|-----------------------------------------------------------------|
| 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 01:16:31 EST 2020
| Setup Time => Mon Jan 27 01:16:31 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
------------------------------------------------------------------
------------------------------------------------------------------
atmfra => 0.018680723741697627
atmprice => 2.8140652694556655E-4
calctime => 1.482E-4
charm => 0.029377151152697747
color => -72.05660739089556
delta => 0.12941332103373035
effectivevolatility => 0.3
expectedatmpayoff => 0.0011253629766851624
expectedpayoff => 0.001028856944982285
forwardatmintrinsic => 0.0011253629766851624
forwardintrinsic => 0.001028856944982285
gamma => 35.627997993492485
integratedsurfacevariance => 0.022422997946611907
manifestmeasureintrinsic => -1.868072374169756E-4
manifestmeasureintrinsicvalue => -4.671272911843262E-5
manifestmeasuretransformer => 0.2500584547169569
moneynessfactor => 0.9900990099009901
price => 2.5727437778707933E-4
prob1 => 0.5175322753242408
prob2 => 0.45787763790211927
pv => 2.5727437778707933E-4
rho => 5.382167583997521E-4
speed => -2467.117468956015
spotprice => 2.5727437778707933E-4
theta => -6.056316221656202E-4
ultima => -8.725517783486374E-5
upfront => 2.5727437778707933E-4
vanna => 0.035141694276060696
vega => 9.292899438695109E-4
veta => -0.0018504624027619418
vomma => -1.4404893795664916E-5
------------------------------------------------------------------
------------------------------------------------------------------
atmfra => 0.018680723741697627
atmprice => 2.8140652694556655E-4
calctime => 5.47E-5
charm => 0.029377151152697747
color => -72.05660739089556
delta => -0.12064513368322655
effectivevolatility => 0.3
expectedatmpayoff => 0.0011253629766851624
expectedpayoff => 0.0012156641823992606
forwardatmintrinsic => 0.0011253629766851624
forwardintrinsic => 0.0012156641823992606
gamma => 35.627997993492485
integratedsurfacevariance => 0.022422997946611907
manifestmeasureintrinsic => 1.868072374169756E-4
manifestmeasureintrinsicvalue => 4.671272911843262E-5
manifestmeasuretransformer => 0.2500584547169569
moneynessfactor => 0.9900990099009901
price => 3.03987106905512E-4
prob1 => 0.4824677246757591
prob2 => 0.5421223620978807
pv => 3.03987106905512E-4
rho => -6.372430453716802E-4
speed => -2467.117468956015
spotprice => 3.03987106905512E-4
theta => -5.048559863606886E-4
ultima => -8.725517783486374E-5
upfront => 3.03987106905512E-4
vanna => 0.035141694276060696
vega => 9.292899438695109E-4
veta => -0.0018504624027619418
vomma => -1.4404893795664916E-5
------------------------------------------------------------------
------------------------------------------------------------------
Price Implied FRA Caplet Vol : 30.00%
ATM Price Implied FRA Caplet Vol : 30.00%
Price Implied FRA Floorlet Vol : 30.00%
ATM Price Implied FRA Floorlet Vol : 30.00%
|-----------------------------------------------------------------|
| 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 01:16:31 EST 2020
| Setup Time => Mon Jan 27 01:16:31 EST 2020
| Finish Time => Mon Jan 27 01:16:32 EST 2020
| Setup Duration => 1 ms
| Run Duration => 715 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 01:16:32 EST 2020
| Setup Time => Mon Jan 27 01:16:32 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
Printing the IRS Output in Order (Left -> Right):
FRA ATM (%)
Manifest Measure Instrinsic (bp)
Manifest Measure Instrinsic Value
Forward Caplet ATM Price
Spot Caplet Price
Forward Floorlet ATM Price
Spot Floorlet Price
-------------------------------------------------------------
-------------------------------------------------------------
[ 10%, 10%,-99%] = 1.8633% | -2.7 | -0.7 | 3.7 | 0.6 | 3.7 | 1.3
[ 10%, 10%,-50%] = 1.8656% | -2.4 | -0.6 | 3.7 | 0.7 | 3.7 | 1.3
[ 10%, 10%, 00%] = 1.8679% | -2.2 | -0.6 | 3.7 | 0.7 | 3.7 | 1.2
