|-----------------------------------------------------------------|
| 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 01:01:33 EST 2020
| Setup Time => Mon Jan 27 01:01:33 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
Workout : 24-NOV-2043
Next Call Date : 24-NOV-2043 | 1.0
Maturity Date : 24-NOV-2043 | 1.0
yield to call => 0.08732062493319027
z_spread => 0.046685079809378915
market value => 1.8052370364E8
oad mult => 0.4741641878449152
libor duration => 6.069994705348947E-4
convexity => 1.7594205767152295E-6
modified convexity => 1.7594205767152295E-6
effective duration => 0.0010346305628785885
yield to worst => 0.08732062493319027
tsy oas => 0.046685079809378915
macaulay duration => 10.661706004308042
mod dur to worst => -1.9691219919293346E-5
price => 1.0
ytm fwdcpn => 0.07498574793307307
discount margin => 0.0745604975715593
cv01 => 4.4484419646217965E-4
effective duration adj => 4.905847605668534E-4
yield to maturity => 0.08732062493319027
oas => 0.07262062493319027
wal_adj => 18.223457699901942
mod dur => -1.9691219919293346E-5
wal => 26.502777777777823
z_vol_oas => 0.07262062493319027
n-spread => 0.061414624933190276
yield to put => 0.08732062493319027
treasury duration => 0.0011479716565704011
wal4 => 26.502777777777823
accrued$ => 1880455.2462499891
wal3 => 13.383475158804268
i-spread => 0.061379781701239866
j-spread => 0.07513062493319028
wal2 => 9.383431348213279
wal to worst => 26.502777777777823
nominal yield => 0.08780600202518822
spread dur => 0.10170214289309143
funding duration => 6.067237526725912E-4
accrued => 0.010416666666666607
e-spread => 0.06156809379430166
accrued interest factor => 0.010416666666666607
spread dur $ => 1.835964750318537E7
dv01 => 0.0010346305628785885
yield to maturity cbe => 0.08827373681697517
funding kprd::fixfloat::05y => 2.8268265580552336E-5
funding kprd::fixfloat::15y => 1.3538519432653215E-4
funding kprd::fixfloat::03y => 1.6108042273053502E-5
funding kprd::fixfloat::25y => 9.241478302700685E-4
funding kprd::fixfloat::09y => 5.616275440882164E-5
funding kprd::fixfloat::07y => 4.1273982170537855E-5
funding kprd::deposit::pll => -5.151945761352193E-6
funding kprd::fixfloat::11y => 1.6101115353960478E-5
funding kprd::bump => 6.067237526725912E-4
funding kprd::fixfloat::06y => 3.4532821923046416E-5
funding kprd::deposit::2d => -5.151945761352193E-6
funding kprd::fixfloat::04y => 2.1048988423989113E-5
funding kprd::fixfloat::pll => 5.955392868213776E-4
funding kprd::fixfloat::08y => 4.6199259535932895E-5
funding kprd::fixfloat::20y => 9.207464431366109E-5
funding kprd::fixfloat::30y => -7.611182369262209E-4
funding kprd::fixfloat::40y => -2.2645606164502642E-4
funding kprd::fixfloat::50y => 2.5670754168304294E-5
funding kprd::fixfloat::02y => 4.212371777200954E-6
funding kprd::fixfloat::12y => 1.5344259613234153E-5
funding kprd::fixfloat::10y => 3.474211397506613E-5
funding kprd::futures::0 => 3.074621061391576E-7
funding kprd::futures::p => 5.053582287853658E-6
funding kprd::futures::1 => -5.14207874272726E-6
funding kprd::futures::2 => -3.582997571873244E-6
funding kprd::futures::3 => -4.5353166158110165E-6
funding kprd::futures::4 => -4.873887008319065E-6
funding kprd::futures::5 => -5.3195524387031054E-6
funding kprd::base => -5.640328481543766E-6
funding krd::fixfloat::05y => 2.8268265580552336E-5
funding krd::fixfloat::15y => 1.3538519432653215E-4
funding krd::fixfloat::03y => 1.6108042273053502E-5
funding krd::fixfloat::25y => 9.241478302700685E-4
funding krd::fixfloat::09y => 5.616275440882164E-5
funding krd::fixfloat::07y => 4.1273982170537855E-5
funding krd::deposit::pll => -5.151945761352193E-6
funding krd::fixfloat::11y => 1.6101115353960478E-5
funding krd::bump => 6.067237526725912E-4
funding krd::fixfloat::06y => 3.4532821923046416E-5
funding krd::deposit::2d => -5.151945761352193E-6
funding krd::fixfloat::04y => 2.1048988423989113E-5
funding krd::fixfloat::pll => 5.955392868213776E-4
funding krd::fixfloat::08y => 4.6199259535932895E-5
funding krd::fixfloat::20y => 9.207464431366109E-5
funding krd::fixfloat::30y => -7.611182369262209E-4
funding krd::fixfloat::40y => -2.2645606164502642E-4
funding krd::fixfloat::50y => 2.5670754168304294E-5
funding krd::fixfloat::02y => 4.212371777200954E-6
funding krd::fixfloat::12y => 1.5344259613234153E-5
funding krd::fixfloat::10y => 3.474211397506613E-5
funding krd::futures::0 => 3.074621061391576E-7
funding krd::futures::p => 5.053582287853658E-6
funding krd::futures::1 => -5.14207874272726E-6
funding krd::futures::2 => -3.582997571873244E-6
funding krd::futures::3 => -4.5353166158110165E-6
funding krd::futures::4 => -4.873887008319065E-6
funding krd::futures::5 => -5.3195524387031054E-6
funding krd::base => -5.640328481543766E-6
libor krd::tenor::10 => 6.19918376854802E-5
libor krd::tenor::3 => 2.360474337895243E-5
libor krd::tenor::2 => 2.417715853508499E-5
libor krd::tenor::1 => 4.1722463519357545E-5
libor krd::tenor::22 => -4.014483881895804E-5
libor krd::tenor::0 => 5.499642865889044E-7
libor krd::tenor::23 => 0.0
libor krd::tenor::7 => 2.704664700218603E-5
libor krd::tenor::6 => 2.191577773202065E-5
libor krd::tenor::5 => 2.1987731202167338E-5
libor krd::tenor::4 => 2.278438667200487E-5
libor krd::bump => 6.069994705348947E-4
libor krd::tenor::9 => 7.017729491619195E-5
libor krd::tenor::8 => 7.888301786800999E-5
libor krd::tenor::20 => 4.979595946036276E-6
libor krd::tenor::21 => -8.054607608100486E-5
libor krd::tenor::13 => 3.9186234246084085E-5
libor krd::tenor::14 => 3.22149659217218E-5
libor krd::tenor::11 => 5.409430814011023E-5
libor krd::tenor::12 => 4.662031195813427E-5
libor krd::tenor::17 => 1.951345719369496E-5
libor krd::tenor::18 => 4.657906519234246E-5
libor krd::tenor::15 => 2.5616949188320316E-5
libor krd::tenor::16 => 2.173387667512611E-5
libor krd::tenor::19 => 4.236684502942017E-5
libor krd::base => 0.0
govvie kprd::tsy::10-oct-2022 => 0.0
govvie kprd::tsy::10-oct-2020 => 0.0
govvie kprd::bump => 0.0011445842992567478
govvie kprd::tsy::10-oct-2018 => 0.0
govvie kprd::tsy::10-oct-2019 => 0.0
govvie kprd::tsy::10-oct-2027 => 0.0
govvie kprd::tsy::10-oct-2047 => 7.006759013884288E-4
govvie kprd::tsy::10-oct-2037 => 4.4369333532373964E-4
govvie kprd::base => 0.0
govvie kprd::tsy::10-oct-2024 => 0.0
libor kprd::tenor::10 => 6.19918376854802E-5
libor kprd::tenor::3 => 2.360474337895243E-5
libor kprd::tenor::2 => 2.417715853508499E-5
libor kprd::tenor::1 => 4.1722463519357545E-5
libor kprd::tenor::22 => -4.014483881895804E-5
libor kprd::tenor::0 => 5.499642865889044E-7
libor kprd::tenor::23 => 0.0
libor kprd::tenor::7 => 2.704664700218603E-5
libor kprd::tenor::6 => 2.191577773202065E-5
libor kprd::tenor::5 => 2.1987731202167338E-5
libor kprd::tenor::4 => 2.278438667200487E-5
libor kprd::bump => 6.069994705348947E-4
libor kprd::tenor::9 => 7.017729491619195E-5
libor kprd::tenor::8 => 7.888301786800999E-5
libor kprd::tenor::20 => 4.979595946036276E-6
libor kprd::tenor::21 => -8.054607608100486E-5
libor kprd::tenor::13 => 3.9186234246084085E-5
libor kprd::tenor::14 => 3.22149659217218E-5
libor kprd::tenor::11 => 5.409430814011023E-5
libor kprd::tenor::12 => 4.662031195813427E-5
libor kprd::tenor::17 => 1.951345719369496E-5
libor kprd::tenor::18 => 4.657906519234246E-5
libor kprd::tenor::15 => 2.5616949188320316E-5
libor kprd::tenor::16 => 2.173387667512611E-5
libor kprd::tenor::19 => 4.236684502942017E-5
libor kprd::base => 0.0
govvie krd::tsy::10-oct-2022 => 0.0
govvie krd::tsy::10-oct-2020 => 0.0
govvie krd::bump => 0.0011479716565704011
govvie krd::tsy::10-oct-2018 => 0.0
govvie krd::tsy::10-oct-2019 => 0.0
govvie krd::tsy::10-oct-2027 => 0.0
govvie krd::tsy::10-oct-2047 => 7.027492480334074E-4
govvie krd::tsy::10-oct-2037 => 4.4500618992577846E-4
govvie krd::base => 0.0
govvie krd::tsy::10-oct-2024 => 0.0
||----------------------------------------------------------------------------------------------------------------------||
Price In : 1.0
Yield Out : 0.08732062493319027
Price Out : 1.00000000802824
||----------------------------------------------------------------------------------------------------------------------||
|| PERIOD LABELS AND CURVE FACTORS ||
||----------------------------------------------------------------------------------------------------------------------||
|| L -> R: ||
|| - Period Start Date ||
|| - Period End Date ||
|| - Period Credit Label ||
|| - Period Funding Label ||
|| - Period Coupon Rate (%) ||
|| - Period Coupon Year Fraction ||
|| - Period Coupon Amount ||
|| - Period Principal Amount ||
|| - Period Discount Factor ||
|| - Period Survival Probability ||
|| - Period Recovery ||
||----------------------------------------------------------------------------------------------------------------------||
|| 2016/11/21 => 2017/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.12% | 0.2639 | 0.0214 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2017/02/24 => 2017/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.20% | 0.2472 | 0.0203 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2017/05/24 => 2017/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.27% | 0.2556 | 0.0211 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2017/08/24 => 2017/11/24 | ? | USD | USD-LIBOR-3M::10Y | 7.50% | 0.2556 | 0.0192 | 0.0000 | 0.9984 | 0.9870 | 40% ||
