|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:49:54 EST 2020
| Setup Time => Mon Jan 27 00:49:54 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
Manual Calc Float Accrued (Geometric Compounding): -5.084582141969829E-4
Manual Calc Float Accrued (Arithmetic Compounding): -5.083333333333333E-4
Manual Calc Float Accrued (Geometric Compounding): -5.084582141969829E-4
Manual Calc Float Accrued (Arithmetic Compounding): -5.083333333333333E-4
-----------------------------------
GEOMETRIC | ARITHMETIC | CHECK
-----------------------------------
0.00300000 | ? | DIFFER <= accrualcoupon
-0.00002500 | 0.00000000 | DIFFER <= accrued
-0.00000083 | -0.00000000 | DIFFER <= accrued01
0.00051160 | 0.00120730 | DIFFER <= calctime
-0.00003366 | -0.00003450 | DIFFER <= cleandv01
100.10098739 | 100.10348739 | MATCH <= cleanprice
-0.00100987 | -0.00103487 | DIFFER <= cleanpv
-0.00003366 | -0.00003450 | DIFFER <= compoundingadjustedcleandv01
100.10098739 | 100.10348739 | MATCH <= compoundingadjustedcleanprice
-0.00100987 | -0.00103487 | DIFFER <= compoundingadjustedcleanpv
-0.00003450 | -0.00003450 | MATCH <= compoundingadjusteddirtydv01
100.10348739 | 100.10348739 | MATCH <= compoundingadjusteddirtyprice
-0.00103487 | -0.00103487 | MATCH <= compoundingadjusteddirtypv
0.00300000 | 0.00300000 | MATCH <= compoundingadjustedfairpremium
0.00300000 | 0.00300000 | MATCH <= compoundingadjustedparrate
100.10098739 | 100.10348739 | MATCH <= compoundingadjustedprice
-0.00100987 | -0.00103487 | DIFFER <= compoundingadjustedpv
0.00300000 | 0.00300000 | MATCH <= compoundingadjustedrate
-0.00100987 | -0.00103487 | DIFFER <= compoundingadjustedupfront
1.00430233 | 1.00430233 | MATCH <= compoundingadjustmentfactor
-0.00000443 | -0.00000443 | MATCH <= compoundingadjustmentpremium
0.00000443 | 0.00000443 | MATCH <= compoundingadjustmentpremiumupfront
-0.00003351 | -0.00003435 | DIFFER <= creditforwardconvexityadjustedcleandv01
100.10054406 | 100.10304406 | MATCH <= creditforwardconvexityadjustedcleanprice
-0.00100544 | -0.00103044 | DIFFER <= creditforwardconvexityadjustedcleanpv
-0.00003435 | -0.00003435 | MATCH <= creditforwardconvexityadjusteddirtydv01
100.10304406 | 100.10304406 | MATCH <= creditforwardconvexityadjusteddirtyprice
-0.00103044 | -0.00103044 | MATCH <= creditforwardconvexityadjusteddirtypv
-0.00003435 | -0.00003435 | MATCH <= creditforwardconvexityadjusteddv01
0.00300000 | 0.00300000 | MATCH <= creditforwardconvexityadjustedfairpremium
0.00300000 | 0.00300000 | MATCH <= creditforwardconvexityadjustedparrate
100.10054406 | 100.10304406 | MATCH <= creditforwardconvexityadjustedprice
-0.00100544 | -0.00103044 | DIFFER <= creditforwardconvexityadjustedpv
0.00300000 | 0.00300000 | MATCH <= creditforwardconvexityadjustedrate
-0.00100544 | -0.00103044 | DIFFER <= creditforwardconvexityadjustedupfront
1.00000000 | 1.00000000 | MATCH <= creditforwardconvexityadjustmentfactor
0.00000000 | 0.00000000 | MATCH <= creditforwardconvexityadjustmentpremium
-0.00000000 | -0.00000000 | MATCH <= creditforwardconvexityadjustmentpremiumupfront
-0.00003351 | -0.00003435 | DIFFER <= creditfundingconvexityadjustedcleandv01
100.10054406 | 100.10304406 | MATCH <= creditfundingconvexityadjustedcleanprice
-0.00100544 | -0.00103044 | DIFFER <= creditfundingconvexityadjustedcleanpv
-0.00003435 | -0.00003435 | MATCH <= creditfundingconvexityadjusteddirtydv01
100.10304406 | 100.10304406 | MATCH <= creditfundingconvexityadjusteddirtyprice
-0.00103044 | -0.00103044 | MATCH <= creditfundingconvexityadjusteddirtypv
-0.00003435 | -0.00003435 | MATCH <= creditfundingconvexityadjusteddv01
0.00300000 | 0.00300000 | MATCH <= creditfundingconvexityadjustedfairpremium
0.00300000 | 0.00300000 | MATCH <= creditfundingconvexityadjustedparrate
100.10054406 | 100.10304406 | MATCH <= creditfundingconvexityadjustedprice
-0.00100544 | -0.00103044 | DIFFER <= creditfundingconvexityadjustedpv
0.00300000 | 0.00300000 | MATCH <= creditfundingconvexityadjustedrate
-0.00100544 | -0.00103044 | DIFFER <= creditfundingconvexityadjustedupfront
1.00000000 | 1.00000000 | MATCH <= creditfundingconvexityadjustmentfactor
0.00000000 | 0.00000000 | MATCH <= creditfundingconvexityadjustmentpremium
-0.00000000 | -0.00000000 | MATCH <= creditfundingconvexityadjustmentpremiumupfront
-0.00003351 | -0.00003435 | DIFFER <= creditfxconvexityadjustedcleandv01
100.10054406 | 100.10304406 | MATCH <= creditfxconvexityadjustedcleanprice
-0.00100544 | -0.00103044 | DIFFER <= creditfxconvexityadjustedcleanpv
-0.00003435 | -0.00003435 | MATCH <= creditfxconvexityadjusteddirtydv01
100.10304406 | 100.10304406 | MATCH <= creditfxconvexityadjusteddirtyprice
-0.00103044 | -0.00103044 | MATCH <= creditfxconvexityadjusteddirtypv
-0.00003435 | -0.00003435 | MATCH <= creditfxconvexityadjusteddv01
0.00300000 | 0.00300000 | MATCH <= creditfxconvexityadjustedfairpremium
0.00300000 | 0.00300000 | MATCH <= creditfxconvexityadjustedparrate
100.10054406 | 100.10304406 | MATCH <= creditfxconvexityadjustedprice
-0.00100544 | -0.00103044 | DIFFER <= creditfxconvexityadjustedpv
0.00300000 | 0.00300000 | MATCH <= creditfxconvexityadjustedrate
-0.00100544 | -0.00103044 | DIFFER <= creditfxconvexityadjustedupfront
1.00000000 | 1.00000000 | MATCH <= creditfxconvexityadjustmentfactor
0.00000000 | 0.00000000 | MATCH <= creditfxconvexityadjustmentpremium
-0.00000000 | -0.00000000 | MATCH <= creditfxconvexityadjustmentpremiumupfront
-0.00003366 | -0.00003450 | DIFFER <= cumulativeconvexityadjustedcleandv01
100.10098739 | 100.10348739 | MATCH <= cumulativeconvexityadjustedcleanprice
-0.00100987 | -0.00103487 | DIFFER <= cumulativeconvexityadjustedcleanpv
-0.00003450 | -0.00003450 | MATCH <= cumulativeconvexityadjusteddirtydv01
100.10348739 | 100.10348739 | MATCH <= cumulativeconvexityadjusteddirtyprice
-0.00103487 | -0.00103487 | MATCH <= cumulativeconvexityadjusteddirtypv
-0.00003450 | -0.00003450 | MATCH <= cumulativeconvexityadjusteddv01
0.00300000 | 0.00300000 | MATCH <= cumulativeconvexityadjustedfairpremium
0.00300000 | 0.00300000 | MATCH <= cumulativeconvexityadjustedparrate
100.10098739 | 100.10348739 | MATCH <= cumulativeconvexityadjustedprice
-0.00100987 | -0.00103487 | DIFFER <= cumulativeconvexityadjustedpv
0.00300000 | 0.00300000 | MATCH <= cumulativeconvexityadjustedrate
-0.00100987 | -0.00103487 | DIFFER <= cumulativeconvexityadjustedupfront
1.00430233 | 1.00430233 | MATCH <= cumulativeconvexityadjustmentfactor
-0.00000443 | -0.00000443 | MATCH <= cumulativeconvexityadjustmentpremium
0.00000443 | 0.00000443 | MATCH <= cumulativeconvexityadjustmentpremiumupfront
-0.00049167 | ? | DIFFER <= cumulativecouponamount
0.16944444 | 0.16944444 | MATCH <= cumulativecoupondcf
-0.00003366 | -0.00003450 | DIFFER <= cv01
-0.00003450 | -0.00003450 | MATCH <= dirtydv01
100.10348739 | 100.10348739 | MATCH <= dirtyprice
-0.00103487 | -0.00103487 | MATCH <= dirtypv
-0.00003366 | -0.00003450 | DIFFER <= dv01
0.00300000 | 0.00300000 | MATCH <= fairpremium
