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["I","Calculo FLUXO E PU LFT"]
[null,null,null,"LFT"]
[null,null,null,{"$f":"K39","v":"05/Fev/2020"},{"$f":"C47","v":"2021-09-01"},{"$f":"C48","v":"2022-03-01"},{"$f":"C51","v":"2023-09-01"},null,"Endereço para encontar o VNA da LFT:"]
[null,null,null,"Taxa (%)",{"$f":"F47","v":6.0000000000000001E-3},{"$f":"F48","v":8.0999999999999996E-3},{"$f":"F51","v":1.43E-2},null,"http://www.bcb.gov.br/?SELICLFTLBC"]
[null,null,null,"Du",{"$f":"NETWORKDAYS($D$3,E3,Feriado)-1","v":394},{"$f":"NETWORKDAYS($D$3,F3,Feriado)-1","v":517},{"$f":"NETWORKDAYS($D$3,G3,Feriado)-1","v":897},null,null,null,null,null,null,"IV","LTN X LFT"]
[null,null,null,"Cotação",{"$f":"100/(1+E4/100)^(E5/252)","v":99.990619769007537},{"$f":"100/(1+F4/100)^(F5/252)","v":99.983384196421596},{"$f":"100/(1+G4/100)^(G5/252)","v":99.949115399218414}]
[null,null,null,"VNA",10514.922330003232,10514.922330003232,10514.922330003232,null,null,null,null,null,null,"BMF","SELIC",null,"LTN"]
[null,null,null,"PU",{"$f":"E6/100*E7","v":10513.936006},{"$f":"F6/100*F7","v":10513.175191162458},{"$f":"G6/100*G7","v":10509.571853753116},null,null,null,null,null,null,"TAXA",null,null,"DU","TAXA","BP","LTN PÓS"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"VLOOKUP(Q9,$L$65:$N$75,3,FALSE)","v":4.18},{"$f":"N9+$E$23/100","v":4.18},null,{"$f":"L65","v":38},{"$f":"O65","v":4.1749999999999998},{"$f":"(R9-N9)*100","v":-0.49999999999998934},{"$f":"((1+R9/100)/(1+O9/100)-1)*100","v":-4.7993856786443523E-3}]
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["II","LFT SINTÉTICA",null,null,null,null,null,null,null,null,null,null,null,4.21,4.21,null,164,4.1931000000000003,-1.6899999999999693,-1.621725362249693E-2]
[null,null,null,"BMF",{"$f":"_xll.SRS1Splines.Functions25.Cubic_Spline($Q$9:$Q$19,$N$9:$N$19,E5)","v":4.7196088798639897},{"$f":"_xll.SRS1Splines.Functions25.Cubic_Spline($Q$9:$Q$19,$N$9:$N$19,F5)","v":5.0157427821517402},{"$f":"_xll.SRS1Splines.Functions25.Cubic_Spline($Q$9:$Q$19,$N$9:$N$19,G5)","v":5.7234695828293898},null,null,null,null,null,null,4.45,4.45,null,288,4.4318999999999997,-1.8100000000000449,-1.7328865485877198E-2]
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[null,null,null,"LFT pre",{"$f":"(((1+(E12+E23/100))^(E5/252)*(100/E6))^(252/E5)-1)","v":4.7199520563967825},{"$f":"(((1+(F12+E23/100))^(F5/252)*(100/F6))^(252/F5)-1)","v":5.0162300573170944},{"$f":"(((1+(G12+E23/100))^(G5/252)*(100/G6))^(252/G5)-1)","v":5.7244310389797333},null,null,null,null,null,null,4.7699999999999996,4.7699999999999996,null,415,4.75,-1.9999999999999574,-1.9089433998276117E-2]
[null,null,null,null,null,null,null,null,null,null,null,null,null,4.92,4.92,null,478,4.9088000000000003,-1.1199999999999655,-1.0674799847487648E-2]
[null,null,null,"premio(BP)",{"$f":"(E14-E12)*100","v":3.4317653279281046E-2},{"$f":"(F14-F12)*100","v":4.8727516535418403E-2},{"$f":"(G14-G12)*100","v":9.6145615034348708E-2},null,null,null,null,null,null,5.07,5.07,null,540,5.0709,8.9999999999967883E-2,8.5657180926013154E-4]
[null,null,null,null,null,null,null,null,null,null,null,null,null,5.2,5.2,null,602,5.2050000000000001,0.49999999999998934,4.7528517110206892E-3]
[null,null,null,"LTN",{"$f":"_xll.SRS1Splines.Functions25.Cubic_Spline($Q$9:$Q$19,$R$9:$R$19,E5)","v":4.6963749921082503},{"$f":"_xll.SRS1Splines.Functions25.Cubic_Spline($Q$9:$Q$19,$R$9:$R$19,F5)","v":5.0125139057747896},{"$f":"_xll.SRS1Splines.Functions25.Cubic_Spline($Q$9:$Q$19,$R$9:$R$19,G5)","v":5.7418946865574103},null,null,null,null,null,null,5.66,5.66,null,853,5.6738,1.3799999999999812,1.3060760931282722E-2]
[null,null,null,"premio(BP)",{"$f":"(E18-E12)*100","v":-2.3233887755739424},{"$f":"(F18-F12)*100","v":-0.32288763769505735},{"$f":"(G18-G12)*100","v":1.8425103728020531},null,null,null,null,null,null,5.83,5.83,null,978,5.8590999999999998,2.9099999999999682,2.7496929037140738E-2]
[]
[]
["III","CARREGAMENTO"]
[null,null,null,"Selic-CDI",0]
[null,null,null,"Lote",10000]
[null,null,null,"Cdi medio",{"$f":"E12","v":4.7196088798639897}]
[null,null,null,"Selic medio",{"$f":"E25+E23","v":4.7196088798639897}]
[null,null,null,"VNA resg",{"$f":"(1+E26/100)^(E5/252)*E7","v":11301.073670794754}]
[null,null,null,"Fin",{"$f":"E27*E24","v":113010736.70794754}]
[null,null,null,"Carreg.",{"$f":"(1+E26/100)^(E5/252)*E8*E24","v":113000136.03979805}]
[null,null,null,"Res Liq.",{"$f":"E28-E29","v":10600.668149486184}]
[]
[]
[]
[]
[]
[]
[]
[]
["Títulos Públicos Federais",null,null,null,null,null,null,null,null,null,"05/Fev/2020"]
[]
["Papel POS-SELIC",null,"LFT - Rentabilidade (% a.a.)/252"]
["Código SELIC","Data Base/Emissão","Data de Vencimento","Tx. Compra","DU","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","2020-03-01","--",{"$f":"NETWORKDAYS($D$3,C44,Feriado)-1","v":15},2.8999999999999998E-3,10514.903378999999,8.0000000000000004E-4,5.3E-3,1E-3,5.7000000000000002E-3]
