Tasas Variables

1) Libor y SOFR conv. Real/360

Libor3m 5.12471% N.T.V Sofr1m 4.55000% N.M.V.

Spread 2.50% Spread 2.50%
Tasa NETA 7.62% N.T.V Tasa NETA 7.05% N.M.V.

2) I.B.R.
Método 1: tasas simultáneas Método 2
I.B.R. overnight 12.61900% E.A. I.B.R. overnight 11.72300% N.D.V
Spread 7.00% Spread 5.00%
Tasa NETA 20.50% E.A. Tasa NETA 16.72% N.D.V

3) I.P.C
Método 1: tasas simultáneas Ejemplo, U.V.R. + 12%
I.P.C 13.14000% E.A.
Spread 12.00%
Tasa NETA 26.72% E.A.

4) D.T.F.

D.T.F. 14.44000% E.A.

Spread 10.00% N.T.A.
D.T.F t.v. 3.429509% t.v.
D.T.F t.a. 3.315793% t.a.
D.T.F N.T.A 13.263174% N.T.A.
D.T.F N.T.A + spread 23.263174% N.T.A. <- Suma del Spread
Tasa NETA t.a. 5.815793% t.a.
Tasa NETA t.v. 6.174914% t.v.
Tasa NETA 27.0831% E.A.
Series Uniformes - Anualidades
1) Voy a ahorra 100.000 al final de cada mes en un insturmento financiero que paga 1.2% m.v.
a) ¿Cuánto tengo ahorrado después de 5 años?
b) Si quiero hacer un único depósito hoy y alcanzar el mísmo resultado de a), ¿de cuánto debería ser dicho depósito?
c) Resuelva a) y b) si los depósitos se realizan al principio de cada mes
d) Suponga que durante el primer año no ahorra, ¿cuál sería el VP de la serie de depósitos ahora?

A 100,000
Tasa 1.20% m.v.
Frecuencia pagos mensual vencido
Plazo 5 años
No. Pagos 60 𝑃=𝐴[(1−(1+𝑖)^(−𝑛))/𝑖]
𝐹=𝐴[((1+𝑖)^𝑛−1)/𝑖]
a) b)
F 8,713,727.23 8,713,727.23 P 4,259,643.08
Rta:// El total acumulado después de 5 años es $8713727,23387424

