|-----------------------------------------------------------------|
| 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 00:35:13 EST 2020
| Setup Time => Mon Jan 27 00:35:13 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|---------------||
| CREDIT SPREAD ||
|---------------||
| 06M | 100.000 ||
| 01Y | 100.000 ||
| 02Y | 100.000 ||
| 03Y | 100.000 ||
| 04Y | 100.000 ||
| 05Y | 100.000 ||
| 07Y | 100.000 ||
| 10Y | 100.000 ||
|---------------||
|-------------------------------------|
| UNDERLYING CDS FORWARD |
|-------------------------------------|
| Effective Date : 20-MAR-2016
| Maturity Date : 20-JUN-2021
| Notional : 10000000
| Payment Frequency : 4
| Currency : USD
|-------------------------------------|
|-------------------------------------|
| OPTION PARAMETERS |
|-------------------------------------|
| Payer Swaption? true
| Exercise Type : European
| Knock Out? true
| Strike : 100
| Start Date : 02-FEB-2016
| Cash Pay Date : 05-FEB-2016
| Exercise Date : 20-MAR-2016
|-------------------------------------|
|-----------------------------------------------|
| OPTION INPUTS AND PRICING |
|-----------------------------------------------|
| Valuation Date : 02-FEB-2016
| Fair Premium Volatility : 30.000%
| Option Premium : 0.20634%
| Option MTM : 20633.58
| Credit Spread Delta 01 : 2458.30
| Credit Spread Gamma 01 : 82.20
| Funding Spread Delta 01 : -4.67
| Funding Spread Gamma 01 : 0.00
| ATM Forward : 100
| FPG Delta : 0.5224
| FPG Gamma : 0.0370
| FPG Vega : 14.30
| FPG Theta : -16.77
| Vega (1%) : 687.03
| Theta : -220.57
|-----------------------------------------------|
|-----------------------------------------------------------------|
| 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 00:35:13 EST 2020
| Setup Time => Mon Jan 27 00:35:13 EST 2020
| Finish Time => Mon Jan 27 00:35:16 EST 2020
| Setup Duration => 1 ms
| Run Duration => 3 s 253 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 00:35:16 EST 2020
| Setup Time => Mon Jan 27 00:35:16 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
20-SEP-2018 | {fairpremium=60.0} | 0.007
20-MAR-2019 | {fairpremium=68.0} | 0.014
20-MAR-2020 | {fairpremium=88.0} | 0.032
20-MAR-2021 | {fairpremium=102.0} | 0.053
20-MAR-2022 | {fairpremium=121.0} | 0.082
20-MAR-2023 | {fairpremium=138.0} | 0.115
20-MAR-2025 | {fairpremium=168.0} | 0.190
20-MAR-2028 | {fairpremium=188.0} | 0.288
---- Valuation Details ----
Trade Date : 05-JAN-2018
Cash Settle : 10-JAN-2018
---- CDS Details ----
Effective : 20-DEC-2017
Maturity : 20-MAR-2024
---- Base CDS Measures ----
Price : 2029.53
Principal : -19295
Accrued : -236
Accrual Days : 17
Cash Amount : -19531
Repl Spread : 155.6657
CS01 : 66
IR01 : 5
---- CDS Coupon Flows ----
2017/12/20 2018/03/20 2018/03/20 0.250 -25000.00 0.9995 0.9980
2018/03/20 2018/06/20 2018/06/20 0.250 -25000.00 0.9983 0.9955
2018/06/20 2018/09/20 2018/09/20 0.250 -25000.00 0.9961 0.9930
2018/09/20 2018/12/20 2018/12/20 0.250 -25000.00 0.9937 0.9897
2018/12/20 2019/03/20 2019/03/20 0.250 -25000.00 0.9927 0.9865
2019/03/20 2019/06/20 2019/06/20 0.250 -25000.00 0.9920 0.9818
2019/06/20 2019/09/20 2019/09/20 0.250 -25000.00 0.9913 0.9772
2019/09/20 2019/12/20 2019/12/20 0.250 -25000.00 0.9907 0.9726
2019/12/20 2020/03/20 2020/03/20 0.250 -25000.00 0.9880 0.9681
2020/03/20 2020/06/22 2020/06/22 0.250 -25000.00 0.9845 0.9626
2020/06/22 2020/09/21 2020/09/21 0.250 -25000.00 0.9812 0.9572
2020/09/21 2020/12/21 2020/12/21 0.250 -25000.00 0.9779 0.9519
2020/12/21 2021/03/22 2021/03/22 0.250 -25000.00 0.9727 0.9466
2021/03/22 2021/06/21 2021/06/21 0.250 -25000.00 0.9670 0.9392
2021/06/21 2021/09/20 2021/09/20 0.250 -25000.00 0.9614 0.9320
2021/09/20 2021/12/20 2021/12/20 0.250 -25000.00 0.9558 0.9248
2021/12/20 2022/03/21 2022/03/21 0.250 -25000.00 0.9488 0.9176
2022/03/21 2022/06/20 2022/06/20 0.250 -25000.00 0.9414 0.9093
2022/06/20 2022/09/20 2022/09/20 0.250 -25000.00 0.9340 0.9010
2022/09/20 2022/12/20 2022/12/20 0.250 -25000.00 0.9268 0.8929
2022/12/20 2023/03/20 2023/03/20 0.250 -25000.00 0.9186 0.8849
2023/03/20 2023/06/20 2023/06/20 0.250 -25000.00 0.9100 0.8751
2023/06/20 2023/09/20 2023/09/20 0.250 -25000.00 0.9015 0.8655
2023/09/20 2023/12/20 2023/12/20 0.250 -25000.00 0.8931 0.8560
2023/12/20 2024/03/20 2024/03/20 0.250 -25000.00 0.8844 0.8467
---- Quoted Spread CDS Measures ----
QS Price : 1668.18
QS Repl Spd : 207.9060
|-----------------------------------------------------------------|
| 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 00:35:16 EST 2020
| Setup Time => Mon Jan 27 00:35:16 EST 2020
| Finish Time => Mon Jan 27 00:35:20 EST 2020
| Setup Duration => 1 ms
| Run Duration => 4 s 55 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 00:35:20 EST 2020
| Setup Time => Mon Jan 27 00:35:20 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
----------------------------------------------------------------
OVERNIGHT INDEX RUN RECONCILIATION
----------------------------------------------------------------
----------------------------------------------------------------
DEPOSIT INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[15-MAY-2015 => 18-MAY-2015] = 0.000400 | 0.000400
[15-MAY-2015 => 19-MAY-2015] = 0.000400 | 0.000400