[ 10%, 10%, 50%] = 1.8703% | -2.0 | -0.5 | 3.7 | 0.7 | 3.7 | 1.2
[ 10%, 10%, 99%] = 1.8726% | -1.7 | -0.4 | 3.7 | 0.7 | 3.7 | 1.2
[ 10%, 15%,-99%] = 1.8610% | -2.9 | -0.7 | 3.7 | 0.6 | 3.7 | 1.3
[ 10%, 15%,-50%] = 1.8645% | -2.6 | -0.6 | 3.7 | 0.6 | 3.7 | 1.3
[ 10%, 15%, 00%] = 1.8679% | -2.2 | -0.6 | 3.7 | 0.7 | 3.7 | 1.2
[ 10%, 15%, 50%] = 1.8714% | -1.9 | -0.5 | 3.7 | 0.7 | 3.7 | 1.2
[ 10%, 15%, 99%] = 1.8749% | -1.5 | -0.4 | 3.7 | 0.8 | 3.7 | 1.1
[ 10%, 20%,-99%] = 1.8587% | -3.1 | -0.8 | 3.7 | 0.6 | 3.7 | 1.4
[ 10%, 20%,-50%] = 1.8633% | -2.7 | -0.7 | 3.7 | 0.6 | 3.7 | 1.3
[ 10%, 20%, 00%] = 1.8679% | -2.2 | -0.6 | 3.7 | 0.7 | 3.7 | 1.2
[ 10%, 20%, 50%] = 1.8726% | -1.7 | -0.4 | 3.7 | 0.7 | 3.7 | 1.2
[ 10%, 20%, 99%] = 1.8772% | -1.3 | -0.3 | 3.7 | 0.8 | 3.7 | 1.1
[ 10%, 25%,-99%] = 1.8565% | -3.4 | -0.8 | 3.7 | 0.6 | 3.7 | 1.4
[ 10%, 25%,-50%] = 1.8621% | -2.8 | -0.7 | 3.7 | 0.6 | 3.7 | 1.3
[ 10%, 25%, 00%] = 1.8679% | -2.2 | -0.6 | 3.7 | 0.7 | 3.7 | 1.2
[ 10%, 25%, 50%] = 1.8738% | -1.6 | -0.4 | 3.7 | 0.7 | 3.7 | 1.1
[ 10%, 25%, 99%] = 1.8795% | -1.1 | -0.3 | 3.7 | 0.8 | 3.7 | 1.1
[ 10%, 30%,-99%] = 1.8542% | -3.6 | -0.9 | 3.7 | 0.5 | 3.7 | 1.4
[ 10%, 30%,-50%] = 1.8610% | -2.9 | -0.7 | 3.7 | 0.6 | 3.7 | 1.3
[ 10%, 30%, 00%] = 1.8679% | -2.2 | -0.6 | 3.7 | 0.7 | 3.7 | 1.2
[ 10%, 30%, 50%] = 1.8749% | -1.5 | -0.4 | 3.7 | 0.8 | 3.7 | 1.1
[ 10%, 30%, 99%] = 1.8818% | -0.8 | -0.2 | 3.7 | 0.8 | 3.7 | 1.0
[ 20%, 10%,-99%] = 1.8587% | -3.1 | -0.8 | 7.5 | 1.5 | 7.5 | 2.3
[ 20%, 10%,-50%] = 1.8633% | -2.7 | -0.7 | 7.5 | 1.6 | 7.5 | 2.2
[ 20%, 10%, 00%] = 1.8679% | -2.2 | -0.6 | 7.5 | 1.6 | 7.5 | 2.2
[ 20%, 10%, 50%] = 1.8726% | -1.7 | -0.4 | 7.5 | 1.7 | 7.5 | 2.1
[ 20%, 10%, 99%] = 1.8772% | -1.3 | -0.3 | 7.5 | 1.7 | 7.5 | 2.0
[ 20%, 15%,-99%] = 1.8542% | -3.6 | -0.9 | 7.5 | 1.4 | 7.5 | 2.3
[ 20%, 15%,-50%] = 1.8610% | -2.9 | -0.7 | 7.5 | 1.5 | 7.5 | 2.2
[ 20%, 15%, 00%] = 1.8679% | -2.2 | -0.6 | 7.5 | 1.6 | 7.5 | 2.2
[ 20%, 15%, 50%] = 1.8749% | -1.5 | -0.4 | 7.5 | 1.7 | 7.5 | 2.1
[ 20%, 15%, 99%] = 1.8818% | -0.8 | -0.2 | 7.5 | 1.8 | 7.5 | 2.0
[ 20%, 20%,-99%] = 1.8496% | -4.0 | -1.0 | 7.5 | 1.4 | 7.5 | 2.4
[ 20%, 20%,-50%] = 1.8587% | -3.1 | -0.8 | 7.5 | 1.5 | 7.5 | 2.3
[ 20%, 20%, 00%] = 1.8679% | -2.2 | -0.6 | 7.5 | 1.6 | 7.5 | 2.2
[ 20%, 20%, 50%] = 1.8773% | -1.3 | -0.3 | 7.5 | 1.7 | 7.5 | 2.0
[ 20%, 20%, 99%] = 1.8865% | -0.4 | -0.1 | 7.5 | 1.8 | 7.5 | 1.9
[ 20%, 25%,-99%] = 1.8450% | -4.5 | -1.1 | 7.5 | 1.3 | 7.5 | 2.5
[ 20%, 25%,-50%] = 1.8563% | -3.4 | -0.8 | 7.5 | 1.5 | 7.5 | 2.3
[ 20%, 25%, 00%] = 1.8679% | -2.2 | -0.6 | 7.5 | 1.6 | 7.5 | 2.2
[ 20%, 25%, 50%] = 1.8796% | -1.0 | -0.3 | 7.5 | 1.7 | 7.5 | 2.0
[ 20%, 25%, 99%] = 1.8911% | 0.1 | 0.0 | 7.5 | 1.9 | 7.5 | 1.9
[ 20%, 30%,-99%] = 1.8405% | -5.0 | -1.2 | 7.5 | 1.3 | 7.5 | 2.5
[ 20%, 30%,-50%] = 1.8540% | -3.6 | -0.9 | 7.5 | 1.4 | 7.5 | 2.3
[ 20%, 30%, 00%] = 1.8679% | -2.2 | -0.6 | 7.5 | 1.6 | 7.5 | 2.2
[ 20%, 30%, 50%] = 1.8820% | -0.8 | -0.2 | 7.5 | 1.8 | 7.5 | 2.0
[ 20%, 30%, 99%] = 1.8958% | 0.6 | 0.1 | 7.5 | 2.0 | 7.5 | 1.8
[ 30%, 10%,-99%] = 1.8542% | -3.6 | -0.9 | 11.3 | 2.4 | 11.3 | 3.3
[ 30%, 10%,-50%] = 1.8610% | -2.9 | -0.7 | 11.3 | 2.4 | 11.3 | 3.2
[ 30%, 10%, 00%] = 1.8679% | -2.2 | -0.6 | 11.3 | 2.5 | 11.3 | 3.1
[ 30%, 10%, 50%] = 1.8749% | -1.5 | -0.4 | 11.3 | 2.6 | 11.3 | 3.0
[ 30%, 10%, 99%] = 1.8818% | -0.8 | -0.2 | 11.3 | 2.7 | 11.3 | 2.9
[ 30%, 15%,-99%] = 1.8473% | -4.3 | -1.1 | 11.3 | 2.3 | 11.3 | 3.4
[ 30%, 15%,-50%] = 1.8575% | -3.3 | -0.8 | 11.3 | 2.4 | 11.3 | 3.2
[ 30%, 15%, 00%] = 1.8679% | -2.2 | -0.6 | 11.3 | 2.5 | 11.3 | 3.1
[ 30%, 15%, 50%] = 1.8784% | -1.2 | -0.3 | 11.3 | 2.7 | 11.3 | 3.0
[ 30%, 15%, 99%] = 1.8888% | -0.1 | -0.0 | 11.3 | 2.8 | 11.3 | 2.8
[ 30%, 20%,-99%] = 1.8405% | -5.0 | -1.2 | 11.3 | 2.2 | 11.3 | 3.4
[ 30%, 20%,-50%] = 1.8540% | -3.6 | -0.9 | 11.3 | 2.4 | 11.3 | 3.3
[ 30%, 20%, 00%] = 1.8679% | -2.2 | -0.6 | 11.3 | 2.5 | 11.3 | 3.1
