|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:01 EST 2020
| Setup Time => Mon Jan 27 00:35:03 EST 2020
| Setup Duration => 2 s 593 ms
|-----------------------------------------------------------------|
1-FEB-2020
2-FEB-2020
8-FEB-2020
9-FEB-2020
15-FEB-2020
16-FEB-2020
17-FEB-2020
22-FEB-2020
23-FEB-2020
29-FEB-2020
1-MAR-2020
7-MAR-2020
8-MAR-2020
14-MAR-2020
15-MAR-2020
21-MAR-2020
22-MAR-2020
28-MAR-2020
29-MAR-2020
4-APR-2020
5-APR-2020
10-APR-2020
11-APR-2020
12-APR-2020
13-APR-2020
18-APR-2020
19-APR-2020
25-APR-2020
26-APR-2020
2-MAY-2020
3-MAY-2020
4-MAY-2020
9-MAY-2020
10-MAY-2020
16-MAY-2020
17-MAY-2020
23-MAY-2020
24-MAY-2020
25-MAY-2020
30-MAY-2020
31-MAY-2020
6-JUN-2020
7-JUN-2020
13-JUN-2020
14-JUN-2020
20-JUN-2020
21-JUN-2020
27-JUN-2020
28-JUN-2020
4-JUL-2020
5-JUL-2020
11-JUL-2020
12-JUL-2020
18-JUL-2020
19-JUL-2020
25-JUL-2020
26-JUL-2020
1-AUG-2020
2-AUG-2020
8-AUG-2020
9-AUG-2020
15-AUG-2020
16-AUG-2020
22-AUG-2020
23-AUG-2020
29-AUG-2020
30-AUG-2020
31-AUG-2020
5-SEP-2020
6-SEP-2020
7-SEP-2020
12-SEP-2020
13-SEP-2020
19-SEP-2020
20-SEP-2020
26-SEP-2020
27-SEP-2020
3-OCT-2020
4-OCT-2020
10-OCT-2020
11-OCT-2020
12-OCT-2020
17-OCT-2020
18-OCT-2020
24-OCT-2020
25-OCT-2020
31-OCT-2020
1-NOV-2020
7-NOV-2020
8-NOV-2020
11-NOV-2020
14-NOV-2020
15-NOV-2020
21-NOV-2020
22-NOV-2020
26-NOV-2020
28-NOV-2020
29-NOV-2020
5-DEC-2020
6-DEC-2020
12-DEC-2020
13-DEC-2020
19-DEC-2020
20-DEC-2020
25-DEC-2020
26-DEC-2020
27-DEC-2020
28-DEC-2020
1-JAN-2021
2-JAN-2021
3-JAN-2021
9-JAN-2021
10-JAN-2021
16-JAN-2021
17-JAN-2021
18-JAN-2021
23-JAN-2021
24-JAN-2021
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:01 EST 2020
| Setup Time => Mon Jan 27 00:35:03 EST 2020
| Finish Time => Mon Jan 27 00:35:03 EST 2020
| Setup Duration => 2 s 593 ms
| Run Duration => 274 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:03 EST 2020
| Setup Time => Mon Jan 27 00:35:03 EST 2020
| Setup Duration => 4 ms
|-----------------------------------------------------------------|
DATE_ROLL_ACTUAL : 05-FEB-2012 -> 06-FEB-2012
DATE_ROLL_FOLLOWING : 05-FEB-2012 -> 06-FEB-2012
DATE_ROLL_MODIFIED_FOLLOWING : 05-FEB-2012 -> 06-FEB-2012
DATE_ROLL_MODIFIED_FOLLOWING_BIMONTHLY: 05-FEB-2012 -> 06-FEB-2012
DATE_ROLL_PREVIOUS : 05-FEB-2012 -> 03-FEB-2012
DATE_ROLL_MODIFIED_PREVIOUS : 05-FEB-2012 -> 03-FEB-2012
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:03 EST 2020
| Setup Time => Mon Jan 27 00:35:03 EST 2020
| Finish Time => Mon Jan 27 00:35:03 EST 2020
| Setup Duration => 4 ms
| Run Duration => 3 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:03 EST 2020
| Setup Time => Mon Jan 27 00:35:04 EST 2020
| Setup Duration => 10 ms
|-----------------------------------------------------------------|
