Created
April 25, 2018 12:35
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| cdb <- function(capital, data_aplicacao, data_resgate, di, pct_cdi){ | |
| library(dplyr) | |
| library(bizdays) | |
| dias_corridos <- as.numeric(difftime(data_resgate, data_aplicacao, units = "days")) | |
| # computar biz days entre datas | |
| bizdays::create.calendar("Brazil/ANBIMA", | |
| bizdays::holidaysANBIMA, | |
| weekdays=c("saturday", "sunday")) | |
| dias_uteis <- bizdays::bizdays(from = data_aplicacao, to = data_resgate, | |
| cal = "Brazil/ANBIMA") | |
| tx_di_dia <- (1 + di)^(1/252) - 1 | |
| rb_dia <- tx_di_dia * pct_cdi | |
| rb_periodo <- (1 + rb_dia) ^ (dias_uteis) - 1 | |
| taxa_ir <- dplyr::case_when( | |
| dias_corridos > 720 ~ 0.15, | |
| dias_corridos <= 720 & dias_corridos > 360 ~ 0.175, | |
| dias_corridos <= 360 & dias_corridos > 180 ~ 0.20, | |
| dias_corridos <= 180 ~ 0.225 | |
| ) | |
| valor_aplicacao_atualizado <- capital * (1 + rb_periodo) | |
| ir_rendimento <- (valor_aplicacao_atualizado - capital) * taxa_ir | |
| valor_liquido <- valor_aplicacao_atualizado - ir_rendimento | |
| valor_liquido | |
| } |
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