Periodo Abonos Saldo VF(Abono) Periodo Abonos

0 0 0
#NAME? 100,000 100,000 202,139 #NAME? 100,000
#NAME? 100,000 201,200 #NAME? #NAME? 100,000
#NAME? 100,000 303,614 #NAME? #NAME? 100,000
#NAME? 100,000 407,258 #NAME? #NAME? 100,000
#NAME? 100,000 512,145 #NAME? #NAME? 100,000
#NAME? 100,000 618,291 #NAME? #NAME? 100,000
#NAME? 100,000 725,710 #NAME? #NAME? 100,000
#NAME? 100,000 834,419 #NAME? #NAME? 100,000
#NAME? 100,000 944,432 #NAME? #NAME? 100,000
#NAME? 100,000 1,055,765 #NAME? #NAME? 100,000
#NAME? 100,000 1,168,434 #NAME? #NAME? 100,000
#NAME? 100,000 1,282,455 #NAME? #NAME? 100,000
#NAME? 100,000 1,397,845 #NAME? #NAME? 100,000
#NAME? 100,000 1,514,619 #NAME? #NAME? 100,000
#NAME? 100,000 1,632,794 #NAME? #NAME? 100,000
#NAME? 100,000 1,752,388 #NAME? #NAME? 100,000
#NAME? 100,000 1,873,416 #NAME? #NAME? 100,000
#NAME? 100,000 1,995,897 #NAME? #NAME? 100,000
#NAME? 100,000 2,119,848 #NAME? #NAME? 100,000
#NAME? 100,000 2,245,286 #NAME? #NAME? 100,000
#NAME? 100,000 2,372,230 #NAME? #NAME? 100,000
#NAME? 100,000 2,500,697 #NAME? #NAME? 100,000
#NAME? 100,000 2,630,705 #NAME? #NAME? 100,000
#NAME? 100,000 2,762,273 #NAME? #NAME? 100,000
#NAME? 100,000 2,895,421 #NAME? #NAME? 100,000
#NAME? 100,000 3,030,166 #NAME? #NAME? 100,000
#NAME? 100,000 3,166,528 #NAME? #NAME? 100,000
#NAME? 100,000 3,304,526 #NAME? #NAME? 100,000
#NAME? 100,000 3,444,180 #NAME? #NAME? 100,000
#NAME? 100,000 3,585,510 #NAME? #NAME? 100,000
#NAME? 100,000 3,728,537 #NAME? #NAME? 100,000
#NAME? 100,000 3,873,279 #NAME? #NAME? 100,000
#NAME? 100,000 4,019,758 #NAME? #NAME? 100,000
#NAME? 100,000 4,167,996 #NAME? #NAME? 100,000
#NAME? 100,000 4,318,011 #NAME? #NAME? 100,000
#NAME? 100,000 4,469,828 #NAME? #NAME? 100,000
#NAME? 100,000 4,623,466 #NAME? #NAME? 100,000
#NAME? 100,000 4,778,947 #NAME? #NAME? 100,000
#NAME? 100,000 4,936,294 #NAME? #NAME? 100,000
#NAME? 100,000 5,095,530 #NAME? #NAME? 100,000
#NAME? 100,000 5,256,676 #NAME? #NAME? 100,000
#NAME? 100,000 5,419,756 #NAME? #NAME? 100,000
#NAME? 100,000 5,584,794 #NAME? #NAME? 100,000
#NAME? 100,000 5,751,811 #NAME? #NAME? 100,000
#NAME? 100,000 5,920,833 #NAME? #NAME? 100,000
#NAME? 100,000 6,091,883 #NAME? #NAME? 100,000
#NAME? 100,000 6,264,985 #NAME? #NAME? 100,000
#NAME? 100,000 6,440,165 #NAME? #NAME? 100,000
#NAME? 100,000 6,617,447 #NAME? #NAME? 100,000
#NAME? 100,000 6,796,857 #NAME? #NAME? 100,000
#NAME? 100,000 6,978,419 #NAME? #NAME? 100,000
#NAME? 100,000 7,162,160 #NAME? #NAME? 100,000
#NAME? 100,000 7,348,106 #NAME? #NAME? 100,000
#NAME? 100,000 7,536,283 #NAME? #NAME? 100,000
#NAME? 100,000 7,726,718 #NAME? #NAME? 100,000
#NAME? 100,000 7,919,439 #NAME? #NAME? 100,000
#NAME? 100,000 8,114,472 #NAME? #NAME? 100,000
#NAME? 100,000 8,311,846 #NAME? #NAME? 100,000
#NAME? 100,000 8,511,588 #NAME? #NAME? 100,000
#NAME? 100,000 8,713,727.23 #NAME? #NAME? 100,000
8,713,727.23
1+𝑖)^(−𝑛))/𝑖]

c)
4,259,643.08 F 8,818,291.96 8,818,291.96

VA(Abono) Periodo Abonos Saldo VF(Abono)

