196315E-4,1.9472902331472142E-3,1.9460652729321737E-3,3.7367610530054662E-3,3.7696680738008581E-4,1.7708857567413361E-3,2.9083666104270378E-3,8.6910687514318852E-4,1.575376568325737E-3,2.676034695468843E-3,6.9211784557410283E-4,4.7065298440429615E-3,2.892716520364047E-4]
[]
[null,"Price Test from Yield Curve",null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(F5,$F$27,$F$2)","v":100.00001666684305},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(G5,$F$27,$F$2)","v":100.00020357356972},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(H5,$F$27,$F$2)","v":100.00047619518146},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(I5,$F$27,$F$2)","v":100.00116112597996},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(J5,$F$27,$F$2)","v":100.00143335363916},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(K5,$F$27,$F$2)","v":100.00170240650874},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(L5,$F$27,$F$2)","v":100.00233933067105},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(M5,$F$27,$F$2)","v":100.00163930647759},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(N5,$F$27,$F$2)","v":100.00357549113579},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(O5,$F$27,$F$2)","v":100.00300760445924},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(P5,$F$27,$F$2)","v":100.00253575779627},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(Q5,$F$27,$F$2)","v":100.00165874806265},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(R5,$F$27,$F$2)","v":100.00381755227154},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(S5,$F$27,$F$2)","v":100.00343181864434},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(T5,$F$27,$F$2)","v":100.00385405798686},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(U5,$F$27,$F$2)","v":100.00371397090377},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(V5,$F$27,$F$2)","v":100.00639508091832},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(W5,$F$27,$F$2)","v":100.00690583197797}]
[null,null,null,null,"Accrued Amount",{"$f":"_xll.qlBondAccruedAmount(F5)","v":0},{"$f":"_xll.qlBondAccruedAmount(G5)","v":0},{"$f":"_xll.qlBondAccruedAmount(H5)","v":0},{"$f":"_xll.qlBondAccruedAmount(I5)","v":0},{"$f":"_xll.qlBondAccruedAmount(J5)","v":0},{"$f":"_xll.qlBondAccruedAmount(K5)","v":0},{"$f":"_xll.qlBondAccruedAmount(L5)","v":0},{"$f":"_xll.qlBondAccruedAmount(M5)","v":0},{"$f":"_xll.qlBondAccruedAmount(N5)","v":0},{"$f":"_xll.qlBondAccruedAmount(O5)","v":0},{"$f":"_xll.qlBondAccruedAmount(P5)","v":0},{"$f":"_xll.qlBondAccruedAmount(Q5)","v":0},{"$f":"_xll.qlBondAccruedAmount(R5)","v":0},{"$f":"_xll.qlBondAccruedAmount(S5)","v":0},{"$f":"_xll.qlBondAccruedAmount(T5)","v":0},{"$f":"_xll.qlBondAccruedAmount(U5)","v":0},{"$f":"_xll.qlBondAccruedAmount(V5)","v":0},{"$f":"_xll.qlBondAccruedAmount(W5)","v":0}]
[null,null,null,null,"Anbima",{"$f":"TRANSPOSE('LFT (Anbima)'!G6:G23)","v":4949.7189150000004},4949.7288140000001,4949.7387129999997,4949.7733609999996,4949.788211,4949.8030600000002,4949.8327579999996,4949.7981099999997,4949.8921549999995,4949.8674060000003,4949.8426570000001,4949.7981099999997,4949.9070039999997,4949.887205,4949.9070039999997,4949.9020540000001,4950.0307469999998,4950.0604450000001]