|| 2017/11/24 => 2018/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.39% | 0.2556 | 0.0214 | 0.0000 | 0.9950 | 0.9611 | 40% ||
|| 2018/02/24 => 2018/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.43% | 0.2472 | 0.0208 | 0.0000 | 0.9915 | 0.9366 | 40% ||
|| 2018/05/24 => 2018/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.47% | 0.2556 | 0.0216 | 0.0000 | 0.9876 | 0.9119 | 40% ||
|| 2018/08/24 => 2018/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.50% | 0.2556 | 0.0217 | 0.0000 | 0.9835 | 0.8879 | 40% ||
|| 2018/11/24 => 2019/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.53% | 0.2556 | 0.0218 | 0.0000 | 0.9791 | 0.8645 | 40% ||
|| 2019/02/24 => 2019/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.56% | 0.2472 | 0.0212 | 0.0000 | 0.9747 | 0.8425 | 40% ||
|| 2019/05/24 => 2019/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.59% | 0.2556 | 0.0219 | 0.0000 | 0.9702 | 0.8203 | 40% ||
|| 2019/08/24 => 2019/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.61% | 0.2556 | 0.0220 | 0.0000 | 0.9655 | 0.7987 | 40% ||
|| 2019/11/24 => 2020/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.64% | 0.2556 | 0.0221 | 0.0000 | 0.9607 | 0.7777 | 40% ||
|| 2020/02/24 => 2020/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.66% | 0.2500 | 0.0217 | 0.0000 | 0.9558 | 0.7577 | 40% ||
|| 2020/05/24 => 2020/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.68% | 0.2556 | 0.0222 | 0.0000 | 0.9506 | 0.7377 | 40% ||
|| 2020/08/24 => 2020/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.70% | 0.2556 | 0.0222 | 0.0000 | 0.9454 | 0.7183 | 40% ||
|| 2020/11/24 => 2021/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.72% | 0.2556 | 0.0223 | 0.0000 | 0.9402 | 0.6994 | 40% ||
|| 2021/02/24 => 2021/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.73% | 0.2472 | 0.0216 | 0.0000 | 0.9350 | 0.6816 | 40% ||
|| 2021/05/24 => 2021/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.75% | 0.2556 | 0.0224 | 0.0000 | 0.9296 | 0.6637 | 40% ||
|| 2021/08/24 => 2021/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.77% | 0.2556 | 0.0224 | 0.0000 | 0.9242 | 0.6462 | 40% ||
|| 2021/11/24 => 2022/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.78% | 0.2556 | 0.0224 | 0.0000 | 0.9186 | 0.6292 | 40% ||
|| 2022/02/24 => 2022/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.79% | 0.2472 | 0.0217 | 0.0000 | 0.9133 | 0.6132 | 40% ||
|| 2022/05/24 => 2022/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.80% | 0.2556 | 0.0225 | 0.0000 | 0.9076 | 0.5970 | 40% ||
|| 2022/08/24 => 2022/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.81% | 0.2556 | 0.0225 | 0.0000 | 0.9020 | 0.5813 | 40% ||
|| 2022/11/24 => 2023/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.82% | 0.2556 | 0.0226 | 0.0000 | 0.8963 | 0.5660 | 40% ||
|| 2023/02/24 => 2023/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.83% | 0.2472 | 0.0218 | 0.0000 | 0.8908 | 0.5516 | 40% ||
|| 2023/05/24 => 2023/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.84% | 0.2556 | 0.0226 | 0.0000 | 0.8850 | 0.5371 | 40% ||
|| 2023/08/24 => 2023/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.85% | 0.2556 | 0.0226 | 0.0000 | 0.8793 | 0.5229 | 40% ||
|| 2023/11/24 => 2024/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.85% | 0.2556 | 0.0226 | 0.0000 | 0.8735 | 0.5092 | 40% ||
|| 2024/02/24 => 2024/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.86% | 0.2500 | 0.0221 | 0.0000 | 0.8678 | 0.4960 | 40% ||
|| 2024/05/24 => 2024/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.86% | 0.2556 | 0.0227 | 0.0000 | 0.8620 | 0.4830 | 40% ||
|| 2024/08/24 => 2024/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.87% | 0.2556 | 0.0227 | 0.0000 | 0.8562 | 0.4703 | 40% ||
|| 2024/11/24 => 2025/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.87% | 0.2556 | 0.0227 | 0.0000 | 0.8504 | 0.4579 | 40% ||
|| 2025/02/24 => 2025/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.87% | 0.2472 | 0.0219 | 0.0000 | 0.8448 | 0.4462 | 40% ||
|| 2025/05/24 => 2025/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.88% | 0.2556 | 0.0227 | 0.0000 | 0.8390 | 0.4345 | 40% ||
|| 2025/08/24 => 2025/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.88% | 0.2556 | 0.0227 | 0.0000 | 0.8332 | 0.4230 | 40% ||
|| 2025/11/24 => 2026/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.88% | 0.2556 | 0.0227 | 0.0000 | 0.8274 | 0.4119 | 40% ||
|| 2026/02/24 => 2026/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.88% | 0.2472 | 0.0220 | 0.0000 | 0.8218 | 0.4014 | 40% ||
|| 2026/05/24 => 2026/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.88% | 0.2556 | 0.0227 | 0.0000 | 0.8161 | 0.3909 | 40% ||
|| 2026/08/24 => 2026/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.88% | 0.2556 | 0.0227 | 0.0000 | 0.8103 | 0.3806 | 40% ||
|| 2026/11/24 => 2027/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.88% | 0.2556 | 0.0227 | 0.0000 | 0.8046 | 0.3705 | 40% ||
|| 2027/02/24 => 2027/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.88% | 0.2472 | 0.0220 | 0.0000 | 0.7992 | 0.3611 | 40% ||
|| 2027/05/24 => 2027/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.88% | 0.2556 | 0.0227 | 0.0000 | 0.7935 | 0.3516 | 40% ||
|| 2027/08/24 => 2027/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.88% | 0.2556 | 0.0227 | 0.0000 | 0.7878 | 0.3423 | 40% ||
|| 2027/11/24 => 2028/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.88% | 0.2556 | 0.0227 | 0.0000 | 0.7821 | 0.3333 | 40% ||
|| 2028/02/24 => 2028/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.88% | 0.2500 | 0.0222 | 0.0000 | 0.7766 | 0.3247 | 40% ||
|| 2028/05/24 => 2028/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.87% | 0.2556 | 0.0227 | 0.0000 | 0.7709 | 0.3162 | 40% ||
|| 2028/08/24 => 2028/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.87% | 0.2556 | 0.0227 | 0.0000 | 0.7653 | 0.3079 | 40% ||
|| 2028/11/24 => 2029/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.87% | 0.2556 | 0.0227 | 0.0000 | 0.7598 | 0.2998 | 40% ||
|| 2029/02/24 => 2029/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.86% | 0.2472 | 0.0219 | 0.0000 | 0.7546 | 0.2921 | 40% ||
|| 2029/05/24 => 2029/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.86% | 0.2556 | 0.0226 | 0.0000 | 0.7492 | 0.2844 | 40% ||
|| 2029/08/24 => 2029/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.86% | 0.2556 | 0.0226 | 0.0000 | 0.7438 | 0.2770 | 40% ||
|| 2029/11/24 => 2030/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.86% | 0.2556 | 0.0226 | 0.0000 | 0.7385 | 0.2697 | 40% ||
|| 2030/02/24 => 2030/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.86% | 0.2472 | 0.0219 | 0.0000 | 0.7334 | 0.2628 | 40% ||
|| 2030/05/24 => 2030/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.85% | 0.2556 | 0.0226 | 0.0000 | 0.7282 | 0.2559 | 40% ||
|| 2030/08/24 => 2030/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.85% | 0.2556 | 0.0226 | 0.0000 | 0.7230 | 0.2491 | 40% ||
|| 2030/11/24 => 2031/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.85% | 0.2556 | 0.0226 | 0.0000 | 0.7178 | 0.2426 | 40% ||
|| 2031/02/24 => 2031/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.85% | 0.2472 | 0.0219 | 0.0000 | 0.7128 | 0.2364 | 40% ||
|| 2031/05/24 => 2031/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.84% | 0.2556 | 0.0226 | 0.0000 | 0.7077 | 0.2302 | 40% ||
|| 2031/08/24 => 2031/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.84% | 0.2556 | 0.0226 | 0.0000 | 0.7026 | 0.2241 | 40% ||
|| 2031/11/24 => 2032/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.84% | 0.2556 | 0.0226 | 0.0000 | 0.6976 | 0.2182 | 40% ||
|| 2032/02/24 => 2032/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.84% | 0.2500 | 0.0221 | 0.0000 | 0.6928 | 0.2126 | 40% ||
|| 2032/05/24 => 2032/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.83% | 0.2556 | 0.0226 | 0.0000 | 0.6878 | 0.2070 | 40% ||
|| 2032/08/24 => 2032/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.83% | 0.2556 | 0.0226 | 0.0000 | 0.6829 | 0.2016 | 40% ||
|| 2032/11/24 => 2033/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.83% | 0.2556 | 0.0226 | 0.0000 | 0.6781 | 0.1963 | 40% ||
|| 2033/02/24 => 2033/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.82% | 0.2472 | 0.0218 | 0.0000 | 0.6734 | 0.1913 | 40% ||
|| 2033/05/24 => 2033/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.82% | 0.2556 | 0.0225 | 0.0000 | 0.6687 | 0.1862 | 40% ||
|| 2033/08/24 => 2033/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.82% | 0.2556 | 0.0225 | 0.0000 | 0.6640 | 0.1813 | 40% ||
|| 2033/11/24 => 2034/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.81% | 0.2556 | 0.0225 | 0.0000 | 0.6593 | 0.1765 | 40% ||
|| 2034/02/24 => 2034/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.81% | 0.2472 | 0.0218 | 0.0000 | 0.6548 | 0.1720 | 40% ||
|| 2034/05/24 => 2034/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.81% | 0.2556 | 0.0225 | 0.0000 | 0.6502 | 0.1675 | 40% ||
|| 2034/08/24 => 2034/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.80% | 0.2556 | 0.0225 | 0.0000 | 0.6456 | 0.1631 | 40% ||
|| 2034/11/24 => 2035/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.80% | 0.2556 | 0.0225 | 0.0000 | 0.6411 | 0.1588 | 40% ||
|| 2035/02/24 => 2035/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.79% | 0.2472 | 0.0217 | 0.0000 | 0.6367 | 0.1548 | 40% ||