[210100,"2000-07-01","2020-09-01","--",143,2.8999999999999998E-3,10514.745655000001,1.1000000000000001E-3,4.5999999999999999E-3,1.2999999999999999E-3,4.5999999999999999E-3]
[210100,"2000-07-01","2021-03-01","--",265,5.4000000000000003E-3,10514.325058,1.1000000000000001E-3,7.3000000000000001E-3,1.1999999999999999E-3,7.1000000000000004E-3]
[210100,"2000-07-01","2021-09-01","--",394,6.0000000000000001E-3,10513.936006,4.4000000000000003E-3,8.3000000000000001E-3,4.4000000000000003E-3,8.3000000000000001E-3]
[210100,"2000-07-01","2022-03-01","--",517,8.0999999999999996E-3,10513.168416,6.6E-3,1.0800000000000001E-2,6.6E-3,1.0800000000000001E-2]
[210100,"2000-07-01","2022-09-01","--",646,1.14E-2,10511.843536,9.2999999999999992E-3,1.2999999999999999E-2,9.2999999999999992E-3,1.2999999999999999E-2]
[210100,"2000-07-01","2023-03-01","--",769,1.26E-2,10510.876163000001,1.0699999999999999E-2,1.6E-2,1.0699999999999999E-2,1.6E-2]
[210100,"2000-07-01","2023-09-01","--",897,1.43E-2,10509.572312,1.24E-2,1.7999999999999999E-2,1.24E-2,1.7999999999999999E-2]
[210100,"2000-07-01","2024-03-01","--",1019,1.7600000000000001E-2,10507.437782000001,1.34E-2,1.9800000000000002E-2,1.35E-2,1.9699999999999999E-2]
[210100,"2000-07-01","2024-09-01","--",1146,1.7899999999999999E-2,10506.354745000001,1.5299999999999999E-2,0.02,1.52E-2,2.01E-2]
[210100,"2000-07-01","2025-03-01","--",1273,1.84E-2,10505.145528999999,1.5699999999999999E-2,2.1000000000000001E-2,1.5699999999999999E-2,2.1000000000000001E-2]
[210100,"2000-07-01","2025-09-01","--",1398,1.83E-2,10504.251759999999,1.61E-2,2.12E-2,1.61E-2,2.12E-2]
[210100,"2000-07-01","2026-03-01","--",1523,1.77E-2,10503.673439,1.5299999999999999E-2,2.2100000000000002E-2,1.4999999999999999E-2,2.23E-2]
[]
[]
["Títulos Públicos Federais",null,null,null,null,null,null,null,null,null,"05/Fev/2020"]
[]
[]
["Papel PREFIXADO",null,"LTN - Taxa (% a.a.)/252",null,null,null,null,null,null,null,null,"BM&F"]
["Código SELIC","Data Base/Emissão","Data de Vencimento","Tx. Compra","Tx. Venda","Tx. Indicativas","PU","Intervalo Indicativo"]
[null,null,null,null,null,null,null,"Mínimo (D0)","Máximo (D0)","Mínimo (D+1)","Máximo (D+1)","DU","DC","BMF","LTN","SPREAD"]
[100000,"2018-01-05","2020-04-01",4.1806000000000001,4.1684999999999999,4.1749999999999998,993.85122000000001,4.0909000000000004,4.282,4.0772000000000004,4.2683,{"$f":"NETWORKDAYS($K$59,C65,Feriado)-1","v":38},{"$f":"C65-$K$59","v":56},{"$f":"VLOOKUP(L65,BMF!B5:C27,2,FALSE)","v":4.18},{"$f":"F65","v":4.1749999999999998},{"$f":"O65-N65","v":-4.9999999999998934E-3}]
[100000,"2016-07-08","2020-07-01",4.1544999999999996,4.1432000000000002,4.1494,984.15479000000005,4.0392999999999999,4.2862999999999998,4.0308000000000002,4.2759,99,147,{"$f":"VLOOKUP(L66,BMF!B6:C28,2,FALSE)","v":4.1550000000000002},4.1494,-5.6000000000002714E-3]
[100000,"2018-07-06","2020-10-01",4.1974999999999998,4.1875,4.1931000000000003,973.62231299999996,4.0285000000000002,4.4168000000000003,4.0175999999999998,4.4039000000000001,164,239,{"$f":"VLOOKUP(L67,BMF!B7:C29,2,FALSE)","v":4.21},4.1931000000000003,-1.6899999999999693E-2]
[100000,"2019-01-04","2021-04-01",4.4367000000000001,4.4245999999999999,4.4318999999999997,951.64805899999999,4.1741999999999999,4.7319000000000004,4.1740000000000004,4.7306999999999997,288,421,{"$f":"VLOOKUP(L68,BMF!B8:C30,2,FALSE)","v":4.45},4.4318999999999997,-1.8100000000000449E-2]
[100000,"2017-07-07","2021-07-01",4.5880999999999998,4.5770999999999997,4.5833000000000004,939.65617099999997,4.3057999999999996,4.9173,4.2946999999999997,4.9054000000000002,350,512,{"$f":"VLOOKUP(L69,BMF!B9:C31,2,FALSE)","v":4.6100000000000003},4.5833000000000004,-2.6699999999999946E-2]
[100000,"2019-07-05","2021-10-01",4.7565,4.7455999999999996,4.75,926.42406700000004,4.4565000000000001,5.1083999999999996,4.4368999999999996,5.0881999999999996,415,604,{"$f":"VLOOKUP(L70,BMF!B10:C32,2,FALSE)","v":4.7699999999999996},4.75,-1.9999999999999574E-2]
[100000,"2018-01-05","2022-01-01",4.9145000000000003,4.9042000000000003,4.9088000000000003,913.11068,4.5987999999999998,5.2784000000000004,4.5777999999999999,5.2571000000000003,{"$f":"NETWORKDAYS($K$59,C71,Feriado)","v":478},696,{"$f":"VLOOKUP(L71,BMF!B11:C33,2,FALSE)","v":4.92},4.9088000000000003,-1.1199999999999655E-2]
[100000,"2020-01-03","2022-04-01",5.0763999999999996,5.0671999999999997,5.0709,899.42752399999995,4.7458,5.4447999999999999,4.7268999999999997,5.4257,{"$f":"NETWORKDAYS($K$59,C72,Feriado)-1","v":540},786,{"$f":"VLOOKUP(L72,BMF!B12:C34,2,FALSE)","v":5.07},5.0709,8.9999999999967883E-4]
[100000,"2018-06-21","2022-07-01",5.2111999999999998,5.1993999999999998,5.2050000000000001,885.84458500000005,4.8723000000000001,5.5801999999999996,4.8516000000000004,5.5594000000000001,{"$f":"NETWORKDAYS($K$59,C73,Feriado)-1","v":602},877,{"$f":"VLOOKUP(L73,BMF!B13:C35,2,FALSE)","v":5.2},5.2050000000000001,4.9999999999998934E-3]