[ 30%, 20%, 50%] = 1.8820% | -0.8 | -0.2 | 11.3 | 2.7 | 11.3 | 2.9
[ 30%, 20%, 99%] = 1.8958% | 0.6 | 0.1 | 11.3 | 2.9 | 11.3 | 2.8
[ 30%, 25%,-99%] = 1.8337% | -5.6 | -1.4 | 11.3 | 2.1 | 11.3 | 3.5
[ 30%, 25%,-50%] = 1.8506% | -3.9 | -1.0 | 11.3 | 2.3 | 11.3 | 3.3
[ 30%, 25%, 00%] = 1.8679% | -2.2 | -0.6 | 11.3 | 2.5 | 11.3 | 3.1
[ 30%, 25%, 50%] = 1.8855% | -0.5 | -0.1 | 11.3 | 2.8 | 11.3 | 2.9
[ 30%, 25%, 99%] = 1.9028% | 1.3 | 0.3 | 11.3 | 3.0 | 11.3 | 2.7
[ 30%, 30%,-99%] = 1.8269% | -6.3 | -1.6 | 11.3 | 2.1 | 11.3 | 3.6
[ 30%, 30%,-50%] = 1.8471% | -4.3 | -1.1 | 11.3 | 2.3 | 11.3 | 3.4
[ 30%, 30%, 00%] = 1.8679% | -2.2 | -0.6 | 11.3 | 2.5 | 11.3 | 3.1
[ 30%, 30%, 50%] = 1.8890% | -0.1 | -0.0 | 11.3 | 2.8 | 11.3 | 2.8
[ 30%, 30%, 99%] = 1.9099% | 2.0 | 0.5 | 11.3 | 3.1 | 11.3 | 2.6
[ 40%, 10%,-99%] = 1.8496% | -4.0 | -1.0 | 15.0 | 3.2 | 15.0 | 4.2
[ 40%, 10%,-50%] = 1.8587% | -3.1 | -0.8 | 15.0 | 3.3 | 15.0 | 4.1
[ 40%, 10%, 00%] = 1.8679% | -2.2 | -0.6 | 15.0 | 3.5 | 15.0 | 4.0
[ 40%, 10%, 50%] = 1.8773% | -1.3 | -0.3 | 15.0 | 3.6 | 15.0 | 3.9
[ 40%, 10%, 99%] = 1.8865% | -0.4 | -0.1 | 15.0 | 3.7 | 15.0 | 3.8
[ 40%, 15%,-99%] = 1.8405% | -5.0 | -1.2 | 15.0 | 3.1 | 15.0 | 4.4
[ 40%, 15%,-50%] = 1.8540% | -3.6 | -0.9 | 15.0 | 3.3 | 15.0 | 4.2
[ 40%, 15%, 00%] = 1.8679% | -2.2 | -0.6 | 15.0 | 3.5 | 15.0 | 4.0
[ 40%, 15%, 50%] = 1.8820% | -0.8 | -0.2 | 15.0 | 3.6 | 15.0 | 3.9
[ 40%, 15%, 99%] = 1.8958% | 0.6 | 0.1 | 15.0 | 3.8 | 15.0 | 3.7
[ 40%, 20%,-99%] = 1.8314% | -5.9 | -1.5 | 15.0 | 3.0 | 15.0 | 4.5
[ 40%, 20%,-50%] = 1.8494% | -4.1 | -1.0 | 15.0 | 3.2 | 15.0 | 4.2
[ 40%, 20%, 00%] = 1.8679% | -2.2 | -0.6 | 15.0 | 3.5 | 15.0 | 4.0
[ 40%, 20%, 50%] = 1.8866% | -0.3 | -0.1 | 15.0 | 3.7 | 15.0 | 3.8
[ 40%, 20%, 99%] = 1.9052% | 1.5 | 0.4 | 15.0 | 4.0 | 15.0 | 3.6
[ 40%, 25%,-99%] = 1.8224% | -6.8 | -1.7 | 15.0 | 2.9 | 15.0 | 4.6
[ 40%, 25%,-50%] = 1.8448% | -4.5 | -1.1 | 15.0 | 3.2 | 15.0 | 4.3
[ 40%, 25%, 00%] = 1.8679% | -2.2 | -0.6 | 15.0 | 3.5 | 15.0 | 4.0
[ 40%, 25%, 50%] = 1.8914% | 0.1 | 0.0 | 15.0 | 3.8 | 15.0 | 3.7
[ 40%, 25%, 99%] = 1.9146% | 2.5 | 0.6 | 15.0 | 4.1 | 15.0 | 3.5
[ 40%, 30%,-99%] = 1.8135% | -7.7 | -1.9 | 15.0 | 2.8 | 15.0 | 4.7
[ 40%, 30%,-50%] = 1.8402% | -5.0 | -1.2 | 15.0 | 3.1 | 15.0 | 4.4
[ 40%, 30%, 00%] = 1.8679% | -2.2 | -0.6 | 15.0 | 3.5 | 15.0 | 4.0
[ 40%, 30%, 50%] = 1.8961% | 0.6 | 0.2 | 15.0 | 3.8 | 15.0 | 3.7
[ 40%, 30%, 99%] = 1.9241% | 3.4 | 0.9 | 15.0 | 4.2 | 15.0 | 3.4
[ 50%, 10%,-99%] = 1.8450% | -4.5 | -1.1 | 18.8 | 4.1 | 18.8 | 5.2
[ 50%, 10%,-50%] = 1.8563% | -3.4 | -0.8 | 18.8 | 4.2 | 18.8 | 5.1
[ 50%, 10%, 00%] = 1.8679% | -2.2 | -0.6 | 18.8 | 4.4 | 18.8 | 4.9
[ 50%, 10%, 50%] = 1.8796% | -1.0 | -0.3 | 18.8 | 4.6 | 18.8 | 4.8
[ 50%, 10%, 99%] = 1.8911% | 0.1 | 0.0 | 18.8 | 4.7 | 18.8 | 4.7
[ 50%, 15%,-99%] = 1.8337% | -5.6 | -1.4 | 18.8 | 4.0 | 18.8 | 5.4
[ 50%, 15%,-50%] = 1.8506% | -3.9 | -1.0 | 18.8 | 4.2 | 18.8 | 5.2
[ 50%, 15%, 00%] = 1.8679% | -2.2 | -0.6 | 18.8 | 4.4 | 18.8 | 4.9
[ 50%, 15%, 50%] = 1.8855% | -0.5 | -0.1 | 18.8 | 4.6 | 18.8 | 4.7
[ 50%, 15%, 99%] = 1.9028% | 1.3 | 0.3 | 18.8 | 4.9 | 18.8 | 4.5
[ 50%, 20%,-99%] = 1.8224% | -6.8 | -1.7 | 18.8 | 3.8 | 18.8 | 5.5
[ 50%, 20%,-50%] = 1.8448% | -4.5 | -1.1 | 18.8 | 4.1 | 18.8 | 5.2
[ 50%, 20%, 00%] = 1.8679% | -2.2 | -0.6 | 18.8 | 4.4 | 18.8 | 4.9
[ 50%, 20%, 50%] = 1.8914% | 0.1 | 0.0 | 18.8 | 4.7 | 18.8 | 4.7
[ 50%, 20%, 99%] = 1.9146% | 2.5 | 0.6 | 18.8 | 5.0 | 18.8 | 4.4
[ 50%, 25%,-99%] = 1.8112% | -7.9 | -2.0 | 18.8 | 3.7 | 18.8 | 5.6
[ 50%, 25%,-50%] = 1.8391% | -5.1 | -1.3 | 18.8 | 4.0 | 18.8 | 5.3
[ 50%, 25%, 00%] = 1.8679% | -2.2 | -0.6 | 18.8 | 4.4 | 18.8 | 4.9
[ 50%, 25%, 50%] = 1.8973% | 0.7 | 0.2 | 18.8 | 4.8 | 18.8 | 4.6
[ 50%, 25%, 99%] = 1.9264% | 3.6 | 0.9 | 18.8 | 5.2 | 18.8 | 4.3
[ 50%, 30%,-99%] = 1.8001% | -9.0 | -2.2 | 18.8 | 3.5 | 18.8 | 5.8
[ 50%, 30%,-50%] = 1.8334% | -5.7 | -1.4 | 18.8 | 3.9 | 18.8 | 5.4