1/1 | 28/360 | 30/360 | 30/360 icma | 30/360 us | 30/365 | 30/act | 30e+/360 | 30e+/360 (isda) | 30e+/360 isda | 30e/360 | 30e/360 (isda) | 30e/360 isda | 30s/360 | 30u/360 | a/360 | a/365 fixed | a/365f | act/360 | act/364 | act/365 | act/365 fixed | act/365l | act/act | act/act icma | act/act isda | act/act isma | act/act ust | actual/360 fixed | actual/365 fixed | actual/365 jgb | actual/365 jgb (nl) | actual/365l | actual/actual | actual/actual afb | actual/actual icma | actual/actual isda | actual/actual ust | bond basis | dc1_1 | dc28_360 | dc30_360 | dc30_365 | dc30_act | dc30e_360 | dc30e_360_isda | dc30eplus_360_isda | dcact_360 | dcact_364 | dcact_365 | dcact_365l | dcact_act | dcact_act_isda | dcact_act_ust | dcnl_360 | dcnl_365 | dcnl_act | english | eurobond basis | eurobond basis (isda 2000) | eurobond basis (isda 2006) | french | ger:30/360 | german | german:30/360 | isda 30e/360 | isda 30e/365 | isda 30e/act | isda swaps:30/360 | isda swaps:30/365 | isda swaps:30/act | isda30/360 | isda30/365 | isda30/act | isma 30/360 | isma 30/365 | isma 30/act | isma-30/360 | isma-99 | isma-year | muni30/360 | nl/360 | nl/365 | nl/act | special german | us muni: 30/360 | us:wib act/360 | us:wit act/act |
--------------------
[30-MAY-2013 -> 24-JUN-2013] => 0.0611 | 22 | 28/360
[30-MAY-2013 -> 24-JUN-2013] => 0.0658 | 24 | 30/365
[30-MAY-2013 -> 24-JUN-2013] => 0.0667 | 24 | 30/360
[30-MAY-2013 -> 24-JUN-2013] => 0.0667 | 24 | 30E/360 ISDA
[30-MAY-2013 -> 24-JUN-2013] => 0.0667 | 24 | 30E/360
[30-MAY-2013 -> 24-JUN-2013] => 0.0667 | 24 | 30E+/360
[30-MAY-2013 -> 24-JUN-2013] => 0.0694 | 25 | Act/360
[30-MAY-2013 -> 24-JUN-2013] => 0.0687 | 25 | Act/364
[30-MAY-2013 -> 24-JUN-2013] => 0.0685 | 25 | Act/365
[30-MAY-2013 -> 24-JUN-2013] => 0.0658 | 24 | Act/Act ISDA
[30-MAY-2013 -> 24-JUN-2013] => 0.0685 | 25 | Act/Act
[30-MAY-2013 -> 24-JUN-2013] => 0.0694 | 25 | NL/360
[30-MAY-2013 -> 24-JUN-2013] => 0.0685 | 25 | NL/365
--------------------
[30-DEC-2010 -> 30-DEC-2012] => 2.0000 | 720 | 28/360
[30-DEC-2010 -> 30-DEC-2012] => 2.0000 | 730 | 30/365
[30-DEC-2010 -> 30-DEC-2012] => 2.0000 | 720 | 30/360
[30-DEC-2010 -> 30-DEC-2012] => 2.0000 | 720 | 30E/360 ISDA
[30-DEC-2010 -> 30-DEC-2012] => 2.0000 | 720 | 30E/360
[30-DEC-2010 -> 30-DEC-2012] => 2.0000 | 720 | 30E+/360
[30-DEC-2010 -> 30-DEC-2012] => 2.0306 | 731 | Act/360
[30-DEC-2010 -> 30-DEC-2012] => 2.0082 | 729 | Act/364
[30-DEC-2010 -> 30-DEC-2012] => 2.0027 | 731 | Act/365
[30-DEC-2010 -> 30-DEC-2012] => 1.9973 | 730 | Act/Act ISDA
[30-DEC-2010 -> 30-DEC-2012] => 1.9973 | 730 | Act/Act
[30-DEC-2010 -> 30-DEC-2012] => 2.0278 | 730 | NL/360
[30-DEC-2010 -> 30-DEC-2012] => 2.0000 | 730 | NL/365
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:03 EST 2020
| Setup Time => Mon Jan 27 00:35:04 EST 2020
| Finish Time => Mon Jan 27 00:35:04 EST 2020
| Setup Duration => 10 ms
| Run Duration => 17 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:04 EST 2020
| Setup Time => Mon Jan 27 00:35:04 EST 2020