-0.00000083 | -0.00000000 | DIFFER <= fixing01
-0.00003366 | -0.00003450 | DIFFER <= forwardfundingconvexityadjustedcleandv01
100.10098739 | 100.10348739 | MATCH <= forwardfundingconvexityadjustedcleanprice
-0.00100987 | -0.00103487 | DIFFER <= forwardfundingconvexityadjustedcleanpv
-0.00003450 | -0.00003450 | MATCH <= forwardfundingconvexityadjusteddirtydv01
100.10348739 | 100.10348739 | MATCH <= forwardfundingconvexityadjusteddirtyprice
-0.00103487 | -0.00103487 | MATCH <= forwardfundingconvexityadjusteddirtypv
-0.00003450 | -0.00003450 | MATCH <= forwardfundingconvexityadjusteddv01
0.00300000 | 0.00300000 | MATCH <= forwardfundingconvexityadjustedfairpremium
0.00300000 | 0.00300000 | MATCH <= forwardfundingconvexityadjustedparrate
100.10098739 | 100.10348739 | MATCH <= forwardfundingconvexityadjustedprice
-0.00100987 | -0.00103487 | DIFFER <= forwardfundingconvexityadjustedpv
0.00300000 | 0.00300000 | MATCH <= forwardfundingconvexityadjustedrate
-0.00100987 | -0.00103487 | DIFFER <= forwardfundingconvexityadjustedupfront
1.00430233 | 1.00430233 | MATCH <= forwardfundingconvexityadjustmentfactor
-0.00000443 | -0.00000443 | MATCH <= forwardfundingconvexityadjustmentpremium
0.00000443 | 0.00000443 | MATCH <= forwardfundingconvexityadjustmentpremiumupfront
-0.00003351 | -0.00003435 | DIFFER <= forwardfxconvexityadjustedcleandv01
100.10054406 | 100.10304406 | MATCH <= forwardfxconvexityadjustedcleanprice
-0.00100544 | -0.00103044 | DIFFER <= forwardfxconvexityadjustedcleanpv
-0.00003435 | -0.00003435 | MATCH <= forwardfxconvexityadjusteddirtydv01
100.10304406 | 100.10304406 | MATCH <= forwardfxconvexityadjusteddirtyprice
-0.00103044 | -0.00103044 | MATCH <= forwardfxconvexityadjusteddirtypv
-0.00003435 | -0.00003435 | MATCH <= forwardfxconvexityadjusteddv01
0.00300000 | 0.00300000 | MATCH <= forwardfxconvexityadjustedfairpremium
0.00300000 | 0.00300000 | MATCH <= forwardfxconvexityadjustedparrate
100.10054406 | 100.10304406 | MATCH <= forwardfxconvexityadjustedprice
-0.00100544 | -0.00103044 | DIFFER <= forwardfxconvexityadjustedpv
0.00300000 | 0.00300000 | MATCH <= forwardfxconvexityadjustedrate
-0.00100544 | -0.00103044 | DIFFER <= forwardfxconvexityadjustedupfront
1.00000000 | 1.00000000 | MATCH <= forwardfxconvexityadjustmentfactor
0.00000000 | 0.00000000 | MATCH <= forwardfxconvexityadjustmentpremium
-0.00000000 | -0.00000000 | MATCH <= forwardfxconvexityadjustmentpremiumupfront
-0.00003351 | -0.00003435 | DIFFER <= fundingfxconvexityadjustedcleandv01
100.10054406 | 100.10304406 | MATCH <= fundingfxconvexityadjustedcleanprice
-0.00100544 | -0.00103044 | DIFFER <= fundingfxconvexityadjustedcleanpv
-0.00003435 | -0.00003435 | MATCH <= fundingfxconvexityadjusteddirtydv01
100.10304406 | 100.10304406 | MATCH <= fundingfxconvexityadjusteddirtyprice
-0.00103044 | -0.00103044 | MATCH <= fundingfxconvexityadjusteddirtypv
-0.00003435 | -0.00003435 | MATCH <= fundingfxconvexityadjusteddv01
0.00300000 | 0.00300000 | MATCH <= fundingfxconvexityadjustedfairpremium
0.00300000 | 0.00300000 | MATCH <= fundingfxconvexityadjustedparrate
100.10054406 | 100.10304406 | MATCH <= fundingfxconvexityadjustedprice
-0.00100544 | -0.00103044 | DIFFER <= fundingfxconvexityadjustedpv
0.00300000 | 0.00300000 | MATCH <= fundingfxconvexityadjustedrate
-0.00100544 | -0.00103044 | DIFFER <= fundingfxconvexityadjustedupfront
1.00000000 | 1.00000000 | MATCH <= fundingfxconvexityadjustmentfactor
0.00000000 | 0.00000000 | MATCH <= fundingfxconvexityadjustmentpremium
-0.00000000 | -0.00000000 | MATCH <= fundingfxconvexityadjustmentpremiumupfront
0.00300000 | 0.00300000 | MATCH <= parrate
100.10098739 | 100.10348739 | MATCH <= price
-0.00100987 | -0.00103487 | DIFFER <= pv
0.00300000 | 0.00300000 | MATCH <= rate
2458873.00000000 | 2458876.00000000 | MATCH <= resetdate
0.00300000 | ? | DIFFER <= resetrate
0.25800000 | 0.25800000 | MATCH <= totalcoupon
-0.00003351 | -0.00003435 | DIFFER <= unadjustedcleandv01
100.10054406 | 100.10304406 | MATCH <= unadjustedcleanprice
-0.00100544 | -0.00103044 | DIFFER <= unadjustedcleanpv
-0.00003435 | -0.00003435 | MATCH <= unadjusteddirtydv01
100.10304406 | 100.10304406 | MATCH <= unadjusteddirtyprice
-0.00103044 | -0.00103044 | MATCH <= unadjusteddirtypv
0.00300000 | 0.00300000 | MATCH <= unadjustedfairpremium
0.00300000 | 0.00300000 | MATCH <= unadjustedparrate
100.10054406 | 100.10304406 | MATCH <= unadjustedprice
-0.00100544 | -0.00103044 | DIFFER <= unadjustedpv
0.00300000 | 0.00300000 | MATCH <= unadjustedrate
-0.00100544 | -0.00103044 | DIFFER <= unadjustedupfront
-0.00100987 | -0.00103487 | DIFFER <= upfront
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:49:57 EST 2020
| Setup Time => Mon Jan 27 00:49:57 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
----------------------------------------------------------------
---- DISCOUNT CURVE WITH OVERNIGHT INDEX ---
----------------------------------------------------------------
----------------------------------------------------------------
DEPOSIT INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[18-FEB-2018 => 19-FEB-2018] = 0.000400 | 0.000400
[18-FEB-2018 => 20-FEB-2018] = 0.000400 | 0.000400
[18-FEB-2018 => 21-FEB-2018] = 0.000400 | 0.000400
----------------------------------------------------------------
OIS SHORT END INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[18-FEB-2018 => 25-FEB-2018] = 0.000700 | 0.000700 | 0.000700
[18-FEB-2018 => 04-MAR-2018] = 0.000690 | 0.000690 | 0.000690
[18-FEB-2018 => 11-MAR-2018] = 0.000780 | 0.000780 | 0.000780
[18-FEB-2018 => 18-MAR-2018] = 0.000740 | 0.000740 | 0.000740
----------------------------------------------------------------
OIS FUTURE INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[18-MAR-2018 => 18-APR-2018] = 0.000460 | 0.000460 | 0.000460
[18-APR-2018 => 18-MAY-2018] = 0.000160 | 0.000160 | 0.000160
[18-MAY-2018 => 18-JUN-2018] = -0.000070 | -0.000070 | -0.000070
[18-JUN-2018 => 18-JUL-2018] = -0.000130 | -0.000130 | -0.000130
[18-JUL-2018 => 18-AUG-2018] = -0.000140 | -0.000140 | -0.000140
----------------------------------------------------------------
OIS LONG END INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[18-FEB-2018 => 18-MAY-2019] = 0.000020 | 0.000020 | 0.000020
[18-FEB-2018 => 18-AUG-2019] = 0.000080 | 0.000080 | 0.000080
[18-FEB-2018 => 18-NOV-2019] = 0.000210 | 0.000210 | 0.000210
[18-FEB-2018 => 18-FEB-2020] = 0.000360 | 0.000360 | 0.000360
[18-FEB-2018 => 18-FEB-2021] = 0.001270 | 0.001270 | 0.001270
[18-FEB-2018 => 18-FEB-2022] = 0.002740 | 0.002740 | 0.002740
[18-FEB-2018 => 18-FEB-2023] = 0.004560 | 0.004560 | 0.004560
[18-FEB-2018 => 18-FEB-2024] = 0.006470 | 0.006470 | 0.006470
[18-FEB-2018 => 18-FEB-2025] = 0.008270 | 0.008270 | 0.008270
[18-FEB-2018 => 18-FEB-2026] = 0.009960 | 0.009960 | 0.009960
[18-FEB-2018 => 18-FEB-2027] = 0.011470 | 0.011470 | 0.011470
[18-FEB-2018 => 18-FEB-2028] = 0.012800 | 0.012800 | 0.012800