[15-MAY-2015 => 20-MAY-2015] = 0.000400 | 0.000400
----------------------------------------------------------------
OIS SHORT END INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[19-MAY-2015 => 26-MAY-2015] = 0.000700 | 0.000700 | 0.000700
[19-MAY-2015 => 02-JUN-2015] = 0.000690 | 0.000690 | 0.000690
[19-MAY-2015 => 09-JUN-2015] = 0.000780 | 0.000780 | 0.000780
[19-MAY-2015 => 19-JUN-2015] = 0.000740 | 0.000740 | 0.000740
----------------------------------------------------------------
OIS FUTURE INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[17-JUN-2015 => 17-JUL-2015] = 0.000460 | 0.000460 | 0.000460
[17-JUL-2015 => 17-AUG-2015] = 0.000160 | 0.000160 | 0.000160
[18-AUG-2015 => 18-SEP-2015] = -0.000070 | -0.000070 | -0.000070
[17-SEP-2015 => 17-OCT-2015] = -0.000130 | -0.000130 | -0.000130
[19-OCT-2015 => 19-NOV-2015] = -0.000140 | -0.000140 | -0.000140
----------------------------------------------------------------
OIS LONG END INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[19-MAY-2015 => 19-AUG-2016] = 0.000020 | 0.000020 | 0.000020
[19-MAY-2015 => 19-NOV-2016] = 0.000080 | 0.000080 | 0.000080
[19-MAY-2015 => 19-FEB-2017] = 0.000210 | 0.000210 | 0.000210
[19-MAY-2015 => 19-MAY-2017] = 0.000360 | 0.000360 | 0.000360
[19-MAY-2015 => 19-MAY-2018] = 0.001270 | 0.001270 | 0.001270
[19-MAY-2015 => 19-MAY-2019] = 0.002740 | 0.002740 | 0.002740
[19-MAY-2015 => 19-MAY-2020] = 0.004560 | 0.004560 | 0.004560
[19-MAY-2015 => 19-MAY-2021] = 0.006470 | 0.006470 | 0.006470
[19-MAY-2015 => 19-MAY-2022] = 0.008270 | 0.008270 | 0.008270
[19-MAY-2015 => 19-MAY-2023] = 0.009960 | 0.009960 | 0.009960
[19-MAY-2015 => 19-MAY-2024] = 0.011470 | 0.011470 | 0.011470
[19-MAY-2015 => 19-MAY-2025] = 0.012800 | 0.012800 | 0.012800
[19-MAY-2015 => 19-MAY-2026] = 0.014040 | 0.014040 | 0.014040
[19-MAY-2015 => 19-MAY-2027] = 0.015160 | 0.015160 | 0.015160
[19-MAY-2015 => 19-MAY-2030] = 0.017640 | 0.017640 | 0.017640
[19-MAY-2015 => 19-MAY-2035] = 0.019390 | 0.019390 | 0.019390
[19-MAY-2015 => 19-MAY-2040] = 0.020030 | 0.020030 | 0.020030
[19-MAY-2015 => 19-MAY-2045] = 0.020380 | 0.020380 | 0.020380
----------------------------------------------------------------
---- USD-LIBOR-3M VANILLA CUBIC POLYNOMIAL FORWARD CURVE ---
----------------------------------------------------------------
----------------------------------------------------------------
DEPOSIT INSTRUMENTS QUOTE RECOVERY
----------------------------------------------------------------
[15-MAY-2015 - 16-MAY-2015] = 0.003565 | 0.003565 | 0.3565%
[15-MAY-2015 - 22-MAY-2015] = 0.003858 | 0.003858 | 0.3858%
[15-MAY-2015 - 29-MAY-2015] = 0.003840 | 0.003840 | 0.3840%
[15-MAY-2015 - 05-JUN-2015] = 0.003922 | 0.003922 | 0.3922%
[15-MAY-2015 - 15-JUN-2015] = 0.003869 | 0.003869 | 0.3869%
[15-MAY-2015 - 15-JUL-2015] = 0.003698 | 0.003698 | 0.3698%
----------------------------------------------------------------
FRA INSTRUMENTS QUOTE RECOVERY
----------------------------------------------------------------
[15-MAY-2015 - 15-AUG-2015] = 0.003120 | 0.003120 | 0.3120%
[15-JUN-2015 - 15-SEP-2015] = 0.002930 | 0.002930 | 0.2930%
[15-JUL-2015 - 15-OCT-2015] = 0.002720 | 0.002720 | 0.2720%
[17-AUG-2015 - 17-NOV-2015] = 0.002600 | 0.002600 | 0.2600%
[15-SEP-2015 - 15-DEC-2015] = 0.002560 | 0.002560 | 0.2560%
[15-OCT-2015 - 15-JAN-2016] = 0.002520 | 0.002520 | 0.2520%
[16-NOV-2015 - 16-FEB-2016] = 0.002480 | 0.002480 | 0.2480%
[15-DEC-2015 - 15-MAR-2016] = 0.002540 | 0.002540 | 0.2540%
[15-JAN-2016 - 15-APR-2016] = 0.002610 | 0.002610 | 0.2610%
[16-FEB-2016 - 16-MAY-2016] = 0.002670 | 0.002670 | 0.2670%
[15-MAR-2016 - 15-JUN-2016] = 0.002790 | 0.002790 | 0.2790%
[15-APR-2016 - 15-JUL-2016] = 0.002910 | 0.002910 | 0.2910%
[16-MAY-2016 - 16-AUG-2016] = 0.003030 | 0.003030 | 0.3030%
[15-JUN-2016 - 15-SEP-2016] = 0.003180 | 0.003180 | 0.3180%
[15-JUL-2016 - 15-OCT-2016] = 0.003350 | 0.003350 | 0.3350%
[15-AUG-2016 - 15-NOV-2016] = 0.003520 | 0.003520 | 0.3520%
[15-SEP-2016 - 15-DEC-2016] = 0.003710 | 0.003710 | 0.3710%
[17-OCT-2016 - 17-JAN-2017] = 0.003890 | 0.003890 | 0.3890%
[15-NOV-2016 - 15-FEB-2017] = 0.004090 | 0.004090 | 0.4090%
----------------------------------------------------------------
FIX-FLOAT INSTRUMENTS QUOTE RECOVERY
----------------------------------------------------------------
[19-MAY-2015 - 19-MAY-2018] = 0.4240% | 0.4240% | 0.7276%
[19-MAY-2015 - 19-MAY-2019] = 0.5760% | 0.5760% | 1.2067%
[19-MAY-2015 - 19-MAY-2020] = 0.7620% | 0.7620% | 1.6557%
[19-MAY-2015 - 19-MAY-2021] = 0.9540% | 0.9540% | 2.0533%
[19-MAY-2015 - 19-MAY-2022] = 1.1350% | 1.1350% | 2.3337%
[19-MAY-2015 - 19-MAY-2023] = 1.3030% | 1.3030% | 2.6021%
[19-MAY-2015 - 19-MAY-2024] = 1.4520% | 1.4520% | 2.7283%
[19-MAY-2015 - 19-MAY-2025] = 1.5840% | 1.5840% | 2.9108%
[19-MAY-2015 - 19-MAY-2027] = 1.8090% | 1.8090% | 3.0847%
[19-MAY-2015 - 19-MAY-2030] = 2.0370% | 2.0370% | 3.0090%
[19-MAY-2015 - 19-MAY-2035] = 2.1870% | 2.1870% | 2.4671%
[19-MAY-2015 - 19-MAY-2040] = 2.2340% | 2.2340% | 2.4652%
[19-MAY-2015 - 19-MAY-2045] = 2.2560% | 2.2560% | 2.3437%
[19-MAY-2015 - 19-MAY-2050] = 2.2950% | 2.2950% | 2.8817%
[19-MAY-2015 - 19-MAY-2055] = 2.3480% | 2.3480% | 2.8490%
[19-MAY-2015 - 19-MAY-2065] = 2.4210% | 2.4210% | 3.0716%