[100000,"2019-04-05","2023-07-01",5.6797000000000004,5.6687000000000003,5.6738,829.60718999999995,5.3459000000000003,6.0472999999999999,5.3053999999999997,6.0069999999999997,{"$f":"NETWORKDAYS($K$59,C74,Feriado)","v":853},1242,{"$f":"VLOOKUP(L74,BMF!B14:C36,2,FALSE)","v":5.66},5.6738,1.3799999999999812E-2]
[100000,"2020-01-03","2024-01-01",5.8639999999999999,5.8540999999999999,5.8590999999999998,801.73536899999999,5.5313999999999997,6.2449000000000003,5.4913999999999996,6.2047999999999996,{"$f":"NETWORKDAYS($K$59,C75,Feriado)","v":978},1426,{"$f":"VLOOKUP(L75,BMF!B15:C37,2,FALSE)","v":5.83},5.8590999999999998,2.9099999999999682E-2]

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[]
[null,null,null,null,null,null,null,"Simulação",0]
[null,"BM&F"]
[null,null,null,null,null,"Ativo Renda Fixa ",null,null,null,null,null,"Balanceamento dinâmico"]
["DU-1","DU","BMF","pu"]
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[{"$f":"B6","v":16},{"$f":"BMF!M6","v":38},{"$f":"BMF!C6","v":4.18},{"$f":"100000/(1+C7/100)^(B7/252)","v":99384.402817905429},null,null,null,null,1000,null,null,"Contrato longo",null,{"$f":"VLOOKUP(O7,B6:D26,3)","v":87180.169561779563},{"$f":"VLOOKUP(I13,A6:C26,2)","v":667}]
[{"$f":"B7","v":38},{"$f":"BMF!M7","v":58},{"$f":"BMF!C7","v":4.1500000000000004},99068.494635356386,null,"BM&F",{"$f":"_xll.SRS1Splines.Functions25.Cubic_Spline(B6:B26,C6:C26,I13)","v":5.28768714073271}]
[58,{"$f":"BMF!M8","v":78},{"$f":"BMF!C8","v":4.16},98746.367361264944,null,"Prêmio",12,null,null,null,null,"Quantidade = Fin/PU * (DU ATIVO/DU FUTURO)"]
[78,{"$f":"BMF!M9","v":99},{"$f":"BMF!C9","v":4.1550000000000002},98413.400262844574,null,"Taxa",{"$f":"G8+G9/100","v":5.4076871407327101},"%a.a."]
[99,{"$f":"BMF!M10","v":122},{"$f":"BMF!C10","v":4.1550000000000002},98048.414496420824,null,null,null,null,null,null,null,"Qtde",{"$f":"G19/N7*I13/O7","v":97.582927378270156}]
[122,{"$f":"BMF!M11","v":143},{"$f":"BMF!C11","v":4.1500000000000004},97719.010936304039,null,null,null,null,"Prazo"]
[143,{"$f":"BMF!M12","v":164},{"$f":"BMF!C12","v":4.21},97351.955339255292,null,null,null,null,{"$f":"650-I2","v":650}]
[164,{"$f":"BMF!M13","v":185},{"$f":"BMF!C13","v":4.22},97011.146225175136,null,null,null,null,null,null,null,"Balanceamento estático"]
[185,{"$f":"BMF!M14","v":205},{"$f":"BMF!C14","v":4.25},96670.789553646158,null,"PU =",{"$f":"ROUND(I7/(1+G10/100)^(I13/252),6)","v":872.979467}]
[205,{"$f":"BMF!M15","v":227},{"$f":"BMF!C15","v":4.32},96261.938247204918,null,null,null,null,null,null,null,"PU int.",{"$f":"_xll.SRS1Splines.Functions25.Cubic_Spline(B6:B26,D6:D26,I13)","v":87555.294834460903},"Qdte teorica",{"$f":"G19/M16","v":99.706073590469359}]
[227,{"$f":"BMF!M16","v":288},{"$f":"BMF!C16","v":4.45},95145.959331795515,null,"Estoque",10000]
[288,{"$f":"BMF!M17","v":350},{"$f":"BMF!C17","v":4.6100000000000003},93932.308783316999,null,null,null,null,null,null,null,null,null,{"$f":"VLOOKUP(I13,A6:C26,1)","v":602}]
[350,{"$f":"BMF!M18","v":415},{"$f":"BMF!C18","v":4.7699999999999996},92613.284548233423,null,"Fin",{"$f":"G15*G17","v":8729794.6699999999},null,null,null,null,"DI curto",{"$f":"VLOOKUP(N18,B6:D26,3)","v":88594.516790592228}]
[415,{"$f":"BMF!M19","v":478},{"$f":"BMF!C19","v":4.92},91292.580077532577,null,null,null,null,null,null,null,null,null,null,{"$f":"VLOOKUP(I13,A6:C26,2)","v":667}]
[478,{"$f":"BMF!M20","v":540},{"$f":"BMF!C20","v":5.07},89944.40333672626,null,null,null,null,null,null,null,"DI longo",{"$f":"VLOOKUP(O20,B6:D26,3)","v":87180.169561779563}]
[540,{"$f":"BMF!M21","v":602},{"$f":"BMF!C21","v":5.2},88594.516790592228,null,null,null,null,null,null,null,null,null,{"$f":"N26-N18","v":48},{"$f":"O20-N26","v":17}]
[602,{"$f":"BMF!M22","v":667},{"$f":"BMF!C22","v":5.32},87180.169561779563]
[667,{"$f":"BMF!M23","v":729},{"$f":"BMF!C23","v":5.44},85792.371370204884]
[729,{"$f":"BMF!M24","v":792},{"$f":"BMF!C24","v":5.53},84436.994396829425]
[792,{"$f":"BMF!M25","v":853},{"$f":"BMF!C25","v":5.66},82997.401416453489,null,null,null,null,null,null,null,"Ativo",null,{"$f":"I13","v":650}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,"Qtde curta = Qtde teorica * ( du longo / dif du) * (PU curto / PU longo) ^ ( du curto / dif du ) "]
[null,null,null,null,null,null,null,null,null,null,null,null,"Qtde longa = Qtde teorica * ( du curto / dif du) * (PU longo / PU curto) ^ ( du longo / dif du ) "]
[]
[null,null,null,null,null,null,null,null,null,null,null,"Qtde curta",{"$f":"O16*(O22/(N22+O22))*(M19/M21)^(N22/(N22+O22))","v":26.388723693997122}]
[null,null,null,null,null,null,null,null,null,null,null,"Qdte longa",{"$f":"O16-M31","v":73.317349896472237}]