|| 2035/05/24 => 2035/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.79% | 0.2556 | 0.0225 | 0.0000 | 0.6323 | 0.1507 | 40% ||
|| 2035/08/24 => 2035/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.79% | 0.2556 | 0.0225 | 0.0000 | 0.6279 | 0.1467 | 40% ||
|| 2035/11/24 => 2036/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.78% | 0.2556 | 0.0224 | 0.0000 | 0.6235 | 0.1429 | 40% ||
|| 2036/02/24 => 2036/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.78% | 0.2500 | 0.0219 | 0.0000 | 0.6192 | 0.1392 | 40% ||
|| 2036/05/24 => 2036/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.77% | 0.2556 | 0.0224 | 0.0000 | 0.6149 | 0.1355 | 40% ||
|| 2036/08/24 => 2036/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.77% | 0.2556 | 0.0224 | 0.0000 | 0.6106 | 0.1320 | 40% ||
|| 2036/11/24 => 2037/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.76% | 0.2556 | 0.0224 | 0.0000 | 0.6064 | 0.1285 | 40% ||
|| 2037/02/24 => 2037/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.76% | 0.2472 | 0.0217 | 0.0000 | 0.6023 | 0.1252 | 40% ||
|| 2037/05/24 => 2037/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.75% | 0.2556 | 0.0224 | 0.0000 | 0.5981 | 0.1219 | 40% ||
|| 2037/08/24 => 2037/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.75% | 0.2556 | 0.0224 | 0.0000 | 0.5939 | 0.1187 | 40% ||
|| 2037/11/24 => 2038/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.74% | 0.2556 | 0.0223 | 0.0000 | 0.5898 | 0.1156 | 40% ||
|| 2038/02/24 => 2038/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.74% | 0.2472 | 0.0216 | 0.0000 | 0.5858 | 0.1126 | 40% ||
|| 2038/05/24 => 2038/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.74% | 0.2556 | 0.0223 | 0.0000 | 0.5817 | 0.1097 | 40% ||
|| 2038/08/24 => 2038/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.73% | 0.2556 | 0.0223 | 0.0000 | 0.5776 | 0.1068 | 40% ||
|| 2038/11/24 => 2039/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.72% | 0.2556 | 0.0223 | 0.0000 | 0.5736 | 0.1040 | 40% ||
|| 2039/02/24 => 2039/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.72% | 0.2472 | 0.0216 | 0.0000 | 0.5697 | 0.1013 | 40% ||
|| 2039/05/24 => 2039/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.71% | 0.2556 | 0.0223 | 0.0000 | 0.5658 | 0.0987 | 40% ||
|| 2039/08/24 => 2039/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.71% | 0.2556 | 0.0223 | 0.0000 | 0.5618 | 0.0961 | 40% ||
|| 2039/11/24 => 2040/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.70% | 0.2556 | 0.0222 | 0.0000 | 0.5579 | 0.0935 | 40% ||
|| 2040/02/24 => 2040/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.70% | 0.2500 | 0.0217 | 0.0000 | 0.5541 | 0.0911 | 40% ||
|| 2040/05/24 => 2040/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.69% | 0.2556 | 0.0222 | 0.0000 | 0.5503 | 0.0887 | 40% ||
|| 2040/08/24 => 2040/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.68% | 0.2556 | 0.0222 | 0.0000 | 0.5465 | 0.0864 | 40% ||
|| 2040/11/24 => 2041/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.68% | 0.2556 | 0.0222 | 0.0000 | 0.5427 | 0.0841 | 40% ||
|| 2041/02/24 => 2041/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.67% | 0.2472 | 0.0214 | 0.0000 | 0.5391 | 0.0820 | 40% ||
|| 2041/05/24 => 2041/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.67% | 0.2556 | 0.0222 | 0.0000 | 0.5354 | 0.0798 | 40% ||
|| 2041/08/24 => 2041/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.66% | 0.2556 | 0.0221 | 0.0000 | 0.5317 | 0.0777 | 40% ||
|| 2041/11/24 => 2042/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.66% | 0.2556 | 0.0221 | 0.0000 | 0.5281 | 0.0757 | 40% ||
|| 2042/02/24 => 2042/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.65% | 0.2472 | 0.0214 | 0.0000 | 0.5246 | 0.0737 | 40% ||
|| 2042/05/24 => 2042/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.65% | 0.2556 | 0.0221 | 0.0000 | 0.5210 | 0.0718 | 40% ||
|| 2042/08/24 => 2042/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.64% | 0.2556 | 0.0221 | 0.0000 | 0.5175 | 0.0699 | 40% ||
|| 2042/11/24 => 2043/02/24 | ? | USD | USD-LIBOR-3M::10Y | 8.64% | 0.2556 | 0.0221 | 0.0000 | 0.5140 | 0.0681 | 40% ||
|| 2043/02/24 => 2043/05/24 | ? | USD | USD-LIBOR-3M::10Y | 8.63% | 0.2472 | 0.0213 | 0.0000 | 0.5106 | 0.0663 | 40% ||
|| 2043/05/24 => 2043/08/24 | ? | USD | USD-LIBOR-3M::10Y | 8.63% | 0.2556 | 0.0220 | 0.0000 | 0.5072 | 0.0646 | 40% ||
|| 2043/08/24 => 2043/11/24 | ? | USD | USD-LIBOR-3M::10Y | 8.62% | 0.2556 | 0.0220 | 0.0000 | 0.5038 | 0.0629 | 40% ||
|| 2016/11/21 => 2043/11/24 | ? | USD | USD-LIBOR-3M::10Y | 0.00% | 0.0000 | 0.0000 | 1.0000 | 0.5038 | 1.0000 | 100% ||
||----------------------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:01:33 EST 2020
| Setup Time => Mon Jan 27 01:01:33 EST 2020
| Finish Time => Mon Jan 27 01:07:01 EST 2020
| Setup Duration => 1 ms
| Run Duration => 5 m 28 s 238 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 01:07:01 EST 2020
| Setup Time => Mon Jan 27 01:07:01 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
Workout : 31-DEC-2049
Next Call Date : 31-DEC-2049 | 1.0
Maturity Date : 31-DEC-2049 | 1.0
yield to call => 0.0637512602053726
z_spread => 0.03447168525075738
market value => 1.8052370364E8
oad mult => 0.39329316710069234
libor duration => 6.018460677868719E-4
convexity => 3.027383638677662E-6
modified convexity => 3.027383638677662E-6
effective duration => 0.0013802647898832955
yield to worst => 0.0637512602053726
tsy oas => 0.03447168525075738
macaulay duration => 13.898479690427704
mod dur to worst => -1.7127751799295154E-5
price => 1.0
ytm fwdcpn => 0.06374168525077839
discount margin => 0.050991132843741634
cv01 => 6.285790320954554E-4
effective duration adj => 5.428487106507729E-4
yield to maturity => 0.0637512602053726
oas => 0.037051260205372596
wal_adj => 22.865820376081473
mod dur => -1.7127751799295154E-5
wal => 32.69444444444445
z_vol_oas => 0.037051260205372596
n-spread => 0.0377782602053726
yield to put => 0.0637512602053726
treasury duration => 0.00137111115106614
wal4 => 32.69444444444445
accrued$ => 415580.60942124814
wal3 => 16.479166133670137
i-spread => 0.03779222999740764
j-spread => 0.0515612602053726
wal2 => 13.89982343804495
wal to worst => 32.69444444444445
nominal yield => 0.06411510012663732
spread dur => 0.13499296349257062
funding duration => 6.04262851521789E-4
accrued => 0.002302083333333323
e-spread => 0.026502754457516077
accrued interest factor => 0.002302083333333323
spread dur $ => 2.4369429735018156E7
dv01 => 0.0013802647898832955
yield to maturity cbe => 0.06425928810258806
funding kprd::fixfloat::05y => 2.7324710064857293E-5
funding kprd::fixfloat::15y => 6.181075020707579E-5
funding kprd::fixfloat::03y => 2.5087031344227658E-5
funding kprd::fixfloat::25y => 1.8420946745080456E-4
funding kprd::fixfloat::09y => -1.5406828627034266E-6
funding kprd::fixfloat::07y => -2.381434734846058E-6
funding kprd::deposit::pll => -1.1761795771833533E-5
funding kprd::fixfloat::11y => -1.9744155537671235E-6
funding kprd::bump => 6.04262851521789E-4
funding kprd::fixfloat::06y => -8.22604091912993E-6
funding kprd::deposit::2d => -1.1761795771833533E-5
funding kprd::fixfloat::04y => 3.970307593799372E-5
funding kprd::fixfloat::pll => 5.878967666517026E-4
funding kprd::fixfloat::08y => -3.148843166961769E-6
funding kprd::fixfloat::20y => 9.345829636964489E-5
funding kprd::fixfloat::30y => 3.659491966221823E-4
funding kprd::fixfloat::40y => -4.4274602258197166E-4
funding kprd::fixfloat::50y => 3.415853122568877E-5
funding kprd::fixfloat::02y => 1.0649916688777343E-5
funding kprd::fixfloat::12y => 7.41315562404554E-6
funding kprd::fixfloat::10y => -7.941944030894681E-7
funding kprd::futures::0 => -2.587325854294527E-6
funding kprd::futures::p => 3.705340170947555E-6
funding kprd::futures::1 => -1.1495061660482493E-5
funding kprd::futures::2 => -9.056071612622968E-6
funding kprd::futures::3 => -1.0725575467655052E-5
funding kprd::futures::4 => -1.1296997732880738E-5
funding kprd::futures::5 => -1.2184653279800961E-5
funding kprd::base => -1.2210706950133704E-5
funding krd::fixfloat::05y => 2.7324710064857293E-5
funding krd::fixfloat::15y => 6.181075020707579E-5
funding krd::fixfloat::03y => 2.5087031344227658E-5
funding krd::fixfloat::25y => 1.8420946745080456E-4
funding krd::fixfloat::09y => -1.5406828627034266E-6
funding krd::fixfloat::07y => -2.381434734846058E-6
funding krd::deposit::pll => -1.1761795771833533E-5
funding krd::fixfloat::11y => -1.9744155537671235E-6
funding krd::bump => 6.04262851521789E-4
funding krd::fixfloat::06y => -8.22604091912993E-6
funding krd::deposit::2d => -1.1761795771833533E-5
funding krd::fixfloat::04y => 3.970307593799372E-5
funding krd::fixfloat::pll => 5.878967666517026E-4
funding krd::fixfloat::08y => -3.148843166961769E-6
funding krd::fixfloat::20y => 9.345829636964489E-5
funding krd::fixfloat::30y => 3.659491966221823E-4
funding krd::fixfloat::40y => -4.4274602258197166E-4
funding krd::fixfloat::50y => 3.415853122568877E-5
funding krd::fixfloat::02y => 1.0649916688777343E-5
funding krd::fixfloat::12y => 7.41315562404554E-6
funding krd::fixfloat::10y => -7.941944030894681E-7
funding krd::futures::0 => -2.587325854294527E-6
funding krd::futures::p => 3.705340170947555E-6
funding krd::futures::1 => -1.1495061660482493E-5
funding krd::futures::2 => -9.056071612622968E-6