[18-FEB-2018 => 18-FEB-2029] = 0.014040 | 0.014040 | 0.014040
[18-FEB-2018 => 18-FEB-2030] = 0.015160 | 0.015160 | 0.015160
[18-FEB-2018 => 18-FEB-2033] = 0.017640 | 0.017640 | 0.017640
[18-FEB-2018 => 18-FEB-2038] = 0.019390 | 0.019390 | 0.019390
[18-FEB-2018 => 18-FEB-2043] = 0.020030 | 0.020030 | 0.020030
[18-FEB-2018 => 18-FEB-2048] = 0.020380 | 0.020380 | 0.020380
----------------------------------------------------------------
---- DISCOUNT CURVE WITH OVERNIGHT FUND ---
----------------------------------------------------------------
----------------------------------------------------------------
DEPOSIT INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[18-FEB-2018 => 19-FEB-2018] = 0.000400 | 0.000400
[18-FEB-2018 => 20-FEB-2018] = 0.000400 | 0.000400
[18-FEB-2018 => 21-FEB-2018] = 0.000400 | 0.000400
----------------------------------------------------------------
OIS SHORT END INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[18-FEB-2018 => 25-FEB-2018] = 0.000700 | 0.000700 | 0.000700
[18-FEB-2018 => 04-MAR-2018] = 0.000690 | 0.000690 | 0.000690
[18-FEB-2018 => 11-MAR-2018] = 0.000780 | 0.000780 | 0.000780
[18-FEB-2018 => 18-MAR-2018] = 0.000740 | 0.000740 | 0.000740
----------------------------------------------------------------
OIS FUTURE INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[18-MAR-2018 => 18-APR-2018] = 0.000460 | 0.000460 | 0.000460
[18-APR-2018 => 18-MAY-2018] = 0.000160 | 0.000160 | 0.000160
[18-MAY-2018 => 18-JUN-2018] = -0.000070 | -0.000070 | -0.000070
[18-JUN-2018 => 18-JUL-2018] = -0.000130 | -0.000130 | -0.000130
[18-JUL-2018 => 18-AUG-2018] = -0.000140 | -0.000140 | -0.000140
----------------------------------------------------------------
OIS LONG END INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[18-FEB-2018 => 18-MAY-2019] = 0.000020 | 0.000020 | 0.000020
[18-FEB-2018 => 18-AUG-2019] = 0.000080 | 0.000080 | 0.000080
[18-FEB-2018 => 18-NOV-2019] = 0.000210 | 0.000210 | 0.000210
[18-FEB-2018 => 18-FEB-2020] = 0.000360 | 0.000360 | 0.000360
[18-FEB-2018 => 18-FEB-2021] = 0.001270 | 0.001270 | 0.001270
[18-FEB-2018 => 18-FEB-2022] = 0.002740 | 0.002740 | 0.002740
[18-FEB-2018 => 18-FEB-2023] = 0.004560 | 0.004560 | 0.004560
[18-FEB-2018 => 18-FEB-2024] = 0.006470 | 0.006470 | 0.006470
[18-FEB-2018 => 18-FEB-2025] = 0.008270 | 0.008270 | 0.008270
[18-FEB-2018 => 18-FEB-2026] = 0.009960 | 0.009960 | 0.009960
[18-FEB-2018 => 18-FEB-2027] = 0.011470 | 0.011470 | 0.011470
[18-FEB-2018 => 18-FEB-2028] = 0.012800 | 0.012800 | 0.012800
[18-FEB-2018 => 18-FEB-2029] = 0.014040 | 0.014040 | 0.014040
[18-FEB-2018 => 18-FEB-2030] = 0.015160 | 0.015160 | 0.015160
[18-FEB-2018 => 18-FEB-2033] = 0.017640 | 0.017640 | 0.017640
[18-FEB-2018 => 18-FEB-2038] = 0.019390 | 0.019390 | 0.019390
[18-FEB-2018 => 18-FEB-2043] = 0.020030 | 0.020030 | 0.020030
[18-FEB-2018 => 18-FEB-2048] = 0.020380 | 0.020380 | 0.020380
----------------------------------------------------------------
----------------------------------------------------------------
0.00076637 | 0.00076637 | RECONCILES <= accrued
0.00138150 | 0.00135390 | DOES NOT RECONCILE <= calctime
0.00009716 | 0.00009716 | RECONCILES <= calibfloatingpv
0.00039860 | 0.00039860 | RECONCILES <= calibswaprate
0.00002438 | 0.00002438 | RECONCILES <= cleanfixeddv01
-0.00001639 | -0.00001639 | RECONCILES <= cleanfloatingdv01
-0.00009716 | -0.00009716 | RECONCILES <= cleanfloatingpv
100.06340997 | 100.06340997 | RECONCILES <= cleanprice
0.00063410 | 0.00063410 | RECONCILES <= cleanpv
0.00000000 | 0.00000000 | RECONCILES <= cumulativeconvexityadjustmentpremium
0.00076637 | 0.00076637 | RECONCILES <= cumulativecouponamount
0.42842057 | 0.42842057 | RECONCILES <= cumulativecoupondcf
-0.00000222 | -0.00000222 | RECONCILES <= derivedaccrued
-0.00001722 | -0.00001722 | RECONCILES <= derivedaccrued01
-0.00001639 | -0.00001639 | RECONCILES <= derivedcleandv01
-0.00009716 | -0.00009716 | RECONCILES <= derivedcleanpv
1.00000000 | 1.00000000 | RECONCILES <= derivedcumulativeconvexityadjustmentfactor
-0.00000000 | -0.00000000 | RECONCILES <= derivedcumulativeconvexityadjustmentpremium
-0.00000222 | -0.00000222 | RECONCILES <= derivedcumulativecouponamount
0.17222222 | 0.17222222 | RECONCILES <= derivedcumulativecoupondcf
-0.00003361 | -0.00003361 | RECONCILES <= deriveddirtydv01
-0.00009938 | -0.00009938 | RECONCILES <= deriveddirtypv
-0.00001639 | -0.00001639 | RECONCILES <= deriveddv01
-0.00001722 | -0.00001722 | RECONCILES <= derivedfixing01
38.69620278 | 38.69620278 | RECONCILES <= derivedparbasisspread
-0.00009716 | -0.00009716 | RECONCILES <= derivedpv
2458166.00000000 | 2458166.00000000 | RECONCILES <= derivedresetdate
0.00001290 | 0.00001290 | RECONCILES <= derivedresetrate
0.00005000 | 0.00005000 | RECONCILES <= dirtyfixeddv01
0.00149985 | 0.00149985 | RECONCILES <= dirtyfixedpv
-0.00003361 | -0.00003361 | RECONCILES <= dirtyfloatingdv01
-0.00009938 | -0.00009938 | RECONCILES <= dirtyfloatingpv
100.06417634 | 100.06417634 | RECONCILES <= dirtyprice
0.00140047 | 0.00140047 | RECONCILES <= dirtypv
0.00039860 | 0.00039860 | RECONCILES <= fairpremium
0.00076860 | 0.00076860 | RECONCILES <= fixedaccrued
0.00002562 | 0.00002562 | RECONCILES <= fixedaccrued01
0.00002438 | 0.00002438 | RECONCILES <= fixeddv01
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@accrualcoupon
0.00076860 | 0.00076860 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@accrued
0.00002562 | 0.00002562 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@accrued01
0.00028580 | 0.00008880 | DOES NOT RECONCILE <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@calctime
0.00002438 | 0.00002438 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cleandv01
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cleanprice
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cleanpv
0.00002438 | 0.00002438 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@compoundingadjustedcleandv01
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@compoundingadjustedcleanprice
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@compoundingadjustedcleanpv
0.00005000 | 0.00005000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@compoundingadjusteddirtydv01
100.14998543 | 100.14998543 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@compoundingadjusteddirtyprice
0.00149985 | 0.00149985 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@compoundingadjusteddirtypv
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@compoundingadjustedfairpremium
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@compoundingadjustedparrate
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@compoundingadjustedprice
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@compoundingadjustedpv
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@compoundingadjustedrate
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@compoundingadjustedupfront