{"sheet":"NTN-F","index":3,"n_rows":115,"n_cols":16,"rows_kept":115,"cut":false,"hidden":false,"merged":[[101,11,101,15],[88,11,88,15],[0,4,0,5],[12,0,12,7],[46,0,46,3],[58,0,58,3],[101,0,101,1],[101,2,101,10],[88,0,88,1],[88,2,88,10],[89,0,90,0],[89,6,90,6],[89,7,89,10],[102,0,103,0],[102,1,103,1],[102,2,103,2],[89,1,90,1],[89,2,90,2],[89,3,90,3],[89,4,90,4],[89,5,90,5],[102,3,103,3],[102,4,103,4],[102,5,103,5],[102,6,103,6],[102,7,102,10]]}
["Etapas para estrutura de Hedge com NTN-F",null,null,null,"NTN-F"]
[1,"Precificação"]
[2,"Cálculo da Duration",null,null,"LIQUIDAÇÃO",{"$f":"BMF!L1","v":"2020-02-05"}]
[3,"Zero Cupom equivalente",null,null,"JUROS",10]
[4,"Balanceamento estático",null,null,"CUPOM DE JUROS",{"$f":"ROUND((1+F4/100)^(1/2)-1,8)*100","v":4.8808850000000001}]
[5,"Balanceamento dinâmico",null,null,"VALOR NOMINAL",1000]
[null,null,null,null,"PRÊMIO",{"$f":"F9-F8","v":-3.3000000000000362E-2}]
[null,null,null,null,"BM$F",{"$f":"VLOOKUP(F10,C92:P97,12,FALSE)","v":5.44}]
[null,null,null,null,"TAXA anbima",{"$f":"VLOOKUP(F10,C92:F97,4,FALSE)","v":5.407}]
[null,null,null,null,"VENCIMENTO","2023-01-01"]
[]
["I","Calculo FLUXO E PU NTN-F",null,null,null,null,null,null,null,null,"II","CÁLCULO DA DURATION"]
["FLUXO"]
["DT VENC.","DT. LIQ.","DU","VR. FUTURO","VR. PRESENTE","CV EQUIVALENTE","CURVA","BMF",null,null,"VP * Prazo"]
["2020-07-01","2020-07-01",{"$f":"IF(D15=0,0,NETWORKDAYS($F$3,B15,Feriado)-1)","v":99},{"$f":"IF(A15=$F$10,1048.80885,IF(AND(A15<$F$10,A15>$F$3),48.80885,0))","v":48.80885},{"$f":"D15/(1+$F$9/100)^(C15/252)","v":47.809493997550398},{"$f":"D15/(1+$F$25/100)^(C15/252)","v":47.815415116685713},{"$f":"IF(ISNA(H15),0,D15/(1+H15/100)^(C15/252))","v":48.034448914191415},{"$f":"VLOOKUP(C15,BMF!$B$5:$C$27,2,FALSE)","v":4.1550000000000002},null,null,{"$f":"E15*C15","v":4733.139905757489}]
["2021-01-01","2021-01-04",227,48.80885,{"$f":"D16/(1+$F$9/100)^(C16/252)","v":46.547666832212542},46.560886270507432,46.984345046170873,{"$f":"VLOOKUP(C16,BMF!$B$5:$C$27,2,FALSE)","v":4.32},null,null,10566.320370912246]
["2021-07-01","2021-07-01",350,48.80885,45.366517870678216,45.386384588846482,45.847279695586018,{"$f":"VLOOKUP(C17,BMF!$B$5:$C$27,2,FALSE)","v":4.6100000000000003},null,null,15878.281254737376]
["2022-01-01","2022-01-03",478,48.80885,44.169167724095608,44.195586003254355,44.558858471172762,{"$f":"VLOOKUP(C18,BMF!$B$5:$C$27,2,FALSE)","v":4.92},null,null,21112.862172117701]
["2022-07-01","2022-07-01",602,48.80885,43.039378666196946,43.071801695065091,43.241964808544978,{"$f":"VLOOKUP(C19,BMF!$B$5:$C$27,2,FALSE)","v":5.2},null,null,25909.705957050563]
["2023-01-01","2023-01-02",729,1048.8088499999999,900.61314788000607,901.43480649278354,899.79798355557489,{"$f":"VLOOKUP(C20,BMF!$B$5:$C$27,2,FALSE)","v":5.44},null,null,656546.98480452446]
[null,null,null,null,null,null,null,null,null,null,0]
[null,null,null,null,null,null,null,null,null,null,0]
[]
[null,null,null,"PU",{"$f":"SUM(E15:E20)","v":1127.5453729707397},{"$f":"SUM(F15:F22)","v":1128.4648801671426},{"$f":"SUM(G15:G22)","v":1128.4648804912408},null,null,null,{"$f":"SUM(K15:K20)","v":734747.29446509981}]
[null,null,null,null,"Taxa (BMF)",5.37377774481764,"Atingir meta = 0",{"$f":"G24-F24","v":3.2409820960310753E-7}]
[null,null,null,null,"Prêmio",{"$f":"(F9-F25)*100","v":3.3222255182359994},null,null,null,"Duration",{"$f":"K24/E24","v":651.63434845132997}]
[]
[]
[]
["III"]
["Zero Cupom",null,null,{"$f":"B39*(1+B34/200)^(K26/252)","v":1206.5159585800991}]
[]
[]
["Taxa",{"$f":"cubic_Spline(L105:L115,O105:O115,D37)","v":5.3048420569681376}]
[]
[null,null,null,"Prazo"]
[null,null,null,{"$f":"K26","v":651.63434845132997}]
[]
["PU =",{"$f":"E24","v":1127.5453729707397}]
[]
["Estoque",10000]
[]
["Fin",{"$f":"B39*B41","v":11275453.729707398}]
[]
[]
["IIII"]
["Balanceamento dinâmico"]
[]
[null,null,"PU","DU"]
["Contrato longo",null,{"$f":"VLOOKUP(D50,BALANCEAMENTO!B6:D26,3,FALSE)","v":87180.169561779563},{"$f":"VLOOKUP(D37,BALANCEAMENTO!A5:D26,2)","v":667}]
[]
["Quantidade = Fin/PU * (DU ATIVO/DU FUTURO)"]
[]
["Qtde",{"$f":"B43/C50*D37/D50","v":126.3555877622744}]
[]
[]
[]
["IIIII"]
["Balanceamento estático"]
[]
["PU int.",{"$f":"100000/(1+_xll.SRS1Splines.Functions25.Cubic_Spline(BALANCEAMENTO!B6:B26,BALANCEAMENTO!C6:C26,'NTN-F'!D37)/100)^(D37/252)","v":87519.048970483913},"Qdte teorica",{"$f":"B43/B61","v":128.83428079194601}]
[]
[null,null,{"$f":"VLOOKUP(D37,BALANCEAMENTO!A6:D26,1)","v":602}]
["DI curto",{"$f":"VLOOKUP(C63,BALANCEAMENTO!B6:D26,3)","v":88594.516790592228}]
[null,null,null,{"$f":"VLOOKUP(D37,BALANCEAMENTO!A6:D26,2)","v":667}]
["DI longo",{"$f":"VLOOKUP(D65,BALANCEAMENTO!B6:D26,3)","v":87180.169561779563}]
[null,null,{"$f":"C71-C63","v":49.63434845132997},{"$f":"D65-C71","v":15.36565154867003}]
[]
[]
[]
["Ativo",null,{"$f":"D37","v":651.63434845132997}]
[]
[null,"Qtde curta = Qtde teorica * ( du longo / dif du) * (PU curto / PU longo) ^ ( du curto / dif du ) "]
[null,"Qtde longa = Qtde teorica * ( du curto / dif du) * (PU longo / PU curto) ^ ( du longo / dif du ) "]