[19-MAY-2015 - 19-MAY-2075] = 2.4630% | 2.4630% | 1.7741%
accrued => 0.00000000 |
calctime => 0.00061510 |
calibfloatingpv => 0.17919488 |
calibswaprate => 0.01914242 |
cleanfixeddv01 => 0.00093611 |
cleanfloatingdv01 => -0.00093842 |
cleanfloatingpv => -0.20402140 |
cleanprice => 104.70911692 |
cleanpv => 0.04709117 |
cumulativeconvexityadjustmentpremium => 0.00000000 |
cumulativecouponamount => 0.00000000 |
cumulativecoupondcf => 0.00000000 |
derivedaccrued => 0.00000000 |
derivedaccrued01 => 0.00000000 |
derivedcleandv01 => -0.00093842 |
derivedcleanpv => -0.20402140 |
derivedcumulativeconvexityadjustmentfactor => 1.00000000 |
derivedcumulativeconvexityadjustmentpremium => -0.00000000 |
derivedcumulativecouponamount => 0.00000000 |
derivedcumulativecoupondcf => 0.00000000 |
deriveddirtydv01 => -0.00093842 |
deriveddirtypv => -0.20402140 |
deriveddv01 => -0.00093842 |
derivedfixing01 => 0.00000000 |
derivedparbasisspread => 50.18124547 |
derivedpv => -0.20402140 |
derivedresetdate => -2147483648.00000000 |
derivedresetrate => ? |
dirtyfixeddv01 => 0.00093611 |
dirtyfixedpv => 0.25111257 |
dirtyfloatingdv01 => -0.00093842 |
dirtyfloatingpv => -0.20402140 |
dirtyprice => 104.70911692 |
dirtypv => 0.04709117 |
fairpremium => 0.02179450 |
fixedaccrued => 0.00000000 |
fixedaccrued01 => 0.00000000 |
fixeddv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@accrualcoupon => ? |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@accrued => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@accrued01 => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@calctime => 0.00013010 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cleandv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cleanprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cleanpv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@compoundingadjustedcleandv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@compoundingadjustedcleanprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@compoundingadjustedcleanpv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@compoundingadjusteddirtydv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@compoundingadjusteddirtyprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@compoundingadjusteddirtypv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@compoundingadjustedfairpremium => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@compoundingadjustedparrate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@compoundingadjustedprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@compoundingadjustedpv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@compoundingadjustedrate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@compoundingadjustedupfront => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@compoundingadjustmentfactor => 1.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@compoundingadjustmentpremium => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@compoundingadjustmentpremiumupfront => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustedcleandv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustedcleanprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustedcleanpv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjusteddirtydv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjusteddirtyprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjusteddirtypv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjusteddv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustedfairpremium => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustedparrate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustedprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustedpv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustedrate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustedupfront => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustmentfactor => 1.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustmentpremium => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustmentpremiumupfront => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustedcleandv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustedcleanprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustedcleanpv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjusteddirtydv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjusteddirtyprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjusteddirtypv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjusteddv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustedfairpremium => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustedparrate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustedprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustedpv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustedrate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustedupfront => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustmentfactor => 1.