[ 50%, 30%, 00%] = 1.8679% | -2.2 | -0.6 | 18.8 | 4.4 | 18.8 | 4.9
[ 50%, 30%, 50%] = 1.9032% | 1.3 | 0.3 | 18.8 | 4.9 | 18.8 | 4.5
[ 50%, 30%, 99%] = 1.9383% | 4.8 | 1.2 | 18.8 | 5.4 | 18.8 | 4.2
|-----------------------------------------------------------------|
| 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 01:16:32 EST 2020
| Setup Time => Mon Jan 27 01:16:32 EST 2020
| Finish Time => Mon Jan 27 01:16:32 EST 2020
| Setup Duration => 0 ms
| Run Duration => 653 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 01:16:32 EST 2020
| Setup Time => Mon Jan 27 01:16:32 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
----------------------------------------------------------------
---- EURIBOR 6M VANILLA QUARTIC POLYNOMIAL FORWARD CURVE ---
----------------------------------------------------------------
----------------------------------------------------------------
DEPOSIT INSTRUMENTS QUOTE RECOVERY
----------------------------------------------------------------
[27-JAN-2020 - 28-JAN-2020] = 0.003565 | 0.003565 | 0.3565%
[27-JAN-2020 - 03-FEB-2020] = 0.003858 | 0.003858 | 0.3858%
[27-JAN-2020 - 10-FEB-2020] = 0.003840 | 0.003840 | 0.3840%
[27-JAN-2020 - 17-FEB-2020] = 0.003922 | 0.003922 | 0.3922%
[27-JAN-2020 - 27-FEB-2020] = 0.003869 | 0.003869 | 0.3869%
[27-JAN-2020 - 27-MAR-2020] = 0.003698 | 0.003698 | 0.3698%
[27-JAN-2020 - 27-APR-2020] = 0.003527 | 0.003527 | 0.3527%
[27-JAN-2020 - 27-MAY-2020] = 0.003342 | 0.003342 | 0.3342%
[27-JAN-2020 - 27-JUN-2020] = 0.003225 | 0.003225 | 0.3225%
----------------------------------------------------------------
FRA INSTRUMENTS QUOTE RECOVERY
----------------------------------------------------------------
[27-JAN-2020 - 27-JUL-2020] = 0.003120 | 0.003120 | 0.3120%
[27-FEB-2020 - 27-AUG-2020] = 0.002930 | 0.002930 | 0.2930%
[27-MAR-2020 - 27-SEP-2020] = 0.002720 | 0.002720 | 0.2720%
[27-APR-2020 - 27-OCT-2020] = 0.002600 | 0.002600 | 0.2600%
[27-MAY-2020 - 27-NOV-2020] = 0.002560 | 0.002560 | 0.2560%
[29-JUN-2020 - 29-DEC-2020] = 0.002520 | 0.002520 | 0.2520%
[27-JUL-2020 - 27-JAN-2021] = 0.002480 | 0.002480 | 0.2480%
[27-AUG-2020 - 27-FEB-2021] = 0.002540 | 0.002540 | 0.2540%
[28-SEP-2020 - 28-MAR-2021] = 0.002610 | 0.002610 | 0.2610%
[27-OCT-2020 - 27-APR-2021] = 0.002670 | 0.002670 | 0.2670%
[27-NOV-2020 - 27-MAY-2021] = 0.002790 | 0.002790 | 0.2790%
[28-DEC-2020 - 28-JUN-2021] = 0.002910 | 0.002910 | 0.2910%
[27-JAN-2021 - 27-JUL-2021] = 0.003030 | 0.003030 | 0.3030%
[01-MAR-2021 - 01-SEP-2021] = 0.003180 | 0.003180 | 0.3180%
[29-MAR-2021 - 29-SEP-2021] = 0.003350 | 0.003350 | 0.3350%
[27-APR-2021 - 27-OCT-2021] = 0.003520 | 0.003520 | 0.3520%
[27-MAY-2021 - 27-NOV-2021] = 0.003710 | 0.003710 | 0.3710%
[28-JUN-2021 - 28-DEC-2021] = 0.003890 | 0.003890 | 0.3890%
[27-JUL-2021 - 27-JAN-2022] = 0.004090 | 0.004090 | 0.4090%
----------------------------------------------------------------
FIX-FLOAT INSTRUMENTS QUOTE RECOVERY
----------------------------------------------------------------
[29-JAN-2020 - 29-JAN-2023] = 0.4240% | 0.4240% | 0.7073%
[29-JAN-2020 - 29-JAN-2024] = 0.5760% | 0.5760% | 1.1186%
[29-JAN-2020 - 29-JAN-2025] = 0.7620% | 0.7620% | 1.6643%
[29-JAN-2020 - 29-JAN-2026] = 0.9540% | 0.9540% | 1.9680%
[29-JAN-2020 - 29-JAN-2027] = 1.1350% | 1.1350% | 2.3442%
[29-JAN-2020 - 29-JAN-2028] = 1.3030% | 1.3030% | 2.5397%
[29-JAN-2020 - 29-JAN-2029] = 1.4520% | 1.4520% | 2.7476%
[29-JAN-2020 - 29-JAN-2030] = 1.5840% | 1.5840% | 2.8598%
[29-JAN-2020 - 29-JAN-2032] = 1.8090% | 1.8090% | 3.1167%
[29-JAN-2020 - 29-JAN-2035] = 2.0370% | 2.0370% | 2.7768%
[29-JAN-2020 - 29-JAN-2040] = 2.1870% | 2.1870% | 2.4716%
[29-JAN-2020 - 29-JAN-2045] = 2.2340% | 2.2340% | 2.3121%
[29-JAN-2020 - 29-JAN-2050] = 2.2560% | 2.2560% | 2.4306%
[29-JAN-2020 - 29-JAN-2055] = 2.2950% | 2.2950% | 2.8091%
[29-JAN-2020 - 29-JAN-2060] = 2.3480% | 2.3480% | 2.8895%
[29-JAN-2020 - 29-JAN-2070] = 2.4210% | 2.4210% | 2.6708%