[]
["Qtde curta",{"$f":"D61*(D67/(C67+D67))*(B64/B66)^(C67/(C67+D67))","v":30.832305575887691}]
["Qdte longa",{"$f":"D61-B76","v":98.001975216058327}]
[]
[]
[]
[]
[]
[]
[]
[]
[]
["Títulos Públicos Federais",null,null,null,null,null,null,null,null,null,"05/Fev/2020"]
[]
["Papel PREFIXADO",null,"NTN-F - Taxa (% a.a.)/252",null,null,null,null,null,null,null,null,"BM&F"]
["Código SELIC","Data Base/Emissão","Data de Vencimento","Tx. Compra","Tx. Venda","Tx. Indicativas","PU","Intervalo Indicativo"]
[null,null,null,null,null,null,null,"Mínimo (D0)","Máximo (D0)","Mínimo (D+1)","Máximo (D+1)","DU","DC","BMF","LTN","SPREAD"]
[950199,"2010-02-05","2021-01-01",4.2991999999999999,4.2872000000000003,4.2933000000000003,1057.845965,4.0827999999999998,4.5633999999999997,4.0754999999999999,4.5548000000000002,{"$f":"NETWORKDAYS($K$100,C92,Feriado)","v":227},{"$f":"C92-$K$100","v":331},{"$f":"VLOOKUP(L92,BMF!$B$5:$C$27,2,FALSE)","v":4.32},{"$f":"F92","v":4.2933000000000003},{"$f":"O92-N92","v":-2.6699999999999946E-2}]
[950199,"2012-03-09","2023-01-01",5.4139999999999997,5.4,5.407,1127.545372,5.0777000000000001,5.7784000000000004,5.0496999999999996,5.7504999999999997,{"$f":"NETWORKDAYS($K$100,C93,Feriado)","v":729},{"$f":"C93-$K$100","v":1061},{"$f":"VLOOKUP(L93,BMF!$B$5:$C$27,2,FALSE)","v":5.44},{"$f":"F93","v":5.407},{"$f":"O93-N93","v":-3.3000000000000362E-2}]
[950199,"2014-01-10","2025-01-01",5.9922000000000004,5.9794,5.9869000000000003,1172.6763840000001,5.6948999999999996,6.4097999999999997,5.6318000000000001,6.3468]
[950199,"2016-01-15","2027-01-01",6.2933000000000003,6.2794999999999996,6.2850999999999999,1208.8398569999999,6.0296000000000003,6.7312000000000003,5.9478999999999997,6.6497999999999999]
[950199,"2018-01-05","2029-01-01",6.4837999999999996,6.4710000000000001,6.4778000000000002,1238.631435,6.2441000000000004,6.9527000000000001,6.1336000000000004,6.8426999999999998]
[950199,"2020-01-10","2031-01-01",6.6429999999999998,6.6249000000000002,6.6333000000000002,1261.1768460000001,6.4,7.1172000000000004,6.2797999999999998,6.9978999999999996]
[]
[]
["Títulos Públicos Federais",null,null,null,null,null,null,null,null,null,"05/Fev/2020"]
[]
["Papel PREFIXADO",null,"LTN - Taxa (% a.a.)/252",null,null,null,null,null,null,null,null,"BM&F"]
["Código SELIC","Data Base/Emissão","Data de Vencimento","Tx. Compra","Tx. Venda","Tx. Indicativas","PU","Intervalo Indicativo"]
[null,null,null,null,null,null,null,"Mínimo (D0)","Máximo (D0)","Mínimo (D+1)","Máximo (D+1)","DU","DC","BMF","LTN","SPREAD"]
[100000,"2018-01-05","2020-04-01",4.1806000000000001,4.1684999999999999,4.1749999999999998,993.85122000000001,4.0909000000000004,4.282,4.0772000000000004,4.2683,{"$f":"NETWORKDAYS($K$100,C105,Feriado)-1","v":38},{"$f":"C105-$K$100","v":56},{"$f":"VLOOKUP(L105,BMF!$B$5:$C$27,2,FALSE)","v":4.18},{"$f":"F105","v":4.1749999999999998},{"$f":"O105-N105","v":-4.9999999999998934E-3}]
[100000,"2016-07-08","2020-07-01",4.1544999999999996,4.1432000000000002,4.1494,984.15479000000005,4.0392999999999999,4.2862999999999998,4.0308000000000002,4.2759,99,{"$f":"C106-$K$100","v":147},{"$f":"VLOOKUP(L106,BMF!$B$5:$C$27,2,FALSE)","v":4.1550000000000002},4.1494,-5.6000000000002714E-3]
[100000,"2018-07-06","2020-10-01",4.1974999999999998,4.1875,4.1931000000000003,973.62231299999996,4.0285000000000002,4.4168000000000003,4.0175999999999998,4.4039000000000001,164,239,{"$f":"VLOOKUP(L107,BMF!$B$5:$C$27,2,FALSE)","v":4.21},4.1931000000000003,-1.6899999999999693E-2]
[100000,"2019-01-04","2021-04-01",4.4367000000000001,4.4245999999999999,4.4318999999999997,951.64805899999999,4.1741999999999999,4.7319000000000004,4.1740000000000004,4.7306999999999997,288,421,{"$f":"VLOOKUP(L108,BMF!$B$5:$C$27,2,FALSE)","v":4.45},4.4318999999999997,-1.8100000000000449E-2]
[100000,"2017-07-07","2021-07-01",4.5880999999999998,4.5770999999999997,4.5833000000000004,939.65617099999997,4.3057999999999996,4.9173,4.2946999999999997,4.9054000000000002,350,512,{"$f":"VLOOKUP(L109,BMF!$B$5:$C$27,2,FALSE)","v":4.6100000000000003},4.5833000000000004,-2.6699999999999946E-2]
[100000,"2019-07-05","2021-10-01",4.7565,4.7455999999999996,4.75,926.42406700000004,4.4565000000000001,5.1083999999999996,4.4368999999999996,5.0881999999999996,415,604,{"$f":"VLOOKUP(L110,BMF!$B$5:$C$27,2,FALSE)","v":4.7699999999999996},4.75,-1.9999999999999574E-2]
[100000,"2018-01-05","2022-01-01",4.9145000000000003,4.9042000000000003,4.9088000000000003,913.11068,4.5987999999999998,5.2784000000000004,4.5777999999999999,5.2571000000000003,{"$f":"NETWORKDAYS($K$100,C111,Feriado)","v":478},696,{"$f":"VLOOKUP(L111,BMF!$B$5:$C$27,2,FALSE)","v":4.92},4.9088000000000003,-1.1199999999999655E-2]
[100000,"2020-01-03","2022-04-01",5.0763999999999996,5.0671999999999997,5.0709,899.42752399999995,4.7458,5.4447999999999999,4.7268999999999997,5.4257,{"$f":"NETWORKDAYS($K$100,C112,Feriado)-1","v":540},786,{"$f":"VLOOKUP(L112,BMF!$B$5:$C$27,2,FALSE)","v":5.07},5.0709,8.9999999999967883E-4]