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustmentpremium => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustmentpremiumupfront => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustedcleandv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustedcleanprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustedcleanpv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfxconvexityadjusteddirtydv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfxconvexityadjusteddirtyprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfxconvexityadjusteddirtypv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfxconvexityadjusteddv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustedfairpremium => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustedparrate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustedprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustedpv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustedrate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustedupfront => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustmentfactor => 1.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustmentpremium => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustmentpremiumupfront => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustedcleandv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustedcleanprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustedcleanpv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjusteddirtydv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjusteddirtyprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjusteddirtypv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjusteddv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustedfairpremium => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustedparrate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustedprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustedpv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustedrate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustedupfront => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustmentfactor => 1.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustmentpremium => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustmentpremiumupfront => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cumulativecouponamount => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cumulativecoupondcf => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@cv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@dirtydv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@dirtyprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@dirtypv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@dv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@fairpremium => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@fixing01 => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustedcleandv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustedcleanprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustedcleanpv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjusteddirtydv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjusteddirtyprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjusteddirtypv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjusteddv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustedfairpremium => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustedparrate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustedprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustedpv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustedrate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustedupfront => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustmentfactor => 1.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustmentpremium => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustmentpremiumupfront => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustedcleandv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustedcleanprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustedcleanpv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjusteddirtydv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjusteddirtyprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjusteddirtypv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjusteddv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustedfairpremium => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustedparrate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustedprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustedpv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustedrate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustedupfront => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustmentfactor => 1.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustmentpremium => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustmentpremiumupfront => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustedcleandv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustedcleanprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustedcleanpv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjusteddirtydv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjusteddirtyprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjusteddirtypv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjusteddv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustedfairpremium => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustedparrate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustedprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustedpv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustedrate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustedupfront => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustmentfactor => 1.