[29-JAN-2020 - 29-JAN-2080] = 2.4630% | 2.4630% | 3.1649%
----------------------------------------------------------------
---- EURIBOR 6M VANILLA QUARTIC POLYNOMIAL FORWARD CURVE SENSITIVITY ---
----------------------------------------------------------------
27-JAN-2021 | 1Y: Wengert{0} => [ 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
27-JAN-2022 | 2Y: Wengert{0} => [ 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
27-JAN-2023 | 3Y: Wengert{0} => [ 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
27-JAN-2025 | 5Y: Wengert{0} => [ 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
27-JAN-2027 | 7Y: Wengert{0} => [ 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
additivequantoadjustment => 1.3910106592536107E-4
calctime => 9.803000000000001E-4
caplift => 0.0033808989340746464
discountcurveadditivebasis => 0.00281374924103906
discountcurvemultiplicativebasis => -13.455564453123545
discountcurveparforward => -1.9464817511370632E-4
dv01 => 5.111174572989104E-5
floorlift => 0.0
forward => 0.0024799999999999926
forwardprice => -0.0017675738096342578
forwardrate => 0.0024799999999999926
mercuriorfactor => 0.9985637840918281
multiplicativequantoadjustment => 1.0560891394860328
parforward => 0.0024799999999999926
parforwardrate => 0.0024799999999999926
parstandardfra => 0.0024799999999999926
parstandardfradc => -1.9464817511370632E-4
price => -1.7280364665688297E-7
pv => -1.7280364665688297E-7
quantoadjustedparforward => 0.0026191010659253537
shiftedlognormalconvexityadjustment => -2.115864040712439E-8
shiftedlognormalconvexitycorrection => -4.213595677666354E-8
shiftedlognormalparmarketfra => 0.002479957864043216
upfront => -1.7280364665688297E-7
|-----------------------------------------------------------------|
| 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 01:16:32 EST 2020
| Setup Time => Mon Jan 27 01:16:32 EST 2020
| Finish Time => Mon Jan 27 01:16:37 EST 2020
| Setup Duration => 0 ms
| Run Duration => 4 s 698 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 01:16:37 EST 2020
| Setup Time => Mon Jan 27 01:16:37 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
----------------------------------------------------------------
---- EURIBOR 6M VANILLA QUARTIC POLYNOMIAL FORWARD CURVE ---
----------------------------------------------------------------
----------------------------------------------------------------
DEPOSIT INSTRUMENTS QUOTE RECOVERY
----------------------------------------------------------------
[27-JAN-2020 - 28-JAN-2020] = 0.003565 | 0.003565 | 0.3565%
[27-JAN-2020 - 03-FEB-2020] = 0.003858 | 0.003858 | 0.3858%
[27-JAN-2020 - 10-FEB-2020] = 0.003840 | 0.003840 | 0.3840%
[27-JAN-2020 - 17-FEB-2020] = 0.003922 | 0.003922 | 0.3922%
[27-JAN-2020 - 27-FEB-2020] = 0.003869 | 0.003869 | 0.3869%
[27-JAN-2020 - 27-MAR-2020] = 0.003698 | 0.003698 | 0.3698%
[27-JAN-2020 - 27-APR-2020] = 0.003527 | 0.003527 | 0.3527%
[27-JAN-2020 - 27-MAY-2020] = 0.003342 | 0.003342 | 0.3342%
[27-JAN-2020 - 27-JUN-2020] = 0.003225 | 0.003225 | 0.3225%
----------------------------------------------------------------
FRA INSTRUMENTS QUOTE RECOVERY
----------------------------------------------------------------
[27-JAN-2020 - 27-JUL-2020] = 0.003120 | 0.003120 | 0.3120%
[27-FEB-2020 - 27-AUG-2020] = 0.002930 | 0.002930 | 0.2930%
[27-MAR-2020 - 27-SEP-2020] = 0.002720 | 0.002720 | 0.2720%
[27-APR-2020 - 27-OCT-2020] = 0.002600 | 0.002600 | 0.2600%
[27-MAY-2020 - 27-NOV-2020] = 0.002560 | 0.002560 | 0.2560%
[29-JUN-2020 - 29-DEC-2020] = 0.002520 | 0.002520 | 0.2520%
[27-JUL-2020 - 27-JAN-2021] = 0.002480 | 0.002480 | 0.2480%
[27-AUG-2020 - 27-FEB-2021] = 0.002540 | 0.002540 | 0.2540%
[28-SEP-2020 - 28-MAR-2021] = 0.002610 | 0.002610 | 0.2610%
[27-OCT-2020 - 27-APR-2021] = 0.002670 | 0.002670 | 0.2670%
[27-NOV-2020 - 27-MAY-2021] = 0.002790 | 0.002790 | 0.2790%