[null,null,null,null,"QuantLibXL",{"$f":"(F64+F65)*(_xll.qlBondNotional(F$5)/100)","v":4949.7197399618835},{"$f":"(G64+G65)*(_xll.qlBondNotional(G$5)/100)","v":4949.7289913194872},{"$f":"(H64+H65)*(_xll.qlBondNotional(H$5)/100)","v":4949.7424853229695},{"$f":"(I64+I65)*(_xll.qlBondNotional(I$5)/100)","v":4949.7763874722577},{"$f":"(J64+J65)*(_xll.qlBondNotional(J$5)/100)","v":4949.7898619761963},{"$f":"(K64+K65)*(_xll.qlBondNotional(K$5)/100)","v":4949.8031793369737},{"$f":"(L64+L65)*(_xll.qlBondNotional(L$5)/100)","v":4949.8347052927093},{"$f":"(M64+M65)*(_xll.qlBondNotional(M$5)/100)","v":4949.8000560627961},{"$f":"(N64+N65)*(_xll.qlBondNotional(N$5)/100)","v":4949.8958917610526},{"$f":"(O64+O65)*(_xll.qlBondNotional(O$5)/100)","v":4949.8677829668077},{"$f":"(P64+P65)*(_xll.qlBondNotional(P$5)/100)","v":4949.8444278832812},{"$f":"(Q64+Q65)*(_xll.qlBondNotional(Q$5)/100)","v":4949.8010183666102},{"$f":"(R64+R65)*(_xll.qlBondNotional(R$5)/100)","v":4949.9078731068748},{"$f":"(S64+S65)*(_xll.qlBondNotional(S$5)/100)","v":4949.8887803765683},{"$f":"(T64+T65)*(_xll.qlBondNotional(T$5)/100)","v":4949.9096800371708},{"$f":"(U64+U65)*(_xll.qlBondNotional(U$5)/100)","v":4949.9027461203223},{"$f":"(V64+V65)*(_xll.qlBondNotional(V$5)/100)","v":4950.0354535298438},{"$f":"(W64+W65)*(_xll.qlBondNotional(W$5)/100)","v":4950.0607342716521}]
[null,null,null,null,"Test",{"$f":"F67-F66","v":8.2496188315417385E-4},1.7731948719301727E-4,3.7723229697803617E-3,3.0264722581705428E-3,1.6509761962879566E-3,1.1933697351196315E-4,1.9472927097012871E-3,1.9460627963781008E-3,3.7367610530054662E-3,3.7696680738008581E-4,1.7708832810967579E-3,2.9083666104270378E-3,8.6910687514318852E-4,1.575376568325737E-3,2.6760371711134212E-3,6.9212032212817576E-4,4.7065298440429615E-3,2.892716520364047E-4]
[]
[null,"Yield Test From Anbima Price",null,null,"Anbima",{"$f":"TRANSPOSE('LFT (Anbima)'!$G$6:$G$23)","v":4949.7189150000004},4949.7288140000001,4949.7387129999997,4949.7733609999996,4949.788211,4949.8030600000002,4949.8327579999996,4949.7981099999997,4949.8921549999995,4949.8674060000003,4949.8426570000001,4949.7981099999997,4949.9070039999997,4949.887205,4949.9070039999997,4949.9020540000001,4950.0307469999998,4950.0604450000001]
[null,null,null,null,"Accrued Amount",{"$f":"_xll.qlBondAccruedAmount(F$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(G$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(H$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(I$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(J$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(K$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(L$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(M$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(N$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(O$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(P$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(Q$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(R$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(S$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(T$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(U$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(V$5)","v":0},{"$f":"_xll.qlBondAccruedAmount(W$5)","v":0}]
[null,null,null,null,"Clean Price",{"$f":"F70/(_xll.qlBondNotional(F5)/100)-F71","v":100},{"$f":"G70/(_xll.qlBondNotional(G5)/100)-G71","v":100.00019999115445},{"$f":"H70/(_xll.qlBondNotional(H5)/100)-H71","v":100.00039998230888},{"$f":"I70/(_xll.qlBondNotional(I5)/100)-I71","v":100.00109998165419},{"$f":"J70/(_xll.qlBondNotional(J5)/100)-J71","v":100.00139999869063},{"$f":"K70/(_xll.qlBondNotional(K5)/100)-K71","v":100.00169999552388},{"$f":"L70/(_xll.qlBondNotional(L5)/100)-L71","v":100.00229998919038},{"$f":"M70/(_xll.qlBondNotional(M5)/100)-M71","v":100.00159998984506},{"$f":"N70/(_xll.qlBondNotional(N5)/100)-N71","v":100.00349999672656},{"$f":"O70/(_xll.qlBondNotional(O5)/100)-O71","v":100.00299998853571},{"$f":"P70/(_xll.qlBondNotional(P5)/100)-P71","v":100.00249998034484},{"$f":"Q70/(_xll.qlBondNotional(Q5)/100)-Q71","v":100.00159998984506},{"$f":"R70/(_xll.qlBondNotional(R5)/100)-R71","v":100.00379999355982},{"$f":"S70/(_xll.qlBondNotional(S5)/100)-S71","v":100.00339999104777},{"$f":"T70/(_xll.qlBondNotional(T5)/100)-T71","v":100.00379999355982},{"$f":"U70/(_xll.qlBondNotional(U5)/100)-U71","v":100.00369998788102},{"$f":"V70/(_xll.qlBondNotional(V5)/100)-V71","v":100.00629999410783},{"$f":"W70/(_xll.qlBondNotional(W5)/100)-W71","v":100.00689998777435}]