1.00000000 | 1.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@compoundingadjustmentfactor
0.00000000 | 0.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@compoundingadjustmentpremium
0.00000000 | 0.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@compoundingadjustmentpremiumupfront
0.00002438 | 0.00002438 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustedcleandv01
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustedcleanprice
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustedcleanpv
0.00005000 | 0.00005000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjusteddirtydv01
100.14998543 | 100.14998543 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjusteddirtyprice
0.00149985 | 0.00149985 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjusteddirtypv
0.00005000 | 0.00005000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjusteddv01
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustedfairpremium
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustedparrate
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustedprice
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustedpv
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustedrate
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustedupfront
1.00000000 | 1.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustmentfactor
0.00000000 | 0.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustmentpremium
0.00000000 | 0.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustmentpremiumupfront
0.00002438 | 0.00002438 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustedcleandv01
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustedcleanprice
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustedcleanpv
0.00005000 | 0.00005000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjusteddirtydv01
100.14998543 | 100.14998543 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjusteddirtyprice
0.00149985 | 0.00149985 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjusteddirtypv
0.00005000 | 0.00005000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjusteddv01
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustedfairpremium
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustedparrate
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustedprice
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustedpv
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustedrate
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustedupfront
1.00000000 | 1.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustmentfactor
0.00000000 | 0.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustmentpremium
0.00000000 | 0.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustmentpremiumupfront
0.00002438 | 0.00002438 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustedcleandv01
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustedcleanprice
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustedcleanpv
0.00005000 | 0.00005000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfxconvexityadjusteddirtydv01
100.14998543 | 100.14998543 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfxconvexityadjusteddirtyprice
0.00149985 | 0.00149985 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfxconvexityadjusteddirtypv
0.00005000 | 0.00005000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfxconvexityadjusteddv01
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustedfairpremium
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustedparrate
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustedprice
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustedpv
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustedrate
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustedupfront
1.00000000 | 1.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustmentfactor
0.00000000 | 0.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustmentpremium
0.00000000 | 0.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustmentpremiumupfront
0.00002438 | 0.00002438 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustedcleandv01
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustedcleanprice
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustedcleanpv
0.00005000 | 0.00005000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjusteddirtydv01
100.14998543 | 100.14998543 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjusteddirtyprice
0.00149985 | 0.00149985 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjusteddirtypv
0.00005000 | 0.00005000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjusteddv01
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustedfairpremium
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustedparrate
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustedprice
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustedpv
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustedrate
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustedupfront
1.00000000 | 1.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustmentfactor
0.00000000 | 0.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustmentpremium
0.00000000 | 0.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustmentpremiumupfront
0.00076860 | 0.00076860 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cumulativecouponamount
0.25619835 | 0.25619835 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cumulativecoupondcf
0.00002438 | 0.00002438 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@cv01
0.00005000 | 0.00005000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@dirtydv01
100.14998543 | 100.14998543 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@dirtyprice
0.00149985 | 0.00149985 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@dirtypv
0.00002438 | 0.00002438 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@dv01
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@fairpremium
0.00002562 | 0.00002562 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@fixing01
0.00002438 | 0.00002438 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustedcleandv01
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustedcleanprice
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustedcleanpv
0.00005000 | 0.00005000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjusteddirtydv01
100.14998543 | 100.14998543 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjusteddirtyprice
0.00149985 | 0.00149985 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjusteddirtypv
0.00005000 | 0.00005000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjusteddv01
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustedfairpremium
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustedparrate
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustedprice
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustedpv
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustedrate
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustedupfront
1.00000000 | 1.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustmentfactor
0.00000000 | 0.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustmentpremium
0.00000000 | 0.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustmentpremiumupfront
0.00002438 | 0.00002438 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustedcleandv01
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustedcleanprice
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustedcleanpv
0.00005000 | 0.00005000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjusteddirtydv01
100.14998543 | 100.14998543 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjusteddirtyprice
0.00149985 | 0.00149985 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjusteddirtypv
0.00005000 | 0.00005000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjusteddv01
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustedfairpremium
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustedparrate
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustedprice
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustedpv
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustedrate
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustedupfront
1.00000000 | 1.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustmentfactor
0.00000000 | 0.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustmentpremium
0.00000000 | 0.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustmentpremiumupfront
0.00002438 | 0.00002438 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustedcleandv01
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustedcleanprice
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustedcleanpv
0.00005000 | 0.00005000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjusteddirtydv01
100.14998543 | 100.14998543 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjusteddirtyprice
0.00149985 | 0.00149985 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjusteddirtypv
0.00005000 | 0.00005000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjusteddv01
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustedfairpremium
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustedparrate
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustedprice
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustedpv
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustedrate
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustedupfront
1.00000000 | 1.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustmentfactor
0.00000000 | 0.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustmentpremium
0.00000000 | 0.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustmentpremiumupfront
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@parrate
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@price
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@pv
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@rate
-2147483648.00000000 | -2147483648.00000000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@resetdate
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@resetrate
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@totalcoupon
0.00002438 | 0.00002438 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@unadjustedcleandv01
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@unadjustedcleanprice
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@unadjustedcleanpv
0.00005000 | 0.00005000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@unadjusteddirtydv01
100.14998543 | 100.14998543 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@unadjusteddirtyprice
0.00149985 | 0.00149985 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@unadjusteddirtypv
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@unadjustedfairpremium
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@unadjustedparrate
100.07312592 | 100.07312592 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@unadjustedprice
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@unadjustedpv
0.00300000 | 0.00300000 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@unadjustedrate
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@unadjustedupfront
0.00073126 | 0.00073126 | RECONCILES <= fixedstream::eur/eur::6::{18-dec-2017->18-apr-2018}@upfront
-0.00001722 | -0.00001722 | RECONCILES <= fixing01
-0.00000222 | -0.00000222 | RECONCILES <= floataccrued
-0.00001722 | -0.00001722 | RECONCILES <= floataccrued01
-0.00001639 | -0.00001639 | RECONCILES <= floatdv01
0.00001290 | 0.00001290 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@accrualcoupon
-0.00000222 | -0.00000222 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@accrued
-0.00001722 | -0.00001722 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@accrued01
0.00076990 | 0.00091590 | DOES NOT RECONCILE <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@calctime
-0.00001639 | -0.00001639 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cleandv01
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cleanprice
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cleanpv
-0.00001639 | -0.00001639 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@compoundingadjustedcleandv01
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@compoundingadjustedcleanprice
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@compoundingadjustedcleanpv
-0.00003361 | -0.00003361 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@compoundingadjusteddirtydv01
100.00993817 | 100.00993817 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@compoundingadjusteddirtyprice
-0.00009938 | -0.00009938 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@compoundingadjusteddirtypv
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@compoundingadjustedfairpremium
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@compoundingadjustedparrate
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@compoundingadjustedprice
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@compoundingadjustedpv
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@compoundingadjustedrate
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@compoundingadjustedupfront
1.00000000 | 1.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@compoundingadjustmentfactor
0.00000000 | 0.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@compoundingadjustmentpremium
-0.00000000 | -0.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@compoundingadjustmentpremiumupfront
-0.00001639 | -0.00001639 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustedcleandv01
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustedcleanprice
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustedcleanpv
-0.00003361 | -0.00003361 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjusteddirtydv01