[28-DEC-2020 - 28-JUN-2021] = 0.002910 | 0.002910 | 0.2910%
[27-JAN-2021 - 27-JUL-2021] = 0.003030 | 0.003030 | 0.3030%
[01-MAR-2021 - 01-SEP-2021] = 0.003180 | 0.003180 | 0.3180%
[29-MAR-2021 - 29-SEP-2021] = 0.003350 | 0.003350 | 0.3350%
[27-APR-2021 - 27-OCT-2021] = 0.003520 | 0.003520 | 0.3520%
[27-MAY-2021 - 27-NOV-2021] = 0.003710 | 0.003710 | 0.3710%
[28-JUN-2021 - 28-DEC-2021] = 0.003890 | 0.003890 | 0.3890%
[27-JUL-2021 - 27-JAN-2022] = 0.004090 | 0.004090 | 0.4090%
----------------------------------------------------------------
FIX-FLOAT INSTRUMENTS QUOTE RECOVERY
----------------------------------------------------------------
[29-JAN-2020 - 29-JAN-2023] = 0.1288% | 0.4240% | 0.7456%
[29-JAN-2020 - 29-JAN-2024] = 0.2778% | 0.5760% | 1.2087%
[29-JAN-2020 - 29-JAN-2025] = 0.4622% | 0.7620% | 1.6849%
[29-JAN-2020 - 29-JAN-2026] = 0.6554% | 0.9540% | 2.0259%
[29-JAN-2020 - 29-JAN-2027] = 0.8372% | 1.1350% | 2.3581%
[29-JAN-2020 - 29-JAN-2028] = 1.0078% | 1.3030% | 2.5662%
[29-JAN-2020 - 29-JAN-2029] = 1.1604% | 1.4520% | 2.7445%
[29-JAN-2020 - 29-JAN-2030] = 1.2944% | 1.5840% | 2.8796%
[29-JAN-2020 - 29-JAN-2032] = 1.5320% | 1.8090% | 3.1010%
[29-JAN-2020 - 29-JAN-2035] = 1.7816% | 2.0370% | 2.7717%
[29-JAN-2020 - 29-JAN-2040] = 1.9575% | 2.1870% | 2.4673%
[29-JAN-2020 - 29-JAN-2045] = 2.0219% | 2.2340% | 2.3097%
[29-JAN-2020 - 29-JAN-2050] = 2.0570% | 2.2560% | 2.4375%
[29-JAN-2020 - 29-JAN-2055] = 2.0663% | 2.2950% | 2.8117%
[29-JAN-2020 - 29-JAN-2060] = 2.0732% | 2.3480% | 2.8834%
[29-JAN-2020 - 29-JAN-2070] = 2.0828% | 2.4210% | 2.6819%
[29-JAN-2020 - 29-JAN-2080] = 2.0890% | 2.4630% | 3.1476%
----------------------------------------------------------------
---- EURIBOR 6M VANILLA QUARTIC POLYNOMIAL FORWARD CURVE SENSITIVITY ---
----------------------------------------------------------------
27-JAN-2021 | 1Y: Wengert{0} => [ 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
27-JAN-2022 | 2Y: Wengert{0} => [ 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
27-JAN-2023 | 3Y: Wengert{0} => [ 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
27-JAN-2025 | 5Y: Wengert{0} => [ 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
27-JAN-2027 | 7Y: Wengert{0} => [ 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
---------------------------------
---------------------------------
---------------------------------
---------------------------------
TNR => MKT | STD | CONV
---------------------------------
6M => 0.248% | 0.248% | -0.00
1Y => 0.303% | 0.303% | -0.00
2Y => 0.292% | 0.292% | -0.00
3Y => 0.944% | 0.944% | -0.05
4Y => 1.415% | 1.416% | -0.14
5Y => 1.873% | 1.874% | -0.18
6Y => 2.185% | 2.188% | -0.28
7Y => 2.491% | 2.495% | -0.39
8Y => 2.663% | 2.668% | -0.51
9Y => 2.825% | 2.830% | -0.56
|-----------------------------------------------------------------|
| 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 01:16:37 EST 2020
| Setup Time => Mon Jan 27 01:16:37 EST 2020
| Finish Time => Mon Jan 27 01:16:42 EST 2020
| Setup Duration => 0 ms
| Run Duration => 4 s 585 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 01:16:42 EST 2020
| Setup Time => Mon Jan 27 01:16:42 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
additivequantoadjustment => 2.8387987672452014E-5
calctime => 4.86E-5
caplift => 0.0
discountcurveadditivebasis => -0.0025529601585403336
discountcurvemultiplicativebasis => 0.881574241778841
discountcurveparforward => 0.02155747361796666
dv01 => 2.466314735904045E-5
floorlift => 0.013004513459426327
forward => 0.018976125471753875
forwardrate => 0.018976125471753875
mercuriorfactor => 1.0006334898910016
multiplicativequantoadjustment => 1.0014959843996978
parforward => 0.018976125471753875
parforwardrate => 0.018976125471753875
price => 3.207322317824564E-7
pv => 3.207322317824564E-7
quantoadjustedparforward => 0.019004513459426327
upfront => 3.207322317824564E-7
|-----------------------------------------------------------------|
