|-----------------------------------------------------------------|
| 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 01:17:44 EST 2020
| Setup Time => Mon Jan 27 01:17:44 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
|---------------- JSON REQUEST -----------------|
{"Parameters":{"ProjectionExcessReturnsCovariance":[[7.5E-4,-5.3E-4,-3.3E-4],[-5.3E-4,0.00195,0.0011],[-3.3E-4,0.0011,0.00217]],"AssetEquilibriumWeight":[0.2535,0.1343,0.1265,0.1375,0.0733,0.2749],"Delta":2.6,"AssetSet":["ASSET 1","ASSET 2","ASSET 3","ASSET 4","ASSET 5","ASSET 6"],"Tau":1.0,"AssetSpaceViewProjection":[[0.0,0.0,-1.0,0.0,1.0,0.0],[0.0,1.0,0.0,0.0,-1.0,0.0],[-1.0,1.0,1.0,0.0,0.0,-1.0]],"ProjectionExpectedExcessReturns":[2.0E-4,3.0E-4,1.0E-4],"AssetExcessReturnsCovariance":[[0.00273,0.00208,0.00159,4.9E-4,0.00117,7.1E-4],[0.00208,0.00277,0.0013,4.6E-4,0.00111,5.6E-4],[0.00159,0.0013,0.00146,6.4E-4,0.00105,5.2E-4],[4.9E-4,4.6E-4,6.4E-4,6.1E-4,6.6E-4,3.7E-4],[0.00117,0.00111,0.00105,6.6E-4,0.00139,6.6E-4],[7.1E-4,5.6E-4,5.2E-4,3.7E-4,6.6E-4,7.0E-4]],"RiskFreeRate":0.0},"API":"BLACKLITTERMAN::BAYESIANMETRICS"}
|---------------- JSON RESPONSE ----------------|
|-----------------------------------------------------------------|
| 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 01:17:44 EST 2020
| Setup Time => Mon Jan 27 01:17:44 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
{"PriorExpectedExcessReturn":[0.0039542074,0.0035419748,0.0027826708,0.0013023894000000003,0.0024766664000000003,0.0015929056000000001],"ScopingExpectedExcessReturns":[0.0039542074,0.0035419748,0.0027826708,0.0013023894000000003,0.0024766664000000003,0.0015929056000000001],"Delta":2.6,"PosteriorExpectedExcessReturn":[0.003754767961519179,0.003242238901220117,0.002612519478523445,0.0013069419983213332,0.0025591430386038955,0.0016603859556911975],"ScopingExcessReturnsCovariance":[[0.00273,0.00208,0.00159,4.9E-4,0.00117,7.1E-4],[0.00208,0.00277,0.0013,4.6E-4,0.00111,5.6E-4],[0.00159,0.0013,0.00146,6.4E-4,0.00105,5.2E-4],[4.9E-4,4.6E-4,6.4E-4,6.1E-4,6.6E-4,3.7E-4],[0.00117,0.00111,0.00105,6.6E-4,0.00139,6.6E-4],[7.1E-4,5.6E-4,5.2E-4,3.7E-4,6.6E-4,7.0E-4]],"Tau":1.0,"ViewScopingProjectionLoading":[[0.0,0.0,-1.0,0.0,1.0,0.0],[0.0,1.0,0.0,0.0,-1.0,0.0],[-1.0,1.0,1.0,0.0,0.0,-1.0]],"ProjectionExpectedExcessReturns":[2.0E-4,3.0E-4,1.0E-4],"JointExcessReturnsCovariance":[[0.002465246269404386,0.0017761461874425803,0.0015294393703199837,5.649529459917212E-4,0.0013199095028163508,7.241393555825859E-4],[0.001776146187442581,0.0019235608242410018,0.0011873892447101845,4.959248413336439E-4,0.00109158032684193,6.217295486151142E-4],[0.0015294393703199835,0.0011873892447101838,0.0012686902490072803,5.871012294954459E-4,0.00106289385006085,6.010583741062264E-4],[5.649529459917209E-4,4.959248413336433E-4,5.871012294954456E-4,5.588873170519883E-4,5.965346891281458E-4,3.985208735890489E-4],[0.0013199095028163508,0.0010915803268419292,0.0010628938500608501,5.965346891281461E-4,0.001232089396153166,6.714913157075008E-4],[7.241393555825859E-4,6.217295486151137E-4,6.010583741062264E-4,3.985208735890492E-4,6.714913157075008E-4,6.636630354316406E-4]],"PosteriorExcessReturnsCovariance":[[0.005195246269404386,0.00385614618744258,0.0031194393703199838,0.0010549529459917212,0.002489909502816351,0.001434139355582586],[0.003856146187442581,0.004693560824241001,0.0024873892447101844,9.55924841333644E-4,0.00220158032684193,0.0011817295486151141],[0.0031194393703199838,0.002487389244710184,0.0027286902490072803,0.001227101229495446,0.00211289385006085,0.0011210583741062263],[0.0010549529459917208,9.559248413336433E-4,0.0012271012294954456,0.0011688873170519884,0.0012565346891281457,7.685208735890489E-4],[0.002489909502816351,0.0022015803268419292,0.00211289385006085,0.0012565346891281462,0.002622089396153166,0.0013314913157075007],[0.001434139355582586,0.0011817295486151137,0.0011210583741062263,7.685208735890492E-4,0.0013314913157075007,0.0013636630354316405]],"RiskFreeRate":0.0,"ScopingSet":["ASSET 1","ASSET 2","ASSET 3","ASSET 4","ASSET 5","ASSET 6"]}
|-----------------------------------------------------------------|
| 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 01:17:44 EST 2020
| Setup Time => Mon Jan 27 01:17:44 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|---------------- JSON REQUEST -----------------|
{"Parameters":{"FixFloatQuote":[0.012484,0.014987,0.017036,0.018624,0.019868,0.020921,0.021788,0.02253,0.023145,0.023685,0.024153,0.024562,0.025389,0.026118,0.026368,0.026432,0.026339,0.026122],"FixFloatTenor":["01Y","02Y","03Y","04Y","05Y","06Y","07Y","08Y","09Y","10Y","11Y","12Y","15Y","20Y","25Y","30Y","40Y","50Y"],"CDSTenor":["06M","01Y","02Y","03Y","04Y","05Y","07Y","10Y"],"BondCleanPrice":0.38239,"FuturesQuote":[0.0107,0.01235,0.0136],"DepositTenor":["2D"],"BondEffectiveDate":"12-APR-2012","CDSQuote":[60.0,68.0,88.0,102.0,121.0,138.0,168.0,188.0],"BondMaturityDate":"12-APR-2027","BondFrequency":2,"BondName":" PDVSA 5.3750 12-APR-2027 ","DepositQuote":[0.0103456],"ReferenceEntity":"DRIP","Currency":"USD","SpotDate":"09-MAY-2017","BondCoupon":0.05375,"BondDayCount":"30\/360","BondValueNotional":1000000.0},"API":"BOND::CASHFLOWS"}
|---------------- JSON RESPONSE ----------------|
|-----------------------------------------------------------------|
| 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 01:17:44 EST 2020
| Setup Time => Mon Jan 27 01:17:44 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
{"BondName":" PDVSA 5.3750 12-APR-2027 ","CashFlow":[{"StartDate":"12-APR-2012","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-OCT-2012","CouponAmount":53750.0,"FixingDate":"12-OCT-2012","PayDiscountFactor":1.0,"SurvivalFactor":1.0,"EndDate":"12-OCT-2012","BaseNotional":1000000.0},{"StartDate":"12-OCT-2012","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-APR-2013","CouponAmount":53750.0,"FixingDate":"12-APR-2013","PayDiscountFactor":1.0,"SurvivalFactor":1.0,"EndDate":"12-APR-2013","BaseNotional":1000000.0},{"StartDate":"12-APR-2013","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-OCT-2013","CouponAmount":53750.0,"FixingDate":"12-OCT-2013","PayDiscountFactor":1.0,"SurvivalFactor":1.0,"EndDate":"12-OCT-2013","BaseNotional":1000000.0},{"StartDate":"12-OCT-2013","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-APR-2014","CouponAmount":53750.0,"FixingDate":"12-APR-2014","PayDiscountFactor":1.0,"SurvivalFactor":1.0,"EndDate":"12-APR-2014","BaseNotional":1000000.0},{"StartDate":"12-APR-2014","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-OCT-2014","CouponAmount":53750.0,"FixingDate":"12-OCT-2014","PayDiscountFactor":1.0,"SurvivalFactor":1.0,"EndDate":"12-OCT-2014","BaseNotional":1000000.0},{"StartDate":"12-OCT-2014","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-APR-2015","CouponAmount":53750.0,"FixingDate":"12-APR-2015","PayDiscountFactor":1.0,"SurvivalFactor":1.0,"EndDate":"12-APR-2015","BaseNotional":1000000.0},{"StartDate":"12-APR-2015","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-OCT-2015","CouponAmount":53750.0,"FixingDate":"12-OCT-2015","PayDiscountFactor":1.0,"SurvivalFactor":1.0,"EndDate":"12-OCT-2015","BaseNotional":1000000.0},{"StartDate":"12-OCT-2015","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-APR-2016","CouponAmount":53750.0,"FixingDate":"12-APR-2016","PayDiscountFactor":1.0,"SurvivalFactor":1.0,"EndDate":"12-APR-2016","BaseNotional":1000000.0},{"StartDate":"12-APR-2016","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-OCT-2016","CouponAmount":53750.0,"FixingDate":"12-OCT-2016","PayDiscountFactor":1.0,"SurvivalFactor":1.0,"EndDate":"12-OCT-2016","BaseNotional":1000000.0},{"StartDate":"12-OCT-2016","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-APR-2017","CouponAmount":53750.0,"FixingDate":"12-APR-2017","PayDiscountFactor":1.0,"SurvivalFactor":1.0,"EndDate":"12-APR-2017","BaseNotional":1000000.0},{"StartDate":"12-APR-2017","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-OCT-2017","CouponAmount":53750.0,"FixingDate":"12-OCT-2017","PayDiscountFactor":0.9953645091612788,"SurvivalFactor":0.9957538406698502,"EndDate":"12-OCT-2017","BaseNotional":1000000.0},{"StartDate":"12-OCT-2017","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-APR-2018","CouponAmount":53750.0,"FixingDate":"12-APR-2018","PayDiscountFactor":0.9887045961237015,"SurvivalFactor":0.9898828383188467,"EndDate":"12-APR-2018","BaseNotional":1000000.0},{"StartDate":"12-APR-2018","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-OCT-2018","CouponAmount":53750.0,"FixingDate":"12-OCT-2018","PayDiscountFactor":0.9809250900539132,"SurvivalFactor":0.9817632311547906,"EndDate":"12-OCT-2018","BaseNotional":1000000.0},{"StartDate":"12-OCT-2018","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-APR-2019","CouponAmount":53750.0,"FixingDate":"12-APR-2019","PayDiscountFactor":0.9719834990129254,"SurvivalFactor":0.9727535712119703,"EndDate":"12-APR-2019","BaseNotional":1000000.0},{"StartDate":"12-APR-2019","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-OCT-2019","CouponAmount":53750.0,"FixingDate":"12-OCT-2019","PayDiscountFactor":0.9622145888007354,"SurvivalFactor":0.9626776648215272,"EndDate":"12-OCT-2019","BaseNotional":1000000.0},{"StartDate":"12-OCT-2019","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-APR-2020","CouponAmount":53750.0,"FixingDate":"12-APR-2020","PayDiscountFactor":0.9518621856051172,"SurvivalFactor":0.9520477731746122,"EndDate":"12-APR-2020","BaseNotional":1000000.0},{"StartDate":"12-APR-2020","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-OCT-2020","CouponAmount":53750.0,"FixingDate":"12-OCT-2020","PayDiscountFactor":0.9410342892743359,"SurvivalFactor":0.9389612701414571,"EndDate":"12-OCT-2020","BaseNotional":1000000.0},{"StartDate":"12-OCT-2020","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-APR-2021","CouponAmount":53750.0,"FixingDate":"12-APR-2021","PayDiscountFactor":0.9299354586656547,"SurvivalFactor":0.9245997970233183,"EndDate":"12-APR-2021","BaseNotional":1000000.0},{"StartDate":"12-APR-2021","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-OCT-2021","CouponAmount":53750.0,"FixingDate":"12-OCT-2021","PayDiscountFactor":0.918580160916608,"SurvivalFactor":0.908882988164134,"EndDate":"12-OCT-2021","BaseNotional":1000000.0},{"StartDate":"12-OCT-2021","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-APR-2022","CouponAmount":53750.0,"FixingDate":"12-APR-2022","PayDiscountFactor":0.9071009493169423,"SurvivalFactor":0.8926317947746235,"EndDate":"12-APR-2022","BaseNotional":1000000.0},{"StartDate":"12-APR-2022","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-OCT-2022","CouponAmount":53750.0,"FixingDate":"12-OCT-2022","PayDiscountFactor":0.8953480821787576,"SurvivalFactor":0.8745672744826022,"EndDate":"12-OCT-2022","BaseNotional":1000000.0},{"StartDate":"12-OCT-2022","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-APR-2023","CouponAmount":53750.0,"FixingDate":"12-APR-2023","PayDiscountFactor":0.8835465127879156,"SurvivalFactor":0.8557765537625138,"EndDate":"12-APR-2023","BaseNotional":1000000.0},{"StartDate":"12-APR-2023","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-OCT-2023","CouponAmount":53750.0,"FixingDate":"12-OCT-2023","PayDiscountFactor":0.871690137490146,"SurvivalFactor":0.8372896372251262,"EndDate":"12-OCT-2023","BaseNotional":1000000.0},{"StartDate":"12-OCT-2023","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-APR-2024","CouponAmount":53750.0,"FixingDate":"12-APR-2024","PayDiscountFactor":0.8598273919940219,"SurvivalFactor":0.8192020843785967,"EndDate":"12-APR-2024","BaseNotional":1000000.0},{"StartDate":"12-APR-2024","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-OCT-2024","CouponAmount":53750.0,"FixingDate":"12-OCT-2024","PayDiscountFactor":0.8479051014568119,"SurvivalFactor":0.8018386350291162,"EndDate":"12-OCT-2024","BaseNotional":1000000.0},{"StartDate":"12-OCT-2024","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-APR-2025","CouponAmount":53750.0,"FixingDate":"12-APR-2025","PayDiscountFactor":0.8360584637033237,"SurvivalFactor":0.7851316063214966,"EndDate":"12-APR-2025","BaseNotional":1000000.0},{"StartDate":"12-APR-2025","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-OCT-2025","CouponAmount":53750.0,"FixingDate":"12-OCT-2025","PayDiscountFactor":0.8242573844336752,"SurvivalFactor":0.7686837475094151,"EndDate":"12-OCT-2025","BaseNotional":1000000.0},{"StartDate":"12-OCT-2025","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-APR-2026","CouponAmount":53750.0,"FixingDate":"12-APR-2026","PayDiscountFactor":0.8126085984078911,"SurvivalFactor":0.7526675306851234,"EndDate":"12-APR-2026","BaseNotional":1000000.0},{"StartDate":"12-APR-2026","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-OCT-2026","CouponAmount":53750.0,"FixingDate":"12-OCT-2026","PayDiscountFactor":0.8009277576696916,"SurvivalFactor":0.7368997674496722,"EndDate":"12-OCT-2026","BaseNotional":1000000.0},{"StartDate":"12-OCT-2026","CouponRate":0.05375,"CouponDCF":0.5,"PayDate":"12-APR-2027","CouponAmount":53750.0,"FixingDate":"12-APR-2027","PayDiscountFactor":0.7893812410228065,"SurvivalFactor":0.7215457984195157,"EndDate":"12-APR-2027","BaseNotional":1000000.0}]}
|-----------------------------------------------------------------|
| 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 01:17:45 EST 2020
| Setup Time => Mon Jan 27 01:17:45 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
|---------------- JSON REQUEST -----------------|
{"Parameters":{"FixFloatQuote":[0.012484,0.014987,0.017036,0.018624,0.019868,0.020921,0.021788,0.02253,0.023145,0.023685,0.024153,0.024562,0.025389,0.026118,0.026368,0.026432,0.026339,0.026122],"FixFloatTenor":["01Y","02Y","03Y","04Y","05Y","06Y","07Y","08Y","09Y","10Y","11Y","12Y","15Y","20Y","25Y","30Y","40Y","50Y"],"TreasuryTenor":["1Y","2Y","3Y","5Y","7Y","10Y","20Y","30Y"],"BondCleanPrice":0.38239,"FuturesQuote":[0.0107,0.01235,0.0136],"TreasuryCode":"UST","DepositTenor":["2D"],"TreasuryYield":[0.0083,0.0122,0.0149,0.0193,0.0227,0.0248,0.028,0.0308],"BondEffectiveDate":"12-APR-2012","BondMaturityDate":"12-APR-2027","BondFrequency":2,"BondName":" PDVSA 5.3750 12-APR-2027 ","DepositQuote":[0.0103456],"Currency":"USD","SpotDate":"09-MAY-2017","BondCoupon":0.05375,"BondDayCount":"30\/360"},"API":"BOND::CURVEMETRICS"}
|---------------- JSON RESPONSE ----------------|
|-----------------------------------------------------------------|
| 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 01:17:45 EST 2020
| Setup Time => Mon Jan 27 01:17:45 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
{"BondGSpread":0.173605690867094,"BondName":" PDVSA 5.3750 12-APR-2027 ","BondASW":0.0988432208202698,"BondZSpread":0.17585338390321964,"BondFirstCouponDate":"12-OCT-2012","BondCleanPrice":0.38239,"BondTreasurySpread":0.173605690867094,"BondEffectiveDate":"12-APR-2012","BondISpread":0.17471033902182495,"BondTreasuryBenchmark":"10YON","BondMaturityDate":"12-APR-2027","BondOAS":0.17360568987750127}
|-----------------------------------------------------------------|
| 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 01:17:45 EST 2020
| Setup Time => Mon Jan 27 01:17:45 EST 2020
| Finish Time => Mon Jan 27 01:17:45 EST 2020
| Setup Duration => 0 ms
| Run Duration => 126 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 01:17:45 EST 2020
| Setup Time => Mon Jan 27 01:17:45 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
|---------------- JSON REQUEST -----------------|
{"Parameters":{"FixFloatQuote":[0.012484,0.014987,0.017036,0.018624,0.019868,0.020921,0.021788,0.02253,0.023145,0.023685,0.024153,0.024562,0.025389,0.026118,0.026368,0.026432,0.026339,0.026122],"FixFloatTenor":["01Y","02Y","03Y","04Y","05Y","06Y","07Y","08Y","09Y","10Y","11Y","12Y","15Y","20Y","25Y","30Y","40Y","50Y"],"BondCleanPrice":0.38239,"FuturesQuote":[0.0107,0.01235,0.0136],"DepositTenor":["2D"],"BondEffectiveDate":"12-APR-2012","BondMaturityDate":"12-APR-2027","BondFrequency":2,"BondName":" PDVSA 5.3750 12-APR-2027 ","DepositQuote":[0.0103456],"Currency":"USD","SpotDate":"09-MAY-2017","BondCoupon":0.05375,"BondDayCount":"30\/360"},"API":"BOND::SECULARMETRICS"}
|---------------- JSON RESPONSE ----------------|
|-----------------------------------------------------------------|
| 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 01:17:45 EST 2020
| Setup Time => Mon Jan 27 01:17:45 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
{"BondDV01":2.1643777775604,"BondFirstCouponDate":"12-OCT-2012","BondCleanPrice":0.38239,"BondEffectiveDate":"12-APR-2012","BondMaturityDate":"12-APR-2027","BondModifiedDuration":5.601049840894071,"BondYield01":2.1643777775604,"BondName":" PDVSA 5.3750 12-APR-2027 ","BondBasis":1750.4048209565385,"BondDirtyPrice":0.38642125,"BondAccrued":0.0040312499999999975,"BondYield":0.19835391004517616,"BondConvexity":0.45825922761340754,"BondMacaulayDuration":6.159062666705718}
|-----------------------------------------------------------------|
| 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 01:17:45 EST 2020
| Setup Time => Mon Jan 27 01:17:45 EST 2020
| Finish Time => Mon Jan 27 01:17:45 EST 2020
| Setup Duration => 0 ms
| Run Duration => 80 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 01:17:45 EST 2020
| Setup Time => Mon Jan 27 01:17:45 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
|---------------- JSON REQUEST -----------------|
{"Parameters":{"TOK::UpperBound":0.4,"HYG::LowerBound":0.05,"LQD::UpperBound":0.6,"GSG::UpperBound":0.15,"BWX::LowerBound":0.03,"AssetSet":["TOK","EWJ","HYG","LQD","EMD","GSG","BWX"],"EWJ::UpperBound":0.4,"EMD::LowerBound":0.05,"BWX::UpperBound":0.5,"HYG::UpperBound":0.3,"TOK::LowerBound":0.05,"AssetExpectedReturns":[0.008355,0.007207,0.006279,0.002466,0.004472,0.006821,0.00157],"AssetReturnsCovariance":[[0.002733,0.002083,0.001593,4.88E-4,0.001172,0.002312,7.1E-4],[0.002083,0.002768,0.001302,4.57E-4,0.001105,0.001647,5.63E-4],[0.001593,0.001302,0.001463,6.39E-4,0.00105,0.00111,5.19E-4],[4.88E-4,4.57E-4,6.39E-4,6.08E-4,6.63E-4,4.2E-5,3.7E-4],[0.001172,0.001105,0.00105,6.63E-4,0.001389,8.25E-4,6.61E-4],[0.002312,0.001647,0.00111,4.2E-5,8.25E-4,0.005211,7.49E-4],[7.1E-4,5.63E-4,5.19E-4,3.7E-4,6.61E-4,7.49E-4,7.03E-4]],"EWJ::LowerBound":0.05,"EMD::UpperBound":0.35,"LQD::LowerBound":0.1,"GSG::LowerBound":0.05},"API":"PORTFOLIOALLOCATION::BUDGETCONSTRAINEDMEANVARIANCE"}
|---------------- JSON RESPONSE ----------------|
|-----------------------------------------------------------------|
| 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 01:17:45 EST 2020
| Setup Time => Mon Jan 27 01:17:45 EST 2020
| Setup Duration => 6 ms
|-----------------------------------------------------------------|
B 14.05 | 14.05 | 12.60 | 20.11 | 13.44 | 12.79 | 12.96 | 7186518.73 |
A 14.05 | 14.05 | 12.60 | 20.11 | 13.44 | 12.79 | 12.96 | 7186518.73 |
B 15.47 | 15.47 | 13.67 | 22.20 | 14.65 | 03.61 | 14.92 | 5250106.42 |
A 15.47 | 15.47 | 13.67 | 22.20 | 14.65 | 05.00 | 14.92 | 5250106.42 |
B 14.66 | 14.66 | 13.12 | 21.11 | 13.97 | 08.60 | 13.88 | 6330676.52 |
A 14.66 | 14.66 | 13.12 | 21.11 | 13.97 | 08.60 | 13.88 | 6330676.52 |
B 14.56 | 14.56 | 13.05 | 21.00 | 13.88 | 09.19 | 13.77 | 6525949.54 |
A 14.56 | 14.56 | 13.05 | 21.00 | 13.88 | 09.19 | 13.77 | 6525949.54 |
B 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 6531605.91 |
A 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 6531605.91 |
B 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 3265804.96 |
A 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 3265804.96 |
B 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 1632902.81 |
A 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 1632902.81 |
B 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 816451.45 |
A 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 816451.45 |
B 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 408225.67 |
A 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 408225.67 |
B 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 204112.78 |
A 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 204112.78 |
B 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 102056.34 |
A 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 102056.34 |
B 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 51028.12 |
A 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 51028.12 |
B 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 25514.01 |
A 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 25514.01 |
B 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 12756.96 |
A 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 12756.96 |
B 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 6378.43 |
A 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 6378.43 |
B 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 3189.17 |
A 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 3189.17 |
B 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 1594.54 |
A 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 1594.54 |
B 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 797.22 |
A 14.56 | 14.56 | 13.05 | 20.99 | 13.88 | 09.20 | 13.76 | 797.22 |
B 14.56 | 14.56 | 13.05 | 21.00 | 13.88 | 09.20 | 13.76 | 398.56 |
A 14.56 | 14.56 | 13.05 | 21.00 | 13.88 | 09.20 | 13.76 | 398.56 |
B 14.56 | 14.56 | 13.05 | 21.00 | 13.88 | 09.20 | 13.76 | 199.23 |
A 14.56 | 14.56 | 13.05 | 21.00 | 13.88 | 09.20 | 13.76 | 199.23 |
B 14.56 | 14.56 | 13.04 | 21.00 | 13.88 | 09.20 | 13.76 | 99.57 |
A 14.56 | 14.56 | 13.04 | 21.00 | 13.88 | 09.20 | 13.76 | 99.57 |
B 14.55 | 14.56 | 13.04 | 21.00 | 13.88 | 09.20 | 13.77 | 49.74 |
A 14.55 | 14.56 | 13.04 | 21.00 | 13.88 | 09.20 | 13.77 | 49.74 |
B 14.55 | 14.55 | 13.04 | 21.00 | 13.88 | 09.20 | 13.77 | 24.82 |
A 14.55 | 14.55 | 13.04 | 21.00 | 13.88 | 09.20 | 13.77 | 24.82 |
B 14.54 | 14.55 | 13.04 | 21.01 | 13.88 | 09.20 | 13.78 | 12.36 |
A 14.54 | 14.55 | 13.04 | 21.01 | 13.88 | 09.20 | 13.78 | 12.36 |
B 14.53 | 14.54 | 13.04 | 21.03 | 13.88 | 09.20 | 13.79 | 06.13 |
A 14.53 | 14.54 | 13.04 | 21.03 | 13.88 | 09.20 | 13.79 | 06.13 |
B 14.50 | 14.51 | 13.04 | 21.07 | 13.87 | 09.20 | 13.82 | 03.02 |
A 14.50 | 14.51 | 13.04 | 21.07 | 13.87 | 09.20 | 13.82 | 03.02 |
B 14.44 | 14.47 | 13.03 | 21.14 | 13.87 | 09.19 | 13.87 | 01.46 |
A 14.44 | 14.47 | 13.03 | 21.14 | 13.87 | 09.19 | 13.87 | 01.46 |
B 14.32 | 14.38 | 13.01 | 21.28 | 13.87 | 09.17 | 13.97 | 00.68 |
A 14.32 | 14.38 | 13.01 | 21.28 | 13.87 | 09.17 | 13.97 | 00.68 |
B 14.09 | 14.20 | 12.97 | 21.56 | 13.85 | 09.14 | 14.18 | 00.30 |
A 14.09 | 14.20 | 12.97 | 21.56 | 13.85 | 09.14 | 14.18 | 00.30 |
B 13.65 | 13.86 | 12.88 | 22.12 | 13.81 | 09.08 | 14.59 | 00.10 |
A 13.65 | 13.86 | 12.88 | 22.12 | 13.81 | 09.08 | 14.59 | 00.10 |
B 12.86 | 13.22 | 12.69 | 23.24 | 13.67 | 08.96 | 15.35 | 00.01 |
A 12.86 | 13.22 | 12.69 | 23.24 | 13.67 | 08.96 | 15.35 | 00.01 |
B 12.24 | 12.69 | 12.46 | 24.31 | 13.46 | 08.84 | 16.00 | 00.01 |