funding krd::futures::3 => -1.0725575467655052E-5
funding krd::futures::4 => -1.1296997732880738E-5
funding krd::futures::5 => -1.2184653279800961E-5
funding krd::base => -1.2210706950133704E-5
libor krd::tenor::10 => 3.730104576286736E-5
libor krd::tenor::3 => 2.2239457543552594E-5
libor krd::tenor::2 => 2.3177797390181853E-5
libor krd::tenor::1 => 4.081003634300929E-5
libor krd::tenor::22 => -5.835431280656556E-5
libor krd::tenor::0 => 5.38805930141596E-7
libor krd::tenor::23 => 0.0
libor krd::tenor::7 => 2.352765709779774E-5
libor krd::tenor::6 => 1.9508865184628625E-5
libor krd::tenor::5 => 1.99772423476231E-5
libor krd::tenor::4 => 2.107761755923883E-5
libor krd::bump => 6.018460677868719E-4
libor krd::tenor::9 => 5.0377595944044996E-5
libor krd::tenor::8 => 6.419836047098336E-5
libor krd::tenor::20 => 3.4036829651089756E-5
libor krd::tenor::21 => 1.0425769470873406E-5
libor krd::tenor::13 => 2.708366245784494E-5
libor krd::tenor::14 => 2.5291326450527837E-5
libor krd::tenor::11 => 3.103008665209804E-5
libor krd::tenor::12 => 2.9039637094949046E-5
libor krd::tenor::17 => 2.0449263708447857E-5
libor krd::tenor::18 => 5.265286905288859E-5
libor krd::tenor::15 => 2.358445036177836E-5
libor krd::tenor::16 => 2.2029867274818085E-5
libor krd::tenor::19 => 6.184416890134672E-5
libor krd::base => 0.0
govvie kprd::tsy::10-oct-2022 => 0.0
govvie kprd::tsy::10-oct-2020 => 0.0
govvie kprd::bump => 0.00136692118089419
govvie kprd::tsy::10-oct-2018 => 0.0
govvie kprd::tsy::10-oct-2019 => 0.0
govvie kprd::tsy::10-oct-2027 => 0.0
govvie kprd::tsy::10-oct-2047 => 0.00136692118089419
govvie kprd::tsy::10-oct-2037 => 0.0
govvie kprd::base => 0.0
govvie kprd::tsy::10-oct-2024 => 0.0
libor kprd::tenor::10 => 3.730104576286736E-5
libor kprd::tenor::3 => 2.2239457543552594E-5
libor kprd::tenor::2 => 2.3177797390181853E-5
libor kprd::tenor::1 => 4.081003634300929E-5
libor kprd::tenor::22 => -5.835431280656556E-5
libor kprd::tenor::0 => 5.38805930141596E-7
libor kprd::tenor::23 => 0.0
libor kprd::tenor::7 => 2.352765709779774E-5
libor kprd::tenor::6 => 1.9508865184628625E-5
libor kprd::tenor::5 => 1.99772423476231E-5
libor kprd::tenor::4 => 2.107761755923883E-5
libor kprd::bump => 6.018460677868719E-4
libor kprd::tenor::9 => 5.0377595944044996E-5
libor kprd::tenor::8 => 6.419836047098336E-5
libor kprd::tenor::20 => 3.4036829651089756E-5
libor kprd::tenor::21 => 1.0425769470873406E-5
libor kprd::tenor::13 => 2.708366245784494E-5
libor kprd::tenor::14 => 2.5291326450527837E-5
libor kprd::tenor::11 => 3.103008665209804E-5
libor kprd::tenor::12 => 2.9039637094949046E-5
libor kprd::tenor::17 => 2.0449263708447857E-5
libor kprd::tenor::18 => 5.265286905288859E-5
libor kprd::tenor::15 => 2.358445036177836E-5
libor kprd::tenor::16 => 2.2029867274818085E-5
libor kprd::tenor::19 => 6.184416890134672E-5
libor kprd::base => 0.0
govvie krd::tsy::10-oct-2022 => 0.0
govvie krd::tsy::10-oct-2020 => 0.0
govvie krd::bump => 0.00137111115106614
govvie krd::tsy::10-oct-2018 => 0.0
govvie krd::tsy::10-oct-2019 => 0.0
govvie krd::tsy::10-oct-2027 => 0.0
govvie krd::tsy::10-oct-2047 => 0.00137111115106614
govvie krd::tsy::10-oct-2037 => 0.0
govvie krd::base => 0.0
govvie krd::tsy::10-oct-2024 => 0.0
||----------------------------------------------------------------------------------------------------------------------||
Price In : 1.0
Yield Out : 0.0637512602053726
Price Out : 1.0000000000001341
||----------------------------------------------------------------------------------------------------------------------||
|| PERIOD LABELS AND CURVE FACTORS ||
||----------------------------------------------------------------------------------------------------------------------||
|| L -> R: ||
|| - Period Start Date ||
|| - Period End Date ||
|| - Period Credit Label ||
|| - Period Funding Label ||
|| - Period Coupon Rate (%) ||
|| - Period Coupon Year Fraction ||
|| - Period Coupon Amount ||
|| - Period Principal Amount ||
|| - Period Discount Factor ||
|| - Period Survival Probability ||
|| - Period Recovery ||
||----------------------------------------------------------------------------------------------------------------------||
|| 2014/09/07 => 2014/12/31 | ? | USD | USD-LIBOR-3M::5Y | 4.34% | 0.3194 | 0.0139 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2014/12/31 => 2015/03/31 | ? | USD | USD-LIBOR-3M::5Y | 4.45% | 0.2500 | 0.0111 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2015/03/31 => 2015/06/30 | ? | USD | USD-LIBOR-3M::5Y | 4.55% | 0.2528 | 0.0115 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2015/06/30 => 2015/09/30 | ? | USD | USD-LIBOR-3M::5Y | 4.65% | 0.2556 | 0.0119 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2015/09/30 => 2015/12/31 | ? | USD | USD-LIBOR-3M::5Y | 4.76% | 0.2556 | 0.0122 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2015/12/31 => 2016/03/31 | ? | USD | USD-LIBOR-3M::5Y | 4.87% | 0.2528 | 0.0123 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2016/03/31 => 2016/06/30 | ? | USD | USD-LIBOR-3M::5Y | 4.98% | 0.2528 | 0.0126 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2016/06/30 => 2016/09/30 | ? | USD | USD-LIBOR-3M::5Y | 5.09% | 0.2556 | 0.0130 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2016/09/30 => 2016/12/31 | ? | USD | USD-LIBOR-3M::5Y | 5.21% | 0.2556 | 0.0133 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2016/12/31 => 2017/03/31 | ? | USD | USD-LIBOR-3M::5Y | 5.33% | 0.2500 | 0.0133 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2017/03/31 => 2017/06/30 | ? | USD | USD-LIBOR-3M::5Y | 5.45% | 0.2528 | 0.0138 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2017/06/30 => 2017/09/30 | ? | USD | USD-LIBOR-3M::5Y | 5.58% | 0.2556 | 0.0142 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2017/09/30 => 2017/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.37% | 0.2556 | 0.0163 | 0.0000 | 0.9971 | 0.9855 | 40% ||
|| 2017/12/31 => 2018/03/31 | ? | USD | USD-LIBOR-3M::5Y | 5.76% | 0.2500 | 0.0144 | 0.0000 | 0.9937 | 0.9698 | 40% ||
|| 2018/03/31 => 2018/06/30 | ? | USD | USD-LIBOR-3M::5Y | 5.82% | 0.2528 | 0.0147 | 0.0000 | 0.9900 | 0.9541 | 40% ||
|| 2018/06/30 => 2018/09/30 | ? | USD | USD-LIBOR-3M::5Y | 5.87% | 0.2556 | 0.0150 | 0.0000 | 0.9860 | 0.9386 | 40% ||
|| 2018/09/30 => 2018/12/31 | ? | USD | USD-LIBOR-3M::5Y | 5.92% | 0.2556 | 0.0151 | 0.0000 | 0.9818 | 0.9233 | 40% ||
|| 2018/12/31 => 2019/03/31 | ? | USD | USD-LIBOR-3M::5Y | 5.97% | 0.2500 | 0.0149 | 0.0000 | 0.9774 | 0.9086 | 40% ||
|| 2019/03/31 => 2019/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.01% | 0.2528 | 0.0152 | 0.0000 | 0.9729 | 0.8939 | 40% ||
|| 2019/06/30 => 2019/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.05% | 0.2556 | 0.0155 | 0.0000 | 0.9683 | 0.8794 | 40% ||
|| 2019/09/30 => 2019/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.09% | 0.2556 | 0.0156 | 0.0000 | 0.9636 | 0.8650 | 40% ||
|| 2019/12/31 => 2020/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.13% | 0.2528 | 0.0155 | 0.0000 | 0.9587 | 0.8511 | 40% ||
|| 2020/03/31 => 2020/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.16% | 0.2528 | 0.0156 | 0.0000 | 0.9537 | 0.8374 | 40% ||
|| 2020/06/30 => 2020/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.19% | 0.2556 | 0.0158 | 0.0000 | 0.9485 | 0.8237 | 40% ||
|| 2020/09/30 => 2020/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.22% | 0.2556 | 0.0159 | 0.0000 | 0.9433 | 0.8103 | 40% ||
|| 2020/12/31 => 2021/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.25% | 0.2500 | 0.0156 | 0.0000 | 0.9381 | 0.7974 | 40% ||
|| 2021/03/31 => 2021/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.28% | 0.2528 | 0.0159 | 0.0000 | 0.9328 | 0.7845 | 40% ||
|| 2021/06/30 => 2021/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.31% | 0.2556 | 0.0161 | 0.0000 | 0.9274 | 0.7717 | 40% ||
|| 2021/09/30 => 2021/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.33% | 0.2556 | 0.0162 | 0.0000 | 0.9220 | 0.7592 | 40% ||
|| 2021/12/31 => 2022/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.36% | 0.2500 | 0.0159 | 0.0000 | 0.9165 | 0.7471 | 40% ||
|| 2022/03/31 => 2022/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.38% | 0.2528 | 0.0161 | 0.0000 | 0.9110 | 0.7350 | 40% ||
|| 2022/06/30 => 2022/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.40% | 0.2556 | 0.0163 | 0.0000 | 0.9054 | 0.7231 | 40% ||
|| 2022/09/30 => 2022/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.42% | 0.2556 | 0.0164 | 0.0000 | 0.8997 | 0.7113 | 40% ||
|| 2022/12/31 => 2023/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.43% | 0.2500 | 0.0161 | 0.0000 | 0.8941 | 0.6999 | 40% ||
|| 2023/03/31 => 2023/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.45% | 0.2528 | 0.0163 | 0.0000 | 0.8884 | 0.6886 | 40% ||
|| 2023/06/30 => 2023/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.47% | 0.2556 | 0.0165 | 0.0000 | 0.8827 | 0.6774 | 40% ||
|| 2023/09/30 => 2023/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.49% | 0.2556 | 0.0166 | 0.0000 | 0.8769 | 0.6664 | 40% ||
|| 2023/12/31 => 2024/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.50% | 0.2528 | 0.0164 | 0.0000 | 0.8712 | 0.6557 | 40% ||
|| 2024/03/31 => 2024/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.51% | 0.2528 | 0.0165 | 0.0000 | 0.8655 | 0.6451 | 40% ||