[null,null,null,null,"Yield",{"$f":"TRANSPOSE('LFT (Anbima)'!$F$6:$F$23)/100","v":-2.0999999999999999E-5},-1.9000000000000001E-5,-1.5E-5,-1.4E-5,-1.4E-5,-1.2999999999999999E-5,-1.5E-5,-9.0000000000000002E-6,-1.7E-5,-1.2999999999999999E-5,-9.0000000000000002E-6,-5.0000000000000004E-6,-1.0000000000000001E-5,-7.9999999999999996E-6,-7.9999999999999996E-6,-6.9999999999999999E-6,-1.1000000000000001E-5,-1.1000000000000001E-5]
[null,null,null,null,"QuantLibXL",{"$f":"_xll.qlBondYieldFromCleanPrice(F5,F72,F20,F21,F22,$F$2)","v":-4.3474100880894666E-11},{"$f":"_xll.qlBondYieldFromCleanPrice(G5,G72,G20,G21,G22,$F$2)","v":-1.8665692992471497E-5},{"$f":"_xll.qlBondYieldFromCleanPrice(H5,H72,H20,H21,H22,$F$2)","v":-1.2599369175695225E-5},{"$f":"_xll.qlBondYieldFromCleanPrice(I5,I72,I20,I21,I22,$F$2)","v":-1.3262801729105755E-5},{"$f":"_xll.qlBondYieldFromCleanPrice(J5,J72,J20,J21,J22,$F$2)","v":-1.3674152828716081E-5},{"$f":"_xll.qlBondYieldFromCleanPrice(K5,K72,K20,K21,K22,$F$2)","v":-1.2981583587788385E-5},{"$f":"_xll.qlBondYieldFromCleanPrice(L5,L72,L20,L21,L22,$F$2)","v":-1.474779065694694E-5},{"$f":"_xll.qlBondYieldFromCleanPrice(M5,M72,M20,M21,M22,$F$2)","v":-8.7841000035036056E-6},{"$f":"_xll.qlBondYieldFromCleanPrice(N5,N72,N20,N21,N22,$F$2)","v":-1.6641020588539878E-5},{"$f":"_xll.qlBondYieldFromCleanPrice(O5,O72,O20,O21,O22,$F$2)","v":-1.2967015244029803E-5},{"$f":"_xll.qlBondYieldFromCleanPrice(P5,P72,P20,P21,P22,$F$2)","v":-8.8729832693565363E-6},{"$f":"_xll.qlBondYieldFromCleanPrice(Q5,Q72,Q20,Q21,Q22,$F$2)","v":-4.8228200152147306E-6},{"$f":"_xll.qlBondYieldFromCleanPrice(R5,R72,R20,R21,R22,$F$2)","v":-9.9539871140945428E-6},{"$f":"_xll.qlBondYieldFromCleanPrice(S5,S72,S20,S21,S22,$F$2)","v":-7.925877235792924E-6},{"$f":"_xll.qlBondYieldFromCleanPrice(T5,T72,T20,T21,T22,$F$2)","v":-7.887737639211459E-6},{"$f":"_xll.qlBondYieldFromCleanPrice(U5,U72,U20,U21,U22,$F$2)","v":-6.9736968353021615E-6},{"$f":"_xll.qlBondYieldFromCleanPrice(V5,V72,V20,V21,V22,$F$2)","v":-1.0836386472969474E-5},{"$f":"_xll.qlBondYieldFromCleanPrice(W5,W72,W20,W21,W22,$F$2)","v":-1.099063117053394E-5}]
[null,null,null,null,"Test",{"$f":"F74-F73","v":2.0999956525899116E-5},3.343070075285037E-7,2.4006308243047755E-6,7.3719827089424506E-7,3.2584717128391912E-7,1.8416412211614595E-8,2.5220934305306027E-7,2.1589999649639467E-7,3.589794114601221E-7,3.2984755970195997E-8,1.2701673064346396E-7,1.7717998478526984E-7,4.6012885905458007E-8,7.4122764207075679E-8,1.1226236078854068E-7,2.6303164697838371E-8,1.6361352703052712E-7,9.3688294660610041E-9]
[]
[null,"Yield Test From Yield Curve",null,null,"Clean Price",{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(F5,$F$27,$F$2)","v":100.00001666684305},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(G5,$F$27,$F$2)","v":100.00020357356972},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(H5,$F$27,$F$2)","v":100.00047619518146},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(I5,$F$27,$F$2)","v":100.00116112597996},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(J5,$F$27,$F$2)","v":100.00143335363916},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(K5,$F$27,$F$2)","v":100.00170240650874},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