A 12.24 | 12.69 | 12.46 | 24.31 | 13.46 | 08.84 | 16.00 | 00.01 |
B 12.25 | 12.69 | 12.46 | 24.30 | 13.46 | 08.84 | 16.00 | 00.01 |
A 12.25 | 12.69 | 12.46 | 24.30 | 13.46 | 08.84 | 16.00 | 00.01 |
B 11.34 | 11.91 | 12.12 | 25.87 | 13.14 | 08.67 | 16.94 | -00.03 |
A 11.34 | 11.91 | 12.12 | 25.87 | 13.14 | 08.67 | 16.94 | -00.03 |
B 10.79 | 11.39 | 11.75 | 27.24 | 12.73 | 08.52 | 17.57 | -00.03 |
A 10.79 | 11.39 | 11.75 | 27.24 | 12.73 | 08.52 | 17.57 | -00.03 |
B 10.79 | 11.39 | 11.76 | 27.21 | 12.75 | 08.52 | 17.58 | -00.03 |
A 10.79 | 11.39 | 11.76 | 27.21 | 12.75 | 08.52 | 17.58 | -00.03 |
B 09.63 | 10.31 | 11.08 | 29.88 | 11.99 | 08.22 | 18.88 | -00.05 |
A 09.63 | 10.31 | 11.08 | 29.88 | 11.99 | 08.22 | 18.88 | -00.05 |
B 09.16 | 09.80 | 10.53 | 31.73 | 11.33 | 08.02 | 19.43 | -00.05 |
A 09.16 | 09.80 | 10.53 | 31.73 | 11.33 | 08.02 | 19.43 | -00.05 |
B 09.16 | 09.81 | 10.55 | 31.66 | 11.35 | 08.02 | 19.45 | -00.05 |
A 09.16 | 09.81 | 10.55 | 31.66 | 11.35 | 08.02 | 19.45 | -00.05 |
B 08.02 | 08.64 | 09.51 | 35.33 | 10.11 | 07.59 | 20.80 | -00.05 |
A 08.02 | 08.64 | 09.51 | 35.33 | 10.11 | 07.59 | 20.80 | -00.05 |
B 07.73 | 08.29 | 09.00 | 36.98 | 09.49 | 07.38 | 21.14 | -00.05 |
A 07.73 | 08.29 | 09.00 | 36.98 | 09.49 | 07.38 | 21.14 | -00.05 |
B 07.72 | 08.29 | 09.00 | 36.94 | 09.50 | 07.38 | 21.16 | -00.05 |
A 07.72 | 08.29 | 09.00 | 36.94 | 09.50 | 07.38 | 21.16 | -00.05 |
B 06.82 | 07.28 | 07.88 | 40.72 | 08.16 | 06.90 | 22.25 | -00.05 |
A 06.82 | 07.28 | 07.88 | 40.72 | 08.16 | 06.90 | 22.25 | -00.05 |
B 06.66 | 07.08 | 07.56 | 41.76 | 07.80 | 06.72 | 22.42 | -00.05 |
A 06.66 | 07.08 | 07.56 | 41.76 | 07.80 | 06.72 | 22.42 | -00.05 |
B 06.03 | 06.33 | 06.64 | 44.84 | 06.73 | 06.27 | 23.16 | -00.05 |
A 06.03 | 06.33 | 06.64 | 44.84 | 06.73 | 06.27 | 23.16 | -00.05 |
B 05.95 | 06.22 | 06.49 | 45.41 | 06.59 | 06.15 | 23.19 | -00.05 |
A 05.95 | 06.22 | 06.49 | 45.41 | 06.59 | 06.15 | 23.19 | -00.05 |
B 05.55 | 05.73 | 05.87 | 47.62 | 05.89 | 05.78 | 23.56 | -00.05 |
A 05.55 | 05.73 | 05.87 | 47.62 | 05.89 | 05.78 | 23.56 | -00.05 |
B 05.52 | 05.68 | 05.81 | 47.93 | 05.85 | 05.71 | 23.51 | -00.05 |
A 05.52 | 05.68 | 05.81 | 47.93 | 05.85 | 05.71 | 23.51 | -00.05 |
B 05.29 | 05.38 | 05.44 | 49.39 | 05.45 | 05.44 | 23.61 | -00.05 |
A 05.29 | 05.38 | 05.44 | 49.39 | 05.45 | 05.44 | 23.61 | -00.05 |
B 05.27 | 05.36 | 05.42 | 49.55 | 05.44 | 05.41 | 23.54 | -00.05 |
A 05.27 | 05.36 | 05.42 | 49.55 | 05.44 | 05.41 | 23.54 | -00.05 |
B 05.15 | 05.19 | 05.22 | 50.46 | 05.23 | 05.24 | 23.52 | -00.05 |
A 05.15 | 05.19 | 05.22 | 50.46 | 05.23 | 05.24 | 23.52 | -00.05 |
B 05.07 | 05.10 | 05.11 | 51.06 | 05.11 | 05.12 | 23.42 | -00.05 |
A 05.07 | 05.10 | 05.11 | 51.06 | 05.11 | 05.12 | 23.42 | -00.05 |
B 05.04 | 05.05 | 05.06 | 51.39 | 05.06 | 05.06 | 23.35 | -00.05 |
A 05.04 | 05.05 | 05.06 | 51.39 | 05.06 | 05.06 | 23.35 | -00.05 |
B 05.02 | 05.02 | 05.03 | 51.56 | 05.03 | 05.03 | 23.31 | -00.05 |
A 05.02 | 05.02 | 05.03 | 51.56 | 05.03 | 05.03 | 23.31 | -00.05 |
B 05.01 | 05.01 | 05.01 | 51.65 | 05.01 | 05.02 | 23.29 | -00.05 |
A 05.01 | 05.01 | 05.01 | 51.65 | 05.01 | 05.02 | 23.29 | -00.05 |
B 05.00 | 05.01 | 05.01 | 51.69 | 05.01 | 05.01 | 23.28 | -00.05 |
A 05.00 | 05.01 | 05.01 | 51.69 | 05.01 | 05.01 | 23.28 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.71 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.71 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.72 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.72 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
B 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
A 05.00 | 05.00 | 05.00 | 51.73 | 05.00 | 05.00 | 23.27 | -00.05 |
{"LQD::UpperBound":0.6,"GSG::UpperBound":0.15,"EWJ::UpperBound":0.4,"AssetExpectedReturns":[0.008355,0.007207,0.006279,0.002466,0.004472,0.006821,0.00157],"AssetReturnsCovariance":[[0.002733,0.002083,0.001593,4.88E-4,0.001172,0.002312,7.1E-4],[0.002083,0.002768,0.001302,4.57E-4,0.001105,0.001647,5.63E-4],[0.001593,0.001302,0.001463,6.39E-4,0.00105,0.00111,5.19E-4],[4.88E-4,4.57E-4,6.39E-4,6.08E-4,6.63E-4,4.2E-5,3.7E-4],[0.001172,0.001105,0.00105,6.63E-4,0.001389,8.25E-4,6.61E-4],[0.002312,0.001647,0.00111,4.2E-5,8.25E-4,0.005211,7.49E-4],[7.1E-4,5.63E-4,5.19E-4,3.7E-4,6.61E-4,7.49E-4,7.03E-4]],"BWX::WEIGHT":0.23266199649746852,"GSG::WEIGHT":0.05000000000007174,"PortfolioNotional":0.9999999999999999,"TOK::UpperBound":0.4,"HYG::LowerBound":0.05,"EWJ::WEIGHT":0.05000000000005693,"BWX::LowerBound":0.03,"AssetSet":["TOK","EWJ","HYG","LQD","EMD","GSG","BWX"],"EMD::LowerBound":0.05,"HYG::WEIGHT":0.050000000000064625,"BWX::UpperBound":0.5,"PortfolioExpectedReturn":0.0032977348511394793,"EMD::WEIGHT":0.05000000000006547,"HYG::UpperBound":0.3,"TOK::LowerBound":0.05,"PortfolioStandardDeviation":0.02424192347495333,"LQD::WEIGHT":0.5173380035022299,"EWJ::LowerBound":0.05,"EMD::UpperBound":0.35,"TOK::WEIGHT":0.05000000000004265,"LQD::LowerBound":0.1,"GSG::LowerBound":0.05}
|-----------------------------------------------------------------|
| 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 01:17:45 EST 2020
| Setup Time => Mon Jan 27 01:17:45 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|---------------- JSON REQUEST -----------------|
{"Parameters":{"FixFloatQuote":[0.0166,0.0206,0.0241,0.0269,0.0292,0.0311,0.0326,0.034,0.0351,0.0375,0.0393,0.0402,0.0407,0.0409,0.0409],"FixFloatTenor":["04Y","05Y","06Y","07Y","08Y","09Y","10Y","11Y","12Y","15Y","20Y","25Y","30Y","40Y","50Y"],"DepositQuote":[0.0017,0.0017,0.0018,0.002,0.0023],"ReferenceEntity":"DRIP","CDSTenor":["06M","01Y","02Y","03Y","04Y","05Y","07Y","10Y"],"Currency":"USD","FuturesQuote":[0.0027,0.0032,0.0041,0.0054,0.0077,0.0104,0.0134,0.016],"SpotDate":"27-JAN-2020","DepositTenor":["04D","07D","14D","30D","60D"],"CDSCoupon":0.01,"CDSQuote":[60.0,68.0,88.0,102.0,121.0,138.0,168.0,188.0],"CDSMaturity":"05Y"},"API":"CREDITDEFAULTSWAP::CURVEMETRICS"}
|---------------- JSON RESPONSE ----------------|
|-----------------------------------------------------------------|
| 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 01:17:45 EST 2020
| Setup Time => Mon Jan 27 01:17:45 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
{"dirtydv01":4.8297691402239367E-4,"dirtyprice":-69.12463391734569,"pv":-0.01691246339173457,"faircalctime":0.0030846000000000003,"cumulativecouponamount":0.0010555555555555557,"dirtycouponpv":4.829769140223937E-6,"fairfairpremium":137.9999999990328,"price":-79.56419435690619,"fairaccrualdays":38.0,"fairlossnorecpv":0.1086835913232899,"cleanpv":-0.01795641943569062,"fairdv01":4.8297691402239367E-4,"faircleandv01":4.725373535828332E-4,"fairdirtydv01":4.8297691402239367E-4,"accrualdays":38.0,"lossoninstantaneousdefault":0.6,"faircleanpv":-0.01795641943569062,"parspread":137.9999999990328,"CouponFlow":[{"StartDate":"20-DEC-2019","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"20-MAR-2020","PayDiscountFactor":0.9996937664314007,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"20-MAR-2020","SurvivalProbability":0.9985575376842583,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"20-MAR-2020","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"22-JUN-2020","PayDiscountFactor":0.9989834242927178,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"22-JUN-2020","SurvivalProbability":0.9960043240618749,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"22-JUN-2020","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"21-SEP-2020","PayDiscountFactor":0.9981617630895925,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"21-SEP-2020","SurvivalProbability":0.9935300128518065,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"21-SEP-2020","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"21-DEC-2020","PayDiscountFactor":0.9971115556143437,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"21-DEC-2020","SurvivalProbability":0.9902719177179594,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"21-DEC-2020","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"22-MAR-2021","PayDiscountFactor":0.9957186065383431,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"22-MAR-2021","SurvivalProbability":0.9869954084924305,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"22-MAR-2021","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"21-JUN-2021","PayDiscountFactor":0.9937383378290435,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"21-JUN-2021","SurvivalProbability":0.9824400108926112,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"21-JUN-2021","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"20-SEP-2021","PayDiscountFactor":0.9910900031979271,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"20-SEP-2021","SurvivalProbability":0.9779056383625276,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"20-SEP-2021","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"20-DEC-2021","PayDiscountFactor":0.9877020645445918,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"20-DEC-2021","SurvivalProbability":0.9733921938626685,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"20-DEC-2021","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"21-MAR-2022","PayDiscountFactor":0.9761487217085308,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"21-MAR-2022","SurvivalProbability":0.9688896914880961,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"21-MAR-2022","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"20-JUN-2022","PayDiscountFactor":0.9721874437862671,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"20-JUN-2022","SurvivalProbability":0.9635225058414174,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"20-JUN-2022","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"20-SEP-2022","PayDiscountFactor":0.967783412941942,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"20-SEP-2022","SurvivalProbability":0.9581265630380915,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"20-SEP-2022","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"20-DEC-2022","PayDiscountFactor":0.9629911664068647,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"20-DEC-2022","SurvivalProbability":0.9528189999769742,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"20-DEC-2022","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"20-MAR-2023","PayDiscountFactor":0.9577848447245512,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"20-MAR-2023","SurvivalProbability":0.9475986808713911,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"20-MAR-2023","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"20-JUN-2023","PayDiscountFactor":0.9519418053837481,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"20-JUN-2023","SurvivalProbability":0.9402359115153549,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"20-JUN-2023","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"20-SEP-2023","PayDiscountFactor":0.9455301359395386,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"20-SEP-2023","SurvivalProbability":0.9329303503147167,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"20-SEP-2023","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"20-DEC-2023","PayDiscountFactor":0.938587413058995,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"20-DEC-2023","SurvivalProbability":0.9257600404744483,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"20-DEC-2023","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"20-MAR-2024","PayDiscountFactor":0.931010984006857,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"20-MAR-2024","SurvivalProbability":0.9186448401535433,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"20-MAR-2024","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"20-JUN-2024","PayDiscountFactor":0.9227554773199634,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"20-JUN-2024","SurvivalProbability":0.9102506505606822,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"20-JUN-2024","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"20-SEP-2024","PayDiscountFactor":0.9140226694517084,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"20-SEP-2024","SurvivalProbability":0.9019331635364755,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"20-SEP-2024","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"20-DEC-2024","PayDiscountFactor":0.905037316687921,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"20-DEC-2024","SurvivalProbability":0.8937808534855428,"BaseNotional":1.0,"Tenor":"3M"},{"StartDate":"20-DEC-2024","ReferenceRate":0.0,"CouponDCF":0.25,"PayDate":"20-MAR-2025","PayDiscountFactor":0.8959271858098242,"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD","EndDate":"20-MAR-2025","SurvivalProbability":0.8857906078494809,"BaseNotional":1.0,"Tenor":"3M"}],"explossnorec":0.11420939215051902,"exploss":0.06852563529031165,"fairdirtyprice":-69.12463391734569,"fairlossoninstantaneousdefault":0.6,"dv01":4.8297691402239367E-4,"fairpv":-0.01691246339173457,"fairlosspv":0.06521015479397393,"fairupfront":-0.01795641943569062,"dirtypv":-0.01691246339173457,"upfront":-0.01795641943569062,"fairprice":-79.56419435690619,"cleanprice":-79.56419435690619,"cleandv01":4.725373535828332E-4,"accrued01":1.0439560439560441E-5,"fairdirtypv":-0.01691246339173457,"fairparspread":137.9999999990328,"fairexploss":0.06852563529031165,"fairaccrued":1.0439560439560442E-7,"faircleanprice":-79.56419435690619,"calctime":0.0030846000000000003,"faircleancouponpv":4.725373535828332E-6,"LossFlow":[{"StartDate":"27-JAN-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9998175217179288,"EffectiveAccrual":0.11263736263736264,"EndSurvival":0.9998093667452391,"StartSurvival":1.0,"EndDate":"03-FEB-2020"},{"StartDate":"03-FEB-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9997739193981079,"EffectiveAccrual":0.13186813186813187,"EndSurvival":0.999618769831516,"StartSurvival":0.9998093667452391,"EndDate":"10-FEB-2020"},{"StartDate":"10-FEB-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9997279208842565,"EffectiveAccrual":0.15109890109890112,"EndSurvival":0.999428209251903,"StartSurvival":0.999618769831516,"EndDate":"17-FEB-2020"},{"StartDate":"17-FEB-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9996796592999793,"EffectiveAccrual":0.17032967032967034,"EndSurvival":0.9992376849994734,"StartSurvival":0.999428209251903,"EndDate":"24-FEB-2020"},{"StartDate":"24-FEB-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9996295494240298,"EffectiveAccrual":0.18956043956043958,"EndSurvival":0.9990471970673023,"StartSurvival":0.9992376849994734,"EndDate":"02-MAR-2020"},{"StartDate":"02-MAR-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9995780225244658,"EffectiveAccrual":0.2087912087912088,"EndSurvival":0.9988567454484656,"StartSurvival":0.9990471970673023,"EndDate":"09-MAR-2020"},{"StartDate":"09-MAR-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9995255098693452,"EffectiveAccrual":0.22802197802197804,"EndSurvival":0.9986663301360408,"StartSurvival":0.9988567454484656,"EndDate":"16-MAR-2020"},{"StartDate":"16-MAR-2020","EffectiveRecovery":0.4,"EffectiveNotional":1.0,"EffectiveDF":0.9994838464766567,"EffectiveAccrual":0.24450549450549453,"EndSurvival":0.9985575376842583,"StartSurvival":0.9986663301360408,"EndDate":"20-MAR-2020"},{"StartDate":"20-MAR-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9994331138830346,"EffectiveAccrual":0.007978723404255319,"EndSurvival":0.9983671794107835,"StartSurvival":0.9985575376842583,"EndDate":"27-MAR-2020"},{"StartDate":"27-MAR-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9993792889257389,"EffectiveAccrual":0.02659574468085106,"EndSurvival":0.998176857425926,"StartSurvival":0.9983671794107835,"EndDate":"03-APR-2020"},{"StartDate":"03-APR-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9993296916721925,"EffectiveAccrual":0.045212765957446804,"EndSurvival":0.9979865717227678,"StartSurvival":0.998176857425926,"EndDate":"10-APR-2020"},{"StartDate":"10-APR-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9992793676919052,"EffectiveAccrual":0.06382978723404255,"EndSurvival":0.9977963222943926,"StartSurvival":0.9979865717227678,"EndDate":"17-APR-2020"},{"StartDate":"17-APR-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9992282666176766,"EffectiveAccrual":0.08244680851063829,"EndSurvival":0.9976061091338853,"StartSurvival":0.9977963222943926,"EndDate":"24-APR-2020"},{"StartDate":"24-APR-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.999176338082307,"EffectiveAccrual":0.10106382978723404,"EndSurvival":0.9974159322343317,"StartSurvival":0.9976061091338853,"EndDate":"01-MAY-2020"},{"StartDate":"01-MAY-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9991235317185965,"EffectiveAccrual":0.11968085106382978,"EndSurvival":0.9972257915888195,"StartSurvival":0.9974159322343317,"EndDate":"08-MAY-2020"},{"StartDate":"08-MAY-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.999069797159345,"EffectiveAccrual":0.1382978723404255,"EndSurvival":0.9970356871904374,"StartSurvival":0.9972257915888195,"EndDate":"15-MAY-2020"},{"StartDate":"15-MAY-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9990150849911823,"EffectiveAccrual":0.15691489361702127,"EndSurvival":0.9968456190322755,"StartSurvival":0.9970356871904374,"EndDate":"22-MAY-2020"},{"StartDate":"22-MAY-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9989593564992006,"EffectiveAccrual":0.175531914893617,"EndSurvival":0.9966555871074253,"StartSurvival":0.9968456190322755,"EndDate":"29-MAY-2020"},{"StartDate":"29-MAY-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9989025853379089,"EffectiveAccrual":0.19414893617021275,"EndSurvival":0.9964655914089794,"StartSurvival":0.9966555871074253,"EndDate":"05-JUN-2020"},{"StartDate":"05-JUN-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9988447467782646,"EffectiveAccrual":0.21276595744680848,"EndSurvival":0.9962756319300318,"StartSurvival":0.9964655914089794,"EndDate":"12-JUN-2020"},{"StartDate":"12-JUN-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9987858160920046,"EffectiveAccrual":0.23138297872340424,"EndSurvival":0.9960857086636781,"StartSurvival":0.9962756319300318,"EndDate":"19-JUN-2020"},{"StartDate":"19-JUN-2020","EffectiveRecovery":0.4,"EffectiveNotional":1.0,"EffectiveDF":0.9987430867047091,"EffectiveAccrual":0.24468085106382975,"EndSurvival":0.9960043240618749,"StartSurvival":0.9960857086636781,"EndDate":"22-JUN-2020"},{"StartDate":"22-JUN-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9986996858680294,"EffectiveAccrual":0.008241758241758242,"EndSurvival":0.9958144525158231,"StartSurvival":0.9960043240618749,"EndDate":"29-JUN-2020"},{"StartDate":"29-JUN-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9986379999239503,"EffectiveAccrual":0.027472527472527472,"EndSurvival":0.995624617165602,"StartSurvival":0.9958144525158231,"EndDate":"06-JUL-2020"},{"StartDate":"06-JUL-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9985751370706367,"EffectiveAccrual":0.046703296703296704,"EndSurvival":0.9954348180043117,"StartSurvival":0.995624617165602,"EndDate":"13-JUL-2020"},{"StartDate":"13-JUL-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.998511072579825,"EffectiveAccrual":0.06593406593406594,"EndSurvival":0.9952450550250532,"StartSurvival":0.9954348180043117,"EndDate":"20-JUL-2020"},{"StartDate":"20-JUL-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9984457817232513,"EffectiveAccrual":0.08516483516483517,"EndSurvival":0.9950553282209291,"StartSurvival":0.9952450550250532,"EndDate":"27-JUL-2020"},{"StartDate":"27-JUL-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.998379239772652,"EffectiveAccrual":0.1043956043956044,"EndSurvival":0.9948656375850432,"StartSurvival":0.9950553282209291,"EndDate":"03-AUG-2020"},{"StartDate":"03-AUG-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9983114219997635,"EffectiveAccrual":0.12362637362637363,"EndSurvival":0.9946759831105005,"StartSurvival":0.9948656375850432,"EndDate":"10-AUG-2020"},{"StartDate":"10-AUG-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9982423036764702,"EffectiveAccrual":0.14285714285714285,"EndSurvival":0.9944863647904078,"StartSurvival":0.9946759831105005,"EndDate":"17-AUG-2020"},{"StartDate":"17-AUG-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.998171860123273,"EffectiveAccrual":0.1620879120879121,"EndSurvival":0.9942967826178724,"StartSurvival":0.9944863647904078,"EndDate":"24-AUG-2020"},{"StartDate":"24-AUG-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9981000669214796,"EffectiveAccrual":0.1813186813186813,"EndSurvival":0.9941072365860036,"StartSurvival":0.9942967826178724,"EndDate":"31-AUG-2020"},{"StartDate":"31-AUG-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9980268998210137,"EffectiveAccrual":0.20054945054945056,"EndSurvival":0.9939177266879119,"StartSurvival":0.9941072365860036,"EndDate":"07-SEP-2020"},{"StartDate":"07-SEP-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9979523345816699,"EffectiveAccrual":0.21978021978021978,"EndSurvival":0.9937282529167089,"StartSurvival":0.9939177266879119,"EndDate":"14-SEP-2020"},{"StartDate":"14-SEP-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9978763469632425,"EffectiveAccrual":0.23901098901098902,"EndSurvival":0.9935300128518065,"StartSurvival":0.9937282529167089,"EndDate":"21-SEP-2020"},{"StartDate":"21-SEP-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9977989127255263,"EffectiveAccrual":0.008241758241758242,"EndSurvival":0.9932790100252399,"StartSurvival":0.9935300128518065,"EndDate":"28-SEP-2020"},{"StartDate":"28-SEP-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9977200076283159,"EffectiveAccrual":0.027472527472527472,"EndSurvival":0.9930280706113715,"StartSurvival":0.9932790100252399,"EndDate":"05-OCT-2020"},{"StartDate":"05-OCT-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9976396074314059,"EffectiveAccrual":0.046703296703296704,"EndSurvival":0.992777194594181,"StartSurvival":0.9930280706113715,"EndDate":"12-OCT-2020"},{"StartDate":"12-OCT-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9975576878945909,"EffectiveAccrual":0.06593406593406594,"EndSurvival":0.992526381957652,"StartSurvival":0.992777194594181,"EndDate":"19-OCT-2020"},{"StartDate":"19-OCT-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9974742247776655,"EffectiveAccrual":0.08516483516483517,"EndSurvival":0.9922756326857722,"StartSurvival":0.992526381957652,"EndDate":"26-OCT-2020"},{"StartDate":"26-OCT-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9973891938404242,"EffectiveAccrual":0.1043956043956044,"EndSurvival":0.9920249467625333,"StartSurvival":0.9922756326857722,"EndDate":"02-NOV-2020"},{"StartDate":"02-NOV-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.997302570842662,"EffectiveAccrual":0.12362637362637363,"EndSurvival":0.991774324171931,"StartSurvival":0.9920249467625333,"EndDate":"09-NOV-2020"},{"StartDate":"09-NOV-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9972143315024945,"EffectiveAccrual":0.14285714285714285,"EndSurvival":0.9915237648979652,"StartSurvival":0.991774324171931,"EndDate":"16-NOV-2020"},{"StartDate":"16-NOV-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9971244378674258,"EffectiveAccrual":0.1620879120879121,"EndSurvival":0.9912732689246397,"StartSurvival":0.9915237648979652,"EndDate":"23-NOV-2020"},{"StartDate":"23-NOV-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9970327786471285,"EffectiveAccrual":0.1813186813186813,"EndSurvival":0.9910228362359624,"StartSurvival":0.9912732689246397,"EndDate":"30-NOV-2020"},{"StartDate":"30-NOV-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.996939195137592,"EffectiveAccrual":0.20054945054945056,"EndSurvival":0.9907724668159453,"StartSurvival":0.9910228362359624,"EndDate":"07-DEC-2020"},{"StartDate":"07-DEC-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9968435258590047,"EffectiveAccrual":0.21978021978021978,"EndSurvival":0.9905221606486043,"StartSurvival":0.9907724668159453,"EndDate":"14-DEC-2020"},{"StartDate":"14-DEC-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9967456093315548,"EffectiveAccrual":0.23901098901098902,"EndSurvival":0.9902719177179594,"StartSurvival":0.9905221606486043,"EndDate":"21-DEC-2020"},{"StartDate":"21-DEC-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.996645284075431,"EffectiveAccrual":0.008241758241758242,"EndSurvival":0.9900217380080347,"StartSurvival":0.9902719177179594,"EndDate":"28-DEC-2020"},{"StartDate":"28-DEC-2020","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9965423886108212,"EffectiveAccrual":0.027472527472527472,"EndSurvival":0.9897716215028582,"StartSurvival":0.9900217380080347,"EndDate":"04-JAN-2021"},{"StartDate":"04-JAN-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9964367614579139,"EffectiveAccrual":0.046703296703296704,"EndSurvival":0.9895215681864621,"StartSurvival":0.9897716215028582,"EndDate":"11-JAN-2021"},{"StartDate":"11-JAN-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9963282411368974,"EffectiveAccrual":0.06593406593406594,"EndSurvival":0.9892715780428826,"StartSurvival":0.9895215681864621,"EndDate":"18-JAN-2021"},{"StartDate":"18-JAN-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9962166661679605,"EffectiveAccrual":0.08516483516483517,"EndSurvival":0.9890216510561597,"StartSurvival":0.9892715780428826,"EndDate":"25-JAN-2021"},{"StartDate":"25-JAN-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9961018750712908,"EffectiveAccrual":0.1043956043956044,"EndSurvival":0.9887717872103376,"StartSurvival":0.9890216510561597,"EndDate":"01-FEB-2021"},{"StartDate":"01-FEB-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9959837063670771,"EffectiveAccrual":0.12362637362637363,"EndSurvival":0.9885219864894649,"StartSurvival":0.9887717872103376,"EndDate":"08-FEB-2021"},{"StartDate":"08-FEB-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9958619987826489,"EffectiveAccrual":0.14285714285714285,"EndSurvival":0.9882722488775936,"StartSurvival":0.9885219864894649,"EndDate":"15-FEB-2021"},{"StartDate":"15-FEB-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9957366134166056,"EffectiveAccrual":0.1620879120879121,"EndSurvival":0.9880225743587799,"StartSurvival":0.9882722488775936,"EndDate":"22-FEB-2021"},{"StartDate":"22-FEB-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9956074974186802,"EffectiveAccrual":0.1813186813186813,"EndSurvival":0.9877729629170844,"StartSurvival":0.9880225743587799,"EndDate":"01-MAR-2021"},{"StartDate":"01-MAR-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.995474639385295,"EffectiveAccrual":0.20054945054945056,"EndSurvival":0.9875234145365713,"StartSurvival":0.9877729629170844,"EndDate":"08-MAR-2021"},{"StartDate":"08-MAR-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9953380294088935,"EffectiveAccrual":0.21978021978021978,"EndSurvival":0.9872739292013091,"StartSurvival":0.9875234145365713,"EndDate":"15-MAR-2021"},{"StartDate":"15-MAR-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.995197657581919,"EffectiveAccrual":0.23901098901098902,"EndSurvival":0.9869954084924305,"StartSurvival":0.9872739292013091,"EndDate":"22-MAR-2021"},{"StartDate":"22-MAR-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9950535139968153,"EffectiveAccrual":0.008241758241758242,"EndSurvival":0.9866442446243338,"StartSurvival":0.9869954084924305,"EndDate":"29-MAR-2021"},{"StartDate":"29-MAR-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9949055887460261,"EffectiveAccrual":0.027472527472527472,"EndSurvival":0.9862932056971041,"StartSurvival":0.9866442446243338,"EndDate":"05-APR-2021"},{"StartDate":"05-APR-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9947538719219943,"EffectiveAccrual":0.046703296703296704,"EndSurvival":0.9859422916662889,"StartSurvival":0.9862932056971041,"EndDate":"12-APR-2021"},{"StartDate":"12-APR-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9945983536171636,"EffectiveAccrual":0.06593406593406594,"EndSurvival":0.9855915024874511,"StartSurvival":0.9859422916662889,"EndDate":"19-APR-2021"},{"StartDate":"19-APR-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9944390239239776,"EffectiveAccrual":0.08516483516483517,"EndSurvival":0.9852408381161695,"StartSurvival":0.9855915024874511,"EndDate":"26-APR-2021"},{"StartDate":"26-APR-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9942758729348801,"EffectiveAccrual":0.1043956043956044,"EndSurvival":0.9848902985080387,"StartSurvival":0.9852408381161695,"EndDate":"03-MAY-2021"},{"StartDate":"03-MAY-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9941088907423138,"EffectiveAccrual":0.12362637362637363,"EndSurvival":0.9845398836186692,"StartSurvival":0.9848902985080387,"EndDate":"10-MAY-2021"},{"StartDate":"10-MAY-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9939380674282182,"EffectiveAccrual":0.14285714285714285,"EndSurvival":0.9841895934036871,"StartSurvival":0.9845398836186692,"EndDate":"17-MAY-2021"},{"StartDate":"17-MAY-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9937633896290029,"EffectiveAccrual":0.1620879120879121,"EndSurvival":0.9838394278187346,"StartSurvival":0.9841895934036871,"EndDate":"24-MAY-2021"},{"StartDate":"24-MAY-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9935848254970763,"EffectiveAccrual":0.1813186813186813,"EndSurvival":0.9834893868194692,"StartSurvival":0.9838394278187346,"EndDate":"31-MAY-2021"},{"StartDate":"31-MAY-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9934023312347439,"EffectiveAccrual":0.20054945054945056,"EndSurvival":0.9831394703615647,"StartSurvival":0.9834893868194692,"EndDate":"07-JUN-2021"},{"StartDate":"07-JUN-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9932158623447009,"EffectiveAccrual":0.21978021978021978,"EndSurvival":0.9827896784007103,"StartSurvival":0.9831394703615647,"EndDate":"14-JUN-2021"},{"StartDate":"14-JUN-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9930253743296429,"EffectiveAccrual":0.23901098901098902,"EndSurvival":0.9824400108926112,"StartSurvival":0.9827896784007103,"EndDate":"21-JUN-2021"},{"StartDate":"21-JUN-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9928308226922644,"EffectiveAccrual":0.008241758241758242,"EndSurvival":0.9820904677929883,"StartSurvival":0.9824400108926112,"EndDate":"28-JUN-2021"},{"StartDate":"28-JUN-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9926321629352611,"EffectiveAccrual":0.027472527472527472,"EndSurvival":0.981741049057578,"StartSurvival":0.9820904677929883,"EndDate":"05-JUL-2021"},{"StartDate":"05-JUL-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9924293505613283,"EffectiveAccrual":0.046703296703296704,"EndSurvival":0.9813917546421327,"StartSurvival":0.981741049057578,"EndDate":"12-JUL-2021"},{"StartDate":"12-JUL-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.992222341073161,"EffectiveAccrual":0.06593406593406594,"EndSurvival":0.9810425845024207,"StartSurvival":0.9813917546421327,"EndDate":"19-JUL-2021"},{"StartDate":"19-JUL-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9920110899734542,"EffectiveAccrual":0.08516483516483517,"EndSurvival":0.9806935385942257,"StartSurvival":0.9810425845024207,"EndDate":"26-JUL-2021"},{"StartDate":"26-JUL-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9917955527649035,"EffectiveAccrual":0.1043956043956044,"EndSurvival":0.9803446168733472,"StartSurvival":0.9806935385942257,"EndDate":"02-AUG-2021"},{"StartDate":"02-AUG-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9915756849502041,"EffectiveAccrual":0.12362637362637363,"EndSurvival":0.9799958192956006,"StartSurvival":0.9803446168733472,"EndDate":"09-AUG-2021"},{"StartDate":"09-AUG-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.991351442033173,"EffectiveAccrual":0.14285714285714285,"EndSurvival":0.979647145816817,"StartSurvival":0.9799958192956006,"EndDate":"16-AUG-2021"},{"StartDate":"16-AUG-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9911227818472901,"EffectiveAccrual":0.1620879120879121,"EndSurvival":0.979298596392843,"StartSurvival":0.979647145816817,"EndDate":"23-AUG-2021"},{"StartDate":"23-AUG-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.990889680053112,"EffectiveAccrual":0.1813186813186813,"EndSurvival":0.9789501709795411,"StartSurvival":0.979298596392843,"EndDate":"30-AUG-2021"},{"StartDate":"30-AUG-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9906521277300576,"EffectiveAccrual":0.20054945054945056,"EndSurvival":0.9786018695327894,"StartSurvival":0.9789501709795411,"EndDate":"06-SEP-2021"},{"StartDate":"06-SEP-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9904101173322255,"EffectiveAccrual":0.21978021978021978,"EndSurvival":0.9782536920084818,"StartSurvival":0.9786018695327894,"EndDate":"13-SEP-2021"},{"StartDate":"13-SEP-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9901636413137145,"EffectiveAccrual":0.23901098901098902,"EndSurvival":0.9779056383625276,"StartSurvival":0.9782536920084818,"EndDate":"20-SEP-2021"},{"StartDate":"20-SEP-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9899126921286239,"EffectiveAccrual":0.008241758241758242,"EndSurvival":0.9775577085508524,"StartSurvival":0.9779056383625276,"EndDate":"27-SEP-2021"},{"StartDate":"27-SEP-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9896572622310521,"EffectiveAccrual":0.027472527472527472,"EndSurvival":0.977209902529397,"StartSurvival":0.9775577085508524,"EndDate":"04-OCT-2021"},{"StartDate":"04-OCT-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9893973440750986,"EffectiveAccrual":0.046703296703296704,"EndSurvival":0.9768622202541178,"StartSurvival":0.977209902529397,"EndDate":"11-OCT-2021"},{"StartDate":"11-OCT-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9891329301148617,"EffectiveAccrual":0.06593406593406594,"EndSurvival":0.9765146616809873,"StartSurvival":0.9768622202541178,"EndDate":"18-OCT-2021"},{"StartDate":"18-OCT-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9888640128044406,"EffectiveAccrual":0.08516483516483517,"EndSurvival":0.9761672267659932,"StartSurvival":0.9765146616809873,"EndDate":"25-OCT-2021"},{"StartDate":"25-OCT-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9885905845979341,"EffectiveAccrual":0.1043956043956044,"EndSurvival":0.9758199154651391,"StartSurvival":0.9761672267659932,"EndDate":"01-NOV-2021"},{"StartDate":"01-NOV-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9883126379494414,"EffectiveAccrual":0.12362637362637363,"EndSurvival":0.9754727277344444,"StartSurvival":0.9758199154651391,"EndDate":"08-NOV-2021"},{"StartDate":"08-NOV-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.988030165324006,"EffectiveAccrual":0.14285714285714285,"EndSurvival":0.9751256635299438,"StartSurvival":0.9754727277344444,"EndDate":"15-NOV-2021"},{"StartDate":"15-NOV-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9877431819090382,"EffectiveAccrual":0.1620879120879121,"EndSurvival":0.9747787228076878,"StartSurvival":0.9751256635299438,"EndDate":"22-NOV-2021"},{"StartDate":"22-NOV-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9874518767683932,"EffectiveAccrual":0.1813186813186813,"EndSurvival":0.9744319055237427,"StartSurvival":0.9747787228076878,"EndDate":"29-NOV-2021"},{"StartDate":"29-NOV-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9871565893538375,"EffectiveAccrual":0.20054945054945056,"EndSurvival":0.9740852116341903,"StartSurvival":0.9744319055237427,"EndDate":"06-DEC-2021"},{"StartDate":"06-DEC-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9868576725250847,"EffectiveAccrual":0.21978021978021978,"EndSurvival":0.9737386410951279,"StartSurvival":0.9740852116341903,"EndDate":"13-DEC-2021"},{"StartDate":"13-DEC-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9865554791418487,"EffectiveAccrual":0.23901098901098902,"EndSurvival":0.9733921938626685,"StartSurvival":0.9737386410951279,"EndDate":"20-DEC-2021"},{"StartDate":"20-DEC-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9862503620638426,"EffectiveAccrual":0.008241758241758242,"EndSurvival":0.9730458698929408,"StartSurvival":0.9733921938626685,"EndDate":"27-DEC-2021"},{"StartDate":"27-DEC-2021","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9859426741507802,"EffectiveAccrual":0.027472527472527472,"EndSurvival":0.9726996691420892,"StartSurvival":0.9730458698929408,"EndDate":"03-JAN-2022"},{"StartDate":"03-JAN-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9856327682623753,"EffectiveAccrual":0.046703296703296704,"EndSurvival":0.9723535915662733,"StartSurvival":0.9726996691420892,"EndDate":"10-JAN-2022"},{"StartDate":"10-JAN-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9853209972583413,"EffectiveAccrual":0.06593406593406594,"EndSurvival":0.9720076371216688,"StartSurvival":0.9723535915662733,"EndDate":"17-JAN-2022"},{"StartDate":"17-JAN-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9850077139983919,"EffectiveAccrual":0.08516483516483517,"EndSurvival":0.9716618057644666,"StartSurvival":0.9720076371216688,"EndDate":"24-JAN-2022"},{"StartDate":"24-JAN-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9846932713422407,"EffectiveAccrual":0.1043956043956044,"EndSurvival":0.9713160974508734,"StartSurvival":0.9716618057644666,"EndDate":"31-JAN-2022"},{"StartDate":"31-JAN-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9843780221496014,"EffectiveAccrual":0.12362637362637363,"EndSurvival":0.9709705121371114,"StartSurvival":0.9713160974508734,"EndDate":"07-FEB-2022"},{"StartDate":"07-FEB-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9826429641281185,"EffectiveAccrual":0.14285714285714285,"EndSurvival":0.9706250497794183,"StartSurvival":0.9709705121371114,"EndDate":"14-FEB-2022"},{"StartDate":"14-FEB-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9761901068882184,"EffectiveAccrual":0.1620879120879121,"EndSurvival":0.9702797103340476,"StartSurvival":0.9706250497794183,"EndDate":"21-FEB-2022"},{"StartDate":"21-FEB-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9758986990556141,"EffectiveAccrual":0.1813186813186813,"EndSurvival":0.9699344937572681,"StartSurvival":0.9702797103340476,"EndDate":"28-FEB-2022"},{"StartDate":"28-FEB-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9756051939465656,"EffectiveAccrual":0.20054945054945056,"EndSurvival":0.9695894000053645,"StartSurvival":0.9699344937572681,"EndDate":"07-MAR-2022"},{"StartDate":"07-MAR-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9753095729776106,"EffectiveAccrual":0.21978021978021978,"EndSurvival":0.9692444290346367,"StartSurvival":0.9695894000053645,"EndDate":"14-MAR-2022"},{"StartDate":"14-MAR-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9750118175652868,"EffectiveAccrual":0.23901098901098902,"EndSurvival":0.9688896914880961,"StartSurvival":0.9692444290346367,"EndDate":"21-MAR-2022"},{"StartDate":"21-MAR-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9747119091261323,"EffectiveAccrual":0.008241758241758242,"EndSurvival":0.968475771728958,"StartSurvival":0.9688896914880961,"EndDate":"28-MAR-2022"},{"StartDate":"28-MAR-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9744098290766846,"EffectiveAccrual":0.027472527472527472,"EndSurvival":0.9680620288006486,"StartSurvival":0.968475771728958,"EndDate":"04-APR-2022"},{"StartDate":"04-APR-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9741055588334819,"EffectiveAccrual":0.046703296703296704,"EndSurvival":0.9676484626276239,"StartSurvival":0.9680620288006486,"EndDate":"11-APR-2022"},{"StartDate":"11-APR-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9737990798130618,"EffectiveAccrual":0.06593406593406594,"EndSurvival":0.9672350731343722,"StartSurvival":0.9676484626276239,"EndDate":"18-APR-2022"},{"StartDate":"18-APR-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9734903734319622,"EffectiveAccrual":0.08516483516483517,"EndSurvival":0.9668218602454139,"StartSurvival":0.9672350731343722,"EndDate":"25-APR-2022"},{"StartDate":"25-APR-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9731794211067211,"EffectiveAccrual":0.1043956043956044,"EndSurvival":0.966408823885302,"StartSurvival":0.9668218602454139,"EndDate":"02-MAY-2022"},{"StartDate":"02-MAY-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9728662042538759,"EffectiveAccrual":0.12362637362637363,"EndSurvival":0.9659959639786215,"StartSurvival":0.966408823885302,"EndDate":"09-MAY-2022"},{"StartDate":"09-MAY-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.972550704289965,"EffectiveAccrual":0.14285714285714285,"EndSurvival":0.9655832804499896,"StartSurvival":0.9659959639786215,"EndDate":"16-MAY-2022"},{"StartDate":"16-MAY-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9722329026315257,"EffectiveAccrual":0.1620879120879121,"EndSurvival":0.9651707732240559,"StartSurvival":0.9655832804499896,"EndDate":"23-MAY-2022"},{"StartDate":"23-MAY-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9719127806950963,"EffectiveAccrual":0.1813186813186813,"EndSurvival":0.9647584422255019,"StartSurvival":0.9651707732240559,"EndDate":"30-MAY-2022"},{"StartDate":"30-MAY-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9715903198972142,"EffectiveAccrual":0.20054945054945056,"EndSurvival":0.9643462873790415,"StartSurvival":0.9647584422255019,"EndDate":"06-JUN-2022"},{"StartDate":"06-JUN-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9712655016544175,"EffectiveAccrual":0.21978021978021978,"EndSurvival":0.9639343086094206,"StartSurvival":0.9643462873790415,"EndDate":"13-JUN-2022"},{"StartDate":"13-JUN-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.970938307383244,"EffectiveAccrual":0.23901098901098902,"EndSurvival":0.9635225058414174,"StartSurvival":0.9639343086094206,"EndDate":"20-JUN-2022"},{"StartDate":"20-JUN-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9706087185002314,"EffectiveAccrual":0.008152173913043478,"EndSurvival":0.9631108789998423,"StartSurvival":0.9635225058414174,"EndDate":"27-JUN-2022"},{"StartDate":"27-JUN-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.970276716421918,"EffectiveAccrual":0.02717391304347826,"EndSurvival":0.9626994280095376,"StartSurvival":0.9631108789998423,"EndDate":"04-JUL-2022"},{"StartDate":"04-JUL-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9699422825648412,"EffectiveAccrual":0.04619565217391305,"EndSurvival":0.9622881527953777,"StartSurvival":0.9626994280095376,"EndDate":"11-JUL-2022"},{"StartDate":"11-JUL-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9696053983455386,"EffectiveAccrual":0.06521739130434782,"EndSurvival":0.9618770532822694,"StartSurvival":0.9622881527953777,"EndDate":"18-JUL-2022"},{"StartDate":"18-JUL-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9692660451805488,"EffectiveAccrual":0.08423913043478261,"EndSurvival":0.9614661293951512,"StartSurvival":0.9618770532822694,"EndDate":"25-JUL-2022"},{"StartDate":"25-JUL-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9689242044864088,"EffectiveAccrual":0.1032608695652174,"EndSurvival":0.961055381058994,"StartSurvival":0.9614661293951512,"EndDate":"01-AUG-2022"},{"StartDate":"01-AUG-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9685798576796569,"EffectiveAccrual":0.12228260869565219,"EndSurvival":0.9606448081988005,"StartSurvival":0.961055381058994,"EndDate":"08-AUG-2022"},{"StartDate":"08-AUG-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9682329861768311,"EffectiveAccrual":0.14130434782608695,"EndSurvival":0.9602344107396056,"StartSurvival":0.9606448081988005,"EndDate":"15-AUG-2022"},{"StartDate":"15-AUG-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9678835713944689,"EffectiveAccrual":0.16032608695652176,"EndSurvival":0.9598241886064761,"StartSurvival":0.9602344107396056,"EndDate":"22-AUG-2022"},{"StartDate":"22-AUG-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9675315947491081,"EffectiveAccrual":0.1793478260869565,"EndSurvival":0.959414141724511,"StartSurvival":0.9598241886064761,"EndDate":"29-AUG-2022"},{"StartDate":"29-AUG-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9671770376572868,"EffectiveAccrual":0.19836956521739132,"EndSurvival":0.959004270018841,"StartSurvival":0.959414141724511,"EndDate":"05-SEP-2022"},{"StartDate":"05-SEP-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9668198815355428,"EffectiveAccrual":0.21739130434782608,"EndSurvival":0.9585945734146292,"StartSurvival":0.959004270018841,"EndDate":"12-SEP-2022"},{"StartDate":"12-SEP-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9664601078004136,"EffectiveAccrual":0.2364130434782609,"EndSurvival":0.9581850518370703,"StartSurvival":0.9585945734146292,"EndDate":"19-SEP-2022"},{"StartDate":"19-SEP-2022","EffectiveRecovery":0.4,"EffectiveNotional":1.0,"EffectiveDF":0.9662534754439001,"EffectiveAccrual":0.2472826086956522,"EndSurvival":0.9581265630380915,"StartSurvival":0.9581850518370703,"EndDate":"20-SEP-2022"},{"StartDate":"20-SEP-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9660457087376857,"EffectiveAccrual":0.008241758241758242,"EndSurvival":0.9577172413994358,"StartSurvival":0.9581265630380915,"EndDate":"27-SEP-2022"},{"StartDate":"27-SEP-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9656802632540531,"EffectiveAccrual":0.027472527472527472,"EndSurvival":0.9573080946272439,"StartSurvival":0.9577172413994358,"EndDate":"04-OCT-2022"},{"StartDate":"04-OCT-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9653121417518686,"EffectiveAccrual":0.046703296703296704,"EndSurvival":0.9568991226468109,"StartSurvival":0.9573080946272439,"EndDate":"11-OCT-2022"},{"StartDate":"11-OCT-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9649413256476702,"EffectiveAccrual":0.06593406593406594,"EndSurvival":0.956490325383464,"StartSurvival":0.9568991226468109,"EndDate":"18-OCT-2022"},{"StartDate":"18-OCT-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9645677963579957,"EffectiveAccrual":0.08516483516483517,"EndSurvival":0.9560817027625622,"StartSurvival":0.956490325383464,"EndDate":"25-OCT-2022"},{"StartDate":"25-OCT-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9641915352993828,"EffectiveAccrual":0.1043956043956044,"EndSurvival":0.9556732547094965,"StartSurvival":0.9560817027625622,"EndDate":"01-NOV-2022"},{"