[100000,"2018-06-21","2022-07-01",5.2111999999999998,5.1993999999999998,5.2050000000000001,885.84458500000005,4.8723000000000001,5.5801999999999996,4.8516000000000004,5.5594000000000001,{"$f":"NETWORKDAYS($K$100,C113,Feriado)-1","v":602},877,{"$f":"VLOOKUP(L113,BMF!$B$5:$C$27,2,FALSE)","v":5.2},5.2050000000000001,4.9999999999998934E-3]
[100000,"2019-04-05","2023-07-01",5.6797000000000004,5.6687000000000003,5.6738,829.60718999999995,5.3459000000000003,6.0472999999999999,5.3053999999999997,6.0069999999999997,{"$f":"NETWORKDAYS($K$100,C114,Feriado)","v":853},1242,{"$f":"VLOOKUP(L114,BMF!$B$5:$C$27,2,FALSE)","v":5.66},5.6738,1.3799999999999812E-2]
[100000,"2020-01-03","2024-01-01",5.8639999999999999,5.8540999999999999,5.8590999999999998,801.73536899999999,5.5313999999999997,6.2449000000000003,5.4913999999999996,6.2047999999999996,{"$f":"NETWORKDAYS($K$100,C115,Feriado)","v":978},1426,{"$f":"VLOOKUP(L115,BMF!$B$5:$C$27,2,FALSE)","v":5.83},5.8590999999999998,2.9099999999999682E-2]

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[null,"Calculo FLUXO E PU NTN-F"]
[null,"NTN-F",null,null,"FLUXO"]
[null,null,null,null,"DT. LIQ.","DU","VR. FUTURO","VR. PRESENTE","Financeiro","FIN * DU","vp * ( t2 + t)"]
[null,"LIQUIDAÇÃO",{"$f":"'NTN-F'!F3","v":"2020-02-05"},null,{"$f":"'NTN-F'!B15","v":"2020-07-01"},{"$f":"'NTN-F'!C15","v":99},{"$f":"'NTN-F'!D15","v":48.80885},{"$f":"'NTN-F'!E15","v":47.809493997550398},{"$f":"H4*$C$12","v":956189.8799510079},{"$f":"I4*F4","v":94662798.115149781},{"$f":"((F4/252)^2+F4/252)*H4","v":26.161062404271835}]
[null,"JUROS",{"$f":"'NTN-F'!F4","v":10},null,{"$f":"'NTN-F'!B16","v":"2021-01-04"},{"$f":"'NTN-F'!C16","v":227},{"$f":"'NTN-F'!D16","v":48.80885},{"$f":"'NTN-F'!E16","v":46.547666832212542},{"$f":"H5*$C$12","v":930953.33664425078},{"$f":"I5*F5","v":211326407.41824493},{"$f":"((F5/252)^2+F5/252)*H5","v":79.699978862228619}]
[null,"CUPOM DE JUROS",{"$f":"'NTN-F'!F5","v":4.8808850000000001},null,{"$f":"'NTN-F'!B17","v":"2021-07-01"},{"$f":"'NTN-F'!C17","v":350},{"$f":"'NTN-F'!D17","v":48.80885},{"$f":"'NTN-F'!E17","v":45.366517870678216},907330.35741356434,317565625.09474754,150.52162565117001]
[null,"VALOR NOMINAL",{"$f":"'NTN-F'!F6","v":1000},null,{"$f":"'NTN-F'!B18","v":"2022-01-03"},{"$f":"'NTN-F'!C18","v":478},{"$f":"'NTN-F'!D18","v":48.80885},{"$f":"'NTN-F'!E18","v":44.169167724095608},883383.35448191222,422257243.44235402,242.69950531692368]
[null,"PRÊMIO",{"$f":"'NTN-F'!F7","v":-3.3000000000000362E-2},null,{"$f":"'NTN-F'!B19","v":"2022-07-01"},{"$f":"'NTN-F'!C19","v":602},{"$f":"'NTN-F'!D19","v":48.80885},{"$f":"'NTN-F'!E19","v":43.039378666196946},860787.57332393888,518194119.14101118,348.43299457232899]
[null,"BM$F",{"$f":"'NTN-F'!F8","v":5.44},null,{"$f":"'NTN-F'!B20","v":"2023-01-02"},{"$f":"'NTN-F'!C20","v":729},{"$f":"'NTN-F'!D20","v":1048.8088499999999},{"$f":"'NTN-F'!E20","v":900.61314788000607},18012262.95760012,13130939696.090488,10142.236584990527]
[null,"TAXA anbima",{"$f":"'NTN-F'!F9","v":5.407},null,{"$f":"'NTN-F'!B21","v":"00:00:00"},{"$f":"'NTN-F'!C21","v":0},{"$f":"'NTN-F'!D21","v":0},{"$f":"'NTN-F'!E21","v":0},0,0,0]
[null,"VENCIMENTO",{"$f":"'NTN-F'!F10","v":"2023-01-01"},null,{"$f":"'NTN-F'!B22","v":"00:00:00"},{"$f":"'NTN-F'!C22","v":0},{"$f":"'NTN-F'!D22","v":0},{"$f":"'NTN-F'!E22","v":0},0,0,0]
[null,"Carteira",20000,null,{"$f":"'NTN-F'!B23","v":"00:00:00"},{"$f":"'NTN-F'!C23","v":0},{"$f":"'NTN-F'!D23","v":0},{"$f":"'NTN-F'!E23","v":0},0,0,0]
[null,null,null,null,null,null,"PU",{"$f":"SUM(H4:H12)","v":1127.5453729707397},{"$f":"SUM(I4:I12)","v":22550907.459414795},{"$f":"SUM(J4:J12)","v":14694945889.301996},{"$f":"SUM(K4:K12)","v":10989.75175179745}]
[null,"Duration",{"$f":"J13/I13","v":651.63434845132997}]
[null,"Mod Duration",{"$f":"C14/(1+C9/100)","v":618.01436689238426}]
[null,"Convexity",{"$f":"(1/(1+C9/100)^2)*K13/H13","v":8.7668395985121261}]
[]
[]
[]
[null,"Calculo FLUXO E PU BMF"]
[null,null,null,null,"TAXA","DU","VF","VPL","Financeiro","FIN * DU","vp * ( t2 + t)","Qtde Ajustada"]
[]
[null,null,null,null,{"$f":"VLOOKUP(F23,BMF!$B$5:$C$27,2,FALSE)","v":4.1550000000000002},{"$f":"F4","v":99},{"$f":"100000","v":100000},{"$f":"G23/((1+E23/100)^($F23/252))","v":98413.400262844574},{"$f":"H23*L23","v":956189.87995100801},{"$f":"I23*F23","v":94662798.115149796},{"$f":"((F23/252)^2+F23/252)*I23","v":523221.2480854367},{"$f":"I4/H23*$H$59","v":9.7160536816855831}]
[null,null,null,null,{"$f":"VLOOKUP(F24,BMF!$B$5:$C$27,2,FALSE)","v":4.32},227,100000,96261.938247204918,{"$f":"H24*L24","v":930953.33664425078},{"$f":"I24*F24","v":211326407.41824493},1593999.5772445723,9.6710429230452579]
[null,"TAXA 0 cupom",{"$f":"'NTN-F'!B34","v":5.3048420569681376},null,{"$f":"VLOOKUP(F25,BMF!$B$5:$C$27,2,FALSE)","v":4.6100000000000003},350,100000,93932.308783316999,{"$f":"H25*L25","v":907330.35741356434},{"$f":"I25*F25","v":317565625.09474754},3010432.5130234002,9.6594065361109518]
[null,null,null,null,{"$f":"VLOOKUP(F26,BMF!$B$5:$C$27,2,FALSE)","v":4.92},478,100000,91292.580077532577,{"$f":"H26*L26","v":883383.3544819121},{"$f":"I26*F26","v":422257243.44235396},4853990.106338473,9.6763981665506229]
[null,"Duration",{"$f":"J32/I32","v":651.63434845132997},null,{"$f":"VLOOKUP(F27,BMF!$B$5:$C$27,2,FALSE)","v":5.2},602,100000,88594.516790592228,860787.57332393888,518194119.14101118,6968659.8914465792,{"$f":"I8/H27*$H$59","v":9.7160366635166877}]
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[null,"Convexity",{"$f":"(1/((1+C25/100)^2*I32))*K32","v":8.789358381009782}]
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[]
[null,null,null,null,null,null,null,null,{"$f":"SUM(I23:I31)","v":22550907.459414795},{"$f":"SUM(J23:J31)","v":14694945889.301996},{"$f":"SUM(K23:K31)","v":219795035.03594899}]
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[null,null,null,"DURATION","Ft. Ajuste hedge",{"$f":"C15/C28","v":0.99871815304408307},"Fin Ajustado",{"$f":"I32*F34","v":22522000.647334781}]
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[]
[]
[null,"Proteção da carteira"]
[]
[null,"DU",0]
[null,"Var Taxa de juros",0.01]
[null,null,2]
[null,"NTN-F",null,null,null,null,null,"BM&F"]
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[]
[]
[null,null,null,null,{"$f":"SUM(E46:E54)","v":1127.2688123395274},{"$f":"SUM(F46:F54)","v":22545376.246790543},null,null,null,null,null,{"$f":"SUM(L46:L54)","v":22516474.78448775},null,{"$f":"SUM(N46:N54)","v":22506877.056722287}]
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[]
[null,"Variação ocorrida em A",{"$f":"F55-I13","v":-5531.2126242518425},null,"Im(Fluxo)",null,"Ajuste para Di( default = 1)"]
[null,"Variação ocorrida em B DUR",{"$f":"(L55-H34)","v":-5525.8628470301628},null,{"$f":"C58-C59","v":-5.3497772216796875},null,null,1]
[null,"Variação ocorrida em B CONV",{"$f":"(N55-H35)","v":-5523.5074282586575},null,{"$f":"C58-C60","v":-7.7051959931850433},null,null,{"$f":"I13-I32","v":0}]
[]
[null,"TEÓRICO"]
[null,"Variação ocorrida em A",{"$f":"-(((C15/252)*C42/100)+(C16*((C42/100)^2)/2))*I13*(C41+1)","v":-5531.4586582357342},null,"Im(Conv)"]
[null,"Variação ocorrida em B",{"$f":"-(((C28/252)*C42/100)+(C29*((C42/100)^2)/2))*H35*(C41+1)","v":-5529.1021224266269},null,{"$f":"C63-C64","v":-2.3565358091072994}]
[]
[null,"TEÓRICO"]
[null,"Variação ocorrida em A",{"$f":"-C15/252*C42*I13/100*(C41+1)","v":-5530.4701572932463},null,"Im(MDur)"]
[null,"Variação ocorrida em B",{"$f":"-C28/252*C42*H35/100*(C41+1)","v":-5528.1127746437505},null,{"$f":"C67-C68","v":-2.3573826494957757}]

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[null,"Carteira Ativa A",null,null,null,null,"Carteira Passiva B",null,null,null,null,null,"Atingir meta 0"]
["DU","Taxa","QTDE","VF","VPL",null,"VF","VPL","Qtde",null,"Taxa","Qtde teórica",{"$f":"F4-J4","v":0},"Ajuste DI"]
[null,null,null,null,null,{"$f":"SUM(F5:F16)","v":72054449.812586069},null,null,null,{"$f":"SUM(J5:J16)","v":72054449.812586069},null,null,null,1]
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[99,4.1494,100,1000,{"$f":"D6/((1+$B6/100)^($A6/252))","v":984.15479064514682},{"$f":"E6*D6","v":984154.79064514686},100000,{"$f":"G6/((1+$K6/100)^($A6/252))","v":98413.400262844574},{"$f":"F6/H6*$N$4","v":10.000211231566491},{"$f":"I6*H6","v":984154.79064514698},{"$f":"VLOOKUP(A6,BMF!$B$5:$C$27,2,FALSE)","v":4.1550000000000002},1]
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[]
[]
["Duration",null,null,null,{"$f":"SUMPRODUCT(A5:A16,F5:F16)/F4","v":622.92287250477796},null,null,{"$f":"SUMPRODUCT($A$5:$A$16,J5:J16)/J4","v":622.92287250477796}]
["Modify Duration",null,"tx 0 equiv.",{"$f":"_xll.SRS1Splines.Functions25.Cubic_Spline(A5:A14,B5:B14,E17)","v":5.2465960994331873},{"$f":"-E17/(1+D18/100)","v":-591.86985193921419},null,{"$f":"cubic_Spline(A5:A14,K5:K14,H17)","v":5.2409856800821553},{"$f":"-H17/(1+G18/100)","v":-591.90140464702233}]
[]
["Valor de B para imunizar A",null,null,"Ft. Ajuste:",{"$f":"E18/H18","v":0.99994669262894054},null,{"$f":"F4*E20","v":72050608.779293418}]
[]
["Deslocamento paralelo = Variações iguais para todos os vértices"]
["du"]
[0,"Incremento",0.01]
[null,"Carteira Ativa A",null,null,null,null,"Carteira Passiva B"]
["DU","Taxa","QTDE","VF","VPL",null,"VF","VPL","Qtde",null,"Taxa"]
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[{"$f":"A5-$A$24","v":38},{"$f":"B5+$C$24","v":4.1849999999999996},{"$f":"C5","v":100},1000,{"$f":"D28/((1+$B28/100)^($A28/252))","v":993.83683576060264},{"$f":"E28*D28","v":993836.83576060261},{"$f":"G5","v":100000},{"$f":"G28/((1+$K28/100)^($A28/252))","v":99382.964373936542},{"$f":"F28/H28*$E$20","v":9.9995392891726684},{"$f":"I28*H28","v":993783.85693162598},{"$f":"K5+$C$24","v":4.1899999999999995}]