4,259,643.08 0 100,000 100,000 204,565
$ 98,814.23 #NAME? 100,000 201,200 #NAME?
#NAME? #NAME? 100,000 303,614 #NAME?
#NAME? #NAME? 100,000 407,258 #NAME?
#NAME? #NAME? 100,000 512,145 #NAME?
#NAME? #NAME? 100,000 618,291 #NAME?
#NAME? #NAME? 100,000 725,710 #NAME?
#NAME? #NAME? 100,000 834,419 #NAME?
#NAME? #NAME? 100,000 944,432 #NAME?
#NAME? #NAME? 100,000 1,055,765 #NAME?
#NAME? #NAME? 100,000 1,168,434 #NAME?
#NAME? #NAME? 100,000 1,282,455 #NAME?
#NAME? #NAME? 100,000 1,397,845 #NAME?
#NAME? #NAME? 100,000 1,514,619 #NAME?
#NAME? #NAME? 100,000 1,632,794 #NAME?
#NAME? #NAME? 100,000 1,752,388 #NAME?
#NAME? #NAME? 100,000 1,873,416 #NAME?
#NAME? #NAME? 100,000 1,995,897 #NAME?
#NAME? #NAME? 100,000 2,119,848 #NAME?
#NAME? #NAME? 100,000 2,245,286 #NAME?
#NAME? #NAME? 100,000 2,372,230 #NAME?
#NAME? #NAME? 100,000 2,500,697 #NAME?
#NAME? #NAME? 100,000 2,630,705 #NAME?
#NAME? #NAME? 100,000 2,762,273 #NAME?
#NAME? #NAME? 100,000 2,895,421 #NAME?
#NAME? #NAME? 100,000 3,030,166 #NAME?
#NAME? #NAME? 100,000 3,166,528 #NAME?
#NAME? #NAME? 100,000 3,304,526 #NAME?
#NAME? #NAME? 100,000 3,444,180 #NAME?
#NAME? #NAME? 100,000 3,585,510 #NAME?
#NAME? #NAME? 100,000 3,728,537 #NAME?
#NAME? #NAME? 100,000 3,873,279 #NAME?
#NAME? #NAME? 100,000 4,019,758 #NAME?
#NAME? #NAME? 100,000 4,167,996 #NAME?
#NAME? #NAME? 100,000 4,318,011 #NAME?
#NAME? #NAME? 100,000 4,469,828 #NAME?
#NAME? #NAME? 100,000 4,623,466 #NAME?
#NAME? #NAME? 100,000 4,778,947 #NAME?
#NAME? #NAME? 100,000 4,936,294 #NAME?
#NAME? #NAME? 100,000 5,095,530 #NAME?
#NAME? #NAME? 100,000 5,256,676 #NAME?
#NAME? #NAME? 100,000 5,419,756 #NAME?
#NAME? #NAME? 100,000 5,584,794 #NAME?
#NAME? #NAME? 100,000 5,751,811 #NAME?
#NAME? #NAME? 100,000 5,920,833 #NAME?
#NAME? #NAME? 100,000 6,091,883 #NAME?
#NAME? #NAME? 100,000 6,264,985 #NAME?
#NAME? #NAME? 100,000 6,440,165 #NAME?
#NAME? #NAME? 100,000 6,617,447 #NAME?
#NAME? #NAME? 100,000 6,796,857 #NAME?
#NAME? #NAME? 100,000 6,978,419 #NAME?
#NAME? #NAME? 100,000 7,162,160 #NAME?
#NAME? #NAME? 100,000 7,348,106 #NAME?
#NAME? #NAME? 100,000 7,536,283 #NAME?
#NAME? #NAME? 100,000 7,726,718 #NAME?
#NAME? #NAME? 100,000 7,919,439 #NAME?
#NAME? #NAME? 100,000 8,114,472 #NAME?
#NAME? #NAME? 100,000 8,311,846 #NAME?
#NAME? #NAME? 100,000 8,511,588 #NAME?
#NAME? #NAME? 100,000 8,713,727 #NAME?
#NAME? #NAME? 8,818,291.96 #NAME?
8,818,291.96
 d)
P 4,310,758.80 4,310,758.80 P 3,148,228.60 3,148,228.60

4,310,758.80 3,148,228.60
Periodo Abonos VA(Abono) Periodo Abonos VA(Abono)
0 100,000 $ 100,000.00 0
#NAME? 100,000 $ 98,814.23 #NAME? $ 0.00
#NAME? 100,000 #NAME? #NAME? #NAME?
#NAME? 100,000 #NAME? #NAME? #NAME?
#NAME? 100,000 #NAME? #NAME? #NAME?
#NAME? 100,000 #NAME? #NAME? #NAME?
#NAME? 100,000 #NAME? #NAME? #NAME?
#NAME? 100,000 #NAME? #NAME? #NAME?
#NAME? 100,000 #NAME? #NAME? #NAME?
#NAME? 100,000 #NAME? #NAME? #NAME?
#NAME? 100,000 #NAME? #NAME? #NAME?
#NAME? 100,000 #NAME? #NAME? #NAME?
#NAME? 100,000 #NAME? #NAME? #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 $ 85,635.40
#NAME? 100,000 #NAME? #NAME? 100,000 $ 84,619.96
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 #NAME? #NAME? 100,000 #NAME?
#NAME? 100,000 $ 49,470.89 #NAME? 100,000 #NAME?
#NAME? $ 0.00 #NAME? 100,000 #NAME?