StartDate":"01-NOV-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9638125238883697,"EffectiveAccrual":0.12362637362637363,"EndSurvival":0.9552649811496896,"StartSurvival":0.9556732547094965,"EndDate":"08-NOV-2022"},{"StartDate":"08-NOV-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9634307435414939,"EffectiveAccrual":0.14285714285714285,"EndSurvival":0.9548568820085962,"StartSurvival":0.9552649811496896,"EndDate":"15-NOV-2022"},{"StartDate":"15-NOV-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9630461756752933,"EffectiveAccrual":0.1620879120879121,"EndSurvival":0.954448957211703,"StartSurvival":0.9548568820085962,"EndDate":"22-NOV-2022"},{"StartDate":"22-NOV-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9626588017063057,"EffectiveAccrual":0.1813186813186813,"EndSurvival":0.954041206684528,"StartSurvival":0.954448957211703,"EndDate":"29-NOV-2022"},{"StartDate":"29-NOV-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9622686030510693,"EffectiveAccrual":0.20054945054945056,"EndSurvival":0.9536336303526216,"StartSurvival":0.954041206684528,"EndDate":"06-DEC-2022"},{"StartDate":"06-DEC-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9618755611261214,"EffectiveAccrual":0.21978021978021978,"EndSurvival":0.9532262281415658,"StartSurvival":0.9536336303526216,"EndDate":"13-DEC-2022"},{"StartDate":"13-DEC-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9614796573480002,"EffectiveAccrual":0.23901098901098902,"EndSurvival":0.9528189999769742,"StartSurvival":0.9532262281415658,"EndDate":"20-DEC-2022"},{"StartDate":"20-DEC-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9610808731332434,"EffectiveAccrual":0.008333333333333333,"EndSurvival":0.9524119457844924,"StartSurvival":0.9528189999769742,"EndDate":"27-DEC-2022"},{"StartDate":"27-DEC-2022","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9606791898983887,"EffectiveAccrual":0.027777777777777776,"EndSurvival":0.9520050654897977,"StartSurvival":0.9524119457844924,"EndDate":"03-JAN-2023"},{"StartDate":"03-JAN-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9602745890599743,"EffectiveAccrual":0.04722222222222222,"EndSurvival":0.9515983590185991,"StartSurvival":0.9520050654897977,"EndDate":"10-JAN-2023"},{"StartDate":"10-JAN-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9598670520345378,"EffectiveAccrual":0.06666666666666667,"EndSurvival":0.9511918262966377,"StartSurvival":0.9515983590185991,"EndDate":"17-JAN-2023"},{"StartDate":"17-JAN-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9594565602386171,"EffectiveAccrual":0.08611111111111111,"EndSurvival":0.9507854672496856,"StartSurvival":0.9511918262966377,"EndDate":"24-JAN-2023"},{"StartDate":"24-JAN-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.95904309508875,"EffectiveAccrual":0.10555555555555556,"EndSurvival":0.9503792818035472,"StartSurvival":0.9507854672496856,"EndDate":"31-JAN-2023"},{"StartDate":"31-JAN-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9586266380014741,"EffectiveAccrual":0.125,"EndSurvival":0.9499732698840585,"StartSurvival":0.9503792818035472,"EndDate":"07-FEB-2023"},{"StartDate":"07-FEB-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9582071703933277,"EffectiveAccrual":0.14444444444444443,"EndSurvival":0.949567431417087,"StartSurvival":0.9499732698840585,"EndDate":"14-FEB-2023"},{"StartDate":"14-FEB-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9577846736808484,"EffectiveAccrual":0.1638888888888889,"EndSurvival":0.9491617663285321,"StartSurvival":0.949567431417087,"EndDate":"21-FEB-2023"},{"StartDate":"21-FEB-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9573591292805738,"EffectiveAccrual":0.18333333333333332,"EndSurvival":0.9487562745443247,"StartSurvival":0.9491617663285321,"EndDate":"28-FEB-2023"},{"StartDate":"28-FEB-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9569305186090422,"EffectiveAccrual":0.20277777777777778,"EndSurvival":0.9483509559904272,"StartSurvival":0.9487562745443247,"EndDate":"07-MAR-2023"},{"StartDate":"07-MAR-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9564988230827911,"EffectiveAccrual":0.2222222222222222,"EndSurvival":0.947945810592834,"StartSurvival":0.9483509559904272,"EndDate":"14-MAR-2023"},{"StartDate":"14-MAR-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9560952243083491,"EffectiveAccrual":0.24166666666666667,"EndSurvival":0.9475986808713911,"StartSurvival":0.947945810592834,"EndDate":"20-MAR-2023"},{"StartDate":"20-MAR-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9556888551216618,"EffectiveAccrual":0.008152173913043478,"EndSurvival":0.9470364492808904,"StartSurvival":0.9475986808713911,"EndDate":"27-MAR-2023"},{"StartDate":"27-MAR-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9552482433261149,"EffectiveAccrual":0.02717391304347826,"EndSurvival":0.9464745512750259,"StartSurvival":0.9470364492808904,"EndDate":"03-APR-2023"},{"StartDate":"03-APR-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9548044749967801,"EffectiveAccrual":0.04619565217391305,"EndSurvival":0.9459129866558745,"StartSurvival":0.9464745512750259,"EndDate":"10-APR-2023"},{"StartDate":"10-APR-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9543575315501954,"EffectiveAccrual":0.06521739130434782,"EndSurvival":0.9453517552256305,"StartSurvival":0.9459129866558745,"EndDate":"17-APR-2023"},{"StartDate":"17-APR-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9539073944028986,"EffectiveAccrual":0.08423913043478261,"EndSurvival":0.9447908567866052,"StartSurvival":0.9453517552256305,"EndDate":"24-APR-2023"},{"StartDate":"24-APR-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9534540449714277,"EffectiveAccrual":0.1032608695652174,"EndSurvival":0.9442302911412276,"StartSurvival":0.9447908567866052,"EndDate":"01-MAY-2023"},{"StartDate":"01-MAY-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9529974646723203,"EffectiveAccrual":0.12228260869565219,"EndSurvival":0.9436700580920435,"StartSurvival":0.9442302911412276,"EndDate":"08-MAY-2023"},{"StartDate":"08-MAY-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9525376349221144,"EffectiveAccrual":0.14130434782608695,"EndSurvival":0.9431101574417164,"StartSurvival":0.9436700580920435,"EndDate":"15-MAY-2023"},{"StartDate":"15-MAY-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9520745371373477,"EffectiveAccrual":0.16032608695652176,"EndSurvival":0.9425505889930265,"StartSurvival":0.9431101574417164,"EndDate":"22-MAY-2023"},{"StartDate":"22-MAY-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.951608152734558,"EffectiveAccrual":0.1793478260869565,"EndSurvival":0.9419913525488709,"StartSurvival":0.9425505889930265,"EndDate":"29-MAY-2023"},{"StartDate":"29-MAY-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9511384631302834,"EffectiveAccrual":0.19836956521739132,"EndSurvival":0.9414324479122641,"StartSurvival":0.9419913525488709,"EndDate":"05-JUN-2023"},{"StartDate":"05-JUN-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9506654497410616,"EffectiveAccrual":0.21739130434782608,"EndSurvival":0.9408738748863371,"StartSurvival":0.9414324479122641,"EndDate":"12-JUN-2023"},{"StartDate":"12-JUN-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9501890939834302,"EffectiveAccrual":0.2364130434782609,"EndSurvival":0.940315633274338,"StartSurvival":0.9408738748863371,"EndDate":"19-JUN-2023"},{"StartDate":"19-JUN-2023","EffectiveRecovery":0.4,"EffectiveNotional":1.0,"EffectiveDF":0.9499155549054261,"EffectiveAccrual":0.2472826086956522,"EndSurvival":0.9402359115153549,"StartSurvival":0.940315633274338,"EndDate":"20-JUN-2023"},{"StartDate":"20-JUN-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.949640570868425,"EffectiveAccrual":0.008152173913043478,"EndSurvival":0.9396780484213592,"StartSurvival":0.9402359115153549,"EndDate":"27-JUN-2023"},{"StartDate":"27-JUN-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9491569903158092,"EffectiveAccrual":0.02717391304347826,"EndSurvival":0.9391205163200727,"StartSurvival":0.9396780484213592,"EndDate":"04-JUL-2023"},{"StartDate":"04-JUL-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9486700089896172,"EffectiveAccrual":0.04619565217391305,"EndSurvival":0.9385633150151098,"StartSurvival":0.9391205163200727,"EndDate":"11-JUL-2023"},{"StartDate":"11-JUL-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9481796083063868,"EffectiveAccrual":0.06521739130434782,"EndSurvival":0.938006444310202,"StartSurvival":0.9385633150151098,"EndDate":"18-JUL-2023"},{"StartDate":"18-JUL-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9476857696826557,"EffectiveAccrual":0.08423913043478261,"EndSurvival":0.9374499040091966,"StartSurvival":0.938006444310202,"EndDate":"25-JUL-2023"},{"StartDate":"25-JUL-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.947188474534962,"EffectiveAccrual":0.1032608695652174,"EndSurvival":0.9368936939160576,"StartSurvival":0.9374499040091966,"EndDate":"01-AUG-2023"},{"StartDate":"01-AUG-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9466877042798436,"EffectiveAccrual":0.12228260869565219,"EndSurvival":0.9363378138348653,"StartSurvival":0.9368936939160576,"EndDate":"08-AUG-2023"},{"StartDate":"08-AUG-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.946183440333838,"EffectiveAccrual":0.14130434782608695,"EndSurvival":0.9357822635698161,"StartSurvival":0.9363378138348653,"EndDate":"15-AUG-2023"},{"StartDate":"15-AUG-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9456756641134832,"EffectiveAccrual":0.16032608695652176,"EndSurvival":0.9352270429252226,"StartSurvival":0.9357822635698161,"EndDate":"22-AUG-2023"},{"StartDate":"22-AUG-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9451643570353173,"EffectiveAccrual":0.1793478260869565,"EndSurvival":0.9346721517055139,"StartSurvival":0.9352270429252226,"EndDate":"29-AUG-2023"},{"StartDate":"29-AUG-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9446495005158776,"EffectiveAccrual":0.19836956521739132,"EndSurvival":0.9341175897152345,"StartSurvival":0.9346721517055139,"EndDate":"05-SEP-2023"},{"StartDate":"05-SEP-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9441310759717023,"EffectiveAccrual":0.21739130434782608,"EndSurvival":0.9335633567590453,"StartSurvival":0.9341175897152345,"EndDate":"12-SEP-2023"},{"StartDate":"12-SEP-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9436090648193292,"EffectiveAccrual":0.2364130434782609,"EndSurvival":0.933009452641723,"StartSurvival":0.9335633567590453,"EndDate":"19-SEP-2023"},{"StartDate":"19-SEP-2023","EffectiveRecovery":0.4,"EffectiveNotional":1.0,"EffectiveDF":0.9433093397468628,"EffectiveAccrual":0.2472826086956522,"EndSurvival":0.9329303503147167,"StartSurvival":0.933009452641723,"EndDate":"20-SEP-2023"},{"StartDate":"20-SEP-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9430080650412046,"EffectiveAccrual":0.008241758241758242,"EndSurvival":0.9323768217743419,"StartSurvival":0.9329303503147167,"EndDate":"27-SEP-2023"},{"StartDate":"27-SEP-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9424783057228716,"EffectiveAccrual":0.027472527472527472,"EndSurvival":0.9318236216548882,"StartSurvival":0.9323768217743419,"EndDate":"04-OCT-2023"},{"StartDate":"04-OCT-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.941944901391174,"EffectiveAccrual":0.046703296703296704,"EndSurvival":0.931270749761496,"StartSurvival":0.9318236216548882,"EndDate":"11-OCT-2023"},{"StartDate":"11-OCT-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9414078334626494,"EffectiveAccrual":0.06593406593406594,"EndSurvival":0.9307182058994218,"StartSurvival":0.931270749761496,"EndDate":"18-OCT-2023"},{"StartDate":"18-OCT-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.940867083353836,"EffectiveAccrual":0.08516483516483517,"EndSurvival":0.9301659898740368,"StartSurvival":0.9307182058994218,"EndDate":"25-OCT-2023"},{"StartDate":"25-OCT-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9403226324812715,"EffectiveAccrual":0.1043956043956044,"EndSurvival":0.9296141014908282,"StartSurvival":0.9301659898740368,"EndDate":"01-NOV-2023"},{"StartDate":"01-NOV-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9397744622614934,"EffectiveAccrual":0.12362637362637363,"EndSurvival":0.9290625405553988,"StartSurvival":0.9296141014908282,"EndDate":"08-NOV-2023"},{"StartDate":"08-NOV-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9392225541110402,"EffectiveAccrual":0.14285714285714285,"EndSurvival":0.9285113068734664,"StartSurvival":0.9290625405553988,"EndDate":"15-NOV-2023"},{"StartDate":"15-NOV-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.938666889446449,"EffectiveAccrual":0.1620879120879121,"EndSurvival":0.9279604002508639,"StartSurvival":0.9285113068734664,"EndDate":"22-NOV-2023"},{"StartDate":"22-NOV-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9381074496842581,"EffectiveAccrual":0.1813186813186813,"EndSurvival":0.9274098204935398,"StartSurvival":0.9279604002508639,"EndDate":"29-NOV-2023"},{"StartDate":"29-NOV-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9375442162410053,"EffectiveAccrual":0.20054945054945056,"EndSurvival":0.9268595674075577,"StartSurvival":0.9274098204935398,"EndDate":"06-DEC-2023"},{"StartDate":"06-DEC-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9369771705332284,"EffectiveAccrual":0.21978021978021978,"EndSurvival":0.926309640799096,"StartSurvival":0.9268595674075577,"EndDate":"13-DEC-2023"},{"StartDate":"13-DEC-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9364062939774651,"EffectiveAccrual":0.23901098901098902,"EndSurvival":0.9257600404744483,"StartSurvival":0.926309640799096,"EndDate":"20-DEC-2023"},{"StartDate":"20-DEC-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9358315679902532,"EffectiveAccrual":0.008241758241758242,"EndSurvival":0.9252107662400231,"StartSurvival":0.9257600404744483,"EndDate":"27-DEC-2023"},{"StartDate":"27-DEC-2023","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.935252974713033,"EffectiveAccrual":0.027472527472527472,"EndSurvival":0.9246618179023436,"StartSurvival":0.9252107662400231,"EndDate":"03-JAN-2024"},{"StartDate":"03-JAN-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9346705163703765,"EffectiveAccrual":0.046703296703296704,"EndSurvival":0.9241131952680482,"StartSurvival":0.9246618179023436,"EndDate":"10-JAN-2024"},{"StartDate":"10-JAN-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.934084236883222,"EffectiveAccrual":0.06593406593406594,"EndSurvival":0.9235648981438895,"StartSurvival":0.9241131952680482,"EndDate":"17-JAN-2024"},{"StartDate":"17-JAN-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9334941910125816,"EffectiveAccrual":0.08516483516483517,"EndSurvival":0.9230169263367353,"StartSurvival":0.9235648981438895,"EndDate":"24-JAN-2024"},{"StartDate":"24-JAN-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9329004336198385,"EffectiveAccrual":0.1043956043956044,"EndSurvival":0.9224692796535675,"StartSurvival":0.9230169263367353,"EndDate":"31-JAN-2024"},{"StartDate":"31-JAN-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9323030195663758,"EffectiveAccrual":0.12362637362637363,"EndSurvival":0.9219219579014828,"StartSurvival":0.9224692796535675,"EndDate":"07-FEB-2024"},{"StartDate":"07-FEB-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9317020037135769,"EffectiveAccrual":0.14285714285714285,"EndSurvival":0.9213749608876922,"StartSurvival":0.9219219579014828,"EndDate":"14-FEB-2024"},{"StartDate":"14-FEB-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9310974409228242,"EffectiveAccrual":0.1620879120879121,"EndSurvival":0.9208282884195212,"StartSurvival":0.9213749608876922,"EndDate":"21-FEB-2024"},{"StartDate":"21-FEB-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9304893860555012,"EffectiveAccrual":0.1813186813186813,"EndSurvival":0.9202819403044098,"StartSurvival":0.9208282884195212,"EndDate":"28-FEB-2024"},{"StartDate":"28-FEB-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9298778939729909,"EffectiveAccrual":0.20054945054945056,"EndSurvival":0.9197359163499118,"StartSurvival":0.9202819403044098,"EndDate":"06-MAR-2024"},{"StartDate":"06-MAR-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9292630195366768,"EffectiveAccrual":0.21978021978021978,"EndSurvival":0.9191902163636956,"StartSurvival":0.9197359163499118,"EndDate":"13-MAR-2024"},{"StartDate":"13-MAR-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9286448176079414,"EffectiveAccrual":0.23901098901098902,"EndSurvival":0.9186448401535433,"StartSurvival":0.9191902163636956,"EndDate":"20-MAR-2024"},{"StartDate":"20-MAR-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.928023343048168,"EffectiveAccrual":0.008152173913043478,"EndSurvival":0.9180034399018535,"StartSurvival":0.9186448401535433,"EndDate":"27-MAR-2024"},{"StartDate":"27-MAR-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9273986507187402,"EffectiveAccrual":0.02717391304347826,"EndSurvival":0.9173624874775119,"StartSurvival":0.9180034399018535,"EndDate":"03-APR-2024"},{"StartDate":"03-APR-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9267707954810402,"EffectiveAccrual":0.04619565217391305,"EndSurvival":0.9167219825678447,"StartSurvival":0.9173624874775119,"EndDate":"10-APR-2024"},{"StartDate":"10-APR-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9261398321964518,"EffectiveAccrual":0.06521739130434782,"EndSurvival":0.9160819248603955,"StartSurvival":0.9167219825678447,"EndDate":"17-APR-2024"},{"StartDate":"17-APR-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9255058157263578,"EffectiveAccrual":0.08423913043478261,"EndSurvival":0.9154423140429268,"StartSurvival":0.9160819248603955,"EndDate":"24-APR-2024"},{"StartDate":"24-APR-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9248688009321415,"EffectiveAccrual":0.1032608695652174,"EndSurvival":0.9148031498034188,"StartSurvival":0.9154423140429268,"EndDate":"01-MAY-2024"},{"StartDate":"01-MAY-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9242288426751858,"EffectiveAccrual":0.12228260869565219,"EndSurvival":0.9141644318300696,"StartSurvival":0.9148031498034188,"EndDate":"08-MAY-2024"},{"StartDate":"08-MAY-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.923585995816874,"EffectiveAccrual":0.14130434782608695,"EndSurvival":0.9135261598112949,"StartSurvival":0.9141644318300696,"EndDate":"15-MAY-2024"},{"StartDate":"15-MAY-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9229403152185891,"EffectiveAccrual":0.16032608695652176,"EndSurvival":0.9128883334357282,"StartSurvival":0.9135261598112949,"EndDate":"22-MAY-2024"},{"StartDate":"22-MAY-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9222918557417141,"EffectiveAccrual":0.1793478260869565,"EndSurvival":0.91225095239222,"StartSurvival":0.9128883334357282,"EndDate":"29-MAY-2024"},{"StartDate":"29-MAY-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9216406722476322,"EffectiveAccrual":0.19836956521739132,"EndSurvival":0.9116140163698385,"StartSurvival":0.91225095239222,"EndDate":"05-JUN-2024"},{"StartDate":"05-JUN-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9209868195977268,"EffectiveAccrual":0.21739130434782608,"EndSurvival":0.9109775250578687,"StartSurvival":0.9116140163698385,"EndDate":"12-JUN-2024"},{"StartDate":"12-JUN-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9203303526533805,"EffectiveAccrual":0.2364130434782609,"EndSurvival":0.9103414781458126,"StartSurvival":0.9109775250578687,"EndDate":"19-JUN-2024"},{"StartDate":"19-JUN-2024","EffectiveRecovery":0.4,"EffectiveNotional":1.0,"EffectiveDF":0.9199542050170291,"EffectiveAccrual":0.2472826086956522,"EndSurvival":0.9102506505606822,"StartSurvival":0.9103414781458126,"EndDate":"20-JUN-2024"},{"StartDate":"20-JUN-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9195769739162367,"EffectiveAccrual":0.008152173913043478,"EndSurvival":0.9096151111543183,"StartSurvival":0.9102506505606822,"EndDate":"27-JUN-2024"},{"StartDate":"27-JUN-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9189150896496852,"EffectiveAccrual":0.02717391304347826,"EndSurvival":0.908980015483245,"StartSurvival":0.9096151111543183,"EndDate":"04-JUL-2024"},{"StartDate":"04-JUL-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9182507635101825,"EffectiveAccrual":0.04619565217391305,"EndSurvival":0.9083453632376454,"StartSurvival":0.908980015483245,"EndDate":"11-JUL-2024"},{"StartDate":"11-JUL-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9175840503591122,"EffectiveAccrual":0.06521739130434782,"EndSurvival":0.9077111541079184,"StartSurvival":0.9083453632376454,"EndDate":"18-JUL-2024"},{"StartDate":"18-JUL-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9169150050578571,"EffectiveAccrual":0.08423913043478261,"EndSurvival":0.9070773877846794,"StartSurvival":0.9077111541079184,"EndDate":"25-JUL-2024"},{"StartDate":"25-JUL-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9162436824678001,"EffectiveAccrual":0.1032608695652174,"EndSurvival":0.9064440639587599,"StartSurvival":0.9070773877846794,"EndDate":"01-AUG-2024"},{"StartDate":"01-AUG-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9155701374503249,"EffectiveAccrual":0.12228260869565219,"EndSurvival":0.9058111823212069,"StartSurvival":0.9064440639587599,"EndDate":"08-AUG-2024"},{"StartDate":"08-AUG-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9148944248668143,"EffectiveAccrual":0.14130434782608695,"EndSurvival":0.9051787425632835,"StartSurvival":0.9058111823212069,"EndDate":"15-AUG-2024"},{"StartDate":"15-AUG-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9142165995786511,"EffectiveAccrual":0.16032608695652176,"EndSurvival":0.9045467443764681,"StartSurvival":0.9051787425632835,"EndDate":"22-AUG-2024"},{"StartDate":"22-AUG-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9135367164472187,"EffectiveAccrual":0.1793478260869565,"EndSurvival":0.9039151874524545,"StartSurvival":0.9045467443764681,"EndDate":"29-AUG-2024"},{"StartDate":"29-AUG-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9128548303339004,"EffectiveAccrual":0.19836956521739132,"EndSurvival":0.9032840714831519,"StartSurvival":0.9039151874524545,"EndDate":"05-SEP-2024"},{"StartDate":"05-SEP-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.912170996100079,"EffectiveAccrual":0.21739130434782608,"EndSurvival":0.9026533961606846,"StartSurvival":0.9032840714831519,"EndDate":"12-SEP-2024"},{"StartDate":"12-SEP-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9114852686071376,"EffectiveAccrual":0.2364130434782609,"EndSurvival":0.9020231611773918,"StartSurvival":0.9026533961606846,"EndDate":"19-SEP-2024"},{"StartDate":"19-SEP-2024","EffectiveRecovery":0.4,"EffectiveNotional":1.0,"EffectiveDF":0.9110926875999312,"EffectiveAccrual":0.2472826086956522,"EndSurvival":0.9019331635364755,"StartSurvival":0.9020231611773918,"EndDate":"20-SEP-2024"},{"StartDate":"20-SEP-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9106993321434211,"EffectiveAccrual":0.008241758241758242,"EndSurvival":0.9013034314215016,"StartSurvival":0.9019331635364755,"EndDate":"27-SEP-2024"},{"