[99,4.1593999999999998,100,1000,{"$f":"D29/((1+$B29/100)^($A29/252))","v":984.11767027885105},{"$f":"E29*D29","v":984117.67027885106},{"$f":"G6","v":100000},{"$f":"G29/((1+$K29/100)^($A29/252))","v":98409.688504187157},{"$f":"F29/H29*$E$20","v":9.9996781263174608},{"$f":"I29*H29","v":984065.20955303521},{"$f":"K6+$C$24","v":4.165}]
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[415,4.76,100,1000,926.27843790074098,926278.437900741,100000,92598.7289840585,10.002610949355514,926229.06043234735,4.7799999999999994]
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[602,5.2149999999999999,200,5000,4428.2173461793745,22141086.730896872,100000,88574.401926285427,249.95829456682549,22139906.447770849,5.21]
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[]
[]
["Duration",null,null,null,{"$f":"SUMPRODUCT(A28:A39,F28:F39)/F27","v":622.91088047342794},null,null,{"$f":"SUMPRODUCT($A$5:$A$16,J28:J39)/J27","v":622.91088047342805}]
["Modify Duration",null,"tx 0 equiv.",{"$f":"cubic_Spline(A28:A37,B28:B37,E40)/100","v":5.2565724697538264E-2},{"$f":"-E40/(1+D41/100)","v":-622.58361488441585},"tx 0 equiv.",{"$f":"cubic_Spline(A28:A37,K28:K37,H40)/100","v":5.2509623580343792E-2},{"$f":"-H40/(1+D41/100)","v":-622.58361488441597}]
[]
["Variação ocorrida em A",null,null,null,{"$f":"F27-F4","v":-16907.036460876465},null,null,"Imunização"]
["Variação ocorrida em B",null,null,null,{"$f":"J27-G20","v":-16906.135191202164},null,null,{"$f":"E43-E44","v":-0.90126967430114746}]
[]
[]
["Deslocamentos diferentes nos vértices:"]
[]
[null,"Carteira Ativa A",null,null,null,null,"Carteira Passiva B",null,null,null,null,null,"INCREMENTO"]
["DU","Taxa","QTDE","VF","VPL",null,"VF","VPL","Qtde",null,"Taxa"]
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[{"$f":"A29","v":99},{"$f":"B6+M53","v":4.1593999999999998},{"$f":"C29","v":100},1000,{"$f":"D53/((1+$B53/100)^($A53/252))","v":984.11767027885105},{"$f":"E53*D53","v":984117.67027885106},{"$f":"G29","v":100000},{"$f":"G53/((1+$K53/100)^($A53/252))","v":98409.688504187157},{"$f":"I29","v":9.9996781263174608},{"$f":"I53*H53","v":984065.20955303521},{"$f":"K6+M53","v":4.165},null,0.01]
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[]
["Duration",null,null,null,{"$f":"SUMPRODUCT(A52:A63,F52:F63)/F51","v":622.91088047342794},null,null,{"$f":"SUMPRODUCT($A$5:$A$16,J52:J63)/J51","v":622.91088047342805}]
["Modify Duration",null,"tx média",{"$f":"D41","v":5.2565724697538264E-2},{"$f":"-E64/(1+D65/100)","v":-622.58361488441585},null,null,{"$f":"-H64/(1+D65/100)","v":-622.58361488441597}]
[]
["Variação ocorrida em A",null,null,null,{"$f":"F51-F4","v":-16907.036460876465},null,null,"Imunização"]
["Variação ocorrida em B",null,null,null,{"$f":"J51-G20","v":-16906.135191202164},null,null,{"$f":"E67-E68","v":-0.90126967430114746}]

{"sheet":"BMF","index":6,"n_rows":27,"n_cols":13,"rows_kept":27,"cut":false,"hidden":false,"merged":[]}
["TAXA DE JUROS",null,null,null,null,null,null,null,null,null,null,"2020-02-05"]
["BMF Bovespa - Taxa de Juros"]
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["Dvc","DU","Ultima","Var","Neg","Cng","Cab","Mín","Máx","Abe","Ajut","Ajat"]
["2020-03-02",16,4.2,-0.23752999999999999,72,627035,1595378,4.1849999999999996,4.2030000000000003,4.1849999999999996,4.1970000000000001,4.1980000000000004,{"$f":"B5-$M$3","v":16}]
["2020-04-01",38,4.18,-0.11947000000000001,1627,634495,5521510,4.1660000000000004,4.1849999999999996,4.173,4.17,4.1740000000000004,{"$f":"B6-$M$3","v":38}]
["2020-05-04",58,4.1500000000000004,-0.24038999999999999,37,26295,218825,4.1470000000000002,4.1500000000000004,4.1500000000000004,4.1500000000000004,4.1509999999999998,58]
["2020-06-01",78,4.16,-0.12005,3,270,125280,4.16,4.18,4.16,4.1429999999999998,4.1470000000000002,78]
["2020-07-01",99,4.1550000000000002,0,1413,364175,5266707,4.13,4.16,4.1449999999999996,4.1399999999999997,4.1420000000000003,99]
["2020-08-03",122,4.1550000000000002,0.24126,1,200,72720,4.1550000000000002,4.1550000000000002,4.1550000000000002,4.1429999999999998,4.1479999999999997,122]
["2020-09-01",143,4.1500000000000004,0.12063,6,550,37370,4.1500000000000004,4.1500000000000004,4.1500000000000004,4.1449999999999996,4.1429999999999998,143]
["2020-10-01",164,4.21,0.11891,458,66570,695068,4.1849999999999996,4.21,4.1950000000000003,4.1849999999999996,4.194,164]
["2020-11-03",185,4.22,-0.23641000000000001,6,685,37945,4.21,4.22,4.21,4.21,4.2190000000000003,185]
["2020-12-01",205,4.25,0.33050000000000002,35,5075,37095,4.24,4.25,4.24,4.2279999999999998,4.2350000000000003,205]
["2021-01-04",227,4.32,0.34843000000000002,2752,430415,4303082,4.2750000000000004,4.3250000000000002,4.2850000000000001,4.29,4.2949999999999999,227]
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