(L5,$F$27,$F$2)","v":100.00233933067105},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(M5,$F$27,$F$2)","v":100.00163930647759},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(N5,$F$27,$F$2)","v":100.00357549113579},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(O5,$F$27,$F$2)","v":100.00300760445924},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(P5,$F$27,$F$2)","v":100.00253575779627},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(Q5,$F$27,$F$2)","v":100.00165874806265},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(R5,$F$27,$F$2)","v":100.00381755227154},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(S5,$F$27,$F$2)","v":100.00343181864434},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(T5,$F$27,$F$2)","v":100.00385405798686},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(U5,$F$27,$F$2)","v":100.00371397090377},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(V5,$F$27,$F$2)","v":100.00639508091832},{"$f":"_xll.qlBondCleanPriceFromYieldTermStructure(W5,$F$27,$F$2)","v":100.00690583197797}]
[null,null,null,null,"Yield",{"$f":"TRANSPOSE('LFT (Anbima)'!$F$6:$F$23)/100","v":-2.0999999999999999E-5},-1.9000000000000001E-5,-1.5E-5,-1.4E-5,-1.4E-5,-1.2999999999999999E-5,-1.5E-5,-9.0000000000000002E-6,-1.7E-5,-1.2999999999999999E-5,-9.0000000000000002E-6,-5.0000000000000004E-6,-1.0000000000000001E-5,-7.9999999999999996E-6,-7.9999999999999996E-6,-6.9999999999999999E-6,-1.1000000000000001E-5,-1.1000000000000001E-5]
[null,null,null,null,"QuantLibXL",{"$f":"_xll.qlBondYieldFromCleanPrice(F5,F77,F20,F21,F22,$F$2)","v":-2.1000065468214782E-5},{"$f":"_xll.qlBondYieldFromCleanPrice(G5,G77,G20,G21,G22,$F$2)","v":-1.8999946452640339E-5},{"$f":"_xll.qlBondYieldFromCleanPrice(H5,H77,H20,H21,H22,$F$2)","v":-1.5000035800002857E-5},{"$f":"_xll.qlBondYieldFromCleanPrice(I5,I77,I20,I21,I22,$F$2)","v":-1.4000058136843489E-5},{"$f":"_xll.qlBondYieldFromCleanPrice(J5,J77,J20,J21,J22,$F$2)","v":-1.4000058136843489E-5},{"$f":"_xll.qlBondYieldFromCleanPrice(K5,K77,K20,K21,K22,$F$2)","v":-1.3000080473684114E-5},{"$f":"_xll.qlBondYieldFromCleanPrice(L5,L77,L20,L21,L22,$F$2)","v":-1.5000035800002857E-5},{"$f":"_xll.qlBondYieldFromCleanPrice(M5,M77,M20,M21,M22,$F$2)","v":-9.0000061317909184E-6},{"$f":"_xll.qlBondYieldFromCleanPrice(N5,N77,N20,N21,N22,$F$2)","v":-1.6999991126321596E-5},{"$f":"_xll.qlBondYieldFromCleanPrice(O5,O77,O20,O21,O22,$F$2)","v":-1.3000080473684114E-5},{"$f":"_xll.qlBondYieldFromCleanPrice(P5,P77,P20,P21,P22,$F$2)","v":-9.0000061317909184E-6},{"$f":"_xll.qlBondYieldFromCleanPrice(Q5,Q77,Q20,Q21,Q22,$F$2)","v":-4.9999317898977289E-6},{"$f":"_xll.qlBondYieldFromCleanPrice(R5,R77,R20,R21,R22,$F$2)","v":-9.9999837949502933E-6},{"$f":"_xll.qlBondYieldFromCleanPrice(S5,S77,S20,S21,S22,$F$2)","v":-8.0000284686315503E-6},{"$f":"_xll.qlBondYieldFromCleanPrice(T5,T77,T20,T21,T22,$F$2)","v":-8.0000284686315503E-6},{"$f":"_xll.qlBondYieldFromCleanPrice(U5,U77,U20,U21,U22,$F$2)","v":-7.0000508054721813E-6},{"$f":"_xll.qlBondYieldFromCleanPrice(V5,V77,V20,V21,V22,$F$2)","v":-1.0999961458109661E-5},{"$f":"_xll.qlBondYieldFromCleanPrice(W5,W77,W20,W21,W22,$F$2)","v":-1.0999961458109661E-5}]
[null,null,null,null,"Test",{"$f":"F79-F78","v":-6.5468214782883486E-11},5.3547359661577573E-11,-3.5800002856463333E-11,-5.8136843488938174E-11,-5.8136843488938174E-11,-8.0473684114636753E-11,-3.5800002856463333E-11,-6.1317909181847182E-12,8.8736784034041533E-12,-8.0473684114636753E-11,-6.1317909181847182E-12,6.8210102271491053E-11,1.620504970751386E-11,-2.846863155065956E-11,-2.846863155065956E-11,-5.0805472181440336E-11,3.8541890339988702E-11,3.8541890339988702E-11]