StartDate":"27-SEP-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9100097324039619,"EffectiveAccrual":0.027472527472527472,"EndSurvival":0.9006741389871522,"StartSurvival":0.9013034314215016,"EndDate":"04-OCT-2024"},{"StartDate":"04-OCT-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9093184118268723,"EffectiveAccrual":0.046703296703296704,"EndSurvival":0.9000452859264413,"StartSurvival":0.9006741389871522,"EndDate":"11-OCT-2024"},{"StartDate":"11-OCT-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9086254252735358,"EffectiveAccrual":0.06593406593406594,"EndSurvival":0.8994168719325968,"StartSurvival":0.9000452859264413,"EndDate":"18-OCT-2024"},{"StartDate":"18-OCT-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9079308276053355,"EffectiveAccrual":0.08516483516483517,"EndSurvival":0.8987888966990611,"StartSurvival":0.8994168719325968,"EndDate":"25-OCT-2024"},{"StartDate":"25-OCT-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9072346736836542,"EffectiveAccrual":0.1043956043956044,"EndSurvival":0.8981613599194909,"StartSurvival":0.8987888966990611,"EndDate":"01-NOV-2024"},{"StartDate":"01-NOV-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9065370183698751,"EffectiveAccrual":0.12362637362637363,"EndSurvival":0.8975342612877562,"StartSurvival":0.8981613599194909,"EndDate":"08-NOV-2024"},{"StartDate":"08-NOV-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9058379165253815,"EffectiveAccrual":0.14285714285714285,"EndSurvival":0.8969076004979409,"StartSurvival":0.8975342612877562,"EndDate":"15-NOV-2024"},{"StartDate":"15-NOV-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9051374230115562,"EffectiveAccrual":0.1620879120879121,"EndSurvival":0.896281377244343,"StartSurvival":0.8969076004979409,"EndDate":"22-NOV-2024"},{"StartDate":"22-NOV-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9044355926897825,"EffectiveAccrual":0.1813186813186813,"EndSurvival":0.8956555912214733,"StartSurvival":0.896281377244343,"EndDate":"29-NOV-2024"},{"StartDate":"29-NOV-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9037324804214435,"EffectiveAccrual":0.20054945054945056,"EndSurvival":0.8950302421240561,"StartSurvival":0.8956555912214733,"EndDate":"06-DEC-2024"},{"StartDate":"06-DEC-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9030281410679223,"EffectiveAccrual":0.21978021978021978,"EndSurvival":0.8944053296470292,"StartSurvival":0.8950302421240561,"EndDate":"13-DEC-2024"},{"StartDate":"13-DEC-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9023226294906018,"EffectiveAccrual":0.23901098901098902,"EndSurvival":0.8937808534855428,"StartSurvival":0.8944053296470292,"EndDate":"20-DEC-2024"},{"StartDate":"20-DEC-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9016160005508654,"EffectiveAccrual":0.008333333333333333,"EndSurvival":0.8931568133349603,"StartSurvival":0.8937808534855428,"EndDate":"27-DEC-2024"},{"StartDate":"27-DEC-2024","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.900908308756408,"EffectiveAccrual":0.027777777777777776,"EndSurvival":0.8925332088908579,"StartSurvival":0.8931568133349603,"EndDate":"03-JAN-2025"},{"StartDate":"03-JAN-2025","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.9001995988161393,"EffectiveAccrual":0.04722222222222222,"EndSurvival":0.891910039849024,"StartSurvival":0.8925332088908579,"EndDate":"10-JAN-2025"},{"StartDate":"10-JAN-2025","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.8994898950948426,"EffectiveAccrual":0.06666666666666667,"EndSurvival":0.8912873059054596,"StartSurvival":0.891910039849024,"EndDate":"17-JAN-2025"},{"StartDate":"17-JAN-2025","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.8987792166683075,"EffectiveAccrual":0.08611111111111111,"EndSurvival":0.8906650067563779,"StartSurvival":0.8912873059054596,"EndDate":"24-JAN-2025"},{"StartDate":"24-JAN-2025","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.8980675825633517,"EffectiveAccrual":0.10555555555555556,"EndSurvival":0.8900431420982045,"StartSurvival":0.8906650067563779,"EndDate":"31-JAN-2025"},{"StartDate":"31-JAN-2025","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.897355011806793,"EffectiveAccrual":0.125,"EndSurvival":0.8894217116275764,"StartSurvival":0.8900431420982045,"EndDate":"07-FEB-2025"},{"StartDate":"07-FEB-2025","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.8966415234254488,"EffectiveAccrual":0.14444444444444443,"EndSurvival":0.888800715041343,"StartSurvival":0.8894217116275764,"EndDate":"14-FEB-2025"},{"StartDate":"14-FEB-2025","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.8959271364461372,"EffectiveAccrual":0.1638888888888889,"EndSurvival":0.8881801520365648,"StartSurvival":0.888800715041343,"EndDate":"21-FEB-2025"},{"StartDate":"21-FEB-2025","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.8952118698956751,"EffectiveAccrual":0.18333333333333332,"EndSurvival":0.8875600223105142,"StartSurvival":0.8881801520365648,"EndDate":"28-FEB-2025"},{"StartDate":"28-FEB-2025","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.8944957428008808,"EffectiveAccrual":0.20277777777777778,"EndSurvival":0.8869403255606748,"StartSurvival":0.8875600223105142,"EndDate":"07-MAR-2025"},{"StartDate":"07-MAR-2025","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.8937787741885714,"EffectiveAccrual":0.2222222222222222,"EndSurvival":0.8863210614847415,"StartSurvival":0.8869403255606748,"EndDate":"14-MAR-2025"},{"StartDate":"14-MAR-2025","EffectiveRecovery":0.39999999999999997,"EffectiveNotional":1.0,"EffectiveDF":0.8931122910150754,"EffectiveAccrual":0.24166666666666667,"EndSurvival":0.8857906078494809,"StartSurvival":0.8863210614847415,"EndDate":"20-MAR-2025"}],"losspv":0.06521015479397393,"cleancouponpv":4.725373535828332E-6,"accrued":1.0439560439560442E-7,"lossnorecpv":0.1086835913232899,"fairexplossnorec":0.11420939215051902,"fairaccrued01":1.0439560439560441E-5,"fairdirtycouponpv":4.829769140223937E-6,"fairpremium":137.9999999990328}
|-----------------------------------------------------------------|
| 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 01:17:46 EST 2020
| Setup Time => Mon Jan 27 01:17:46 EST 2020
| Setup Duration => 2 ms
|-----------------------------------------------------------------|
|---------------- JSON REQUEST -----------------|
{"Parameters":{"FixFloatQuote":[0.0166,0.0206,0.0241,0.0269,0.0292,0.0311,0.0326,0.034,0.0351,0.0375,0.0393,0.0402,0.0407,0.0409,0.0409],"FixFloatTenor":["04Y","05Y","06Y","07Y","08Y","09Y","10Y","11Y","12Y","15Y","20Y","25Y","30Y","40Y","50Y"],"DepositQuote":[0.0017,0.0017,0.0018,0.002,0.0023],"ReferenceEntity":"DRIP","CDSTenor":["06M","01Y","02Y","03Y","04Y","05Y","07Y","10Y"],"Currency":"USD","FuturesQuote":[0.0027,0.0032,0.0041,0.0054,0.0077,0.0104,0.0134,0.016],"SpotDate":"27-JAN-2020","DepositTenor":["04D","07D","14D","30D","60D"],"CDSQuote":[60.0,68.0,88.0,102.0,121.0,138.0,168.0,188.0]},"API":"CREDITSTATE"}
|---------------- JSON RESPONSE ----------------|
|-----------------------------------------------------------------|
| 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 01:17:46 EST 2020
| Setup Time => Mon Jan 27 01:17:46 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
{"ReferenceEntity":"DRIP","Currency":"USD","SpotDate":"27-JAN-2020","CDSMetrics":[{"InstrumentQuote":60.0,"CalibrationMeasure":"FairPremium","MaturityTenor":"06M","ReferenceEntity":"DRIP::USD::SENIOR","InstrumentType":"CDS","Recovery":0.4,"SurvivalProbability":0.9950553282209291},{"InstrumentQuote":68.0,"CalibrationMeasure":"FairPremium","MaturityTenor":"01Y","ReferenceEntity":"DRIP::USD::SENIOR","InstrumentType":"CDS","Recovery":0.4,"SurvivalProbability":0.9889502549436734},{"InstrumentQuote":88.0,"CalibrationMeasure":"FairPremium","MaturityTenor":"02Y","ReferenceEntity":"DRIP::USD::SENIOR","InstrumentType":"CDS","Recovery":0.4,"SurvivalProbability":0.9715136299946295},{"InstrumentQuote":102.0,"CalibrationMeasure":"FairPremium","MaturityTenor":"03Y","ReferenceEntity":"DRIP::USD::SENIOR","InstrumentType":"CDS","Recovery":0.4,"SurvivalProbability":0.9506113665198518},{"InstrumentQuote":121.0,"CalibrationMeasure":"FairPremium","MaturityTenor":"04Y","ReferenceEntity":"DRIP::USD::SENIOR","InstrumentType":"CDS","Recovery":0.4,"SurvivalProbability":0.9227821808155279},{"InstrumentQuote":138.0,"CalibrationMeasure":"FairPremium","MaturityTenor":"05Y","ReferenceEntity":"DRIP::USD::SENIOR","InstrumentType":"CDS","Recovery":0.4,"SurvivalProbability":0.8903984401461718},{"InstrumentQuote":168.0,"CalibrationMeasure":"FairPremium","MaturityTenor":"07Y","ReferenceEntity":"DRIP::USD::SENIOR","InstrumentType":"CDS","Recovery":0.4,"SurvivalProbability":0.8159287162164895},{"InstrumentQuote":188.0,"CalibrationMeasure":"FairPremium","MaturityTenor":"10Y","ReferenceEntity":"DRIP::USD::SENIOR","InstrumentType":"CDS","Recovery":0.4,"SurvivalProbability":0.7168420922340162}],"CreditLabel":"DRIP::USD::SENIOR","FundingLabel":"USD"}
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| Adjusted[27-MAR-2016 + 0] = 28-MAR-2016 |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| Adjusted[27-MAR-2016 + 1] = 28-MAR-2016 |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Adjusted[27-MAR-2016 + 2] = 29-MAR-2016 |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Adjusted[27-MAR-2016 + 3] = 30-MAR-2016 |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Adjusted[27-MAR-2016 + 4] = 31-MAR-2016 |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Adjusted[27-MAR-2016 + 5] = 01-APR-2016 |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Adjusted[27-MAR-2016 + 6] = 04-APR-2016 |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Adjusted[27-MAR-2016 + 7] = 05-APR-2016 |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Adjusted[27-MAR-2016 + 8] = 06-APR-2016 |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Adjusted[27-MAR-2016 + 9] = 07-APR-2016 |
|-----------------------------------------|
|-------------------------------------------|
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Unadjusted[27-MAR-2016 + 0] = 27-MAR-2016 |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Unadjusted[27-MAR-2016 + 1] = 28-MAR-2016 |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Unadjusted[27-MAR-2016 + 2] = 29-MAR-2016 |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| Unadjusted[27-MAR-2016 + 3] = 30-MAR-2016 |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| Unadjusted[27-MAR-2016 + 4] = 31-MAR-2016 |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| Unadjusted[27-MAR-2016 + 5] = 01-APR-2016 |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Unadjusted[27-MAR-2016 + 6] = 02-APR-2016 |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 6 ms
|-----------------------------------------------------------------|
| Unadjusted[27-MAR-2016 + 7] = 03-APR-2016 |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Unadjusted[27-MAR-2016 + 8] = 04-APR-2016 |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Unadjusted[27-MAR-2016 + 9] = 05-APR-2016 |
|-------------------------------------------|
|---------------------------------|
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Is 27-MAR-2016 a Holiday? true |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Is 28-MAR-2016 a Holiday? false |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Is 29-MAR-2016 a Holiday? false |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Is 30-MAR-2016 a Holiday? false |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Is 31-MAR-2016 a Holiday? false |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| Is 01-APR-2016 a Holiday? false |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| Is 02-APR-2016 a Holiday? true |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| Is 03-APR-2016 a Holiday? true |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| Is 04-APR-2016 a Holiday? false |
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| Is 05-APR-2016 a Holiday? false |
|---------------------------------|
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|---------------- JSON REQUEST -----------------|
{"Parameters":{"DepositMaturity":"06Y","FixFloatQuote":[0.0166,0.0206,0.0241,0.0269,0.0292,0.0311,0.0326,0.034,0.0351,0.0375,0.0393,0.0402,0.0407,0.0409,0.0409],"FixFloatTenor":["04Y","05Y","06Y","07Y","08Y","09Y","10Y","11Y","12Y","15Y","20Y","25Y","30Y","40Y","50Y"],"DepositQuote":[0.0013,0.0017,0.0017,0.0018,0.002,0.0023],"Currency":"USD","FuturesQuote":[0.0027,0.0032,0.0041,0.0054,0.0077,0.0104,0.0134,0.016],"SpotDate":"27-JAN-2020","DepositTenor":["01D","04D","07D","14D","30D","60D"]},"API":"DEPOSIT::CURVEMETRICS"}
|---------------- JSON RESPONSE ----------------|
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
{"creditfundingconvexityadjustedprice":113.66305957540601,"creditfxconvexityadjustedcleanpv":0.13663059575406014,"resetrate":null,"creditforwardconvexityadjustmentpremium":0.0,"fundingfxconvexityadjustedprice":113.66305957540601,"unadjustedpv":0.13663059575406014,"pv":0.13663059575406014,"compoundingadjustmentfactor":1.0,"fundingfxconvexityadjusteddv01":5.256960372519722E-4,"creditfundingconvexityadjustedparrate":0.025990417669549886,"creditfundingconvexityadjustmentfactor":1.0,"fundingfxconvexityadjustedcleanprice":113.66305957540601,"cumulativeconvexityadjustmentfactor":1.0,"creditforwardconvexityadjustedfairpremium":0.025990417669549886,"price":113.66305957540601,"creditforwardconvexityadjustedpv":0.13663059575406014,"creditfundingconvexityadjusteddv01":5.256960372519722E-4,"creditfxconvexityadjusteddirtydv01":5.256960372519722E-4,"cleanpv":0.13663059575406014,"forwardfundingconvexityadjustedrate":0.025990417669549886,"unadjustedparrate":0.025990417669549886,"forwardfundingconvexityadjustedcleandv01":5.256960372519722E-4,"unadjustedprice":113.66305957540601,"compoundingadjustedfairpremium":0.025990417669549886,"compoundingadjusteddirtyprice":113.66305957540601,"compoundingadjustmentpremiumupfront":0.0,"forwardfxconvexityadjustmentpremium":0.0,"forwardfxconvexityadjustedcleanpv":0.13663059575406014,"unadjustedupfront":0.13663059575406014,"cumulativeconvexityadjusteddirtyprice":113.66305957540601,"cumulativeconvexityadjustedpv":0.13663059575406014,"creditfundingconvexityadjustedupfront":0.13663059575406014,"forwardfxconvexityadjusteddirtyprice":113.66305957540601,"cumulativeconvexityadjustedcleandv01":5.256960372519722E-4,"cumulativeconvexityadjustmentpremium":0.0,"fundingfxconvexityadjusteddirtydv01":5.256960372519722E-4,"dv01":5.256960372519722E-4,"compoundingadjustedupfront":0.13663059575406014,"forwardfundingconvexityadjusteddirtydv01":5.256960372519722E-4,"forwardfundingconvexityadjustedcleanpv":0.13663059575406014,"fundingfxconvexityadjustedrate":0.025990417669549886,"unadjustedfairpremium":0.025990417669549886,"fundingfxconvexityadjusteddirtyprice":113.66305957540601,"upfront":0.13663059575406014,"fundingfxconvexityadjustedupfront":0.13663059575406014,"forwardfxconvexityadjustedprice":113.66305957540601,"forwardfundingconvexityadjustedpv":0.13663059575406014,"creditfxconvexityadjustedcleanprice":113.66305957540601,"fundingfxconvexityadjusteddirtypv":0.13663059575406014,"fundingfxconvexityadjustmentpremium":0.0,"compoundingadjusteddirtypv":0.13663059575406014,"cumulativeconvexityadjustedfairpremium":0.025990417669549886,"creditfxconvexityadjustmentpremium":0.0,"compoundingadjustedpv":0.13663059575406014,"creditforwardconvexityadjustedupfront":0.13663059575406014,"creditfundingconvexityadjustmentpremiumupfront":0.0,"accrued01":0.0,"forwardfxconvexityadjusteddirtypv":0.13663059575406014,"compoundingadjustedparrate":0.025990417669549886,"fundingfxconvexityadjustedfairpremium":0.025990417669549886,"compoundingadjustedrate":0.025990417669549886,"creditfundingconvexityadjustedcleanprice":113.66305957540601,"totalcoupon":0.02599041766954989,"creditfundingconvexityadjusteddirtydv01":5.256960372519722E-4,"creditforwardconvexityadjusteddv01":5.256960372519722E-4,"cumulativeconvexityadjustedcleanpv":0.13663059575406014,"forwardfxconvexityadjustmentfactor":1.0,"forwardfundingconvexityadjusteddv01":5.256960372519722E-4,"forwardfxconvexityadjustedparrate":0.025990417669549886,"unadjusteddirtypv":0.13663059575406014,"creditforwardconvexityadjustmentpremiumupfront":0.0,"creditforwardconvexityadjustedrate":0.025990417669549886,"creditfundingconvexityadjustedfairpremium":0.025990417669549886,"creditfxconvexityadjustedprice":113.66305957540601,"compoundingadjustedcleanprice":113.66305957540601,"creditfxconvexityadjustedcleandv01":5.256960372519722E-4,"creditfxconvexityadjustmentpremiumupfront":0.0,"forwardfundingconvexityadjustmentfactor":1.0,"unadjusteddirtydv01":5.256960372519722E-4,"compoundingadjusteddirtydv01":5.256960372519722E-4,"creditforwardconvexityadjustmentfactor":1.0,"fundingfxconvexityadjustedparrate":0.025990417669549886,"dirtydv01":5.256960372519722E-4,"dirtyprice":113.66305957540601,"cumulativeconvexityadjustedrate":0.025990417669549886,"cumulativeconvexityadjustmentpremiumupfront":0.0,"fixing01":0.0,"creditfxconvexityadjustmentfactor":1.0,"cumulativecouponamount":0.0,"creditforwardconvexityadjusteddirtyprice":113.66305957540601,"forwardfundingconvexityadjustedparrate":0.025990417669549886,"forwardfxconvexityadjustedpv":0.13663059575406014,"fundingfxconvexityadjustedpv":0.13663059575406014,"cv01":5.256960372519722E-4,"fundingfxconvexityadjustedcleandv01":5.256960372519722E-4,"fundingfxconvexityadjustmentfactor":1.0,"creditfundingconvexityadjusteddirtypv":0.13663059575406014,"creditforwardconvexityadjustedcleanpv":0.13663059575406014,"cumulativeconvexityadjustedprice":113.66305957540601,"fundingfxconvexityadjustedcleanpv":0.13663059575406014,"forwardfxconvexityadjustedcleandv01":5.256960372519722E-4,"forwardfxconvexityadjustedcleanprice":113.66305957540601,"cumulativeconvexityadjusteddirtypv":0.13663059575406014,"forwardfxconvexityadjustedupfront":0.13663059575406014,"creditfundingconvexityadjustedpv":0.13663059575406014,"cumulativeconvexityadjusteddirtydv01":5.256960372519722E-4,"creditforwardconvexityadjustedprice":113.66305957540601,"creditfxconvexityadjustedpv":0.13663059575406014,"forwardfundingconvexityadjustmentpremium":0.0,"forwardfxconvexityadjustedrate":0.025990417669549886,"creditfundingconvexityadjustedcleanpv":0.13663059575406014,"FloatingCashFlow":[{"StartDate":"27-JAN-2020","ReferenceRate":0.02599041766954989,"CouponDCF":6.088888888888889,"PayDate":"27-JAN-2026","ForwardLabel":"USD-LIBOR-3M","FixingDate":"27-JAN-2026","PayDiscountFactor":0.8633694042459398,"FundingLabel":"USD","EndDate":"27-JAN-2026","BaseNotional":1.0,"Tenor":"3M"}],"creditfxconvexityadjusteddirtyprice":113.66305957540601,"compoundingadjustedcleanpv":0.13663059575406014,"forwardfxconvexityadjusteddirtydv01":5.256960372519722E-4,"forwardrate":0.025990417669549886,"unadjustedcleanprice":113.66305957540601,"creditforwardconvexityadjusteddirtydv01":5.256960372519722E-4,"forwardfxconvexityadjustedfairpremium":0.025990417669549886,"forwardfundingconvexityadjustedupfront":0.13663059575406014,"creditfxconvexityadjustedfairpremium":0.025990417669549886,"creditfundingconvexityadjusteddirtyprice":113.66305957540601,"unadjustedcleanpv":0.13663059575406014,"creditforwardconvexityadjustedparrate":0.025990417669549886,"forwardfundingconvexityadjusteddirtyprice":113.66305957540601,"parrate":0.025990417669549886,"creditfxconvexityadjustedupfront":0.13663059575406014,"fundingfxconvexityadjustmentpremiumupfront":0.0,"dirtypv":0.13663059575406014,"creditfxconvexityadjustedrate":0.025990417669549886,"creditfxconvexityadjusteddirtypv":0.13663059575406014,"creditforwardconvexityadjustedcleandv01":5.256960372519722E-4,"unadjustedcleandv01":5.256960372519722E-4,"creditfxconvexityadjustedparrate":0.025990417669549886,"cumulativecoupondcf":0.0,"cumulativeconvexityadjusteddv01":5.256960372519722E-4,"cleanprice":113.66305957540601,"creditforwardconvexityadjusteddirtypv":0.13663059575406014,"cleandv01":5.256960372519722E-4,"rate":0.025990417669549886,"compoundingadjustedcleandv01":5.256960372519722E-4,"forwardfundingconvexityadjustedcleanprice":113.66305957540601,"resetdate":-2.147483648E9,"creditfundingconvexityadjustmentpremium":0.0,"creditforwardconvexityadjustedcleanprice":113.66305957540601,"unadjusteddirtyprice":113.66305957540601,"compoundingadjustmentpremium":0.0,"calctime":6.19E-5,"cumulativeconvexityadjustedparrate":0.025990417669549886,"cumulativeconvexityadjustedupfront":0.13663059575406014,"forwardfxconvexityadjustmentpremiumupfront":0.0,"cumulativeconvexityadjustedcleanprice":113.66305957540601,"forwardfundingconvexityadjustmentpremiumupfront":0.0,"forwardfundingconvexityadjusteddirtypv":0.13663059575406014,"accrualcoupon":null,"unadjustedrate":0.025990417669549886,"compoundingadjustedprice":113.66305957540601,"creditfundingconvexityadjustedrate":0.025990417669549886,"accrued":0.0,"forwardfundingconvexityadjustedfairpremium":0.025990417669549886,"creditfundingconvexityadjustedcleandv01":5.256960372519722E-4,"fairpremium":0.025990417669549886,"forwardfundingconvexityadjustedprice":113.66305957540601,"creditfxconvexityadjusteddv01":5.256960372519722E-4,"forwardfxconvexityadjusteddv01":5.256960372519722E-4}
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
|---------------- JSON REQUEST -----------------|
{"Parameters":{"CouponRate":0.1189,"ServiceFeeRate":0.0,"PayFrequency":12,"BeginPrincipalFactor":1.0,"Currency":"USD","DayCount":"Act\/365","SettleDate":"01-DEC-2015","NumPayment":48,"FixedMonthlyAmount":3941.98,"BondNotional":147544.28,"Name":"FPMG 11.89 2019","EffectiveDate":"22-OCT-2015"},"API":"FIXEDASSETBACKED::SECULARMETRICS"}
|---------------- JSON RESPONSE ----------------|
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