| 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 01:16:42 EST 2020
| Setup Time => Mon Jan 27 01:16:42 EST 2020
| Finish Time => Mon Jan 27 01:16:42 EST 2020
| Setup Duration => 0 ms
| Run Duration => 754 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 01:16:42 EST 2020
| Setup Time => Mon Jan 27 01:16:42 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
Printing the FRA Output in Order (Left -> Right):
ParForward (%)
QuantoAdjustedParForward (%)
MultiplicativeQuantoAdjustment (absolute)
AdditiveQuantoAdjustment (bp)
-------------------------------------------------------------
-------------------------------------------------------------
[ 10%, 10%,-99%] = 1.8562% | 1.8516% | 0.9975 | -0.5
[ 10%, 10%,-50%] = 1.8562% | 1.8539% | 0.9988 | -0.2
[ 10%, 10%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 10%, 10%, 50%] = 1.8562% | 1.8585% | 1.0012 | 0.2
[ 10%, 10%, 99%] = 1.8562% | 1.8608% | 1.0025 | 0.5
[ 10%, 15%,-99%] = 1.8562% | 1.8493% | 0.9963 | -0.7
[ 10%, 15%,-50%] = 1.8562% | 1.8527% | 0.9981 | -0.3
[ 10%, 15%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 10%, 15%, 50%] = 1.8562% | 1.8597% | 1.0019 | 0.3
[ 10%, 15%, 99%] = 1.8562% | 1.8631% | 1.0037 | 0.7
[ 10%, 20%,-99%] = 1.8562% | 1.8471% | 0.9951 | -0.9
[ 10%, 20%,-50%] = 1.8562% | 1.8516% | 0.9975 | -0.5
[ 10%, 20%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 10%, 20%, 50%] = 1.8562% | 1.8608% | 1.0025 | 0.5
[ 10%, 20%, 99%] = 1.8562% | 1.8654% | 1.0049 | 0.9
[ 10%, 25%,-99%] = 1.8562% | 1.8448% | 0.9939 | -1.1
[ 10%, 25%,-50%] = 1.8562% | 1.8504% | 0.9969 | -0.6
[ 10%, 25%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 10%, 25%, 50%] = 1.8562% | 1.8620% | 1.0031 | 0.6
[ 10%, 25%, 99%] = 1.8562% | 1.8677% | 1.0062 | 1.1
[ 10%, 30%,-99%] = 1.8562% | 1.8425% | 0.9926 | -1.4
[ 10%, 30%,-50%] = 1.8562% | 1.8493% | 0.9963 | -0.7
[ 10%, 30%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 10%, 30%, 50%] = 1.8562% | 1.8631% | 1.0037 | 0.7
[ 10%, 30%, 99%] = 1.8562% | 1.8700% | 1.0074 | 1.4
[ 20%, 10%,-99%] = 1.8562% | 1.8471% | 0.9951 | -0.9
[ 20%, 10%,-50%] = 1.8562% | 1.8516% | 0.9975 | -0.5
[ 20%, 10%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 20%, 10%, 50%] = 1.8562% | 1.8608% | 1.0025 | 0.5
[ 20%, 10%, 99%] = 1.8562% | 1.8654% | 1.0049 | 0.9
[ 20%, 15%,-99%] = 1.8562% | 1.8425% | 0.9926 | -1.4
[ 20%, 15%,-50%] = 1.8562% | 1.8493% | 0.9963 | -0.7
[ 20%, 15%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 20%, 15%, 50%] = 1.8562% | 1.8631% | 1.0037 | 0.7
[ 20%, 15%, 99%] = 1.8562% | 1.8700% | 1.0074 | 1.4
[ 20%, 20%,-99%] = 1.8562% | 1.8380% | 0.9902 | -1.8
[ 20%, 20%,-50%] = 1.8562% | 1.8470% | 0.9950 | -0.9
[ 20%, 20%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 20%, 20%, 50%] = 1.8562% | 1.8655% | 1.0050 | 0.9
[ 20%, 20%, 99%] = 1.8562% | 1.8746% | 1.0099 | 1.8
[ 20%, 25%,-99%] = 1.8562% | 1.8334% | 0.9877 | -2.3
[ 20%, 25%,-50%] = 1.8562% | 1.8447% | 0.9938 | -1.2
[ 20%, 25%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 20%, 25%, 50%] = 1.8562% | 1.8678% | 1.0062 | 1.2
[ 20%, 25%, 99%] = 1.8562% | 1.8792% | 1.0124 | 2.3
[ 20%, 30%,-99%] = 1.8562% | 1.8289% | 0.9853 | -2.7
[ 20%, 30%,-50%] = 1.8562% | 1.8424% | 0.9926 | -1.4
[ 20%, 30%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 20%, 30%, 50%] = 1.8562% | 1.8701% | 1.0075 | 1.4
[ 20%, 30%, 99%] = 1.8562% | 1.8839% | 1.0149 | 2.8
[ 30%, 10%,-99%] = 1.8562% | 1.8425% | 0.9926 | -1.4
[ 30%, 10%,-50%] = 1.8562% | 1.8493% | 0.9963 | -0.7
[ 30%, 10%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 30%, 10%, 50%] = 1.8562% | 1.8631% | 1.0037 | 0.7
[ 30%, 10%, 99%] = 1.8562% | 1.8700% | 1.0074 | 1.4
[ 30%, 15%,-99%] = 1.8562% | 1.8357% | 0.9890 | -2.0
[ 30%, 15%,-50%] = 1.8562% | 1.8458% | 0.9944 | -1.0
[ 30%, 15%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 30%, 15%, 50%] = 1.8562% | 1.8666% | 1.0056 | 1.0