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustmentpremium => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustmentpremiumupfront => 0.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@parrate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@price => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@pv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@rate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@resetdate => -2147483648.00000000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@resetrate => ? |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@totalcoupon => 0.53650000 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@unadjustedcleandv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@unadjustedcleanprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@unadjustedcleanpv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@unadjusteddirtydv01 => 0.00093611 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@unadjusteddirtyprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@unadjusteddirtypv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@unadjustedfairpremium => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@unadjustedparrate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@unadjustedprice => 125.11125668 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@unadjustedpv => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@unadjustedrate => 0.02682500 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@unadjustedupfront => 0.25111257 |
fixedstream::usd/usd::6::{11-sep-2017->11-sep-2027}@upfront => 0.25111257 |
fixing01 => 0.00000000 |
floataccrued => 0.00000000 |
floataccrued01 => 0.00000000 |
floatdv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@accrualcoupon => ? |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@accrued => 0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@accrued01 => 0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@calctime => 0.00017980 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cleandv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cleanprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cleanpv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@compoundingadjustedcleandv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@compoundingadjustedcleanprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@compoundingadjustedcleanpv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@compoundingadjusteddirtydv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@compoundingadjusteddirtyprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@compoundingadjusteddirtypv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@compoundingadjustedfairpremium => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@compoundingadjustedparrate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@compoundingadjustedprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@compoundingadjustedpv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@compoundingadjustedrate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@compoundingadjustedupfront => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@compoundingadjustmentfactor => 1.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@compoundingadjustmentpremium => 0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@compoundingadjustmentpremiumupfront => -0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustedcleandv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustedcleanprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustedcleanpv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjusteddirtydv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjusteddirtyprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjusteddirtypv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjusteddv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustedfairpremium => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustedparrate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustedprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustedpv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustedrate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustedupfront => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustmentfactor => 1.