|| 2024/06/30 => 2024/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.52% | 0.2556 | 0.0167 | 0.0000 | 0.8597 | 0.6346 | 40% ||
|| 2024/09/30 => 2024/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.53% | 0.2556 | 0.0167 | 0.0000 | 0.8539 | 0.6242 | 40% ||
|| 2024/12/31 => 2025/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.54% | 0.2500 | 0.0164 | 0.0000 | 0.8482 | 0.6143 | 40% ||
|| 2025/03/31 => 2025/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.55% | 0.2528 | 0.0166 | 0.0000 | 0.8425 | 0.6044 | 40% ||
|| 2025/06/30 => 2025/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.56% | 0.2556 | 0.0168 | 0.0000 | 0.8367 | 0.5945 | 40% ||
|| 2025/09/30 => 2025/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.56% | 0.2556 | 0.0168 | 0.0000 | 0.8309 | 0.5848 | 40% ||
|| 2025/12/31 => 2026/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.57% | 0.2500 | 0.0164 | 0.0000 | 0.8252 | 0.5755 | 40% ||
|| 2026/03/31 => 2026/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.57% | 0.2528 | 0.0166 | 0.0000 | 0.8195 | 0.5662 | 40% ||
|| 2026/06/30 => 2026/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.57% | 0.2556 | 0.0168 | 0.0000 | 0.8138 | 0.5570 | 40% ||
|| 2026/09/30 => 2026/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.58% | 0.2556 | 0.0168 | 0.0000 | 0.8080 | 0.5479 | 40% ||
|| 2026/12/31 => 2027/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.58% | 0.2500 | 0.0164 | 0.0000 | 0.8025 | 0.5392 | 40% ||
|| 2027/03/31 => 2027/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.58% | 0.2528 | 0.0166 | 0.0000 | 0.7969 | 0.5305 | 40% ||
|| 2027/06/30 => 2027/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.58% | 0.2556 | 0.0168 | 0.0000 | 0.7912 | 0.5219 | 40% ||
|| 2027/09/30 => 2027/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.58% | 0.2556 | 0.0168 | 0.0000 | 0.7855 | 0.5134 | 40% ||
|| 2027/12/31 => 2028/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.58% | 0.2528 | 0.0166 | 0.0000 | 0.7799 | 0.5051 | 40% ||
|| 2028/03/31 => 2028/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.58% | 0.2528 | 0.0166 | 0.0000 | 0.7743 | 0.4970 | 40% ||
|| 2028/06/30 => 2028/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.57% | 0.2556 | 0.0168 | 0.0000 | 0.7687 | 0.4889 | 40% ||
|| 2028/09/30 => 2028/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.57% | 0.2556 | 0.0168 | 0.0000 | 0.7631 | 0.4809 | 40% ||
|| 2028/12/31 => 2029/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.57% | 0.2500 | 0.0164 | 0.0000 | 0.7578 | 0.4732 | 40% ||
|| 2029/03/31 => 2029/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.56% | 0.2528 | 0.0166 | 0.0000 | 0.7524 | 0.4656 | 40% ||
|| 2029/06/30 => 2029/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.56% | 0.2556 | 0.0168 | 0.0000 | 0.7470 | 0.4580 | 40% ||
|| 2029/09/30 => 2029/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.56% | 0.2556 | 0.0168 | 0.0000 | 0.7417 | 0.4505 | 40% ||
|| 2029/12/31 => 2030/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.56% | 0.2500 | 0.0164 | 0.0000 | 0.7365 | 0.4434 | 40% ||
|| 2030/03/31 => 2030/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.55% | 0.2528 | 0.0166 | 0.0000 | 0.7313 | 0.4362 | 40% ||
|| 2030/06/30 => 2030/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.55% | 0.2556 | 0.0167 | 0.0000 | 0.7261 | 0.4291 | 40% ||
|| 2030/09/30 => 2030/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.55% | 0.2556 | 0.0167 | 0.0000 | 0.7209 | 0.4221 | 40% ||
|| 2030/12/31 => 2031/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.54% | 0.2500 | 0.0164 | 0.0000 | 0.7158 | 0.4154 | 40% ||
|| 2031/03/31 => 2031/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.54% | 0.2528 | 0.0165 | 0.0000 | 0.7108 | 0.4087 | 40% ||
|| 2031/06/30 => 2031/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.54% | 0.2556 | 0.0167 | 0.0000 | 0.7057 | 0.4020 | 40% ||
|| 2031/09/30 => 2031/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.54% | 0.2556 | 0.0167 | 0.0000 | 0.7006 | 0.3955 | 40% ||
|| 2031/12/31 => 2032/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.53% | 0.2528 | 0.0165 | 0.0000 | 0.6957 | 0.3891 | 40% ||
|| 2032/03/31 => 2032/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.53% | 0.2528 | 0.0165 | 0.0000 | 0.6908 | 0.3828 | 40% ||
|| 2032/06/30 => 2032/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.52% | 0.2556 | 0.0167 | 0.0000 | 0.6859 | 0.3766 | 40% ||
|| 2032/09/30 => 2032/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.52% | 0.2556 | 0.0167 | 0.0000 | 0.6810 | 0.3705 | 40% ||
|| 2032/12/31 => 2033/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.52% | 0.2500 | 0.0163 | 0.0000 | 0.6763 | 0.3646 | 40% ||
|| 2033/03/31 => 2033/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.52% | 0.2528 | 0.0165 | 0.0000 | 0.6715 | 0.3587 | 40% ||
|| 2033/06/30 => 2033/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.51% | 0.2556 | 0.0166 | 0.0000 | 0.6668 | 0.3528 | 40% ||
|| 2033/09/30 => 2033/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.51% | 0.2556 | 0.0166 | 0.0000 | 0.6621 | 0.3471 | 40% ||
|| 2033/12/31 => 2034/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.51% | 0.2500 | 0.0163 | 0.0000 | 0.6575 | 0.3416 | 40% ||
|| 2034/03/31 => 2034/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.51% | 0.2528 | 0.0165 | 0.0000 | 0.6529 | 0.3360 | 40% ||
|| 2034/06/30 => 2034/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.51% | 0.2556 | 0.0166 | 0.0000 | 0.6483 | 0.3306 | 40% ||
|| 2034/09/30 => 2034/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.51% | 0.2556 | 0.0166 | 0.0000 | 0.6438 | 0.3252 | 40% ||
|| 2034/12/31 => 2035/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.50% | 0.2500 | 0.0163 | 0.0000 | 0.6394 | 0.3200 | 40% ||
|| 2035/03/31 => 2035/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.50% | 0.2528 | 0.0164 | 0.0000 | 0.6349 | 0.3148 | 40% ||
|| 2035/06/30 => 2035/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.50% | 0.2556 | 0.0166 | 0.0000 | 0.6305 | 0.3097 | 40% ||
|| 2035/09/30 => 2035/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.50% | 0.2556 | 0.0166 | 0.0000 | 0.6261 | 0.3047 | 40% ||
|| 2035/12/31 => 2036/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.50% | 0.2528 | 0.0164 | 0.0000 | 0.6218 | 0.2998 | 40% ||
|| 2036/03/31 => 2036/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.50% | 0.2528 | 0.0164 | 0.0000 | 0.6175 | 0.2949 | 40% ||
|| 2036/06/30 => 2036/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.50% | 0.2556 | 0.0166 | 0.0000 | 0.6132 | 0.2901 | 40% ||
|| 2036/09/30 => 2036/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.49% | 0.2556 | 0.0166 | 0.0000 | 0.6089 | 0.2854 | 40% ||
|| 2036/12/31 => 2037/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.49% | 0.2500 | 0.0162 | 0.0000 | 0.6047 | 0.2808 | 40% ||
|| 2037/03/31 => 2037/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.49% | 0.2528 | 0.0164 | 0.0000 | 0.6006 | 0.2763 | 40% ||
|| 2037/06/30 => 2037/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.49% | 0.2556 | 0.0166 | 0.0000 | 0.5964 | 0.2718 | 40% ||
|| 2037/09/30 => 2037/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.48% | 0.2556 | 0.0166 | 0.0000 | 0.5922 | 0.2674 | 40% ||
|| 2037/12/31 => 2038/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.48% | 0.2500 | 0.0162 | 0.0000 | 0.5882 | 0.2631 | 40% ||
|| 2038/03/31 => 2038/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.47% | 0.2528 | 0.0164 | 0.0000 | 0.5841 | 0.2589 | 40% ||
|| 2038/06/30 => 2038/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.47% | 0.2556 | 0.0165 | 0.0000 | 0.5801 | 0.2547 | 40% ||
|| 2038/09/30 => 2038/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.46% | 0.2556 | 0.0165 | 0.0000 | 0.5760 | 0.2505 | 40% ||
|| 2038/12/31 => 2039/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.46% | 0.2500 | 0.0161 | 0.0000 | 0.5721 | 0.2465 | 40% ||
|| 2039/03/31 => 2039/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.45% | 0.2528 | 0.0163 | 0.0000 | 0.5681 | 0.2425 | 40% ||
|| 2039/06/30 => 2039/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.45% | 0.2556 | 0.0165 | 0.0000 | 0.5642 | 0.2386 | 40% ||
|| 2039/09/30 => 2039/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.44% | 0.2556 | 0.0165 | 0.0000 | 0.5603 | 0.2347 | 40% ||
|| 2039/12/31 => 2040/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.43% | 0.2528 | 0.0163 | 0.0000 | 0.5564 | 0.2309 | 40% ||
|| 2040/03/31 => 2040/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.43% | 0.2528 | 0.0162 | 0.0000 | 0.5526 | 0.2272 | 40% ||
|| 2040/06/30 => 2040/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.42% | 0.2556 | 0.0164 | 0.0000 | 0.5488 | 0.2235 | 40% ||
|| 2040/09/30 => 2040/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.41% | 0.2556 | 0.0164 | 0.0000 | 0.5450 | 0.2199 | 40% ||
|| 2040/12/31 => 2041/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.40% | 0.2500 | 0.0160 | 0.0000 | 0.5413 | 0.2164 | 40% ||
|| 2041/03/31 => 2041/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.40% | 0.2528 | 0.0162 | 0.0000 | 0.5376 | 0.2129 | 40% ||
|| 2041/06/30 => 2041/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.39% | 0.2556 | 0.0163 | 0.0000 | 0.5339 | 0.2094 | 40% ||
|| 2041/09/30 => 2041/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.38% | 0.2556 | 0.0163 | 0.0000 | 0.5302 | 0.2060 | 40% ||
