Standard output
|-----------------------------------------------------------------|
| 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 01:16:50 EST 2020
| Setup Time => Mon Jan 27 01:16:50 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
accrued => 0.0
calctime => 7.038000000000001E-4
calibfloatingpv => 2.507681029803033E-4
calibswaprate => 0.004300000000002378
cleanfixeddv01 => 5.831816348375921E-6
cleanfloatingdv01 => -5.832685741550989E-6
cleanfloatingpv => -2.50768102980233E-4
cleanprice => 99.99999999999999
cleanpv => -9.047667129391535E-17
cumulativeconvexityadjustmentpremium => 0.0
cumulativecouponamount => 0.0
cumulativecoupondcf => 0.0
derivedaccrued => 0.0
derivedaccrued01 => 0.0
derivedcleandv01 => -5.832685741550989E-6
derivedcleanpv => -2.50768102980233E-4
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deriveddirtydv01 => -5.832685741550989E-6
deriveddirtypv => -2.50768102980233E-4
deriveddv01 => -5.832685741550989E-6
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derivedparbasisspread => -1.5512008584548976E-11
derivedpv => -2.50768102980233E-4
derivedresetdate => -2.147483648E9
derivedresetrate => NaN
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dirtyfloatingdv01 => -5.832685741550989E-6
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dirtyprice => 99.99999999999999
dirtypv => -9.047667129391535E-17
fairpremium => 0.0043000000000011735
fixedaccrued => 0.0
fixedaccrued01 => 0.0
fixeddv01 => 5.831816348375921E-6
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@accrualcoupon => NaN
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@cleanpv => 2.5076810298014254E-4
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@compoundingadjustedcleanpv => 2.5076810298014254E-4
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@compoundingadjusteddirtypv => 2.5076810298014254E-4
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@creditforwardconvexityadjustedcleanpv => 2.5076810298014254E-4
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@creditforwardconvexityadjusteddirtydv01 => 5.831816348375921E-6
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@creditforwardconvexityadjusteddirtyprice => 100.02507681029802
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@creditforwardconvexityadjusteddirtypv => 2.5076810298014254E-4
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@creditforwardconvexityadjustedpv => 2.5076810298014254E-4
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@creditfundingconvexityadjusteddirtypv => 2.5076810298014254E-4
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@creditfundingconvexityadjusteddv01 => 5.831816348375921E-6
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@creditfxconvexityadjustedcleanpv => 2.5076810298014254E-4
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@creditfxconvexityadjusteddirtyprice => 100.02507681029802
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@creditfxconvexityadjusteddirtypv => 2.5076810298014254E-4
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@creditfxconvexityadjustedpv => 2.5076810298014254E-4
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@creditfxconvexityadjustedrate => 0.004299999999999622
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@creditfxconvexityadjustedupfront => 2.5076810298014254E-4
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@creditfxconvexityadjustmentfactor => 1.0
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@cumulativeconvexityadjustedcleanpv => 2.5076810298014254E-4
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@cumulativeconvexityadjusteddirtypv => 2.5076810298014254E-4
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@cumulativeconvexityadjustedparrate => 0.004299999999999622
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@cumulativeconvexityadjustedupfront => 2.5076810298014254E-4
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@dirtyprice => 100.02507681029802
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@dirtypv => 2.5076810298014254E-4
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfundingconvexityadjustedcleanprice => 100.02507681029802
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfundingconvexityadjustedcleanpv => 2.5076810298014254E-4
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfundingconvexityadjusteddirtydv01 => 5.831816348375921E-6
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfundingconvexityadjusteddirtyprice => 100.02507681029802
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfundingconvexityadjusteddirtypv => 2.5076810298014254E-4
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfundingconvexityadjusteddv01 => 5.831816348375921E-6
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfundingconvexityadjustedfairpremium => 0.004299999999999622
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfundingconvexityadjustedparrate => 0.004299999999999622
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfundingconvexityadjustedprice => 100.02507681029802
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfundingconvexityadjustedpv => 2.5076810298014254E-4
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfundingconvexityadjustedrate => 0.004299999999999622
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfundingconvexityadjustedupfront => 2.5076810298014254E-4
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfxconvexityadjustedcleanpv => 2.5076810298014254E-4
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfxconvexityadjusteddirtydv01 => 5.831816348375921E-6
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfxconvexityadjusteddirtyprice => 100.02507681029802
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfxconvexityadjusteddirtypv => 2.5076810298014254E-4
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfxconvexityadjusteddv01 => 5.831816348375921E-6
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfxconvexityadjustedprice => 100.02507681029802
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfxconvexityadjustedpv => 2.5076810298014254E-4
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfxconvexityadjustedrate => 0.004299999999999622
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@forwardfxconvexityadjustedupfront => 2.5076810298014254E-4
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@fundingfxconvexityadjustedcleandv01 => 5.831816348375921E-6
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@fundingfxconvexityadjustedcleanpv => 2.5076810298014254E-4
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@fundingfxconvexityadjusteddirtypv => 2.5076810298014254E-4
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@fundingfxconvexityadjusteddv01 => 5.831816348375921E-6
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fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@fundingfxconvexityadjustedrate => 0.004299999999999622
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@fundingfxconvexityadjustedupfront => 2.5076810298014254E-4
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@fundingfxconvexityadjustmentfactor => 1.0
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@fundingfxconvexityadjustmentpremium => 0.0
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@fundingfxconvexityadjustmentpremiumupfront => 0.0
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@parrate => 0.004299999999999622
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@price => 100.02507681029802
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@pv => 2.5076810298014254E-4
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@rate => 0.004299999999999622
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@resetdate => -2.147483648E9
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@resetrate => NaN
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@totalcoupon => 0.004299999999999622
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@unadjustedcleandv01 => 5.831816348375921E-6
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@unadjustedcleanprice => 100.02507681029802
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@unadjustedcleanpv => 2.5076810298014254E-4
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@unadjusteddirtydv01 => 5.831816348375921E-6
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@unadjusteddirtyprice => 100.02507681029802
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@unadjusteddirtypv => 2.5076810298014254E-4
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@unadjustedfairpremium => 0.004299999999999622
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@unadjustedparrate => 0.004299999999999622
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@unadjustedprice => 100.02507681029802
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@unadjustedpv => 2.5076810298014254E-4
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@unadjustedrate => 0.004299999999999622
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@unadjustedupfront => 2.5076810298014254E-4
fixedstream::usd/usd::12::{29-jan-2020->19-feb-2020}@upfront => 2.5076810298014254E-4
fixing01 => 0.0
floataccrued => 0.0
floataccrued01 => 0.0
floatdv01 => -5.832685741550989E-6
floatstream::usd::usd-fedfund-on::{29-jan-2020->19-feb-2020}@accrualcoupon => NaN
floatstream::usd::usd-fedfund-on::{29-jan-2020->19-feb-2020}@accrued => 0.0
floatstream::usd::usd-fedfund-on::{29-jan-2020->19-feb-2020}@accrued01 => 0.0
floatstream::usd::usd-fedfund-on::{29-jan-2020->19-feb-2020}@calctime => 4.305E-4
floatstream::usd::usd-fedfund-on::{29-jan-2020->19-feb-2020}@cleandv01 => -5.832685741550989E-6
floatstream::usd::usd-fedfund-on::{29-jan-2020->19-feb-2020}@cleanprice => 100.02507681029802
floatstream::usd::usd-fedfund-on::{29-jan-2020->19-feb-2020}@cleanpv => -2.50768102980233E-4
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