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustmentpremium => 0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditforwardconvexityadjustmentpremiumupfront => -0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustedcleandv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustedcleanprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustedcleanpv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjusteddirtydv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjusteddirtyprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjusteddirtypv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjusteddv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustedfairpremium => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustedparrate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustedprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustedpv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustedrate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustedupfront => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustmentfactor => 1.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustmentpremium => 0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfundingconvexityadjustmentpremiumupfront => -0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustedcleandv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustedcleanprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustedcleanpv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfxconvexityadjusteddirtydv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfxconvexityadjusteddirtyprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfxconvexityadjusteddirtypv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfxconvexityadjusteddv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustedfairpremium => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustedparrate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustedprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustedpv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustedrate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustedupfront => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustmentfactor => 1.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustmentpremium => 0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@creditfxconvexityadjustmentpremiumupfront => -0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustedcleandv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustedcleanprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustedcleanpv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjusteddirtydv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjusteddirtyprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjusteddirtypv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjusteddv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustedfairpremium => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustedparrate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustedprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustedpv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustedrate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustedupfront => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustmentfactor => 1.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustmentpremium => 0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cumulativeconvexityadjustmentpremiumupfront => -0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cumulativecouponamount => 0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cumulativecoupondcf => 0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@cv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@dirtydv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@dirtyprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@dirtypv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@dv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@fairpremium => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@fixing01 => 0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustedcleandv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustedcleanprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustedcleanpv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjusteddirtydv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjusteddirtyprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjusteddirtypv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjusteddv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustedfairpremium => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustedparrate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustedprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustedpv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustedrate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustedupfront => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustmentfactor => 1.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustmentpremium => 0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfundingconvexityadjustmentpremiumupfront => -0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustedcleandv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustedcleanprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustedcleanpv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjusteddirtydv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjusteddirtyprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjusteddirtypv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjusteddv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustedfairpremium => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustedparrate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustedprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustedpv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustedrate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustedupfront => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustmentfactor => 1.