|| 2041/12/31 => 2042/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.37% | 0.2500 | 0.0159 | 0.0000 | 0.5267 | 0.2027 | 40% ||
|| 2042/03/31 => 2042/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.37% | 0.2528 | 0.0161 | 0.0000 | 0.5231 | 0.1994 | 40% ||
|| 2042/06/30 => 2042/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.36% | 0.2556 | 0.0163 | 0.0000 | 0.5196 | 0.1962 | 40% ||
|| 2042/09/30 => 2042/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.35% | 0.2556 | 0.0162 | 0.0000 | 0.5161 | 0.1930 | 40% ||
|| 2042/12/31 => 2043/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.35% | 0.2500 | 0.0159 | 0.0000 | 0.5127 | 0.1899 | 40% ||
|| 2043/03/31 => 2043/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.34% | 0.2528 | 0.0160 | 0.0000 | 0.5092 | 0.1869 | 40% ||
|| 2043/06/30 => 2043/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.34% | 0.2556 | 0.0162 | 0.0000 | 0.5058 | 0.1838 | 40% ||
|| 2043/09/30 => 2043/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.33% | 0.2556 | 0.0162 | 0.0000 | 0.5024 | 0.1808 | 40% ||
|| 2043/12/31 => 2044/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.33% | 0.2528 | 0.0160 | 0.0000 | 0.4991 | 0.1779 | 40% ||
|| 2044/03/31 => 2044/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.32% | 0.2528 | 0.0160 | 0.0000 | 0.4958 | 0.1750 | 40% ||
|| 2044/06/30 => 2044/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.32% | 0.2556 | 0.0161 | 0.0000 | 0.4925 | 0.1722 | 40% ||
|| 2044/09/30 => 2044/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.31% | 0.2556 | 0.0161 | 0.0000 | 0.4893 | 0.1694 | 40% ||
|| 2044/12/31 => 2045/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.31% | 0.2500 | 0.0158 | 0.0000 | 0.4861 | 0.1667 | 40% ||
|| 2045/03/31 => 2045/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.30% | 0.2528 | 0.0159 | 0.0000 | 0.4830 | 0.1640 | 40% ||
|| 2045/06/30 => 2045/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.30% | 0.2556 | 0.0161 | 0.0000 | 0.4798 | 0.1613 | 40% ||
|| 2045/09/30 => 2045/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.30% | 0.2556 | 0.0161 | 0.0000 | 0.4766 | 0.1587 | 40% ||
|| 2045/12/31 => 2046/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.29% | 0.2500 | 0.0157 | 0.0000 | 0.4736 | 0.1562 | 40% ||
|| 2046/03/31 => 2046/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.29% | 0.2528 | 0.0159 | 0.0000 | 0.4705 | 0.1536 | 40% ||
|| 2046/06/30 => 2046/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.29% | 0.2556 | 0.0161 | 0.0000 | 0.4675 | 0.1511 | 40% ||
|| 2046/09/30 => 2046/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.28% | 0.2556 | 0.0161 | 0.0000 | 0.4644 | 0.1487 | 40% ||
|| 2046/12/31 => 2047/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.28% | 0.2500 | 0.0157 | 0.0000 | 0.4615 | 0.1463 | 40% ||
|| 2047/03/31 => 2047/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.28% | 0.2528 | 0.0159 | 0.0000 | 0.4585 | 0.1439 | 40% ||
|| 2047/06/30 => 2047/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.27% | 0.2556 | 0.0160 | 0.0000 | 0.4555 | 0.1416 | 40% ||
|| 2047/09/30 => 2047/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.27% | 0.2556 | 0.0160 | 0.0000 | 0.4526 | 0.1393 | 40% ||
|| 2047/12/31 => 2048/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.26% | 0.2528 | 0.0158 | 0.0000 | 0.4497 | 0.1370 | 40% ||
|| 2048/03/31 => 2048/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.26% | 0.2528 | 0.0158 | 0.0000 | 0.4468 | 0.1348 | 40% ||
|| 2048/06/30 => 2048/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.25% | 0.2556 | 0.0160 | 0.0000 | 0.4439 | 0.1326 | 40% ||
|| 2048/09/30 => 2048/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.25% | 0.2556 | 0.0160 | 0.0000 | 0.4411 | 0.1305 | 40% ||
|| 2048/12/31 => 2049/03/31 | ? | USD | USD-LIBOR-3M::5Y | 6.25% | 0.2500 | 0.0156 | 0.0000 | 0.4383 | 0.1284 | 40% ||
|| 2049/03/31 => 2049/06/30 | ? | USD | USD-LIBOR-3M::5Y | 6.24% | 0.2528 | 0.0158 | 0.0000 | 0.4355 | 0.1263 | 40% ||
|| 2049/06/30 => 2049/09/30 | ? | USD | USD-LIBOR-3M::5Y | 6.24% | 0.2556 | 0.0159 | 0.0000 | 0.4327 | 0.1243 | 40% ||
|| 2049/09/30 => 2049/12/31 | ? | USD | USD-LIBOR-3M::5Y | 6.23% | 0.2556 | 0.0159 | 0.0000 | 0.4300 | 0.1222 | 40% ||
|| 2014/09/07 => 2049/12/31 | ? | USD | USD-LIBOR-3M::5Y | 0.00% | 0.0000 | 0.0000 | 1.0000 | 0.4300 | 1.0000 | 100% ||
||----------------------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:07:01 EST 2020
| Setup Time => Mon Jan 27 01:07:01 EST 2020
| Finish Time => Mon Jan 27 01:11:39 EST 2020
| Setup Duration => 0 ms
| Run Duration => 4 m 37 s 759 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 01:11:39 EST 2020
| Setup Time => Mon Jan 27 01:11:39 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
Workout : 20-OCT-2045
Next Call Date : 20-OCT-2045 | 1.0
Maturity Date : 20-OCT-2045 | 1.0
yield to call => 0.06886635220166351
z_spread => 0.023217380176843404
market value => 1.8052370364E8
oad mult => 0.45756093673326104
libor duration => 5.494036029463653E-4
convexity => 2.4489180863043844E-6
modified convexity => 2.4489180863043844E-6
effective duration => 0.0012564282016488404
yield to worst => 0.06886635220166351
tsy oas => 0.023217380176843404
macaulay duration => 13.15855157070475
mod dur to worst => -3.0342261246651958E-5
price => 1.0
ytm fwdcpn => 0.0519944995634088
discount margin => 0.05610622484003255
cv01 => 5.70252150884909E-4
effective duration adj => 5.7489246488453E-4
yield to maturity => 0.06886635220166351
oas => 0.05916635220166351
wal_adj => 20.110848313693772
mod dur => -3.0342261246651958E-5
wal => 28.43611111111112
z_vol_oas => 0.05916635220166351
n-spread => 0.042893352201663515
yield to put => 0.06886635220166351
treasury duration => 0.0014813204298626565
wal4 => 28.43611111111112
accrued$ => 2216429.916913336
wal3 => 14.411200724637629
i-spread => 0.04289322278378216
j-spread => 0.05667635220166351
wal2 => 12.355704387424892
wal to worst => 28.43611111111112
nominal yield => 0.06926599018450447
spread dur => 0.1231767420303953
funding duration => 5.505530664393388E-4
accrued => 0.012277777777777794
e-spread => 0.04858554246561278
accrued interest factor => 0.012277777777777794
spread dur $ => 2.223632167363581E7
dv01 => 0.0012564282016488404
yield to maturity cbe => 0.0694591741886667
funding kprd::fixfloat::05y => 2.809566489140346E-5
funding kprd::fixfloat::15y => 1.2081695850927793E-4
funding kprd::fixfloat::03y => 3.6727115487998893E-5
funding kprd::fixfloat::25y => 7.15712938691331E-4
funding kprd::fixfloat::09y => 1.199933098592119E-5
funding kprd::fixfloat::07y => 1.015975650747938E-5
funding kprd::deposit::pll => -1.029183428221357E-6
funding kprd::fixfloat::11y => 2.2381995816532785E-5
funding kprd::bump => 5.505530664393388E-4
funding kprd::fixfloat::06y => 3.823039030662571E-6
funding kprd::deposit::2d => -1.029183428221357E-6
funding kprd::fixfloat::04y => 5.043057872215207E-5
funding kprd::fixfloat::pll => 5.328434076708031E-4
funding kprd::fixfloat::08y => 9.391864495668287E-6
funding kprd::fixfloat::20y => 3.04644257843511E-5
funding kprd::fixfloat::30y => -4.6055616378371954E-4
funding kprd::fixfloat::40y => -1.2692035342186608E-4
funding kprd::fixfloat::50y => 1.9529279797017375E-5
funding kprd::fixfloat::02y => 1.9688226053358932E-5
funding kprd::fixfloat::12y => 4.396149230065894E-6
funding kprd::fixfloat::10y => 1.0081368873129758E-5
funding kprd::futures::0 => 8.612124199086017E-6
funding kprd::futures::p => 1.5813433805615452E-5
funding kprd::futures::1 => -6.458175574727995E-7
funding kprd::futures::2 => 1.9403345719126835E-6
funding kprd::futures::3 => 2.1588916737291478E-7
funding kprd::futures::4 => -3.363549175686018E-7
funding kprd::futures::5 => -1.2844052784858725E-6
funding kprd::base => -1.462554214137778E-6
funding krd::fixfloat::05y => 2.809566489140346E-5
funding krd::fixfloat::15y => 1.2081695850927793E-4
funding krd::fixfloat::03y => 3.6727115487998893E-5
funding krd::fixfloat::25y => 7.15712938691331E-4
funding krd::fixfloat::09y => 1.199933098592119E-5
funding krd::fixfloat::07y => 1.015975650747938E-5
funding krd::deposit::pll => -1.029183428221357E-6
funding krd::fixfloat::11y => 2.2381995816532785E-5
funding krd::bump => 5.505530664393388E-4
funding krd::fixfloat::06y => 3.823039030662571E-6
funding krd::deposit::2d => -1.029183428221357E-6
funding krd::fixfloat::04y => 5.043057872215207E-5
funding krd::fixfloat::pll => 5.328434076708031E-4
funding krd::fixfloat::08y => 9.391864495668287E-6
funding krd::fixfloat::20y => 3.04644257843511E-5
funding krd::fixfloat::30y => -4.6055616378371954E-4
funding krd::fixfloat::40y => -1.2692035342186608E-4
funding krd::fixfloat::50y => 1.9529279797017375E-5
funding krd::fixfloat::02y => 1.9688226053358932E-5
funding krd::fixfloat::12y => 4.396149230065894E-6
funding krd::fixfloat::10y => 1.0081368873129758E-5
funding krd::futures::0 => 8.612124199086017E-6
funding krd::futures::p => 1.5813433805615452E-5
funding krd::futures::1 => -6.458175574727995E-7
funding krd::futures::2 => 1.9403345719126835E-6
funding krd::futures::3 => 2.1588916737291478E-7
funding krd::futures::4 => -3.363549175686018E-7
funding krd::futures::5 => -1.2844052784858725E-6
funding krd::base => -1.462554214137778E-6
libor krd::tenor::10 => 3.729302428642664E-5
libor krd::tenor::3 => 2.226051154051317E-5
libor krd::tenor::2 => 2.3195813033395915E-5
