Letras_Library

█ DISCLAIMER / AVISO LEGAL

⚠️ ENGLISH: This library and any indicators that use it are provided strictly for informational and educational purposes. They do NOT constitute investment advice, a recommendation to buy or sell any security, or a solicitation of any kind. The data contained herein may be incomplete, delayed, or inaccurate. Past performance and projected breakeven levels are not indicative of future results. Always consult a licensed financial advisor before making any investment decisions. The author assumes no responsibility for any financial losses arising from the use of this tool.

⚠️ ESPAÑOL: Esta biblioteca y cualquier indicador que la utilice se proporcionan exclusivamente con fines informativos y educativos. NO constituyen asesoramiento de inversión, recomendación de compra o venta de ningún valor negociable, ni solicitud de ningún tipo. Los datos aquí contenidos pueden ser incompletos, estar demorados o ser inexactos. El rendimiento pasado y los niveles de breakeven proyectados no son indicativos de resultados futuros. Consulte siempre a un asesor financiero matriculado antes de tomar cualquier decisión de inversión. El autor no asume responsabilidad alguna por pérdidas financieras derivadas del uso de esta herramienta.


█ LETRAS_LIBRARY

Pine Script™ library providing structured data for Argentine fixed-rate Treasury instruments: LECAPs (Letras del Tesoro Capitalizables en Pesos), BONCAPs (Bonos del Tesoro Capitalizables en Pesos), and MatbaRofex Dollar Futures (DLR).

This library is designed to be imported by indicators and strategies that need to work with these instruments — most notably the "Breakeven Lecaps & Boncaps" indicator.


█ WHAT IT CONTAINS

For each instrument the library exports three pieces of data via simple function calls:

• TradingView Symbol — the full symbol string with exchange prefix (e.g. "BCBA:S30A6", "MATBAROFEX:DLRH2026")
• Ticker Name — the short display name (e.g. "S30A6", "DLRH2026")
• Maturity Price / Expiry Date:
LECAPs & BONCAPs → Monto_al_Vto (price at maturity per VN 100, from public auction data)
Dollar Futures → Expiry date of the contract


█ INSTRUMENTS INCLUDED

LECAP (9 instruments — tickers starting with "S")
───────────────────────────────────────────────────
S27F6 Vto 27/02/2026 Monto_al_Vto: 125.84
S16M6 Vto 16/03/2026 Monto_al_Vto: 104.62
S17A6 Vto 17/04/2026 Monto_al_Vto: 110.13
S30A6 Vto 30/04/2026 Monto_al_Vto: 127.49
S29Y6 Vto 29/05/2026 Monto_al_Vto: 132.04
S31L6 Vto 31/07/2026 Monto_al_Vto: 117.68
S31G6 Vto 31/08/2026 Monto_al_Vto: 127.06
S30O6 Vto 30/10/2026 Monto_al_Vto: 135.28
S30N6 Vto 30/11/2026 Monto_al_Vto: 129.89

BONCAP (6 instruments — tickers starting with "T")
───────────────────────────────────────────────────
T13F6 Vto 13/02/2026 Monto_al_Vto: 144.97
T30J6 Vto 30/06/2026 Monto_al_Vto: 144.90
T15E7 Vto 15/01/2027 Monto_al_Vto: 161.10
T30A7 Vto 30/04/2027 Monto_al_Vto: 157.34
T31Y7 Vto 31/05/2027 Monto_al_Vto: 151.56
T30J7 Vto 30/06/2027 Monto_al_Vto: 156.04

DOLLAR FUTURES (12 contracts — MATBAROFEX:DLR)
───────────────────────────────────────────────────
DLRG2026 Vto 27/02/2026 DLRN2026 Vto 31/07/2026
DLRH2026 Vto 31/03/2026 DLRQ2026 Vto 31/08/2026
DLRJ2026 Vto 30/04/2026 DLRU2026 Vto 30/09/2026
DLRK2026 Vto 29/05/2026 DLRV2026 Vto 30/10/2026
DLRM2026 Vto 30/06/2026 DLRX2026 Vto 30/11/2026
DLRZ2026 Vto 30/12/2026
DLRF2027 Vto 29/01/2027


█ HOW TO USE

Import the library in your Pine Script™ v6 code:

import YourUsername/LetrasLibrary/1 as lib

Then call any exported function:

lib.lecapTicker3() // → "BCBA:S17A6"
lib.lecapName3() // → "S17A6"
lib.lecapMaturityPrice3() // → 110.13
lib.lecapMaturityDate3() // → timestamp for 17/04/2026

lib.boncapTicker2() // → "BCBA:T30J6"
lib.boncapMaturityPrice2() // → 144.90

lib.futuresTicker5() // → "MATBAROFEX:DLRM2026"
lib.futuresExpiryDate5() // → timestamp for 30/06/2026

lib.lecapCount() // → 9
lib.boncapCount() // → 6
lib.futuresCount() // → 12


█ DATA SOURCE

Instrument data (Monto_al_Vto, Fecha_Pago) is sourced from IAMC fixed-income reports.
Dollar futures expiry dates are sourced from the TradingView contracts page for MATBAROFEX:DLR1!.
All TradingView symbols have been verified to exist on the BCBA and MATBAROFEX exchanges.


█ UPDATE POLICY

This library is updated periodically:
• After each Treasury auction that introduces new instruments or modifies outstanding ones
• When instruments expire and need to be removed
• When new IAMC data is available

Current data: Fecha_Cierre 10-Feb-2026

When updating, the following must be adjusted:
1. Monto_al_Vto values for each instrument
2. Add/remove tickers as instruments are issued or expire
3. Update lecapCount(), boncapCount(), futuresCount() accordingly
4. Republish the library (dependent indicators auto-update)


█ RELATED

• Breakeven Lecaps & Boncaps — indicator that uses this library to plot the breakeven USD/ARS exchange rate for each instrument at its maturity date, overlaid with the MatbaRofex dollar futures curve.