{"AccrualDays":-9,"Risk":1.764975740563557E-4,"PreviousCouponDate":"22-NOV-2015","Accrued":425.37868970736565,"CurrentPrincipal":145092.25468945754,"ModifiedDuration":1.7599017805771134E-4,"DV01":26.04120748589168,"CouponFlow":[{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":145092.25468945754,"DiscountFactor":0.9901888785285793,"FeeRate":0.0,"CouponAmount":1489.9546894575224,"PrincipalFactor":1.0,"TotalAmount":3941.9799999999836,"SurvivalFactor":1.0,"EndDate":"22-NOV-2015","StartDate":"22-OCT-2015","AccrualFraction":0.08493150684931507,"PayDate":"22-NOV-2015","EndPrincipal":145092.25468945754,"Notional":145092.25468945754,"PrincipalAmount":2452.0253105424613,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":142568.20365514874,"DiscountFactor":0.9804740151616855,"FeeRate":0.0,"CouponAmount":1417.9289656912185,"PrincipalFactor":0.9833810886430673,"TotalAmount":3941.980000000016,"SurvivalFactor":1.0,"EndDate":"22-DEC-2015","StartDate":"22-NOV-2015","AccrualFraction":0.0821917808219178,"PayDate":"22-DEC-2015","EndPrincipal":142568.20365514874,"Notional":142568.20365514874,"PrincipalAmount":2524.051034308797,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":140065.9281533748,"DiscountFactor":0.9708544654993626,"FeeRate":0.0,"CouponAmount":1439.7044982260509,"PrincipalFactor":0.9662740138428189,"TotalAmount":3941.979999999984,"SurvivalFactor":1.0,"EndDate":"22-JAN-2016","StartDate":"22-DEC-2015","AccrualFraction":0.08493150684931507,"PayDate":"22-JAN-2016","EndPrincipal":140065.9281533748,"Notional":140065.9281533748,"PrincipalAmount":2502.2755017739332,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":137538.38378236257,"DiscountFactor":0.9613292944072771,"FeeRate":0.0,"CouponAmount":1414.4356289877262,"PrincipalFactor":0.9493145254656759,"TotalAmount":3941.979999999975,"SurvivalFactor":1.0,"EndDate":"22-FEB-2016","StartDate":"22-JAN-2016","AccrualFraction":0.08493150684931507,"PayDate":"22-FEB-2016","EndPrincipal":137538.38378236257,"Notional":137538.38378236257,"PrincipalAmount":2527.544371012249,"FeeAmount":0.0},{"CouponRate":0.11890000000000085,"AccrualDays":29.000000000000004,"BeginPrincipal":134895.7081689926,"DiscountFactor":0.951897575925812,"FeeRate":0.0,"CouponAmount":1299.3043866300486,"PrincipalFactor":0.9321837741345348,"TotalAmount":3941.9800000000023,"SurvivalFactor":1.0,"EndDate":"22-MAR-2016","StartDate":"22-FEB-2016","AccrualFraction":0.07945205479452055,"PayDate":"22-MAR-2016","EndPrincipal":134895.7081689926,"Notional":134895.7081689926,"PrincipalAmount":2642.6756133699537,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":132315.95307512983,"DiscountFactor":0.942558393180053,"FeeRate":0.0,"CouponAmount":1362.2249061372215,"PrincipalFactor":0.9142727062614193,"TotalAmount":3941.979999999996,"SurvivalFactor":1.0,"EndDate":"22-APR-2016","StartDate":"22-MAR-2016","AccrualFraction":0.08493150684931507,"PayDate":"22-APR-2016","EndPrincipal":132315.95307512983,"Notional":132315.95307512983,"PrincipalAmount":2579.7550938627746,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":129667.0443206613,"DiscountFactor":0.9333108382906563,"FeeRate":0.0,"CouponAmount":1293.0712455314733,"PrincipalFactor":0.8967880901593056,"TotalAmount":3941.980000000004,"SurvivalFactor":1.0,"EndDate":"22-MAY-2016","StartDate":"22-APR-2016","AccrualFraction":0.0821917808219178,"PayDate":"22-MAY-2016","EndPrincipal":129667.0443206613,"Notional":129667.0443206613,"PrincipalAmount":2648.908754468531,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":127034.48831699425,"DiscountFactor":0.9241540122855931,"FeeRate":0.0,"CouponAmount":1309.4239963329362,"PrincipalFactor":0.8788347763848338,"TotalAmount":3941.979999999984,"SurvivalFactor":1.0,"EndDate":"22-JUN-2016","StartDate":"22-MAY-2016","AccrualFraction":0.08493150684931507,"PayDate":"22-JUN-2016","EndPrincipal":127034.48831699425,"Notional":127034.48831699425,"PrincipalAmount":2632.5560036670477,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":124333.9659055606,"DiscountFactor":0.9150870250127583,"FeeRate":0.0,"CouponAmount":1241.4575885663514,"PrincipalFactor":0.8609922954450979,"TotalAmount":3941.9799999999996,"SurvivalFactor":1.0,"EndDate":"22-JUL-2016","StartDate":"22-JUN-2016","AccrualFraction":0.0821917808219178,"PayDate":"22-JUL-2016","EndPrincipal":124333.9659055606,"Notional":124333.9659055606,"PrincipalAmount":2700.522411433648,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":121647.55457660528,"DiscountFactor":0.9061089950534371,"FeeRate":0.0,"CouponAmount":1255.5686710446635,"PrincipalFactor":0.8426891635891314,"TotalAmount":3941.9799999999827,"SurvivalFactor":1.0,"EndDate":"22-AUG-2016","StartDate":"22-JUL-2016","AccrualFraction":0.08493150684931507,"PayDate":"22-AUG-2016","EndPrincipal":121647.55457660528,"Notional":121647.55457660528,"PrincipalAmount":2686.4113289553193,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":118934.01490924614,"DiscountFactor":0.8972190496366209,"FeeRate":0.0,"CouponAmount":1228.440332640838,"PrincipalFactor":0.8244816713776046,"TotalAmount":3941.9799999999786,"SurvivalFactor":1.0,"EndDate":"22-SEP-2016","StartDate":"22-AUG-2016","AccrualFraction":0.08493150684931507,"PayDate":"22-SEP-2016","EndPrincipal":118934.01490924614,"Notional":118934.01490924614,"PrincipalAmount":2713.539667359141,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":116154.32978919485,"DiscountFactor":0.8884163245541633,"FeeRate":0.0,"CouponAmount":1162.2948799487142,"PrincipalFactor":0.8060903134248657,"TotalAmount":3941.9800000000096,"SurvivalFactor":1.0,"EndDate":"22-OCT-2016","StartDate":"22-SEP-2016","AccrualFraction":0.0821917808219178,"PayDate":"22-OCT-2016","EndPrincipal":116154.32978919485,"Notional":116154.32978919485,"PrincipalAmount":2779.685120051295,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":113385.3175814414,"DiscountFactor":0.8796999640767692,"FeeRate":0.0,"CouponAmount":1172.9677922465476,"PrincipalFactor":0.7872506463089918,"TotalAmount":3941.98,"SurvivalFactor":1.0,"EndDate":"22-NOV-2016","StartDate":"22-OCT-2016","AccrualFraction":0.08493150684931507,"PayDate":"22-NOV-2016","EndPrincipal":113385.3175814414,"Notional":113385.3175814414,"PrincipalAmount":2769.0122077534525,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":110551.4072466825,"DiscountFactor":0.8710691208708076,"FeeRate":0.0,"CouponAmount":1108.0696652410993,"PrincipalFactor":0.7684833162047447,"TotalAmount":3941.979999999993,"SurvivalFactor":1.0,"EndDate":"22-DEC-2016","StartDate":"22-NOV-2016","AccrualFraction":0.0821917808219178,"PayDate":"22-DEC-2016","EndPrincipal":110551.4072466825,"Notional":110551.4072466825,"PrincipalAmount":2833.910334758894,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":107725.81473153332,"DiscountFactor":0.8625229559159404,"FeeRate":0.0,"CouponAmount":1116.3874848508049,"PrincipalFactor":0.7492761308448047,"TotalAmount":3941.9799999999846,"SurvivalFactor":1.0,"EndDate":"22-JAN-2017","StartDate":"22-DEC-2016","AccrualFraction":0.08493150684931507,"PayDate":"22-JAN-2017","EndPrincipal":107725.81473153332,"Notional":107725.81473153332,"PrincipalAmount":2825.5925151491797,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":104871.68837679074,"DiscountFactor":0.8540606384235603,"FeeRate":0.0,"CouponAmount":1087.8536452574124,"PrincipalFactor":0.7301253205582305,"TotalAmount":3941.9799999999886,"SurvivalFactor":1.0,"EndDate":"22-FEB-2017","StartDate":"22-JAN-2017","AccrualFraction":0.08493150684931507,"PayDate":"22-FEB-2017","EndPrincipal":104871.68837679074,"Notional":104871.68837679074,"PrincipalAmount":2854.126354742576,"FeeAmount":0.0},{"CouponRate":0.11889999999999896,"AccrualDays":28.0,"BeginPrincipal":101886.25310266475,"DiscountFactor":0.8456813457560276,"FeeRate":0.0,"CouponAmount":956.5447258739965,"PrincipalFactor":0.710781118568546,"TotalAmount":3941.98,"SurvivalFactor":1.0,"EndDate":"22-MAR-2017","StartDate":"22-FEB-2017","AccrualFraction":0.07671232876712329,"PayDate":"22-MAR-2017","EndPrincipal":101886.25310266475,"Notional":101886.25310266475,"PrincipalAmount":2985.4352741260036,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":98973.15677474998,"DiscountFactor":0.8373842633467006,"FeeRate":0.0,"CouponAmount":1028.88367208523,"PrincipalFactor":0.6905469537867869,"TotalAmount":3941.979999999996,"SurvivalFactor":1.0,"EndDate":"22-APR-2017","StartDate":"22-MAR-2017","AccrualFraction":0.08493150684931507,"PayDate":"22-APR-2017","EndPrincipal":98973.15677474998,"Notional":98973.15677474998,"PrincipalAmount":2913.096327914766,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":95998.40211780624,"DiscountFactor":0.8291685846207499,"FeeRate":0.0,"CouponAmount":967.2253430562547,"PrincipalFactor":0.6708030753530396,"TotalAmount":3941.9799999999973,"SurvivalFactor":1.0,"EndDate":"22-MAY-2017","StartDate":"22-APR-2017","AccrualFraction":0.0821917808219178,"PayDate":"22-MAY-2017","EndPrincipal":95998.40211780624,"Notional":95998.40211780624,"PrincipalAmount":2974.7546569437427,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":93025.84817360356,"DiscountFactor":0.8210335109167497,"FeeRate":0.0,"CouponAmount":969.4260557973128,"PrincipalFactor":0.6506412998037351,"TotalAmount":3941.979999999987,"SurvivalFactor":1.0,"EndDate":"22-JUN-2017","StartDate":"22-MAY-2017","AccrualFraction":0.08493150684931507,"PayDate":"22-JUN-2017","EndPrincipal":93025.84817360356,"Notional":93025.84817360356,"PrincipalAmount":2972.553944202674,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":89992.97283233026,"DiscountFactor":0.8129782514090385,"FeeRate":0.0,"CouponAmount":909.1046587266951,"PrincipalFactor":0.6304944398630944,"TotalAmount":3941.979999999998,"SurvivalFactor":1.0,"EndDate":"22-JUL-2017","StartDate":"22-JUN-2017","AccrualFraction":0.0821917808219178,"PayDate":"22-JUL-2017","EndPrincipal":89992.97283233026,"Notional":89992.97283233026,"PrincipalAmount":3032.875341273303,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":86959.77392428282,"DiscountFactor":0.8050020230308411,"FeeRate":0.0,"CouponAmount":908.7810919525575,"PrincipalFactor":0.6099387440321662,"TotalAmount":3941.9799999999914,"SurvivalFactor":1.0,"EndDate":"22-AUG-2017","StartDate":"22-JUL-2017","AccrualFraction":0.08493150684931507,"PayDate":"22-AUG-2017","EndPrincipal":86959.77392428282,"Notional":86959.77392428282,"PrincipalAmount":3033.1989080474336,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":83895.9446933445,"DiscountFactor":0.7971040503981461,"FeeRate":0.0,"CouponAmount":878.1507690616754,"PrincipalFactor":0.5893808551865435,"TotalAmount":3941.9800000000027,"SurvivalFactor":1.0,"EndDate":"22-SEP-2017","StartDate":"22-AUG-2017","AccrualFraction":0.08493150684931507,"PayDate":"22-SEP-2017","EndPrincipal":83895.9446933445,"Notional":83895.9446933445,"PrincipalAmount":3063.8292309383273,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":80773.84643230659,"DiscountFactor":0.7892835657343285,"FeeRate":0.0,"CouponAmount":819.8817389620812,"PrincipalFactor":0.5686153654573698,"TotalAmount":3941.9799999999977,"SurvivalFactor":1.0,"EndDate":"22-OCT-2017","StartDate":"22-SEP-2017","AccrualFraction":0.0821917808219178,"PayDate":"22-OCT-2017","EndPrincipal":80773.84643230659,"Notional":80773.84643230659,"PrincipalAmount":3122.0982610379165,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":77647.54950234725,"DiscountFactor":0.7815398087955129,"FeeRate":0.0,"CouponAmount":815.6830700406477,"PrincipalFactor":0.5474549500143725,"TotalAmount":3941.9799999999836,"SurvivalFactor":1.0,"EndDate":"22-NOV-2017","StartDate":"22-OCT-2017","AccrualFraction":0.08493150684931507,"PayDate":"22-NOV-2017","EndPrincipal":77647.54950234725,"Notional":77647.54950234725,"PrincipalAmount":3126.296929959336,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":74464.3881573469,"DiscountFactor":0.7738720267966691,"FeeRate":0.0,"CouponAmount":758.8186549996506,"PrincipalFactor":0.5262660775622562,"TotalAmount":3941.9799999999996,"SurvivalFactor":1.0,"EndDate":"22-DEC-2017","StartDate":"22-NOV-2017","AccrualFraction":0.0821917808219178,"PayDate":"22-DEC-2017","EndPrincipal":74464.3881573469,"Notional":74464.3881573469,"PrincipalAmount":3183.1613450003492,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":71274.37607052269,"DiscountFactor":0.7662794743384325,"FeeRate":0.0,"CouponAmount":751.9679131757883,"PrincipalFactor":0.5046917993523496,"TotalAmount":3941.979999999996,"SurvivalFactor":1.0,"EndDate":"22-JAN-2018","StartDate":"22-DEC-2017","AccrualFraction":0.08493150684931507,"PayDate":"22-JAN-2018","EndPrincipal":71274.37607052269,"Notional":71274.37607052269,"PrincipalAmount":3190.0120868242075,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":68052.15010547705,"DiscountFactor":0.7587614133346416,"FeeRate":0.0,"CouponAmount":719.7540349543492,"PrincipalFactor":0.48307108937413695,"TotalAmount":3941.9799999999864,"SurvivalFactor":1.0,"EndDate":"22-FEB-2018","StartDate":"22-JAN-2018","AccrualFraction":0.08493150684931507,"PayDate":"22-FEB-2018","EndPrincipal":68052.15010547705,"Notional":68052.15010547705,"PrincipalAmount":3222.225965045637,"FeeAmount":0.0},{"CouponRate":0.11889999999999896,"AccrualDays":28.0,"BeginPrincipal":64730.88029213774,"DiscountFactor":0.7513171129405886,"FeeRate":0.0,"CouponAmount":620.710186660691,"PrincipalFactor":0.4612320457660375,"TotalAmount":3941.98,"SurvivalFactor":1.0,"EndDate":"22-MAR-2018","StartDate":"22-FEB-2018","AccrualFraction":0.07671232876712329,"PayDate":"22-MAR-2018","EndPrincipal":64730.88029213774,"Notional":64730.88029213774,"PrincipalAmount":3321.269813339309,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":61442.57577616183,"DiscountFactor":0.7439458494819713,"FeeRate":0.0,"CouponAmount":653.6754840240785,"PrincipalFactor":0.4387217199618836,"TotalAmount":3941.9799999999905,"SurvivalFactor":1.0,"EndDate":"22-APR-2018","StartDate":"22-MAR-2018","AccrualFraction":0.08493150684931507,"PayDate":"22-APR-2018","EndPrincipal":61442.57577616183,"Notional":61442.57577616183,"PrincipalAmount":3288.304515975912,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":58101.04966052777,"DiscountFactor":0.7366469063845444,"FeeRate":0.0,"CouponAmount":600.4538843659427,"PrincipalFactor":0.41643482062579334,"TotalAmount":3941.979999999994,"SurvivalFactor":1.0,"EndDate":"22-MAY-2018","StartDate":"22-APR-2018","AccrualFraction":0.0821917808219178,"PayDate":"22-MAY-2018","EndPrincipal":58101.04966052777,"Notional":58101.04966052777,"PrincipalAmount":3341.5261156340516,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":54745.794753524315,"DiscountFactor":0.7294195741044593,"FeeRate":0.0,"CouponAmount":586.7250929965415,"PrincipalFactor":0.393787205173442,"TotalAmount":3941.98,"SurvivalFactor":1.0,"EndDate":"22-JUN-2018","StartDate":"22-MAY-2018","AccrualFraction":0.08493150684931507,"PayDate":"22-JUN-2018","EndPrincipal":54745.794753524315,"Notional":54745.794753524315,"PrincipalAmount":3355.2549070034584,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":51338.82365732109,"DiscountFactor":0.7222631500592885,"FeeRate":0.0,"CouponAmount":535.0089037967701,"PrincipalFactor":0.37104654110294427,"TotalAmount":3941.979999999996,"SurvivalFactor":1.0,"EndDate":"22-JUL-2018","StartDate":"22-JUN-2018","AccrualFraction":0.0821917808219178,"PayDate":"22-JUL-2018","EndPrincipal":51338.82365732109,"Notional":51338.82365732109,"PrincipalAmount":3406.971096203226,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":47915.281383673195,"DiscountFactor":0.7151769385597259,"FeeRate":0.0,"CouponAmount":518.437726352105,"PrincipalFactor":0.3479553640257765,"TotalAmount":3941.980000000002,"SurvivalFactor":1.0,"EndDate":"22-AUG-2018","StartDate":"22-JUL-2018","AccrualFraction":0.08493150684931507,"PayDate":"22-AUG-2018","EndPrincipal":47915.281383673195,"Notional":47915.281383673195,"PrincipalAmount":3423.5422736478968,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":44457.166960802184,"DiscountFactor":0.7081602507419575,"FeeRate":0.0,"CouponAmount":483.8655771289853,"PrincipalFactor":0.32475187369970016,"TotalAmount":3941.979999999996,"SurvivalFactor":1.0,"EndDate":"22-SEP-2018","StartDate":"22-AUG-2018","AccrualFraction":0.08493150684931507,"PayDate":"22-SEP-2018","EndPrincipal":44457.166960802184,"Notional":44457.166960802184,"PrincipalAmount":3458.1144228710104,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":40949.64919244378,"DiscountFactor":0.7012124045006964,"FeeRate":0.0,"CouponAmount":434.4622316415926,"PrincipalFactor":0.3013140662640543,"TotalAmount":3941.9800000000005,"SurvivalFactor":1.0,"EndDate":"22-OCT-2018","StartDate":"22-SEP-2018","AccrualFraction":0.0821917808219178,"PayDate":"22-OCT-2018","EndPrincipal":40949.64919244378,"Notional":40949.64919244378,"PrincipalAmount":3507.517768358408,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":37421.19333479564,"DiscountFactor":0.6943327244228731,"FeeRate":0.0,"CouponAmount":413.52414235185563,"PrincipalFactor":0.2775414214122281,"TotalAmount":3941.9799999999946,"SurvivalFactor":1.0,"EndDate":"22-NOV-2018","StartDate":"22-OCT-2018","AccrualFraction":0.08493150684931507,"PayDate":"22-NOV-2018","EndPrincipal":37421.19333479564,"Notional":37421.19333479564,"PrincipalAmount":3528.455857648139,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":33844.91579130308,"DiscountFactor":0.6875205417219777,"FeeRate":0.0,"CouponAmount":365.702456507441,"PrincipalFactor":0.25362686601470175,"TotalAmount":3941.980000000001,"SurvivalFactor":1.0,"EndDate":"22-DEC-2018","StartDate":"22-NOV-2018","AccrualFraction":0.0821917808219178,"PayDate":"22-DEC-2018","EndPrincipal":33844.91579130308,"Notional":33844.91579130308,"PrincipalAmount":3576.2775434925597,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":30244.713805317228,"DiscountFactor":0.6807751941730464,"FeeRate":0.0,"CouponAmount":341.7780140141453,"PrincipalFactor":0.22938819309906883,"TotalAmount":3941.9799999999946,"SurvivalFactor":1.0,"EndDate":"22-JAN-2019","StartDate":"22-DEC-2018","AccrualFraction":0.08493150684931507,"PayDate":"22-JAN-2019","EndPrincipal":30244.713805317228,"Notional":30244.713805317228,"PrincipalAmount":3600.201985985849,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":26608.155697413167,"DiscountFactor":0.6740960260482847,"FeeRate":0.0,"CouponAmount":305.4218920959395,"PrincipalFactor":0.20498736925157132,"TotalAmount":3941.9799999999996,"SurvivalFactor":1.0,"EndDate":"22-FEB-2019","StartDate":"22-JAN-2019","AccrualFraction":0.08493150684931507,"PayDate":"22-FEB-2019","EndPrincipal":26608.155697413167,"Notional":26608.155697413167,"PrincipalAmount":3636.5581079040603,"FeeAmount":0.0},{"CouponRate":0.11889999999999896,"AccrualDays":28.0,"BeginPrincipal":22908.87123699626,"DiscountFactor":0.6674823880533229,"FeeRate":0.0,"CouponAmount":242.6955395830881,"PrincipalFactor":0.18034013719415737,"TotalAmount":3941.9799999999973,"SurvivalFactor":1.0,"EndDate":"22-MAR-2019","StartDate":"22-FEB-2019","AccrualFraction":0.07671232876712329,"PayDate":"22-MAR-2019","EndPrincipal":22908.87123699626,"Notional":22908.87123699626,"PrincipalAmount":3699.284460416909,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":19198.23317807145,"DiscountFactor":0.6609336372640977,"FeeRate":0.0,"CouponAmount":231.34194107518863,"PrincipalFactor":0.15526776935707884,"TotalAmount":3941.98,"SurvivalFactor":1.0,"EndDate":"22-APR-2019","StartDate":"22-MAR-2019","AccrualFraction":0.08493150684931507,"PayDate":"22-APR-2019","EndPrincipal":19198.23317807145,"Notional":19198.23317807145,"PrincipalAmount":3710.6380589248115,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":15443.869884225369,"DiscountFactor":0.6544491370643517,"FeeRate":0.0,"CouponAmount":187.61670615392003,"PrincipalFactor":0.13011845107157965,"TotalAmount":3941.979999999999,"SurvivalFactor":1.0,"EndDate":"22-MAY-2019","StartDate":"22-APR-2019","AccrualFraction":0.0821917808219178,"PayDate":"22-MAY-2019","EndPrincipal":15443.869884225369,"Notional":15443.869884225369,"PrincipalAmount":3754.363293846079,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":11657.847582872673,"DiscountFactor":0.6480282570837469,"FeeRate":0.0,"CouponAmount":155.95769864730366,"PrincipalFactor":0.10467277948169437,"TotalAmount":3941.979999999999,"SurvivalFactor":1.0,"EndDate":"22-JUN-2019","StartDate":"22-MAY-2019","AccrualFraction":0.08493150684931507,"PayDate":"22-JUN-2019","EndPrincipal":11657.847582872673,"Notional":11657.847582872673,"PrincipalAmount":3786.0223013526956,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":7829.795096100363,"DiscountFactor":0.6416703731365853,"FeeRate":0.0,"CouponAmount":113.92751322768987,"PrincipalFactor":0.07901253496830019,"TotalAmount":3941.9800000000014,"SurvivalFactor":1.0,"EndDate":"22-JUL-2019","StartDate":"22-JUN-2019","AccrualFraction":0.0821917808219178,"PayDate":"22-JUL-2019","EndPrincipal":7829.795096100363,"Notional":7829.795096100363,"PrincipalAmount":3828.0524867723116,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":3966.883155674928,"DiscountFactor":0.6353748671611303,"FeeRate":0.0,"CouponAmount":79.06805957456464,"PrincipalFactor":0.05306742556268777,"TotalAmount":3941.979999999999,"SurvivalFactor":1.0,"EndDate":"22-AUG-2019","StartDate":"22-JUL-2019","AccrualFraction":0.08493150684931507,"PayDate":"22-AUG-2019","EndPrincipal":3966.883155674928,"Notional":3966.883155674928,"PrincipalAmount":3862.9119404254343,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":64.96215464342686,"DiscountFactor":0.6291411271595246,"FeeRate":0.0,"CouponAmount":40.05899896849891,"PrincipalFactor":0.026886051805430397,"TotalAmount":3941.9800000000005,"SurvivalFactor":1.0,"EndDate":"22-SEP-2019","StartDate":"22-AUG-2019","AccrualFraction":0.08493150684931507,"PayDate":"22-SEP-2019","EndPrincipal":64.96215464342686,"Notional":64.96215464342686,"PrincipalAmount":3901.9210010315014,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":0.0,"DiscountFactor":0.622968547138296,"FeeRate":0.0,"CouponAmount":0.6348493304468589,"PrincipalFactor":4.402892110993856E-4,"TotalAmount":65.59700397387371,"SurvivalFactor":1.0,"EndDate":"22-OCT-2019","StartDate":"22-SEP-2019","AccrualFraction":0.0821917808219178,"PayDate":"22-OCT-2019","EndPrincipal":0.0,"Notional":0.0,"PrincipalAmount":64.96215464342686,"FeeAmount":0.0}],"NPV":145517.6333791649,"Total":145517.6333791649,"Yield01":1.764975740563557E-4,"Yield":0.12879856560312272,"Convexity":4.429388280786994E-8,"Y01":1.764975740563557E-4,"CleanPrice":100.0,"Face":147544.28,"SettleDate":"01-DEC-2015","Notional":147544.28}
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
|---------------- JSON REQUEST -----------------|
{"Parameters":{"FixFloatQuote":[0.0166,0.0206,0.0241,0.0269,0.0292,0.0311,0.0326,0.034,0.0351,0.0375,0.0393,0.0402,0.0407,0.0409,0.0409],"FixFloatTenor":["04Y","05Y","06Y","07Y","08Y","09Y","10Y","11Y","12Y","15Y","20Y","25Y","30Y","40Y","50Y"],"FixFloatMaturity":"05Y","DepositQuote":[0.0013,0.0017,0.0017,0.0018,0.002,0.0023],"Currency":"USD","FuturesQuote":[0.0027,0.0032,0.0041,0.0054,0.0077,0.0104,0.0134,0.016],"SpotDate":"27-JAN-2020","FixFloatCoupon":0.0206,"DepositTenor":["01D","04D","07D","14D","30D","60D"]},"API":"FIXFLOAT::SECULARMETRICS"}
|---------------- JSON RESPONSE ----------------|
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
