Indicator
Letras_Lecaps_Library---
**Letras_Lecaps_Library — Argentine Fixed-Rate Instruments & Dollar Futures Data**
Pine Script library that provides centralized reference data for Argentine Lecaps, Boncaps, and Matba-Rofex Dollar Futures contracts. Designed to be imported by indicators and strategies that need ticker symbols, maturity dates, and redemption prices without hardcoding them.
**What's inside**
The library exports simple accessor functions for three instrument classes:
- **Lecaps** (9 series): BCBA tickers, maturity price per VN100 (Monto_al_Vto), and payment date for each active short-term zero-coupon treasury bill.
- **Boncaps** (6 series): Same structure as Lecaps, covering longer-term capitalization bonds.
- **Dollar Futures** (12 contracts): MATBAROFEX tickers and expiry dates for USD/ARS futures.
Count functions (`lecapCount()`, `boncapCount()`, `futuresCount()`) return the number of active instruments in each category, so consuming scripts can adapt dynamically.
**Data sources**
- Lecaps & Boncaps: IAMC (Instituto Argentino de Mercado de Capitales) periodic report.
- Dollar Futures: A3 Mercados (Matba-Rofex), expiry dates verified against PulseWire contract pages.
**How to use**
```pine
import EcoValores/Letras_Lecaps_Library/1 as lib
// Get the ticker and maturity data for the first Lecap
ticker = lib.lecapTicker1() // "BCBA:S27F6"
matPx = lib.lecapMaturityPrice1() // 125.84
matDt = lib.lecapMaturityDate1() // timestamp for 27/02/2026
```
**Update cycle**
This library reflects a point-in-time snapshot. It should be updated and republished after each public auction or when new IAMC data becomes available. Expired instruments are removed and new ones added, with count functions adjusted accordingly. The last data source date is noted in the script header.
**Related**
This library is the data backend for the **Breakeven Lecaps_Boncaps** indicator, which uses it to calculate and plot breakeven USD exchange rates across the term structure.
---
**Descripción en Español**
Librería Pine Script que centraliza los datos de referencia de Lecaps, Boncaps y contratos de Dólar Futuro de Matba-Rofex. Diseñada para ser importada por indicadores y estrategias que necesitan tickers, fechas de vencimiento y precios de rescate sin codificarlos directamente.
Exporta funciones de acceso para tres clases de instrumentos: Lecaps (9 series, tickers BCBA, precio al vencimiento por VN100 y fecha de pago), Boncaps (6 series, misma estructura), y Dólar Futuro (12 contratos, tickers MATBAROFEX y fecha de expiración). Las funciones de conteo permiten que los scripts consumidores se adapten dinámicamente.
Fuentes de datos: Lecaps y Boncaps del informe periódico del IAMC; Dólar Futuro de A3 Mercados (Matba-Rofex). La librería refleja una foto puntual y debe republicarse tras cada licitación o cuando haya nuevos datos disponibles.
Esta librería es el backend de datos del indicador **Breakeven Lecaps_Boncaps**, que la utiliza para calcular y graficar el tipo de cambio breakeven en dólares a lo largo de la curva.
---
**Disclaimer / Aviso legal**
This library is for informational and educational purposes only. It does not constitute investment advice. Data may be incomplete, delayed, or inaccurate. Verify all tickers and values independently before use. Past performance is not indicative of future results. Consult a licensed financial advisor before making investment decisions.
Esta librería es solo para fines informativos y educativos. No constituye asesoramiento de inversión. Los datos pueden ser incompletos, estar demorados o ser inexactos. Verifique todos los tickers y valores de forma independiente antes de utilizarla. El rendimiento pasado no es indicativo de resultados futuros. Consulte a un asesor financiero matriculado antes de invertir. Library
LECAPS_BONCAP_DUALES_LibraryLECAPS BONCAP DUALES Library - Argentine Fixed Income Data
===========================================================
Library containing instrument data for Argentine Treasury fixed-rate securities (LECAPs, BONCAPs, and DUALES) and Dólar Futures contracts.