libor krd::tenor::1 => 4.079737498359816E-5
libor krd::tenor::22 => -2.1153436950700634E-5
libor krd::tenor::0 => 5.46730061394414E-7
libor krd::tenor::23 => 0.0
libor krd::tenor::7 => 2.3580841612078166E-5
libor krd::tenor::6 => 1.9526191023127393E-5
libor krd::tenor::5 => 1.999103952790944E-5
libor krd::tenor::4 => 2.1100423145498615E-5
libor krd::bump => 5.494036029463653E-4
libor krd::tenor::9 => 5.03787712904601E-5
libor krd::tenor::8 => 6.423658284436592E-5
libor krd::tenor::20 => 1.876314962783965E-5
libor krd::tenor::21 => -4.2476870474711E-5
libor krd::tenor::13 => 2.655496946832552E-5
libor krd::tenor::14 => 2.4574603766784668E-5
libor krd::tenor::11 => 3.089362306512311E-5
libor krd::tenor::12 => 2.8728645996242793E-5
libor krd::tenor::17 => 1.9139852003361692E-5
libor krd::tenor::18 => 4.7683247789814774E-5
libor krd::tenor::15 => 2.2670079775064567E-5
libor krd::tenor::16 => 2.0895825081761166E-5
libor krd::tenor::19 => 5.0188255196329524E-5
libor krd::base => 0.0
govvie kprd::tsy::10-oct-2022 => 0.0
govvie kprd::tsy::10-oct-2020 => 0.0
govvie kprd::bump => 0.0014778704498565089
govvie kprd::tsy::10-oct-2018 => 0.0
govvie kprd::tsy::10-oct-2019 => 0.0
govvie kprd::tsy::10-oct-2027 => 0.0
govvie kprd::tsy::10-oct-2047 => 0.0011863539802736242
govvie kprd::tsy::10-oct-2037 => 2.9126522246878273E-4
govvie kprd::base => 0.0
govvie kprd::tsy::10-oct-2024 => 0.0
libor kprd::tenor::10 => 3.729302428642664E-5
libor kprd::tenor::3 => 2.226051154051317E-5
libor kprd::tenor::2 => 2.3195813033395915E-5
libor kprd::tenor::1 => 4.079737498359816E-5
libor kprd::tenor::22 => -2.1153436950700634E-5
libor kprd::tenor::0 => 5.46730061394414E-7
libor kprd::tenor::23 => 0.0
libor kprd::tenor::7 => 2.3580841612078166E-5
libor kprd::tenor::6 => 1.9526191023127393E-5
libor kprd::tenor::5 => 1.999103952790944E-5
libor kprd::tenor::4 => 2.1100423145498615E-5
libor kprd::bump => 5.494036029463653E-4
libor kprd::tenor::9 => 5.03787712904601E-5
libor kprd::tenor::8 => 6.423658284436592E-5
libor kprd::tenor::20 => 1.876314962783965E-5
libor kprd::tenor::21 => -4.2476870474711E-5
libor kprd::tenor::13 => 2.655496946832552E-5
libor kprd::tenor::14 => 2.4574603766784668E-5
libor kprd::tenor::11 => 3.089362306512311E-5
libor kprd::tenor::12 => 2.8728645996242793E-5
libor kprd::tenor::17 => 1.9139852003361692E-5
libor kprd::tenor::18 => 4.7683247789814774E-5
libor kprd::tenor::15 => 2.2670079775064567E-5
libor kprd::tenor::16 => 2.0895825081761166E-5
libor kprd::tenor::19 => 5.0188255196329524E-5
libor kprd::base => 0.0
govvie krd::tsy::10-oct-2022 => 0.0
govvie krd::tsy::10-oct-2020 => 0.0
govvie krd::bump => 0.0014813204298626565
govvie krd::tsy::10-oct-2018 => 0.0
govvie krd::tsy::10-oct-2019 => 0.0
govvie krd::tsy::10-oct-2027 => 0.0
govvie krd::tsy::10-oct-2047 => 0.0011891231909716444
govvie krd::tsy::10-oct-2037 => 2.919449967185156E-4
govvie krd::base => 0.0
govvie krd::tsy::10-oct-2024 => 0.0
||----------------------------------------------------------------------------------------------------------------------||
Price In : 1.0
Yield Out : 0.06886635220166351
Price Out : 1.0000000061822545
||----------------------------------------------------------------------------------------------------------------------||
|| PERIOD LABELS AND CURVE FACTORS ||
||----------------------------------------------------------------------------------------------------------------------||
|| L -> R: ||
|| - Period Start Date ||
|| - Period End Date ||
|| - Period Credit Label ||
|| - Period Funding Label ||
|| - Period Coupon Rate (%) ||
|| - Period Coupon Year Fraction ||
|| - Period Coupon Amount ||
|| - Period Principal Amount ||
|| - Period Discount Factor ||
|| - Period Survival Probability ||
|| - Period Recovery ||
||----------------------------------------------------------------------------------------------------------------------||
|| 2015/10/20 => 2016/01/20 | ? | USD | USD-LIBOR-3M::5Y | 5.36% | 0.2556 | 0.0137 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2016/01/20 => 2016/04/20 | ? | USD | USD-LIBOR-3M::5Y | 5.47% | 0.2528 | 0.0138 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2016/04/20 => 2016/07/20 | ? | USD | USD-LIBOR-3M::5Y | 5.58% | 0.2528 | 0.0141 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2016/07/20 => 2016/10/20 | ? | USD | USD-LIBOR-3M::5Y | 5.70% | 0.2556 | 0.0146 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2016/10/20 => 2017/01/20 | ? | USD | USD-LIBOR-3M::5Y | 5.81% | 0.2556 | 0.0149 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2017/01/20 => 2017/04/20 | ? | USD | USD-LIBOR-3M::5Y | 5.94% | 0.2500 | 0.0148 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2017/04/20 => 2017/07/20 | ? | USD | USD-LIBOR-3M::5Y | 6.06% | 0.2528 | 0.0153 | 0.0000 | 1.0000 | 1.0000 | 40% ||
|| 2017/07/20 => 2017/10/20 | ? | USD | USD-LIBOR-3M::5Y | 5.20% | 0.2556 | 0.0133 | 0.0000 | 0.9996 | 0.9980 | 40% ||
|| 2017/10/20 => 2018/01/20 | ? | USD | USD-LIBOR-3M::5Y | 6.24% | 0.2556 | 0.0160 | 0.0000 | 0.9963 | 0.9795 | 40% ||
|| 2018/01/20 => 2018/04/20 | ? | USD | USD-LIBOR-3M::5Y | 6.30% | 0.2500 | 0.0158 | 0.0000 | 0.9929 | 0.9618 | 40% ||
|| 2018/04/20 => 2018/07/20 | ? | USD | USD-LIBOR-3M::5Y | 6.36% | 0.2528 | 0.0161 | 0.0000 | 0.9891 | 0.9442 | 40% ||
|| 2018/07/20 => 2018/10/20 | ? | USD | USD-LIBOR-3M::5Y | 6.41% | 0.2556 | 0.0164 | 0.0000 | 0.9851 | 0.9267 | 40% ||
|| 2018/10/20 => 2019/01/20 | ? | USD | USD-LIBOR-3M::5Y | 6.46% | 0.2556 | 0.0165 | 0.0000 | 0.9808 | 0.9096 | 40% ||
|| 2019/01/20 => 2019/04/20 | ? | USD | USD-LIBOR-3M::5Y | 6.50% | 0.2500 | 0.0163 | 0.0000 | 0.9765 | 0.8931 | 40% ||
|| 2019/04/20 => 2019/07/20 | ? | USD | USD-LIBOR-3M::5Y | 6.55% | 0.2528 | 0.0165 | 0.0000 | 0.9719 | 0.8768 | 40% ||
|| 2019/07/20 => 2019/10/20 | ? | USD | USD-LIBOR-3M::5Y | 6.59% | 0.2556 | 0.0168 | 0.0000 | 0.9673 | 0.8605 | 40% ||
|| 2019/10/20 => 2020/01/20 | ? | USD | USD-LIBOR-3M::5Y | 6.63% | 0.2556 | 0.0169 | 0.0000 | 0.9625 | 0.8446 | 40% ||
|| 2020/01/20 => 2020/04/20 | ? | USD | USD-LIBOR-3M::5Y | 6.66% | 0.2528 | 0.0168 | 0.0000 | 0.9576 | 0.8292 | 40% ||
|| 2020/04/20 => 2020/07/20 | ? | USD | USD-LIBOR-3M::5Y | 6.70% | 0.2528 | 0.0169 | 0.0000 | 0.9526 | 0.8140 | 40% ||
|| 2020/07/20 => 2020/10/20 | ? | USD | USD-LIBOR-3M::5Y | 6.73% | 0.2556 | 0.0172 | 0.0000 | 0.9474 | 0.7989 | 40% ||
|| 2020/10/20 => 2021/01/20 | ? | USD | USD-LIBOR-3M::5Y | 6.76% | 0.2556 | 0.0173 | 0.0000 | 0.9422 | 0.7841 | 40% ||
|| 2021/01/20 => 2021/04/20 | ? | USD | USD-LIBOR-3M::5Y | 6.78% | 0.2500 | 0.0170 | 0.0000 | 0.9370 | 0.7699 | 40% ||
|| 2021/04/20 => 2021/07/20 | ? | USD | USD-LIBOR-3M::5Y | 6.81% | 0.2528 | 0.0172 | 0.0000 | 0.9317 | 0.7559 | 40% ||
|| 2021/07/20 => 2021/10/20 | ? | USD | USD-LIBOR-3M::5Y | 6.84% | 0.2556 | 0.0175 | 0.0000 | 0.9263 | 0.7419 | 40% ||
|| 2021/10/20 => 2022/01/20 | ? | USD | USD-LIBOR-3M::5Y | 6.86% | 0.2556 | 0.0175 | 0.0000 | 0.9208 | 0.7281 | 40% ||
|| 2022/01/20 => 2022/04/20 | ? | USD | USD-LIBOR-3M::5Y | 6.89% | 0.2500 | 0.0172 | 0.0000 | 0.9153 | 0.7150 | 40% ||
|| 2022/04/20 => 2022/07/20 | ? | USD | USD-LIBOR-3M::5Y | 6.91% | 0.2528 | 0.0175 | 0.0000 | 0.9098 | 0.7019 | 40% ||
|| 2022/07/20 => 2022/10/20 | ? | USD | USD-LIBOR-3M::5Y | 6.93% | 0.2556 | 0.0177 | 0.0000 | 0.9041 | 0.6889 | 40% ||
|| 2022/10/20 => 2023/01/20 | ? | USD | USD-LIBOR-3M::5Y | 6.94% | 0.2556 | 0.0177 | 0.0000 | 0.8985 | 0.6761 | 40% ||
|| 2023/01/20 => 2023/04/20 | ? | USD | USD-LIBOR-3M::5Y | 6.96% | 0.2500 | 0.0174 | 0.0000 | 0.8929 | 0.6639 | 40% ||
|| 2023/04/20 => 2023/07/20 | ? | USD | USD-LIBOR-3M::5Y | 6.98% | 0.2528 | 0.0177 | 0.0000 | 0.8872 | 0.6518 | 40% ||
|| 2023/07/20 => 2023/10/20 | ? | USD | USD-LIBOR-3M::5Y | 7.00% | 0.2556 | 0.0179 | 0.0000 | 0.8814 | 0.6397 | 40% ||
|| 2023/10/20 => 2024/01/20 | ? | USD | USD-LIBOR-3M::5Y | 7.02% | 0.2556 | 0.0179 | 0.0000 | 0.8757 | 0.6279 | 40% ||
|| 2024/01/20 => 2024/04/20 | ? | USD | USD-LIBOR-3M::5Y | 7.03% | 0.2528 | 0.0178 | 0.0000 | 0.8700 | 0.6164 | 40% ||
|| 2024/04/20 => 2024/07/20 | ? | USD | USD-LIBOR-3M::5Y | 7.04% | 0.2528 | 0.0178 | 0.0000 | 0.8642 | 0.6051 | 40% ||
|| 2024/07/20 => 2024/10/20 | ? | USD | USD-LIBOR-3M::5Y | 7.05% | 0.2556 | 0.0180 | 0.0000 | 0.8584 | 0.5939 | 40% ||
|| 2024/10/20 => 2025/01/20 | ? | USD | USD-LIBOR-3M::5Y | 7.06% | 0.2556 | 0.0180 | 0.0000 | 0.8526 | 0.5829 | 40% ||
|| 2025/01/20 => 2025/04/20 | ? | USD | USD-LIBOR-3M::5Y | 7.07% | 0.2500 | 0.0177 | 0.0000 | 0.8470 | 0.5724 | 40% ||
|| 2025/04/20 => 2025/07/20 | ? | USD | USD-LIBOR-3M::5Y | 7.07% | 0.2528 | 0.0179 | 0.0000 | 0.8412 | 0.5619 | 40% ||
|| 2025/07/20 => 2025/10/20 | ? | USD | USD-LIBOR-3M::5Y | 7.08% | 0.2556 | 0.0181 | 0.0000 | 0.8354 | 0.5515 | 40% ||
|| 2025/10/20 => 2026/01/20 | ? | USD | USD-LIBOR-3M::5Y | 7.09% | 0.2556 | 0.0181 | 0.0000 | 0.8296 | 0.5413 | 40% ||
|| 2026/01/20 => 2026/04/20 | ? | USD | USD-LIBOR-3M::5Y | 7.09% | 0.2500 | 0.0177 | 0.0000 | 0.8240 | 0.5315 | 40% ||
|| 2026/04/20 => 2026/07/20 | ? | USD | USD-LIBOR-3M::5Y | 7.10% | 0.2528 | 0.0179 | 0.0000 | 0.8183 | 0.5218 | 40% ||
|| 2026/07/20 => 2026/10/20 | ? | USD | USD-LIBOR-3M::5Y | 7.10% | 0.2556 | 0.0181 | 0.0000 | 0.8125 | 0.5121 | 40% ||
|| 2026/10/20 => 2027/01/20 | ? | USD | USD-LIBOR-3M::5Y | 7.10% | 0.2556 | 0.0181 | 0.0000 | 0.8068 | 0.5026 | 40% ||