{"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor":1.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@resetrate":null,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice":109.89810724384563,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01":4.804906429051293E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront":-0.0,"cleanfloatingpv":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront":-0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium":0.020246004833411154,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice":109.89810724384563,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv":0.09898107243845641,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice":109.8981072438457,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv":-0.09898107243845698,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@dirtydv01":-4.888918739914186E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium":0.020599999999999955,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor":1.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium":0.020246004833411154,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustedrate":0.020599999999999955,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate":0.020599999999999955,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice":109.89810724384563,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@fairpremium":0.020599999999999955,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate":0.020599999999999955,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01":-4.888918739914186E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor":1.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv":0.09898107243845641,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01":-4.888918739914186E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cleandv01":-4.888918739914186E-4,"floatdv01":-4.888918739914186E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice":109.89810724384563,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv":0.09898107243845641,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice":109.8981072438457,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium":0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustedprice":109.89810724384563,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront":-0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01":-4.888918739914186E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01":-4.888918739914186E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront":-0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01":4.804906429051293E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium":0.020599999999999955,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@unadjusteddirtypv":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@price":109.89810724384563,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@accrued01":0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium":0.020599999999999955,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@unadjustedprice":109.89810724384563,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium":0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cleanpv":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@unadjustedpv":0.09898107243845641,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01":-4.888918739914186E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@upfront":-0.09898107243845698,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice":109.89810724384563,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@rate":0.020246004833411154,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium":0.0,"derivedresetdate":-2.147483648E9,"dirtyprice":99.99999999999994,"derivedaccrued":0.0,"cumulativecouponamount":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01":-4.888918739914186E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01":-4.888918739914186E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@accrualcoupon":null,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate":0.020246004833411154,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01":-4.888918739914186E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cv01":-4.888918739914186E-4,"referencedv01":4.804906429051293E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjustedupfront":-0.09898107243845698,"cleanfixeddv01":4.804906429051293E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront":0.09898107243845641,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor":1.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice":109.8981072438457,"cumulativecoupondcf":0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01":4.804906429051293E-4,"referencedirtypv":0.09898107243845641,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv":-0.09898107243845698,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate":0.020599999999999955,"rate":0.020600000000000073,"referencecumulativecoupondcf":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront":-0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice":109.8981072438457,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice":109.89810724384563,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01":-4.888918739914186E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cleanprice":109.89810724384563,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedprice":109.8981072438457,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor":1.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium":0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor":1.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedrate":0.020246004833411154,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor":1.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01":-4.888918739914186E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor":1.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate":0.020599999999999955,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate":0.020599999999999955,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cleanpv":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@price":109.8981072438457,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjusteddirtypv":-0.09898107243845698,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium":0.0,"fairpremium":0.020600000000000073,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01":4.804906429051293E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice":109.89810724384563,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice":109.89810724384563,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice":109.8981072438457,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate":0.020599999999999955,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@dirtypv":-0.09898107243845698,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront":0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@unadjustedupfront":0.09898107243845641,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv":-0.09898107243845698,"cleanpv":-5.689893001203927E-16,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@totalcoupon":0.20599999999999952,"referencecleandv01":4.804906429051293E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice":109.89810724384563,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice":109.89810724384563,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium":0.020599999999999955,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate":0.020246004833411154,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium":0.020599999999999955,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@accrualcoupon":null,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium":0.020599999999999955,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor":1.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01":4.804906429051293E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate":0.020599999999999955,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cumulativecouponamount":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice":109.8981072438457,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@dv01":-4.888918739914186E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice":109.89810724384563,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate":0.020246004833411154,"dirtyfloatingpv":-0.09898107243845698,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01":-4.888918739914186E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront":0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice":109.89810724384563,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate":0.020246004833411154,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice":109.8981072438457,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01":4.804906429051293E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01":4.804906429051293E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fixing01":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv":-0.09898107243845698,"parfixedcoupon":0.020600000000000073,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjustedcleanprice":109.8981072438457,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01":4.804906429051293E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice":109.89810724384563,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice":109.8981072438457,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate":0.020246004833411154,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv":0.09898107243845641,"referencecumulativeconvexityadjustmentpremium":0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor":1.0,"referencepv":0.09898107243845641,"dirtyfixeddv01":4.804906429051293E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice":109.8981072438457,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fairpremium":0.020246004833411154,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium":0.0,"referencecumulativecouponamount":0.0,"FixedCashFlow":[{"StartDate":"29-JAN-2020","ReferenceRate":0.02059999999999995,"CouponDCF":0.5,"PayDate":"29-JUL-2020","FixingDate":"29-JUL-2020","PayDiscountFactor":0.9986735779538989,"FundingLabel":"USD","EndDate":"29-JUL-2020","BaseNotional":1.0,"Tenor":"6M"},{"StartDate":"29-JUL-2020","ReferenceRate":0.02059999999999995,"CouponDCF":0.5,"PayDate":"29-JAN-2021","FixingDate":"29-JAN-2021","PayDiscountFactor":0.9965723264077454,"FundingLabel":"USD","EndDate":"29-JAN-2021","BaseNotional":1.0,"Tenor":"6M"},{"StartDate":"29-JAN-2021","ReferenceRate":0.02059999999999995,"CouponDCF":0.5,"PayDate":"29-JUL-2021","FixingDate":"29-JUL-2021","PayDiscountFactor":0.9927181566619557,"FundingLabel":"USD","EndDate":"29-JUL-2021","BaseNotional":1.0,"Tenor":"6M"},{"StartDate":"29-JUL-2021","ReferenceRate":0.02059999999999995,"CouponDCF":0.5,"PayDate":"29-JAN-2022","FixingDate":"29-JAN-2022","PayDiscountFactor":0.9859870160481817,"FundingLabel":"USD","EndDate":"29-JAN-2022","BaseNotional":1.0,"Tenor":"6M"},{"StartDate":"29-JAN-2022","ReferenceRate":0.02059999999999995,"CouponDCF":0.5,"PayDate":"29-JUL-2022","FixingDate":"29-JUL-2022","PayDiscountFactor":0.9703729516264336,"FundingLabel":"USD","EndDate":"29-JUL-2022","BaseNotional":1.0,"Tenor":"6M"},{"StartDate":"29-JUL-2022","ReferenceRate":0.02059999999999995,"CouponDCF":0.5,"PayDate":"29-JAN-2023","FixingDate":"29-JAN-2023","PayDiscountFactor":0.9607380354342753,"FundingLabel":"USD","EndDate":"29-JAN-2023","BaseNotional":1.0,"Tenor":"6M"},{"StartDate":"29-JAN-2023","ReferenceRate":0.02059999999999995,"CouponDCF":0.5,"PayDate":"29-JUL-2023","FixingDate":"29-JUL-2023","PayDiscountFactor":0.9492968984038308,"FundingLabel":"USD","EndDate":"29-JUL-2023","BaseNotional":1.0,"Tenor":"6M"},{"StartDate":"29-JUL-2023","ReferenceRate":0.02059999999999995,"CouponDCF":0.5,"PayDate":"29-JAN-2024","FixingDate":"29-JAN-2024","PayDiscountFactor":0.9353373309379034,"FundingLabel":"USD","EndDate":"29-JAN-2024","BaseNotional":1.0,"Tenor":"6M"},{"StartDate":"29-JAN-2024","ReferenceRate":0.02059999999999995,"CouponDCF":0.5,"PayDate":"29-JUL-2024","FixingDate":"29-JUL-2024","PayDiscountFactor":0.9191058268930778,"FundingLabel":"USD","EndDate":"29-JUL-2024","BaseNotional":1.0,"Tenor":"6M"},{"StartDate":"29-JUL-2024","ReferenceRate":0.02059999999999995,"CouponDCF":0.5,"PayDate":"29-JAN-2025","FixingDate":"29-JAN-2025","PayDiscountFactor":0.9010107377352826,"FundingLabel":"USD","EndDate":"29-JAN-2025","BaseNotional":1.0,"Tenor":"6M"}],"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv":-0.09898107243845698,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice":109.89810724384563,"derivedcleandv01":-4.888918739914186E-4,"derivedresetrate":null,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront":0.09898107243845641,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv":-0.09898107243845698,"parrate":0.020600000000000073,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium":0.020246004833411154,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@resetdate":-2.147483648E9,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cleanprice":109.8981072438457,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01":-4.888918739914186E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cumulativecoupondcf":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate":0.020246004833411154,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01":4.804906429051293E-4,"resetdate":-2.147483648E9,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium":0.020599999999999955,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@accrued":0.0,"swaprate":0.020600000000000073,"fixedaccrued":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate":0.020246004833411154,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront":0.0,"referenceaccrued":0.0,"derivedcumulativeconvexityadjustmentpremium":-0.0,"derivedaccrued01":0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01":4.804906429051293E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01":4.804906429051293E-4,"derivedfixing01":0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01":4.804906429051293E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@upfront":0.09898107243845641,"deriveddv01":-4.888918739914186E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice":109.89810724384563,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01":4.804906429051293E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@rate":0.020599999999999955,"resetrate":null,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice":109.8981072438457,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01":-4.888918739914186E-4,"pv":-5.689893001203927E-16,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@pv":0.09898107243845641,"derivedpv":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjustedfairpremium":0.020246004833411154,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium":0.020246004833411154,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice":109.89810724384563,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01":4.804906429051293E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice":109.8981072438457,"deriveddirtydv01":-4.888918739914186E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01":-4.888918739914186E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@pv":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjustedcleandv01":-4.888918739914186E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront":0.09898107243845641,"cumulativeconvexityadjustmentpremium":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate":0.020246004833411154,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv":0.09898107243845641,"upfront":-5.689893001203927E-16,"derivedcleanpv":-0.09898107243845698,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv":0.09898107243845641,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront":-0.09898107243845698,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice":109.89810724384563,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront":-0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01":-4.888918739914186E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront":0.0,"dirtyfixedpv":0.09898107243845641,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice":109.8981072438457,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@unadjustedrate":0.020599999999999955,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01":4.804906429051293E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor":1.0,"referenceaccrued01":0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate":0.020599999999999955,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice":109.8981072438457,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01":4.804906429051293E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice":109.89810724384563,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor":1.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedpv":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate":0.020246004833411154,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@dirtydv01":4.804906429051293E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate":0.020599999999999955,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium":0.020246004833411154,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@fixing01":0.0,"fixing01":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01":-4.888918739914186E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate":0.020246004833411154,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativecoupondcf":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@calctime":9.06E-5,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice":109.8981072438457,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium":0.020246004833411154,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate":0.020246004833411154,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@accrued":0.0,"floataccrued":0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv":0.09898107243845641,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjustedpv":-0.09898107243845698,"derivedcumulativeconvexityadjustmentfactor":1.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor":1.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@resetrate":null,"FloatingCashFlow":[{"StartDate":"29-JAN-2020","ReferenceRate":0.002396314629684178,"CouponDCF":0.25277777777777777,"PayDate":"29-APR-2020","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-APR-2020","PayDiscountFactor":0.9993864467375301,"FundingLabel":"USD","EndDate":"29-APR-2020","BaseNotional":-1.0,"Tenor":"3M"},{"StartDate":"29-APR-2020","ReferenceRate":0.00282388590746019,"CouponDCF":0.25277777777777777,"PayDate":"29-JUL-2020","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-JUL-2020","PayDiscountFactor":0.9986735779538989,"FundingLabel":"USD","EndDate":"29-JUL-2020","BaseNotional":-1.0,"Tenor":"3M"},{"StartDate":"29-JUL-2020","ReferenceRate":0.0036056461397602022,"CouponDCF":0.25555555555555554,"PayDate":"29-OCT-2020","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-OCT-2020","PayDiscountFactor":0.9977542044239095,"FundingLabel":"USD","EndDate":"29-OCT-2020","BaseNotional":-1.0,"Tenor":"3M"},{"StartDate":"29-OCT-2020","ReferenceRate":0.004640646685345087,"CouponDCF":0.25555555555555554,"PayDate":"29-JAN-2021","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-JAN-2021","PayDiscountFactor":0.9965723264077454,"FundingLabel":"USD","EndDate":"29-JAN-2021","BaseNotional":-1.0,"Tenor":"3M"},{"StartDate":"29-JAN-2021","ReferenceRate":0.006442602781483231,"CouponDCF":0.25,"PayDate":"29-APR-2021","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-APR-2021","PayDiscountFactor":0.994969777643511,"FundingLabel":"USD","EndDate":"29-APR-2021","BaseNotional":-1.0,"Tenor":"3M"},{"StartDate":"29-APR-2021","ReferenceRate":0.008972850466778086,"CouponDCF":0.25277777777777777,"PayDate":"29-JUL-2021","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-JUL-2021","PayDiscountFactor":0.9927181566619557,"FundingLabel":"USD","EndDate":"29-JUL-2021","BaseNotional":-1.0,"Tenor":"3M"},{"StartDate":"29-JUL-2021","ReferenceRate":0.011809885834426699,"CouponDCF":0.25555555555555554,"PayDate":"29-OCT-2021","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-OCT-2021","PayDiscountFactor":0.9897310672070501,"FundingLabel":"USD","EndDate":"29-OCT-2021","BaseNotional":-1.0,"Tenor":"3M"},{"StartDate":"29-OCT-2021","ReferenceRate":0.014858851821603505,"CouponDCF":0.25555555555555554,"PayDate":"29-JAN-2022","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-JAN-2022","PayDiscountFactor":0.9859870160481817,"FundingLabel":"USD","EndDate":"29-JAN-2022","BaseNotional":-1.0,"Tenor":"3M"},{"StartDate":"29-JAN-2022","ReferenceRate":0.047161191018132875,"CouponDCF":0.25,"PayDate":"29-APR-2022","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-APR-2022","PayDiscountFactor":0.9744974015232043,"FundingLabel":"USD","EndDate":"29-APR-2022","BaseNotional":-1.0,"Tenor":"3M"},{"StartDate":"29-APR-2022","ReferenceRate":0.016814674253623475,"CouponDCF":0.25277777777777777,"PayDate":"29-JUL-2022","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-JUL-2022","PayDiscountFactor":0.9703729516264336,"FundingLabel":"USD","EndDate":"29-JUL-2022","BaseNotional":-1.0,"Tenor":"3M"},{"StartDate":"29-JUL-2022","ReferenceRate":0.018584149357148912,"CouponDCF":0.25555555555555554,"PayDate":"29-OCT-2022","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-OCT-2022","PayDiscountFactor":0.9657861602074078,"FundingLabel":"USD","EndDate":"29-OCT-2022","BaseNotional":-1.0,"Tenor":"3M"},{"StartDate":"29-OCT-2022","ReferenceRate":0.0205607886774505,"CouponDCF":0.25555555555555554,"PayDate":"29-JAN-2023","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-JAN-2023","PayDiscountFactor":0.9607380354342753,"FundingLabel":"USD","EndDate":"29-JAN-2023","BaseNotional":-1.0,"Tenor":"3M"},{"StartDate":"29-JAN-2023","ReferenceRate":0.0227163717216472,"CouponDCF":0.25,"PayDate":"29-APR-2023","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-APR-2023","PayDiscountFactor":0.955312725687491,"FundingLabel":"USD","EndDate":"29-APR-2023","BaseNotional":-1.0,"Tenor":"3M"},{"StartDate":"29-APR-2023","ReferenceRate":0.025070004132684457,"CouponDCF":0.25277777777777777,"PayDate":"29-JUL-2023","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-JUL-2023","PayDiscountFactor":0.9492968984038308,"FundingLabel":"USD","EndDate":"29-JUL-2023","BaseNotional":-1.0,"Tenor":"3M"},{"StartDate":"29-JUL-2023","ReferenceRate":0.027669457231541156,"CouponDCF":0.25555555555555554,"PayDate":"29-OCT-2023","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-OCT-2023","PayDiscountFactor":0.942631472537905,"FundingLabel":"USD","EndDate":"29-OCT-2023","BaseNotional":-1.0,"Tenor":"3M"},{"StartDate":"29-OCT-2023","ReferenceRate":0.03051550737184574,"CouponDCF":0.25555555555555554,"PayDate":"29-JAN-2024","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-JAN-2024","PayDiscountFactor":0.9353373309379034,"FundingLabel":"USD","EndDate":"29-JAN-2024","BaseNotional":-1.0,"Tenor":"3M"},{"StartDate":"29-JAN-2024","ReferenceRate":0.03347349838737282,"CouponDCF":0.25277777777777777,"PayDate":"29-APR-2024","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-APR-2024","PayDiscountFactor":0.9274895114969776,"FundingLabel":"USD","EndDate":"29-APR-2024","BaseNotional":-1.0,"Tenor":"3M"},{"StartDate":"29-APR-2024","ReferenceRate":0.03608531665907334,"CouponDCF":0.25277777777777777,"PayDate":"29-JUL-2024","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-JUL-2024","PayDiscountFactor":0.9191058268930778,"FundingLabel":"USD","EndDate":"29-JUL-2024","BaseNotional":-1.0,"Tenor":"3M"},{"StartDate":"29-JUL-2024","ReferenceRate":0.038251205084917424,"CouponDCF":0.25555555555555554,"PayDate":"29-OCT-2024","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-OCT-2024","PayDiscountFactor":0.9102082608301336,"FundingLabel":"USD","EndDate":"29-OCT-2024","BaseNotional":-1.0,"Tenor":"3M"},{"StartDate":"29-OCT-2024","ReferenceRate":0.03994437164303188,"CouponDCF":0.25555555555555554,"PayDate":"29-JAN-2025","ForwardLabel":"USD-LIBOR-3M","FixingDate":"29-JAN-2025","PayDiscountFactor":0.9010107377352826,"FundingLabel":"USD","EndDate":"29-JAN-2025","BaseNotional":-1.0,"Tenor":"3M"}],"referenceparbasisspread":1.1841839347384276E-12,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@dirtyprice":109.89810724384563,"calibfloatingpv":0.09898107243845655,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@calctime":6.29E-5,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice":109.8981072438457,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjustedcleanpv":-0.09898107243845698,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice":109.89810724384563,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@totalcoupon":0.412397219805011,"referencecleanpv":0.09898107243845641,"referencedirtydv01":4.804906429051293E-4,"dirtypv":-5.689893001203927E-16,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium":0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01":-4.888918739914186E-4,"cleanprice":99.99999999999994,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativecouponamount":0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv":0.09898107243845641,"cleanfloatingdv01":-4.888918739914186E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate":0.020599999999999955,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@parrate":0.020599999999999955,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@resetdate":-2.147483648E9,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate":0.020599999999999955,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cleandv01":4.804906429051293E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@unadjustedcleandv01":4.804906429051293E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01":-4.888918739914186E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01":-4.888918739914186E-4,"fixedaccrued01":0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium":0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice":109.89810724384563,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01":-4.888918739914186E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate":0.020246004833411154,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium":0.020599999999999955,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor":1.