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustmentpremium => 0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@forwardfxconvexityadjustmentpremiumupfront => -0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustedcleandv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustedcleanprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustedcleanpv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjusteddirtydv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjusteddirtyprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjusteddirtypv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjusteddv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustedfairpremium => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustedparrate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustedprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustedpv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustedrate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustedupfront => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustmentfactor => 1.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustmentpremium => 0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@fundingfxconvexityadjustmentpremiumupfront => -0.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@parrate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@price => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@pv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@rate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@resetdate => -2147483648.00000000 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@resetrate => ? |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@totalcoupon => 0.88680608 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@unadjustedcleandv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@unadjustedcleanprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@unadjustedcleanpv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@unadjusteddirtydv01 => -0.00093842 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@unadjusteddirtyprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@unadjusteddirtypv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@unadjustedfairpremium => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@unadjustedparrate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@unadjustedprice => 120.40213976 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@unadjustedpv => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@unadjustedrate => 0.02174091 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@unadjustedupfront => -0.20402140 |
floatstream::usd::usd-libor-3m::{11-sep-2017->11-sep-2027}@upfront => -0.20402140 |
initialnotional => 1.00000000 |
parfixedcoupon => 0.02179450 |
parrate => 0.02179450 |
parswaprate => 0.02179450 |
price => 104.70911692 |
pv => 0.04709117 |
rate => 0.02179450 |
referenceaccrued => 0.00000000 |
referenceaccrued01 => 0.00000000 |
referencecleandv01 => 0.00093611 |
referencecleanpv => 0.25111257 |
referencecumulativeconvexityadjustmentfactor => 1.00000000 |
referencecumulativeconvexityadjustmentpremium => 0.00000000 |
referencecumulativecouponamount => 0.00000000 |
referencecumulativecoupondcf => 0.00000000 |
referencedirtydv01 => 0.00093611 |
referencedirtypv => 0.25111257 |
referencedv01 => 0.00093611 |
referenceparbasisspread => -50.30495410 |
referencepv => 0.25111257 |
resetdate => -2147483648.00000000 |
resetrate => ? |
swaprate => 0.02179450 |
upfront => 0.04709117 |
|-----------------------------------------------------------------|
| 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 00:35:20 EST 2020
| Setup Time => Mon Jan 27 00:35:20 EST 2020
| Finish Time => Mon Jan 27 00:35:28 EST 2020
| Setup Duration => 1 ms
| Run Duration => 7 s 779 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 00:35:28 EST 2020
| Setup Time => Mon Jan 27 00:35:28 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
---- Valuation Details ----
Trade Date : 27-JAN-2020
Settle Date : 29-JAN-2020
---- Swap Details ----
Effective: 29-JAN-2020
Maturity: 29-JAN-2025
---- Swap Output Measures ----
Mkt Val : -782010
Par Cpn : 1.60884
Fixed DV01 : 4861
Fixings DV01 : -250
Total DV01 : 4611
PV01 : 4151
---- Fixed Cashflow ----
2020/07/31 2020/01/31 2020/07/31 180 93500.00 0.9996
2021/01/31 2020/07/31 2021/01/31 180 93500.00 0.9988
2021/07/31 2021/01/31 2021/07/31 180 93500.00 0.9966
2022/01/31 2021/07/31 2022/01/31 180 93500.00 0.9923
2022/07/31 2022/01/31 2022/07/31 180 93500.00 0.9853
2023/01/31 2022/07/31 2023/01/31 180 93500.00 0.9753
2023/07/31 2023/01/31 2023/07/31 180 93500.00 0.9640
2024/01/31 2023/07/31 2024/01/31 180 93500.00 0.9509
2024/07/31 2024/01/31 2024/07/31 180 93500.00 0.9369
2025/01/31 2024/07/31 2025/01/31 180 93500.00 0.9218
---- Floating Cashflow ----
2020/04/30 2020/01/31 2020/04/30 90 0.9998