|| 2027/01/20 => 2027/04/20 | ? | USD | USD-LIBOR-3M::5Y | 7.10% | 0.2500 | 0.0178 | 0.0000 | 0.8013 | 0.4935 | 40% ||
|| 2027/04/20 => 2027/07/20 | ? | USD | USD-LIBOR-3M::5Y | 7.11% | 0.2528 | 0.0180 | 0.0000 | 0.7956 | 0.4845 | 40% ||
|| 2027/07/20 => 2027/10/20 | ? | USD | USD-LIBOR-3M::5Y | 7.11% | 0.2556 | 0.0182 | 0.0000 | 0.7900 | 0.4755 | 40% ||
|| 2027/10/20 => 2028/01/20 | ? | USD | USD-LIBOR-3M::5Y | 7.11% | 0.2556 | 0.0182 | 0.0000 | 0.7843 | 0.4667 | 40% ||
|| 2028/01/20 => 2028/04/20 | ? | USD | USD-LIBOR-3M::5Y | 7.11% | 0.2528 | 0.0180 | 0.0000 | 0.7786 | 0.4582 | 40% ||
|| 2028/04/20 => 2028/07/20 | ? | USD | USD-LIBOR-3M::5Y | 7.10% | 0.2528 | 0.0180 | 0.0000 | 0.7731 | 0.4498 | 40% ||
|| 2028/07/20 => 2028/10/20 | ? | USD | USD-LIBOR-3M::5Y | 7.10% | 0.2556 | 0.0181 | 0.0000 | 0.7675 | 0.4415 | 40% ||
|| 2028/10/20 => 2029/01/20 | ? | USD | USD-LIBOR-3M::5Y | 7.09% | 0.2556 | 0.0181 | 0.0000 | 0.7619 | 0.4333 | 40% ||
|| 2029/01/20 => 2029/04/20 | ? | USD | USD-LIBOR-3M::5Y | 7.09% | 0.2500 | 0.0177 | 0.0000 | 0.7566 | 0.4255 | 40% ||
|| 2029/04/20 => 2029/07/20 | ? | USD | USD-LIBOR-3M::5Y | 7.09% | 0.2528 | 0.0179 | 0.0000 | 0.7512 | 0.4177 | 40% ||
|| 2029/07/20 => 2029/10/20 | ? | USD | USD-LIBOR-3M::5Y | 7.09% | 0.2556 | 0.0181 | 0.0000 | 0.7459 | 0.4100 | 40% ||
|| 2029/10/20 => 2030/01/20 | ? | USD | USD-LIBOR-3M::5Y | 7.08% | 0.2556 | 0.0181 | 0.0000 | 0.7405 | 0.4024 | 40% ||
|| 2030/01/20 => 2030/04/20 | ? | USD | USD-LIBOR-3M::5Y | 7.08% | 0.2500 | 0.0177 | 0.0000 | 0.7354 | 0.3951 | 40% ||
|| 2030/04/20 => 2030/07/20 | ? | USD | USD-LIBOR-3M::5Y | 7.08% | 0.2528 | 0.0179 | 0.0000 | 0.7302 | 0.3879 | 40% ||
|| 2030/07/20 => 2030/10/20 | ? | USD | USD-LIBOR-3M::5Y | 7.08% | 0.2556 | 0.0181 | 0.0000 | 0.7249 | 0.3807 | 40% ||
|| 2030/10/20 => 2031/01/20 | ? | USD | USD-LIBOR-3M::5Y | 7.07% | 0.2556 | 0.0181 | 0.0000 | 0.7197 | 0.3736 | 40% ||
|| 2031/01/20 => 2031/04/20 | ? | USD | USD-LIBOR-3M::5Y | 7.07% | 0.2500 | 0.0177 | 0.0000 | 0.7147 | 0.3669 | 40% ||
|| 2031/04/20 => 2031/07/20 | ? | USD | USD-LIBOR-3M::5Y | 7.07% | 0.2528 | 0.0179 | 0.0000 | 0.7096 | 0.3602 | 40% ||
|| 2031/07/20 => 2031/10/20 | ? | USD | USD-LIBOR-3M::5Y | 7.06% | 0.2556 | 0.0181 | 0.0000 | 0.7046 | 0.3535 | 40% ||
|| 2031/10/20 => 2032/01/20 | ? | USD | USD-LIBOR-3M::5Y | 7.06% | 0.2556 | 0.0180 | 0.0000 | 0.6995 | 0.3470 | 40% ||
|| 2032/01/20 => 2032/04/20 | ? | USD | USD-LIBOR-3M::5Y | 7.06% | 0.2528 | 0.0178 | 0.0000 | 0.6946 | 0.3406 | 40% ||
|| 2032/04/20 => 2032/07/20 | ? | USD | USD-LIBOR-3M::5Y | 7.05% | 0.2528 | 0.0178 | 0.0000 | 0.6897 | 0.3344 | 40% ||
|| 2032/07/20 => 2032/10/20 | ? | USD | USD-LIBOR-3M::5Y | 7.05% | 0.2556 | 0.0180 | 0.0000 | 0.6848 | 0.3282 | 40% ||
|| 2032/10/20 => 2033/01/20 | ? | USD | USD-LIBOR-3M::5Y | 7.05% | 0.2556 | 0.0180 | 0.0000 | 0.6799 | 0.3221 | 40% ||
|| 2033/01/20 => 2033/04/20 | ? | USD | USD-LIBOR-3M::5Y | 7.04% | 0.2500 | 0.0176 | 0.0000 | 0.6752 | 0.3163 | 40% ||
|| 2033/04/20 => 2033/07/20 | ? | USD | USD-LIBOR-3M::5Y | 7.04% | 0.2528 | 0.0178 | 0.0000 | 0.6705 | 0.3105 | 40% ||
|| 2033/07/20 => 2033/10/20 | ? | USD | USD-LIBOR-3M::5Y | 7.04% | 0.2556 | 0.0180 | 0.0000 | 0.6657 | 0.3048 | 40% ||
|| 2033/10/20 => 2034/01/20 | ? | USD | USD-LIBOR-3M::5Y | 7.04% | 0.2556 | 0.0180 | 0.0000 | 0.6610 | 0.2991 | 40% ||
|| 2034/01/20 => 2034/04/20 | ? | USD | USD-LIBOR-3M::5Y | 7.03% | 0.2500 | 0.0176 | 0.0000 | 0.6565 | 0.2937 | 40% ||
|| 2034/04/20 => 2034/07/20 | ? | USD | USD-LIBOR-3M::5Y | 7.03% | 0.2528 | 0.0178 | 0.0000 | 0.6519 | 0.2883 | 40% ||
|| 2034/07/20 => 2034/10/20 | ? | USD | USD-LIBOR-3M::5Y | 7.03% | 0.2556 | 0.0180 | 0.0000 | 0.6473 | 0.2830 | 40% ||
|| 2034/10/20 => 2035/01/20 | ? | USD | USD-LIBOR-3M::5Y | 7.03% | 0.2556 | 0.0180 | 0.0000 | 0.6428 | 0.2778 | 40% ||
|| 2035/01/20 => 2035/04/20 | ? | USD | USD-LIBOR-3M::5Y | 7.03% | 0.2500 | 0.0176 | 0.0000 | 0.6384 | 0.2727 | 40% ||
|| 2035/04/20 => 2035/07/20 | ? | USD | USD-LIBOR-3M::5Y | 7.03% | 0.2528 | 0.0178 | 0.0000 | 0.6340 | 0.2677 | 40% ||
|| 2035/07/20 => 2035/10/20 | ? | USD | USD-LIBOR-3M::5Y | 7.03% | 0.2556 | 0.0180 | 0.0000 | 0.6295 | 0.2628 | 40% ||
|| 2035/10/20 => 2036/01/20 | ? | USD | USD-LIBOR-3M::5Y | 7.03% | 0.2556 | 0.0180 | 0.0000 | 0.6251 | 0.2579 | 40% ||
|| 2036/01/20 => 2036/04/20 | ? | USD | USD-LIBOR-3M::5Y | 7.02% | 0.2528 | 0.0178 | 0.0000 | 0.6208 | 0.2532 | 40% ||
|| 2036/04/20 => 2036/07/20 | ? | USD | USD-LIBOR-3M::5Y | 7.02% | 0.2528 | 0.0177 | 0.0000 | 0.6165 | 0.2486 | 40% ||
|| 2036/07/20 => 2036/10/20 | ? | USD | USD-LIBOR-3M::5Y | 7.02% | 0.2556 | 0.0179 | 0.0000 | 0.6122 | 0.2440 | 40% ||
|| 2036/10/20 => 2037/01/20 | ? | USD | USD-LIBOR-3M::5Y | 7.02% | 0.2556 | 0.0179 | 0.0000 | 0.6080 | 0.2395 | 40% ||
|| 2037/01/20 => 2037/04/20 | ? | USD | USD-LIBOR-3M::5Y | 7.02% | 0.2500 | 0.0175 | 0.0000 | 0.6038 | 0.2351 | 40% ||
|| 2037/04/20 => 2037/07/20 | ? | USD | USD-LIBOR-3M::5Y | 7.01% | 0.2528 | 0.0177 | 0.0000 | 0.5997 | 0.2308 | 40% ||
|| 2037/07/20 => 2037/10/20 | ? | USD | USD-LIBOR-3M::5Y | 7.01% | 0.2556 | 0.0179 | 0.0000 | 0.5955 | 0.2266 | 40% ||
|| 2037/10/20 => 2038/01/20 | ? | USD | USD-LIBOR-3M::5Y | 7.01% | 0.2556 | 0.0179 | 0.0000 | 0.5913 | 0.2224 | 40% ||
|| 2038/01/20 => 2038/04/20 | ? | USD | USD-LIBOR-3M::5Y | 7.00% | 0.2500 | 0.0175 | 0.0000 | 0.5873 | 0.2183 | 40% ||
|| 2038/04/20 => 2038/07/20 | ? | USD | USD-LIBOR-3M::5Y | 7.00% | 0.2528 | 0.0177 | 0.0000 | 0.5832 | 0.2143 | 40% ||
|| 2038/07/20 => 2038/10/20 | ? | USD | USD-LIBOR-3M::5Y | 6.99% | 0.2556 | 0.0179 | 0.0000 | 0.5792 | 0.2104 | 40% ||
|| 2038/10/20 => 2039/01/20 | ? | USD | USD-LIBOR-3M::5Y | 6.99% | 0.2556 | 0.0179 | 0.0000 | 0.5751 | 0.2065 | 40% ||
|| 2039/01/20 => 2039/04/20 | ? | USD | USD-LIBOR-3M::5Y | 6.98% | 0.2500 | 0.0175 | 0.0000 | 0.5712 | 0.2027 | 40% ||
|| 2039/04/20 => 2039/07/20 | ? | USD | USD-LIBOR-3M::5Y | 6.98% | 0.2528 | 0.0176 | 0.0000 | 0.5673 | 0.1990 | 40% ||
|| 2039/07/20 => 2039/10/20 | ? | USD | USD-LIBOR-3M::5Y | 6.97% | 0.2556 | 0.0178 | 0.0000 | 0.5633 | 0.1954 | 40% ||
|| 2039/10/20 => 2040/01/20 | ? | USD | USD-LIBOR-3M::5Y | 6.96% | 0.2556 | 0.0178 | 0.0000 | 0.5594 | 0.1917 | 40% ||
|| 2040/01/20 => 2040/04/20 | ? | USD | USD-LIBOR-3M::5Y | 6.96% | 0.2528 | 0.0176 | 0.0000 | 0.5556 | 0.1882 | 40% ||
|| 2040/04/20 => 2040/07/20 | ? | USD | USD-LIBOR-3M::5Y | 6.95% | 0.2528 | 0.0176 | 0.0000 | 0.5518 | 0.1848 | 40% ||
|| 2040/07/20 => 2040/10/20 | ? | USD | USD-LIBOR-3M::5Y | 6.94% | 0.2556 | 0.0177 | 0.0000 | 0.5479 | 0.1814 | 40% ||
|| 2040/10/20 => 2041/01/20 | ? | USD | USD-LIBOR-3M::5Y | 6.93% | 0.2556 | 0.0177 | 0.0000 | 0.5442 | 0.1780 | 40% ||
|| 2041/01/20 => 2041/04/20 | ? | USD | USD-LIBOR-3M::5Y | 6.93% | 0.2500 | 0.0173 | 0.0000 | 0.5405 | 0.1748 | 40% ||
|| 2041/04/20 => 2041/07/20 | ? | USD | USD-LIBOR-3M::5Y | 6.92% | 0.2528 | 0.0175 | 0.0000 | 0.5368 | 0.1716 | 40% ||
|| 2041/07/20 => 2041/10/20 | ? | USD | USD-LIBOR-3M::5Y | 6.91% | 0.2556 | 0.0177 | 0.0000 | 0.5331 | 0.1684 | 40% ||
|| 2041/10/20 => 2042/01/20 | ? | USD | USD-LIBOR-3M::5Y | 6.91% | 0.2556 | 0.0176 | 0.0000 | 0.5295 | 0.1653 | 40% ||
|| 2042/01/20 => 2042/04/20 | ? | USD | USD-LIBOR-3M::5Y | 6.90% | 0.2500 | 0.0172 | 0.0000 | 0.5259 | 0.1623 | 40% ||
|| 2042/04/20 => 2042/07/20 | ? | USD | USD-LIBOR-3M::5Y | 6.89% | 0.2528 | 0.0174 | 0.0000 | 0.5224 | 0.1593 | 40% ||
|| 2042/07/20 => 2042/10/20 | ? | USD | USD-LIBOR-3M::5Y | 6.88% | 0.2556 | 0.0176 | 0.0000 | 0.5188 | 0.1564 | 40% ||
|| 2042/10/20 => 2043/01/20 | ? | USD | USD-LIBOR-3M::5Y | 6.88% | 0.2556 | 0.0176 | 0.0000 | 0.5153 | 0.1535 | 40% ||
|| 2043/01/20 => 2043/04/20 | ? | USD | USD-LIBOR-3M::5Y | 6.87% | 0.2500 | 0.0172 | 0.0000 | 0.5119 | 0.1507 | 40% ||
|| 2043/04/20 => 2043/07/20 | ? | USD | USD-LIBOR-3M::5Y | 6.87% | 0.2528 | 0.0174 | 0.0000 | 0.5085 | 0.1480 | 40% ||
|| 2043/07/20 => 2043/10/20 | ? | USD | USD-LIBOR-3M::5Y | 6.86% | 0.2556 | 0.0175 | 0.0000 | 0.5051 | 0.1452 | 40% ||
|| 2043/10/20 => 2044/01/20 | ? | USD | USD-LIBOR-3M::5Y | 6.86% | 0.2556 | 0.0175 | 0.0000 | 0.5017 | 0.1425 | 40% ||
|| 2044/01/20 => 2044/04/20 | ? | USD | USD-LIBOR-3M::5Y | 6.85% | 0.2528 | 0.0173 | 0.0000 | 0.4984 | 0.1399 | 40% ||
|| 2044/04/20 => 2044/07/20 | ? | USD | USD-LIBOR-3M::5Y | 6.85% | 0.2528 | 0.0173 | 0.0000 | 0.4951 | 0.1374 | 40% ||
|| 2044/07/20 => 2044/10/20 | ? | USD | USD-LIBOR-3M::5Y | 6.84% | 0.2556 | 0.0175 | 0.0000 | 0.4918 | 0.1348 | 40% ||
|| 2044/10/20 => 2045/01/20 | ? | USD | USD-LIBOR-3M::5Y | 6.84% | 0.2556 | 0.0175 | 0.0000 | 0.4886 | 0.1323 | 40% ||
|| 2045/01/20 => 2045/04/20 | ? | USD | USD-LIBOR-3M::5Y | 6.83% | 0.2500 | 0.0171 | 0.0000 | 0.4854 | 0.1299 | 40% ||
|| 2045/04/20 => 2045/07/20 | ? | USD | USD-LIBOR-3M::5Y | 6.83% | 0.2528 | 0.0173 | 0.0000 | 0.4823 | 0.1276 | 40% ||
|| 2045/07/20 => 2045/10/20 | ? | USD | USD-LIBOR-3M::5Y | 6.82% | 0.2556 | 0.0174 | 0.0000 | 0.4791 | 0.1252 | 40% ||
|| 2015/10/20 => 2045/10/20 | ? | USD | USD-LIBOR-3M::5Y | 0.00% | 0.0000 | 0.0000 | 1.0000 | 0.4791 | 1.0000 | 100% ||
||----------------------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:11:39 EST 2020
| Setup Time => Mon Jan 27 01:11:39 EST 2020
| Finish Time => Mon Jan 27 01:15:37 EST 2020
| Setup Duration => 0 ms
| Run Duration => 3 m 58 s 372 ms
|-----------------------------------------------------------------|