[ 30%, 15%, 99%] = 1.8562% | 1.8769% | 1.0112 | 2.1
[ 30%, 20%,-99%] = 1.8562% | 1.8289% | 0.9853 | -2.7
[ 30%, 20%,-50%] = 1.8562% | 1.8424% | 0.9926 | -1.4
[ 30%, 20%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 30%, 20%, 50%] = 1.8562% | 1.8701% | 1.0075 | 1.4
[ 30%, 20%, 99%] = 1.8562% | 1.8839% | 1.0149 | 2.8
[ 30%, 25%,-99%] = 1.8562% | 1.8222% | 0.9817 | -3.4
[ 30%, 25%,-50%] = 1.8562% | 1.8389% | 0.9907 | -1.7
[ 30%, 25%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 30%, 25%, 50%] = 1.8562% | 1.8736% | 1.0094 | 1.7
[ 30%, 25%, 99%] = 1.8562% | 1.8909% | 1.0187 | 3.5
[ 30%, 30%,-99%] = 1.8562% | 1.8154% | 0.9780 | -4.1
[ 30%, 30%,-50%] = 1.8562% | 1.8355% | 0.9889 | -2.1
[ 30%, 30%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 30%, 30%, 50%] = 1.8562% | 1.8771% | 1.0113 | 2.1
[ 30%, 30%, 99%] = 1.8562% | 1.8979% | 1.0224 | 4.2
[ 40%, 10%,-99%] = 1.8562% | 1.8380% | 0.9902 | -1.8
[ 40%, 10%,-50%] = 1.8562% | 1.8470% | 0.9950 | -0.9
[ 40%, 10%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 40%, 10%, 50%] = 1.8562% | 1.8655% | 1.0050 | 0.9
[ 40%, 10%, 99%] = 1.8562% | 1.8746% | 1.0099 | 1.8
[ 40%, 15%,-99%] = 1.8562% | 1.8289% | 0.9853 | -2.7
[ 40%, 15%,-50%] = 1.8562% | 1.8424% | 0.9926 | -1.4
[ 40%, 15%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 40%, 15%, 50%] = 1.8562% | 1.8701% | 1.0075 | 1.4
[ 40%, 15%, 99%] = 1.8562% | 1.8839% | 1.0149 | 2.8
[ 40%, 20%,-99%] = 1.8562% | 1.8199% | 0.9805 | -3.6
[ 40%, 20%,-50%] = 1.8562% | 1.8378% | 0.9901 | -1.8
[ 40%, 20%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 40%, 20%, 50%] = 1.8562% | 1.8748% | 1.0100 | 1.9
[ 40%, 20%, 99%] = 1.8562% | 1.8932% | 1.0199 | 3.7
[ 40%, 25%,-99%] = 1.8562% | 1.8110% | 0.9756 | -4.5
[ 40%, 25%,-50%] = 1.8562% | 1.8332% | 0.9876 | -2.3
[ 40%, 25%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 40%, 25%, 50%] = 1.8562% | 1.8795% | 1.0125 | 2.3
[ 40%, 25%, 99%] = 1.8562% | 1.9025% | 1.0250 | 4.6
[ 40%, 30%,-99%] = 1.8562% | 1.8021% | 0.9708 | -5.4
[ 40%, 30%,-50%] = 1.8562% | 1.8287% | 0.9852 | -2.8
[ 40%, 30%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 40%, 30%, 50%] = 1.8562% | 1.8842% | 1.0151 | 2.8
[ 40%, 30%, 99%] = 1.8562% | 1.9120% | 1.0300 | 5.6
[ 50%, 10%,-99%] = 1.8562% | 1.8334% | 0.9877 | -2.3
[ 50%, 10%,-50%] = 1.8562% | 1.8447% | 0.9938 | -1.2
[ 50%, 10%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 50%, 10%, 50%] = 1.8562% | 1.8678% | 1.0062 | 1.2
[ 50%, 10%, 99%] = 1.8562% | 1.8792% | 1.0124 | 2.3
[ 50%, 15%,-99%] = 1.8562% | 1.8222% | 0.9817 | -3.4
[ 50%, 15%,-50%] = 1.8562% | 1.8389% | 0.9907 | -1.7
[ 50%, 15%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 50%, 15%, 50%] = 1.8562% | 1.8736% | 1.0094 | 1.7
[ 50%, 15%, 99%] = 1.8562% | 1.8909% | 1.0187 | 3.5
[ 50%, 20%,-99%] = 1.8562% | 1.8110% | 0.9756 | -4.5
[ 50%, 20%,-50%] = 1.8562% | 1.8332% | 0.9876 | -2.3
[ 50%, 20%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 50%, 20%, 50%] = 1.8562% | 1.8795% | 1.0125 | 2.3
[ 50%, 20%, 99%] = 1.8562% | 1.9025% | 1.0250 | 4.6
[ 50%, 25%,-99%] = 1.8562% | 1.7998% | 0.9696 | -5.6
[ 50%, 25%,-50%] = 1.8562% | 1.8275% | 0.9845 | -2.9
[ 50%, 25%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 50%, 25%, 50%] = 1.8562% | 1.8853% | 1.0157 | 2.9
[ 50%, 25%, 99%] = 1.8562% | 1.9143% | 1.0313 | 5.8
[ 50%, 30%,-99%] = 1.8562% | 1.7888% | 0.9637 | -6.7
[ 50%, 30%,-50%] = 1.8562% | 1.8218% | 0.9815 | -3.4
[ 50%, 30%, 00%] = 1.8562% | 1.8562% | 1.0000 | 0.0
[ 50%, 30%, 50%] = 1.8562% | 1.8912% | 1.0189 | 3.5
[ 50%, 30%, 99%] = 1.8562% | 1.9262% | 1.0377 | 7.0
|-----------------------------------------------------------------|
| 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 01:16:42 EST 2020
| Setup Time => Mon Jan 27 01:16:42 EST 2020
| Finish Time => Mon Jan 27 01:16:43 EST 2020
| Setup Duration => 0 ms
| Run Duration => 549 ms
|-----------------------------------------------------------------|