2020/07/30 2020/04/30 2020/07/30 91 0.9996
2020/10/30 2020/07/30 2020/10/30 92 0.9993
2021/01/30 2020/10/30 2021/01/30 92 0.9988
2021/04/30 2021/01/30 2021/04/30 90 0.9980
2021/07/30 2021/04/30 2021/07/30 91 0.9966
2021/10/30 2021/07/30 2021/10/30 92 0.9949
2022/01/30 2021/10/30 2022/01/30 92 0.9923
2022/04/30 2022/01/30 2022/04/30 90 0.9893
2022/07/30 2022/04/30 2022/07/30 91 0.9854
2022/10/30 2022/07/30 2022/10/30 92 0.9806
2023/01/30 2022/10/30 2023/01/30 92 0.9753
2023/04/30 2023/01/30 2023/04/30 90 0.9699
2023/07/30 2023/04/30 2023/07/30 91 0.9640
2023/10/30 2023/07/30 2023/10/30 92 0.9577
2024/01/30 2023/10/30 2024/01/30 92 0.9510
2024/04/30 2024/01/30 2024/04/30 91 0.9441
2024/07/30 2024/04/30 2024/07/30 91 0.9369
2024/10/30 2024/07/30 2024/10/30 92 0.9295
2025/01/30 2024/10/30 2025/01/30 92 0.9219
2025/01/31 2025/01/30 2025/01/31 1 0.9218
|-----------------------------------------------------------------|
| 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 00:35:28 EST 2020
| Setup Time => Mon Jan 27 00:35:28 EST 2020
| Finish Time => Mon Jan 27 00:35:28 EST 2020
| Setup Duration => 1 ms
| Run Duration => 106 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 00:35:28 EST 2020
| Setup Time => Mon Jan 27 00:35:28 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
---- Valuation Details ----
Trade Date : 27-JAN-2020
Settle Date : 29-JAN-2020
---- Swap Details ----
Effective: 29-JAN-2020
Maturity: 29-JAN-2025
---- Swap Output Measures ----
Mkt Val : -782010
Par Cpn : 1.60884
Fixed DV01 : 4861
Fixings DV01 : -250
Total DV01 : 4611
PV01 : 4151
---- Fixed Cashflow ----
2020/07/31 2020/01/31 2020/07/31 180 93500.00 0.9996
2021/01/31 2020/07/31 2021/01/31 180 93500.00 0.9988
2021/07/31 2021/01/31 2021/07/31 180 93500.00 0.9966
2022/01/31 2021/07/31 2022/01/31 180 93500.00 0.9923
2022/07/31 2022/01/31 2022/07/31 180 93500.00 0.9853
2023/01/31 2022/07/31 2023/01/31 180 93500.00 0.9753
2023/07/31 2023/01/31 2023/07/31 180 93500.00 0.9640
2024/01/31 2023/07/31 2024/01/31 180 93500.00 0.9509
2024/07/31 2024/01/31 2024/07/31 180 93500.00 0.9369
2025/01/31 2024/07/31 2025/01/31 180 93500.00 0.9218
---- Floating Cashflow ----
2020/04/30 2020/01/31 2020/04/30 90 0.9998
2020/07/30 2020/04/30 2020/07/30 91 0.9996
2020/10/30 2020/07/30 2020/10/30 92 0.9993
2021/01/30 2020/10/30 2021/01/30 92 0.9988
2021/04/30 2021/01/30 2021/04/30 90 0.9980
2021/07/30 2021/04/30 2021/07/30 91 0.9966
2021/10/30 2021/07/30 2021/10/30 92 0.9949
2022/01/30 2021/10/30 2022/01/30 92 0.9923
2022/04/30 2022/01/30 2022/04/30 90 0.9893
2022/07/30 2022/04/30 2022/07/30 91 0.9854
2022/10/30 2022/07/30 2022/10/30 92 0.9806
2023/01/30 2022/10/30 2023/01/30 92 0.9753
2023/04/30 2023/01/30 2023/04/30 90 0.9699
2023/07/30 2023/04/30 2023/07/30 91 0.9640
2023/10/30 2023/07/30 2023/10/30 92 0.9577
2024/01/30 2023/10/30 2024/01/30 92 0.9510
2024/04/30 2024/01/30 2024/04/30 91 0.9441
2024/07/30 2024/04/30 2024/07/30 91 0.9369
2024/10/30 2024/07/30 2024/10/30 92 0.9295
2025/01/30 2024/10/30 2025/01/30 92 0.9219
2025/01/31 2025/01/30 2025/01/31 1 0.9218
|-----------------------------------------------------------------|
| 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 00:35:28 EST 2020
| Setup Time => Mon Jan 27 00:35:28 EST 2020
| Finish Time => Mon Jan 27 00:35:28 EST 2020
| Setup Duration => 1 ms
| Run Duration => 46 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 00:35:28 EST 2020
| Setup Time => Mon Jan 27 00:35:28 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
---- Valuation Details ----
Trade Date : 27-JAN-2020
Cash Settle : 30-JAN-2020
--------
Price : 97.828
Yield : 7.300
Workout Date : 15-APR-2021
Workout Factor : 100.00
--SPREAD AND YIELD CALCULATIONS--
TSY Spread : 711
G Spread : 711
I Spread : 691
Z Spread : 688
ASW : 646
OAS : 711
--RISK--
Modified Duration : 1.13
Macaulay Duration : 1.17
Risk : 1.12
Convexity : 0.02
DV01 : 112
--INVOICE--
Face : 1000000
Principal : 978280.00
Accrued : 15750.00
Total : 994030.00
Cashflow
--------
2011/04/21 2012/04/15 2012/04/15 0.9833 1.0000
2012/04/15 2012/10/15 2012/10/15 0.5000 1.0000
2012/10/15 2013/04/15 2013/04/15 0.5000 1.0000
2013/04/15 2013/10/15 2013/10/15 0.5000 1.0000
2013/10/15 2014/04/15 2014/04/15 0.5000 1.0000
2014/04/15 2014/10/15 2014/10/15 0.5000 1.0000
2014/10/15 2015/04/15 2015/04/15 0.5000 1.0000
2015/04/15 2015/10/15 2015/10/15 0.5000 1.0000
2015/10/15 2016/04/15 2016/04/15 0.5000 1.0000
2016/04/15 2016/10/15 2016/10/15 0.5000 1.0000
2016/10/15 2017/04/15 2017/04/15 0.5000 1.0000
2017/04/15 2017/10/15 2017/10/15 0.5000 1.0000
2017/10/15 2018/04/15 2018/04/15 0.5000 1.0000
2018/04/15 2018/10/15 2018/10/15 0.5000 1.0000
2018/10/15 2019/04/15 2019/04/15 0.5000 1.0000
2019/04/15 2019/10/15 2019/10/15 0.5000 1.0000
2019/10/15 2020/04/15 2020/04/15 0.5000 0.9994
2020/04/15 2020/10/15 2020/10/15 0.5000 0.9975
2020/10/15 2021/04/15 2021/04/15 0.5000 0.9949
|-----------------------------------------------------------------|
| 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 00:35:28 EST 2020
| Setup Time => Mon Jan 27 00:35:28 EST 2020
| Finish Time => Mon Jan 27 00:35:29 EST 2020
| Setup Duration => 1 ms
| Run Duration => 648 ms
|-----------------------------------------------------------------|