100.00993817 | 100.00993817 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjusteddirtyprice
-0.00009938 | -0.00009938 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjusteddirtypv
-0.00003361 | -0.00003361 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjusteddv01
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustedfairpremium
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustedparrate
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustedprice
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustedpv
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustedrate
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustedupfront
1.00000000 | 1.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustmentfactor
0.00000000 | 0.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustmentpremium
-0.00000000 | -0.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditforwardconvexityadjustmentpremiumupfront
-0.00001639 | -0.00001639 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustedcleandv01
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustedcleanprice
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustedcleanpv
-0.00003361 | -0.00003361 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjusteddirtydv01
100.00993817 | 100.00993817 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjusteddirtyprice
-0.00009938 | -0.00009938 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjusteddirtypv
-0.00003361 | -0.00003361 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjusteddv01
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustedfairpremium
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustedparrate
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustedprice
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustedpv
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustedrate
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustedupfront
1.00000000 | 1.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustmentfactor
0.00000000 | 0.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustmentpremium
-0.00000000 | -0.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfundingconvexityadjustmentpremiumupfront
-0.00001639 | -0.00001639 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustedcleandv01
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustedcleanprice
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustedcleanpv
-0.00003361 | -0.00003361 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfxconvexityadjusteddirtydv01
100.00993817 | 100.00993817 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfxconvexityadjusteddirtyprice
-0.00009938 | -0.00009938 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfxconvexityadjusteddirtypv
-0.00003361 | -0.00003361 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfxconvexityadjusteddv01
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustedfairpremium
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustedparrate
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustedprice
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustedpv
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustedrate
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustedupfront
1.00000000 | 1.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustmentfactor
0.00000000 | 0.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustmentpremium
-0.00000000 | -0.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@creditfxconvexityadjustmentpremiumupfront
-0.00001639 | -0.00001639 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustedcleandv01
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustedcleanprice
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustedcleanpv
-0.00003361 | -0.00003361 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjusteddirtydv01
100.00993817 | 100.00993817 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjusteddirtyprice
-0.00009938 | -0.00009938 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjusteddirtypv
-0.00003361 | -0.00003361 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjusteddv01
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustedfairpremium
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustedparrate
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustedprice
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustedpv
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustedrate
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustedupfront
1.00000000 | 1.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustmentfactor
0.00000000 | 0.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustmentpremium
-0.00000000 | -0.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cumulativeconvexityadjustmentpremiumupfront
-0.00000222 | -0.00000222 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cumulativecouponamount
0.17222222 | 0.17222222 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cumulativecoupondcf
-0.00001639 | -0.00001639 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@cv01
-0.00003361 | -0.00003361 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@dirtydv01
100.00993817 | 100.00993817 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@dirtyprice
-0.00009938 | -0.00009938 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@dirtypv
-0.00001639 | -0.00001639 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@dv01
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@fairpremium
-0.00001722 | -0.00001722 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@fixing01
-0.00001639 | -0.00001639 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustedcleandv01
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustedcleanprice
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustedcleanpv
-0.00003361 | -0.00003361 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjusteddirtydv01
100.00993817 | 100.00993817 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjusteddirtyprice
-0.00009938 | -0.00009938 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjusteddirtypv
-0.00003361 | -0.00003361 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjusteddv01
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustedfairpremium
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustedparrate
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustedprice
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustedpv
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustedrate
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustedupfront
1.00000000 | 1.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustmentfactor
0.00000000 | 0.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustmentpremium
-0.00000000 | -0.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfundingconvexityadjustmentpremiumupfront
-0.00001639 | -0.00001639 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustedcleandv01
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustedcleanprice
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustedcleanpv
-0.00003361 | -0.00003361 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjusteddirtydv01
100.00993817 | 100.00993817 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjusteddirtyprice
-0.00009938 | -0.00009938 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjusteddirtypv
-0.00003361 | -0.00003361 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjusteddv01
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustedfairpremium
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustedparrate
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustedprice
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustedpv
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustedrate
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustedupfront
1.00000000 | 1.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustmentfactor
0.00000000 | 0.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustmentpremium
-0.00000000 | -0.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@forwardfxconvexityadjustmentpremiumupfront
-0.00001639 | -0.00001639 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustedcleandv01
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustedcleanprice
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustedcleanpv
-0.00003361 | -0.00003361 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjusteddirtydv01
100.00993817 | 100.00993817 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjusteddirtyprice
-0.00009938 | -0.00009938 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjusteddirtypv
-0.00003361 | -0.00003361 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjusteddv01
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustedfairpremium
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustedparrate
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustedprice
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustedpv
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustedrate
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustedupfront
1.00000000 | 1.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustmentfactor
0.00000000 | 0.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustmentpremium
-0.00000000 | -0.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@fundingfxconvexityadjustmentpremiumupfront
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@parrate
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@price
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@pv
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@rate
2458166.00000000 | 2458166.00000000 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@resetdate
0.00001290 | 0.00001290 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@resetrate
0.00069911 | 0.00069911 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@totalcoupon
-0.00001639 | -0.00001639 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@unadjustedcleandv01
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@unadjustedcleanprice
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@unadjustedcleanpv
-0.00003361 | -0.00003361 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@unadjusteddirtydv01
100.00993817 | 100.00993817 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@unadjusteddirtyprice
-0.00009938 | -0.00009938 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@unadjusteddirtypv
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@unadjustedfairpremium
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@unadjustedparrate
100.00971595 | 100.00971595 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@unadjustedprice
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@unadjustedpv
0.00059292 | 0.00059292 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@unadjustedrate
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@unadjustedupfront
-0.00009716 | -0.00009716 | RECONCILES <= floatstream::eur::eur-eonia-on::{18-dec-2017->18-apr-2018}@upfront
1.00000000 | 1.00000000 | RECONCILES <= initialnotional
0.00039860 | 0.00039860 | RECONCILES <= parfixedcoupon
0.00039860 | 0.00039860 | RECONCILES <= parrate
0.00039860 | 0.00039860 | RECONCILES <= parswaprate
100.06340997 | 100.06340997 | RECONCILES <= price
0.00063410 | 0.00063410 | RECONCILES <= pv
0.00039860 | 0.00039860 | RECONCILES <= rate
0.00076860 | 0.00076860 | RECONCILES <= referenceaccrued
0.00002562 | 0.00002562 | RECONCILES <= referenceaccrued01
0.00002438 | 0.00002438 | RECONCILES <= referencecleandv01
0.00073126 | 0.00073126 | RECONCILES <= referencecleanpv
1.00000000 | 1.00000000 | RECONCILES <= referencecumulativeconvexityadjustmentfactor
0.00000000 | 0.00000000 | RECONCILES <= referencecumulativeconvexityadjustmentpremium
0.00076860 | 0.00076860 | RECONCILES <= referencecumulativecouponamount
0.25619835 | 0.25619835 | RECONCILES <= referencecumulativecoupondcf
0.00005000 | 0.00005000 | RECONCILES <= referencedirtydv01
0.00149985 | 0.00149985 | RECONCILES <= referencedirtypv
0.00002438 | 0.00002438 | RECONCILES <= referencedv01
-26.01401936 | -26.01401936 | RECONCILES <= referenceparbasisspread
0.00073126 | 0.00073126 | RECONCILES <= referencepv
2458166.00000000 | 2458166.00000000 | RECONCILES <= resetdate
0.00001290 | 0.00001290 | RECONCILES <= resetrate
0.00039860 | 0.00039860 | RECONCILES <= swaprate
0.00063410 | 0.00063410 | RECONCILES <= upfront
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:50:01 EST 2020
| Setup Time => Mon Jan 27 00:50:01 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
--------------------------------------------------------------------------------------------------------
AUD => [SPOT LAG: 1] [FIXED: AUD | Act/365 | AUD | 1Y | 1Y | 2] [FLOAT: AUD-AONIA-ON | ON]
CAD => [SPOT LAG: 0] [FIXED: CAD | Act/365 | CAD | 1Y | 1Y | 2] [FLOAT: CAD-CORRA-ON | ON]
GBP => [SPOT LAG: 1] [FIXED: GBP | Act/365 | GBP | 1Y | 1Y | 2] [FLOAT: GBP-SONIA-ON | ON]
EUR => [SPOT LAG: 2] [FIXED: EUR | Act/360 | EUR | 1Y | 1Y | 2] [FLOAT: EUR-EONIA-ON | ON]
INR => [SPOT LAG: 1] [FIXED: INR | Act/365 | INR | 1Y | 1Y | 2] [FLOAT: INR-MIBOR-ON | ON]
JPY => [SPOT LAG: 2] [FIXED: JPY | Act/365 | JPY | 1Y | 1Y | 2] [FLOAT: JPY-TONAR-ON | ON]
SGD => [SPOT LAG: 2] [FIXED: SGD | Act/365 | SGD | 1Y | 1Y | 2] [FLOAT: SGD-SONAR-ON | ON]
USD => [SPOT LAG: 2] [FIXED: USD | Act/360 | USD | 1Y | 1Y | 2] [FLOAT: USD-FedFund-ON | ON]
--------------------------------------------------------------------------------------------------------
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:50:01 EST 2020
| Setup Time => Mon Jan 27 00:50:01 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
----------------------------------------------------------------
--------- DISCOUNT CURVE WITH OVERNIGHT INDEX ------------------