| Setup Duration => 19 ms
|-----------------------------------------------------------------|
Gregorian: [2001/02/24]; Julian: 2451965
Julian: 2451965; Gregorian: [2001/02/24]
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:04 EST 2020
| Setup Time => Mon Jan 27 00:35:04 EST 2020
| Finish Time => Mon Jan 27 00:35:04 EST 2020
| Setup Duration => 19 ms
| Run Duration => 9 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:04 EST 2020
| Setup Time => Mon Jan 27 00:35:04 EST 2020
| Setup Duration => 7 ms
|-----------------------------------------------------------------|
|--------------------------------------------------------------------------------||
| SPOT DATE | NEXT RATES FUTURES IMM | NEXT BOND FUTURES IMM | NEXT CDS/CDX IMM ||
|--------------------------------------------------------------------------------||
| 30-DEC-2010 | 15-MAR-2011 | 31-DEC-2010 | 20-MAR-2011 ||
| 09-JAN-2011 | 15-MAR-2011 | 31-MAR-2011 | 20-MAR-2011 ||
| 19-JAN-2011 | 15-MAR-2011 | 31-MAR-2011 | 20-MAR-2011 ||
| 29-JAN-2011 | 15-MAR-2011 | 31-MAR-2011 | 20-MAR-2011 ||
| 08-FEB-2011 | 15-MAR-2011 | 31-MAR-2011 | 20-MAR-2011 ||
| 18-FEB-2011 | 15-MAR-2011 | 31-MAR-2011 | 20-MAR-2011 ||
| 28-FEB-2011 | 15-MAR-2011 | 31-MAR-2011 | 20-MAR-2011 ||
| 10-MAR-2011 | 15-MAR-2011 | 31-MAR-2011 | 20-MAR-2011 ||
| 20-MAR-2011 | 15-JUN-2011 | 31-MAR-2011 | 20-JUN-2011 ||
| 30-MAR-2011 | 15-JUN-2011 | 31-MAR-2011 | 20-JUN-2011 ||
| 09-APR-2011 | 15-JUN-2011 | 30-JUN-2011 | 20-JUN-2011 ||
| 19-APR-2011 | 15-JUN-2011 | 30-JUN-2011 | 20-JUN-2011 ||
| 29-APR-2011 | 15-JUN-2011 | 30-JUN-2011 | 20-JUN-2011 ||
| 09-MAY-2011 | 15-JUN-2011 | 30-JUN-2011 | 20-JUN-2011 ||
| 19-MAY-2011 | 15-JUN-2011 | 30-JUN-2011 | 20-JUN-2011 ||
| 29-MAY-2011 | 15-JUN-2011 | 30-JUN-2011 | 20-JUN-2011 ||
| 08-JUN-2011 | 15-JUN-2011 | 30-JUN-2011 | 20-JUN-2011 ||
| 18-JUN-2011 | 15-SEP-2011 | 30-JUN-2011 | 20-JUN-2011 ||
| 28-JUN-2011 | 15-SEP-2011 | 30-JUN-2011 | 20-SEP-2011 ||
| 08-JUL-2011 | 15-SEP-2011 | 30-SEP-2011 | 20-SEP-2011 ||
| 18-JUL-2011 | 15-SEP-2011 | 30-SEP-2011 | 20-SEP-2011 ||
| 28-JUL-2011 | 15-SEP-2011 | 30-SEP-2011 | 20-SEP-2011 ||
| 07-AUG-2011 | 15-SEP-2011 | 30-SEP-2011 | 20-SEP-2011 ||
| 17-AUG-2011 | 15-SEP-2011 | 30-SEP-2011 | 20-SEP-2011 ||
| 27-AUG-2011 | 15-SEP-2011 | 30-SEP-2011 | 20-SEP-2011 ||
| 06-SEP-2011 | 15-SEP-2011 | 30-SEP-2011 | 20-SEP-2011 ||
| 16-SEP-2011 | 15-DEC-2011 | 30-SEP-2011 | 20-SEP-2011 ||
| 26-SEP-2011 | 15-DEC-2011 | 30-SEP-2011 | 20-DEC-2011 ||
| 06-OCT-2011 | 15-DEC-2011 | 31-DEC-2011 | 20-DEC-2011 ||
| 16-OCT-2011 | 15-DEC-2011 | 31-DEC-2011 | 20-DEC-2011 ||
|--------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:04 EST 2020
| Setup Time => Mon Jan 27 00:35:04 EST 2020
| Finish Time => Mon Jan 27 00:35:04 EST 2020
| Setup Duration => 7 ms
| Run Duration => 17 ms
|-----------------------------------------------------------------|