📊 CONTENTS
-----------
• LECAP (9 instruments): Zero-coupon treasury notes with "S" prefix
• BONCAP (6 instruments): Fixed-rate treasury bonds with "T" prefix
• DUALES (2 instruments): Dual-rate TAMAR-linked bonds with "M" prefix
• Dólar Futures (11 contracts): ROFEX USD/ARS futures (Feb-Dec 2026)
📈 DATA PROVIDED
----------------
For each instrument:
• Ticker symbol (full and short versions)
• Maturity price (precio de vencimiento)
• Maturity date/timestamp
🔧 EXPORTED FUNCTIONS
---------------------
// Counts
getLecapCount() → int
getBoncapCount() → int
getDualesCount() → int
getDolarFuturesCount() → int
// LECAP data
getLecapTicker(index) → string // e.g., "BCBA:S27F6"
getLecapTickerShort(index) → string // e.g., "S27F6"
getLecapMaturityPrice(index) → float // e.g., 125.84
getLecapMaturityTimestamp(index) → int
// BONCAP data
getBoncapTicker(index) → string
getBoncapTickerShort(index) → string
getBoncapMaturityPrice(index) → float
getBoncapMaturityTimestamp(index) → int
// DUALES data
getDualesTicker(index) → string
getDualesTickerShort(index) → string
getDualesMaturityPrice(index) → float
getDualesMaturityTimestamp(index) → int
// Dólar Futures data
getDolarFuturesTicker(index) → string // e.g., "ROFEX:DLRG2026"
getDolarFuturesShort(index) → string // e.g., "DLR Feb26"
getDolarFuturesExpiry(index) → int
// Helpers
isExpired(maturityTs) → bool
getDaysToMaturity(maturityTs) → int
💡 USAGE EXAMPLE
----------------
import YourUsername/LECAPS_BONCAP_DUALES_Library/1 as lib
// Get LECAP count and iterate
for i = 0 to lib.getLecapCount() - 1
ticker = lib.getLecapTickerShort(i)
maturityPrice = lib.getLecapMaturityPrice(i)
maturityTs = lib.getLecapMaturityTimestamp(i)
if not lib.isExpired(maturityTs)
// Process active instrument
daysLeft = lib.getDaysToMaturity(maturityTs)
📅 INSTRUMENTS (as of 2026-02-11)
---------------------------------
LECAP:
S27F6 (27-Feb-26), S16M6 (16-Mar-26), S17A6 (17-Apr-26),
S30A6 (30-Apr-26), S29Y6 (29-May-26), S31L6 (31-Jul-26),
S31G6 (31-Aug-26), S30O6 (30-Oct-26), S30N6 (30-Nov-26)
BONCAP:
T13F6 (13-Feb-26), T30J6 (30-Jun-26), T15E7 (15-Jan-27),
T30A7 (30-Apr-27), T31Y7 (31-May-27), T30J7 (30-Jun-27)
DUALES:
M27F6 (27-Feb-26), M30A6 (30-Apr-26)
DÓLAR FUTURES:
DLRG2026 (Feb), DLRH2026 (Mar), DLRJ2026 (Apr), DLRK2026 (May),
DLRM2026 (Jun), DLRN2026 (Jul), DLRQ2026 (Aug), DLRU2026 (Sep),
DLRV2026 (Oct), DLRX2026 (Nov), DLRZ2026 (Dec)
⚠️ NOTES
--------
• Data is updated periodically as new instruments are issued
• Expired instruments are automatically filtered via isExpired()
• Maturity prices are set at public auction (licitación)
• Use with the companion indicator "Breakeven LECAPs BONCAPs DUALES"
🏷️ TAGS
-------
argentina, lecap, boncap, duales, treasury, fixed-income, bonds,
letras, bonos, dolar, futures, rofex, bcba, breakeven
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Indicator
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