----------------------------------------------------------------
----------------------------------------------------------------
DEPOSIT INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[27-JAN-2020 => 28-JAN-2020] = 0.000400 | 0.000400
[27-JAN-2020 => 29-JAN-2020] = 0.000400 | 0.000400
[27-JAN-2020 => 30-JAN-2020] = 0.000400 | 0.000400
----------------------------------------------------------------
OIS SHORT END INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[28-JAN-2020 => 04-FEB-2020] = 0.000700 | 0.000700 | 0.000700
[28-JAN-2020 => 11-FEB-2020] = 0.000690 | 0.000690 | 0.000690
[28-JAN-2020 => 18-FEB-2020] = 0.000780 | 0.000780 | 0.000780
[28-JAN-2020 => 28-FEB-2020] = 0.000740 | 0.000740 | 0.000740
----------------------------------------------------------------
OIS FUTURE INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[28-FEB-2020 => 28-MAR-2020] = 0.000460 | 0.000460 | 0.000460
[30-MAR-2020 => 30-APR-2020] = 0.000160 | 0.000160 | 0.000160
[28-APR-2020 => 28-MAY-2020] = -0.000070 | -0.000070 | -0.000070
[28-MAY-2020 => 28-JUN-2020] = -0.000130 | -0.000130 | -0.000130
[29-JUN-2020 => 29-JUL-2020] = -0.000140 | -0.000140 | -0.000140
----------------------------------------------------------------
OIS LONG END INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[28-JAN-2020 => 28-APR-2021] = 0.000020 | 0.000020 | 0.000020
[28-JAN-2020 => 28-JUL-2021] = 0.000080 | 0.000080 | 0.000080
[28-JAN-2020 => 28-OCT-2021] = 0.000210 | 0.000210 | 0.000210
[28-JAN-2020 => 28-JAN-2022] = 0.000360 | 0.000360 | 0.000360
[28-JAN-2020 => 28-JAN-2023] = 0.001270 | 0.001270 | 0.001270
[28-JAN-2020 => 28-JAN-2024] = 0.002740 | 0.002740 | 0.002740
[28-JAN-2020 => 28-JAN-2025] = 0.004560 | 0.004560 | 0.004560
[28-JAN-2020 => 28-JAN-2026] = 0.006470 | 0.006470 | 0.006470
[28-JAN-2020 => 28-JAN-2027] = 0.008270 | 0.008270 | 0.008270
[28-JAN-2020 => 28-JAN-2028] = 0.009960 | 0.009960 | 0.009960
[28-JAN-2020 => 28-JAN-2029] = 0.011470 | 0.011470 | 0.011470
[28-JAN-2020 => 28-JAN-2030] = 0.012800 | 0.012800 | 0.012800
[28-JAN-2020 => 28-JAN-2031] = 0.014040 | 0.014040 | 0.014040
[28-JAN-2020 => 28-JAN-2032] = 0.015160 | 0.015160 | 0.015160
[28-JAN-2020 => 28-JAN-2035] = 0.017640 | 0.017640 | 0.017640
[28-JAN-2020 => 28-JAN-2040] = 0.019390 | 0.019390 | 0.019390
[28-JAN-2020 => 28-JAN-2045] = 0.020030 | 0.020030 | 0.020030
[28-JAN-2020 => 28-JAN-2050] = 0.020380 | 0.020380 | 0.020380
----------------------------------------------------------------
[AUD] = -0.0014% (-0.0014%) || 0.1270% ( 0.1270%) || 0.4560% ( 0.4560%) || 0.8270% ( 0.8270%) || 1.2800% ( 1.2800%) ||
--------------------------------------------------------------------------------------------------------------------------
JURISDICTION 1Y || 3Y || 5Y || 7Y || 10Y ||
--------------------------------------------------------------------------------------------------------------------------
[AUD] = -0.0014% (-0.0014%) || 0.1270% ( 0.1270%) || 0.4560% ( 0.4560%) || 0.8270% ( 0.8270%) || 1.2800% ( 1.2800%) ||
[CAD] = -0.0014% (-0.0014%) || 0.1270% ( 0.1270%) || 0.4560% ( 0.4560%) || 0.8270% ( 0.8270%) || 1.2800% ( 1.2800%) ||
[EUR] = -0.0014% (-0.0014%) || 0.1270% ( 0.1270%) || 0.4560% ( 0.4560%) || 0.8270% ( 0.8270%) || 1.2800% ( 1.2800%) ||
[GBP] = -0.0014% (-0.0014%) || 0.1270% ( 0.1270%) || 0.4560% ( 0.4560%) || 0.8270% ( 0.8270%) || 1.2800% ( 1.2800%) ||
[INR] = -0.0014% (-0.0014%) || 0.1270% ( 0.1270%) || 0.4560% ( 0.4560%) || 0.8270% ( 0.8270%) || 1.2800% ( 1.2800%) ||
[JPY] = -0.0014% (-0.0014%) || 0.1270% ( 0.1270%) || 0.4560% ( 0.4560%) || 0.8270% ( 0.8270%) || 1.2800% ( 1.2800%) ||
[SGD] = -0.0014% (-0.0014%) || 0.1270% ( 0.1270%) || 0.4560% ( 0.4560%) || 0.8270% ( 0.8270%) || 1.2800% ( 1.2800%) ||
[USD] = -0.0014% (-0.0014%) || 0.1270% ( 0.1270%) || 0.4560% ( 0.4560%) || 0.8270% ( 0.8270%) || 1.2800% ( 1.2800%) ||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:50:28 EST 2020
| Setup Time => Mon Jan 27 00:50:28 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
-------------------------------------------------------------------------------------
Input Order (LHS) L->R:
OIS Volatility, Funding Volatility, OIS/Funding Correlation
Output Order (RHS) L->R:
Unadjusted Fair Premium, Compounding Adjustment Factor (% - Relative), Convexity Adjustment Factor (% - Relative)
-------------------------------------------------------------------------------------
[ 10%, 10%,-30%] = 0.3000% | -0.03% | -0.03%
[ 10%, 10%, 00%] = 0.3000% | 0.00% | 0.00%
[ 10%, 10%, 30%] = 0.3000% | 0.03% | 0.03%
[ 10%, 30%,-30%] = 0.3000% | -0.10% | -0.10%
[ 10%, 30%, 00%] = 0.3000% | 0.00% | 0.00%
[ 10%, 30%, 30%] = 0.3000% | 0.10% | 0.10%
[ 10%, 50%,-30%] = 0.3000% | -0.16% | -0.16%
[ 10%, 50%, 00%] = 0.3000% | 0.00% | 0.00%
[ 10%, 50%, 30%] = 0.3000% | 0.16% | 0.16%
[ 30%, 10%,-30%] = 0.3000% | -0.10% | -0.10%
[ 30%, 10%, 00%] = 0.3000% | 0.00% | 0.00%
[ 30%, 10%, 30%] = 0.3000% | 0.10% | 0.10%
[ 30%, 30%,-30%] = 0.3000% | -0.29% | -0.29%
[ 30%, 30%, 00%] = 0.3000% | 0.00% | 0.00%
[ 30%, 30%, 30%] = 0.3000% | 0.29% | 0.29%
[ 30%, 50%,-30%] = 0.3000% | -0.49% | -0.49%
[ 30%, 50%, 00%] = 0.3000% | 0.00% | 0.00%
[ 30%, 50%, 30%] = 0.3000% | 0.49% | 0.49%
[ 50%, 10%,-30%] = 0.3000% | -0.16% | -0.16%
[ 50%, 10%, 00%] = 0.3000% | 0.00% | 0.00%
[ 50%, 10%, 30%] = 0.3000% | 0.16% | 0.16%
[ 50%, 30%,-30%] = 0.3000% | -0.49% | -0.49%
[ 50%, 30%, 00%] = 0.3000% | 0.00% | 0.00%
[ 50%, 30%, 30%] = 0.3000% | 0.49% | 0.49%
[ 50%, 50%,-30%] = 0.3000% | -0.81% | -0.81%
[ 50%, 50%, 00%] = 0.3000% | 0.00% | 0.00%
[ 50%, 50%, 30%] = 0.3000% | 0.82% | 0.82%
-------------------------------------------------------------------------------------
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:50:30 EST 2020
| Setup Time => Mon Jan 27 00:50:30 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
---------------
---------------
[CHF] => Act/360 | GEOMETRIC | TN | -1 | CHF-TOIS
[EUR] => Act/360 | GEOMETRIC | ON | 0 | EUR-EONIA
[GBP] => Act/365 | GEOMETRIC | ON | 0 | GBP-SONIA
[JPY] => Act/365 | GEOMETRIC | ON | 1 | JPY-TONAR
[USD] => Act/360 | ARITHMETIC | ON | 1 | USD-Fed Fund
---------------
---------------
[AUD] => Act/365 | GEOMETRIC | ON | 0 | AUD-RBA ON AONIA
[BRL] => Bus/252 | GEOMETRIC | ON | 1 | BRL-CETIP
[CAD] => Act/365 | GEOMETRIC | ON | 1 | CAD-CORRA
[CZK] => Act/360 | GEOMETRIC | ON | 0 | CZK-CZEONIA
[DKK] => Act/360 | GEOMETRIC | TN | -1 | DKK-DNB TN
[HKD] => Act/365 | GEOMETRIC | ON | 0 | HKD-HONIX
[HUF] => Act/360 | GEOMETRIC | ON | 0 | HUF-HUFONIA
[INR] => Act/365 | GEOMETRIC | ON | 0 | INR-ON MIBOR
[NZD] => Act/365 | GEOMETRIC | ON | 0 | NZD-NZIONA
[PLN] => Act/365 | GEOMETRIC | ON | 0 | PLN-POLONIA
[SEK] => Act/360 | GEOMETRIC | ON | -1 | SEK-SIOR TN STIBOR
[SGD] => Act/365 | GEOMETRIC | ON | 0 | SGD-SONAR
[ZAR] => Act/365 | GEOMETRIC | ON | 0 | ZAR-SAFEX ON Dep Rate
[INR] => Act/365 | GEOMETRIC | TN | 0 | INR-MITOR
[ZAR] => Act/365 | GEOMETRIC | ON | 0 | ZAR-SAONIA