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@dirtyprice":109.8981072438457,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice":109.8981072438457,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium":0.020246004833411154,"initialnotional":1.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront":0.0,"fixeddv01":4.804906429051293E-4,"price":99.99999999999994,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@unadjustedfairpremium":0.020599999999999955,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice":109.8981072438457,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice":109.8981072438457,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate":0.020246004833411154,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cv01":4.804906429051293E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor":1.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate":0.020599999999999955,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice":109.8981072438457,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront":-0.09898107243845698,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront":0.09898107243845641,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium":0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv":0.09898107243845641,"deriveddirtypv":-0.09898107243845698,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@unadjustedparrate":0.020599999999999955,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustedpv":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01":4.804906429051293E-4,"floataccrued01":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv":-0.09898107243845698,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@unadjustedcleanprice":109.89810724384563,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@dirtypv":0.09898107243845641,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice":109.8981072438457,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice":109.89810724384563,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01":-4.888918739914186E-4,"derivedparbasisspread":-1.1638346439981533E-12,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate":0.020599999999999955,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@accrued01":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice":109.8981072438457,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01":4.804906429051293E-4,"calibswaprate":0.020599999999999986,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront":-0.09898107243845698,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01":4.804906429051293E-4,"dirtyfloatingdv01":-4.888918739914186E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjustedprice":109.8981072438457,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01":4.804906429051293E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate":0.020246004833411154,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@parrate":0.020246004833411154,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01":4.804906429051293E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@unadjustedcleanpv":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice":109.89810724384563,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjustedparrate":0.020246004833411154,"derivedcumulativecoupondcf":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv":-0.09898107243845698,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice":109.89810724384563,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv":-0.09898107243845698,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@dv01":4.804906429051293E-4,"referencecumulativeconvexityadjustmentfactor":1.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv":0.09898107243845641,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01":-4.888918739914186E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice":109.8981072438457,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice":109.8981072438457,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjustedrate":0.020246004833411154,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice":109.8981072438457,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate":0.020246004833411154,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01":4.804906429051293E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront":-0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv":0.09898107243845641,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate":0.020599999999999955,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice":109.89810724384563,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront":-0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv":-0.09898107243845698,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv":-0.09898107243845698,"calctime":3.778E-4,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium":0.020246004833411154,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate":0.020599999999999955,"derivedcumulativecouponamount":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01":-4.888918739914186E-4,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01":4.804906429051293E-4,"accrued":0.0,"fixedstream::usd\/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01":4.804906429051293E-4,"parswaprate":0.020600000000000073,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium":0.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor":1.0,"floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01":-4.888918739914186E-4}
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
|---------------- JSON REQUEST -----------------|
{"Parameters":{"FixFloatQuote":[0.0166,0.0206,0.0241,0.0269,0.0292,0.0311,0.0326,0.034,0.0351,0.0375,0.0393,0.0402,0.0407,0.0409,0.0409],"FixFloatTenor":["04Y","05Y","06Y","07Y","08Y","09Y","10Y","11Y","12Y","15Y","20Y","25Y","30Y","40Y","50Y"],"DepositQuote":[0.0013,0.0017,0.0017,0.0018,0.002,0.0023],"Currency":"USD","FuturesQuote":[0.0027,0.0032,0.0041,0.0054,0.0077,0.0104,0.0134,0.016],"SpotDate":"27-JAN-2020","DepositTenor":["01D","04D","07D","14D","30D","60D"],"FuturesEffectiveTenor":"02Y"},"API":"FORWARDRATEFUTURES::CURVEMETRICS"}
|---------------- JSON RESPONSE ----------------|
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
{"creditfundingconvexityadjustedprice":101.15563248161014,"creditfxconvexityadjustedcleanpv":0.011556324816101535,"resetrate":null,"creditforwardconvexityadjustmentpremium":0.0,"fundingfxconvexityadjustedprice":101.15563248161014,"unadjustedpv":0.011556324816101535,"pv":0.011556324816101535,"compoundingadjustmentfactor":1.0,"fundingfxconvexityadjusteddv01":2.4850627906648057E-5,"creditfundingconvexityadjustedparrate":0.04650315018,"creditfundingconvexityadjustmentfactor":1.0,"fundingfxconvexityadjustedcleanprice":101.15563248161014,"cumulativeconvexityadjustmentfactor":1.0,"creditforwardconvexityadjustedfairpremium":0.04650315018,"price":101.15563248161014,"creditforwardconvexityadjustedpv":0.011556324816101535,"creditfundingconvexityadjusteddv01":2.4850627906648057E-5,"creditfxconvexityadjusteddirtydv01":2.4850627906648057E-5,"cleanpv":0.011556324816101535,"forwardfundingconvexityadjustedrate":0.04650315018,"unadjustedparrate":0.04650315018,"forwardfundingconvexityadjustedcleandv01":2.4850627906648057E-5,"unadjustedprice":101.15563248161014,"compoundingadjustedfairpremium":0.04650315018,"compoundingadjusteddirtyprice":101.15563248161014,"compoundingadjustmentpremiumupfront":0.0,"forwardfxconvexityadjustmentpremium":0.0,"forwardfxconvexityadjustedcleanpv":0.011556324816101535,"unadjustedupfront":0.011556324816101535,"cumulativeconvexityadjusteddirtyprice":101.15563248161014,"cumulativeconvexityadjustedpv":0.011556324816101535,"creditfundingconvexityadjustedupfront":0.011556324816101535,"forwardfxconvexityadjusteddirtyprice":101.15563248161014,"cumulativeconvexityadjustedcleandv01":2.4850627906648057E-5,"cumulativeconvexityadjustmentpremium":0.0,"fundingfxconvexityadjusteddirtydv01":2.4850627906648057E-5,"dv01":2.4850627906648057E-5,"compoundingadjustedupfront":0.011556324816101535,"forwardfundingconvexityadjusteddirtydv01":2.4850627906648057E-5,"forwardfundingconvexityadjustedcleanpv":0.011556324816101535,"fundingfxconvexityadjustedrate":0.04650315018,"unadjustedfairpremium":0.04650315018,"fundingfxconvexityadjusteddirtyprice":101.15563248161014,"upfront":0.011556324816101535,"fundingfxconvexityadjustedupfront":0.011556324816101535,"forwardfxconvexityadjustedprice":101.15563248161014,"forwardfundingconvexityadjustedpv":0.011556324816101535,"creditfxconvexityadjustedcleanprice":101.15563248161014,"fundingfxconvexityadjusteddirtypv":0.011556324816101535,"fundingfxconvexityadjustmentpremium":0.0,"compoundingadjusteddirtypv":0.011556324816101535,"cumulativeconvexityadjustedfairpremium":0.04650315018,"creditfxconvexityadjustmentpremium":0.0,"compoundingadjustedpv":0.011556324816101535,"creditforwardconvexityadjustedupfront":0.011556324816101535,"creditfundingconvexityadjustmentpremiumupfront":0.0,"accrued01":0.0,"forwardfxconvexityadjusteddirtypv":0.011556324816101535,"compoundingadjustedparrate":0.04650315018,"fundingfxconvexityadjustedfairpremium":0.04650315018,"compoundingadjustedrate":0.04650315018,"creditfundingconvexityadjustedcleanprice":101.15563248161014,"totalcoupon":0.046503150179999994,"creditfundingconvexityadjusteddirtydv01":2.4850627906648057E-5,"creditforwardconvexityadjusteddv01":2.4850627906648057E-5,"cumulativeconvexityadjustedcleanpv":0.011556324816101535,"forwardfxconvexityadjustmentfactor":1.0,"forwardfundingconvexityadjusteddv01":2.4850627906648057E-5,"forwardfxconvexityadjustedparrate":0.04650315018,"unadjusteddirtypv":0.011556324816101535,"creditforwardconvexityadjustmentpremiumupfront":0.0,"creditforwardconvexityadjustedrate":0.04650315018,"creditfundingconvexityadjustedfairpremium":0.04650315018,"creditfxconvexityadjustedprice":101.15563248161014,"compoundingadjustedcleanprice":101.15563248161014,"creditfxconvexityadjustedcleandv01":2.4850627906648057E-5,"creditfxconvexityadjustmentpremiumupfront":0.0,"forwardfundingconvexityadjustmentfactor":1.0,"unadjusteddirtydv01":2.4850627906648057E-5,"compoundingadjusteddirtydv01":2.4850627906648057E-5,"creditforwardconvexityadjustmentfactor":1.0,"fundingfxconvexityadjustedparrate":0.04650315018,"dirtydv01":2.4850627906648057E-5,"dirtyprice":101.15563248161014,"cumulativeconvexityadjustedrate":0.04650315018,"cumulativeconvexityadjustmentpremiumupfront":0.0,"fixing01":0.0,"creditfxconvexityadjustmentfactor":1.0,"cumulativecouponamount":0.0,"creditforwardconvexityadjusteddirtyprice":101.15563248161014,"forwardfundingconvexityadjustedparrate":0.04650315018,"forwardfxconvexityadjustedpv":0.011556324816101535,"fundingfxconvexityadjustedpv":0.011556324816101535,"cv01":2.4850627906648057E-5,"fundingfxconvexityadjustedcleandv01":2.4850627906648057E-5,"fundingfxconvexityadjustmentfactor":1.0,"creditfundingconvexityadjusteddirtypv":0.011556324816101535,"creditforwardconvexityadjustedcleanpv":0.011556324816101535,"cumulativeconvexityadjustedprice":101.15563248161014,"fundingfxconvexityadjustedcleanpv":0.011556324816101535,"forwardfxconvexityadjustedcleandv01":2.4850627906648057E-5,"forwardfxconvexityadjustedcleanprice":101.15563248161014,"cumulativeconvexityadjusteddirtypv":0.011556324816101535,"forwardfxconvexityadjustedupfront":0.011556324816101535,"creditfundingconvexityadjustedpv":0.011556324816101535,"cumulativeconvexityadjusteddirtydv01":2.4850627906648057E-5,"creditforwardconvexityadjustedprice":101.15563248161014,"creditfxconvexityadjustedpv":0.011556324816101535,"forwardfundingconvexityadjustmentpremium":0.0,"forwardfxconvexityadjustedrate":0.04650315018,"creditfundingconvexityadjustedcleanpv":0.011556324816101535,"FloatingCashFlow":[{"StartDate":"15-MAR-2022","ReferenceRate":0.046503150179999994,"CouponDCF":0.25555555555555554,"PayDate":"15-JUN-2022","ForwardLabel":"USD-LIBOR-3M","FixingDate":"15-JUN-2022","PayDiscountFactor":0.9724158746079675,"FundingLabel":"USD","EndDate":"15-JUN-2022","BaseNotional":1.0,"Tenor":"3M"}],"creditfxconvexityadjusteddirtyprice":101.15563248161014,"compoundingadjustedcleanpv":0.011556324816101535,"forwardfxconvexityadjusteddirtydv01":2.4850627906648057E-5,"forwardrate":0.04650315018,"unadjustedcleanprice":101.15563248161014,"creditforwardconvexityadjusteddirtydv01":2.4850627906648057E-5,"forwardfxconvexityadjustedfairpremium":0.04650315018,"forwardfundingconvexityadjustedupfront":0.011556324816101535,"creditfxconvexityadjustedfairpremium":0.04650315018,"creditfundingconvexityadjusteddirtyprice":101.15563248161014,"unadjustedcleanpv":0.011556324816101535,"creditforwardconvexityadjustedparrate":0.04650315018,"forwardfundingconvexityadjusteddirtyprice":101.15563248161014,"parrate":0.04650315018,"creditfxconvexityadjustedupfront":0.011556324816101535,"fundingfxconvexityadjustmentpremiumupfront":0.0,"dirtypv":0.011556324816101535,"creditfxconvexityadjustedrate":0.04650315018,"creditfxconvexityadjusteddirtypv":0.011556324816101535,"creditforwardconvexityadjustedcleandv01":2.4850627906648057E-5,"unadjustedcleandv01":2.4850627906648057E-5,"creditfxconvexityadjustedparrate":0.04650315018,"cumulativecoupondcf":0.0,"cumulativeconvexityadjusteddv01":2.4850627906648057E-5,"cleanprice":101.15563248161014,"creditforwardconvexityadjusteddirtypv":0.011556324816101535,"cleandv01":2.4850627906648057E-5,"rate":0.04650315018,"compoundingadjustedcleandv01":2.4850627906648057E-5,"forwardfundingconvexityadjustedcleanprice":101.15563248161014,"resetdate":-2.147483648E9,"creditfundingconvexityadjustmentpremium":0.0,"creditforwardconvexityadjustedcleanprice":101.15563248161014,"unadjusteddirtyprice":101.15563248161014,"compoundingadjustmentpremium":0.0,"calctime":6.0400000000000004E-5,"cumulativeconvexityadjustedparrate":0.04650315018,"cumulativeconvexityadjustedupfront":0.011556324816101535,"forwardfxconvexityadjustmentpremiumupfront":0.0,"cumulativeconvexityadjustedcleanprice":101.15563248161014,"forwardfundingconvexityadjustmentpremiumupfront":0.0,"forwardfundingconvexityadjusteddirtypv":0.011556324816101535,"accrualcoupon":null,"unadjustedrate":0.04650315018,"compoundingadjustedprice":101.15563248161014,"creditfundingconvexityadjustedrate":0.04650315018,"accrued":0.0,"forwardfundingconvexityadjustedfairpremium":0.04650315018,"creditfundingconvexityadjustedcleandv01":2.4850627906648057E-5,"fairpremium":0.04650315018,"forwardfundingconvexityadjustedprice":101.15563248161014,"creditfxconvexityadjusteddv01":2.4850627906648057E-5,"forwardfxconvexityadjusteddv01":2.4850627906648057E-5}
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
|---------------- JSON REQUEST -----------------|
{"Parameters":{"FixFloatQuote":[0.0166,0.0206,0.0241,0.0269,0.0292,0.0311,0.0326,0.034,0.0351,0.0375,0.0393,0.0402,0.0407,0.0409,0.0409],"FixFloatTenor":["04Y","05Y","06Y","07Y","08Y","09Y","10Y","11Y","12Y","15Y","20Y","25Y","30Y","40Y","50Y"],"DepositQuote":[0.0013,0.0017,0.0017,0.0018,0.002,0.0023],"Currency":"USD","FuturesQuote":[0.0027,0.0032,0.0041,0.0054,0.0077,0.0104,0.0134,0.016],"SpotDate":"27-JAN-2020","DepositTenor":["01D","04D","07D","14D","30D","60D"]},"API":"FUNDINGSTATE"}
|---------------- JSON RESPONSE ----------------|
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
{"DepositMetrics":[{"DiscountFactor":0.9999963889019291,"InstrumentQuote":0.0013,"CalibrationMeasure":"ForwardRate","MaturityTenor":"01D","InstrumentType":"DEPOSIT"},{"DiscountFactor":0.9999811114678946,"InstrumentQuote":0.0017,"CalibrationMeasure":"ForwardRate","MaturityTenor":"04D","InstrumentType":"DEPOSIT"},{"DiscountFactor":0.9999666403791051,"InstrumentQuote":0.0017,"CalibrationMeasure":"ForwardRate","MaturityTenor":"07D","InstrumentType":"DEPOSIT"},{"DiscountFactor":0.9999321170818408,"InstrumentQuote":0.0018,"CalibrationMeasure":"ForwardRate","MaturityTenor":"14D","InstrumentType":"DEPOSIT"},{"DiscountFactor":0.9998412289526529,"InstrumentQuote":0.002,"CalibrationMeasure":"ForwardRate","MaturityTenor":"30D","InstrumentType":"DEPOSIT"},{"DiscountFactor":0.9996443439014122,"InstrumentQuote":0.0023,"CalibrationMeasure":"ForwardRate","MaturityTenor":"60D","InstrumentType":"DEPOSIT"}],"Currency":"USD","SpotDate":"27-JAN-2020","FuturesMetrics":[{"DiscountFactor":0.999400461466297,"InstrumentQuote":0.0027,"CalibrationMeasure":"ForwardRate","InstrumentType":"FUTURES"},{"DiscountFactor":0.9986911307925177,"InstrumentQuote":0.0032,"CalibrationMeasure":"ForwardRate","InstrumentType":"FUTURES"},{"DiscountFactor":0.9977767178154437,"InstrumentQuote":0.0041,"CalibrationMeasure":"ForwardRate","InstrumentType":"FUTURES"},{"DiscountFactor":0.9966017749864838,"InstrumentQuote":0.0054,"CalibrationMeasure":"ForwardRate","InstrumentType":"FUTURES"},{"DiscountFactor":0.9950119644660966,"InstrumentQuote":0.0077,"CalibrationMeasure":"ForwardRate","InstrumentType":"FUTURES"},{"DiscountFactor":0.9927748311387832,"InstrumentQuote":0.0104,"CalibrationMeasure":"ForwardRate","InstrumentType":"FUTURES"},{"DiscountFactor":0.9898041385083133,"InstrumentQuote":0.0134,"CalibrationMeasure":"ForwardRate","InstrumentType":"FUTURES"},{"DiscountFactor":0.9860750806882507,"InstrumentQuote":0.016,"CalibrationMeasure":"ForwardRate","InstrumentType":"FUTURES"}],"FundingLabel":"USD","FixFloatMetrics":[{"DiscountFactor":0.9355028803622226,"InstrumentQuote":0.0166,"CalibrationMeasure":"SwapRate","MaturityTenor":"04Y","InstrumentType":"FIXFLOAT"},{"DiscountFactor":0.9012130000810017,"InstrumentQuote":0.0206,"CalibrationMeasure":"SwapRate","MaturityTenor":"05Y","InstrumentType":"FIXFLOAT"},{"DiscountFactor":0.8633694042459398,"InstrumentQuote":0.0241,"CalibrationMeasure":"SwapRate","MaturityTenor":"06Y","InstrumentType":"FIXFLOAT"},{"DiscountFactor":0.8250243850756339,"InstrumentQuote":0.0269,"CalibrationMeasure":"SwapRate","MaturityTenor":"07Y","InstrumentType":"FIXFLOAT"},{"DiscountFactor":0.7867955744849692,"InstrumentQuote":0.0292,"CalibrationMeasure":"SwapRate","MaturityTenor":"08Y","InstrumentType":"FIXFLOAT"},{"DiscountFactor":0.7493132750788741,"InstrumentQuote":0.0311,"CalibrationMeasure":"SwapRate","MaturityTenor":"09Y","InstrumentType":"FIXFLOAT"},{"DiscountFactor":0.7136590591798055,"InstrumentQuote":0.0326,"CalibrationMeasure":"SwapRate","MaturityTenor":"10Y","InstrumentType":"FIXFLOAT"},{"DiscountFactor":0.6779998100168122,"InstrumentQuote":0.034,"CalibrationMeasure":"SwapRate","MaturityTenor":"11Y","InstrumentType":"FIXFLOAT"},{"DiscountFactor":0.6446524991643722,"InstrumentQuote":0.0351,"CalibrationMeasure":"SwapRate","MaturityTenor":"12Y","InstrumentType":"FIXFLOAT"},{"DiscountFactor":0.5538960271750337,"InstrumentQuote":0.0375,"CalibrationMeasure":"SwapRate","MaturityTenor":"15Y","InstrumentType":"FIXFLOAT"},{"DiscountFactor":0.4368622695352662,"InstrumentQuote":0.0393,"CalibrationMeasure":"SwapRate","MaturityTenor":"20Y","InstrumentType":"FIXFLOAT"},{"DiscountFactor":0.34648490699543144,"InstrumentQuote":0.0402,"CalibrationMeasure":"SwapRate","MaturityTenor":"25Y","InstrumentType":"FIXFLOAT"},{"DiscountFactor":0.2760310730816015,"InstrumentQuote":0.0407,"CalibrationMeasure":"SwapRate","MaturityTenor":"30Y","InstrumentType":"FIXFLOAT"},{"DiscountFactor":0.18157769098209384,"InstrumentQuote":0.0409,"CalibrationMeasure":"SwapRate","MaturityTenor":"40Y","InstrumentType":"FIXFLOAT"},{"DiscountFactor":0.12091168139671665,"InstrumentQuote":0.0409,"CalibrationMeasure":"SwapRate","MaturityTenor":"50Y","InstrumentType":"FIXFLOAT"}]}
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|---------------- JSON REQUEST -----------------|
{"Parameters":{"CouponRate":0.1189,"ServiceFeeRate":0.0,"CPR":0.01,"BeginPrincipalFactor":1.0,"FixedMonthlyAmount":3941.98,"Name":"FPMG 11.89 2019","PayFrequency":12,"Currency":"USD","DayCount":"Act\/365","SettleDate":"01-DEC-2015","NumPayment":48,"BondNotional":147544.28,"EffectiveDate":"22-OCT-2015"},"API":"PREPAYASSETBACKED::SECULARMETRICS"}
|---------------- JSON RESPONSE ----------------|
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
{"AccrualDays":-9,"Risk":1.3398663734509597E-4,"PreviousCouponDate":"22-NOV-2015","Accrued":421.0530148024889,"CurrentPrincipal":143616.81188945755,"ModifiedDuration":1.3360522139549283E-4,"DV01":19.768961936703295,"CouponFlow":[{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":143616.81188945755,"DiscountFactor":0.9901888785285793,"FeeRate":0.0,"CouponAmount":1489.9546894575224,"PrincipalFactor":1.0,"TotalAmount":5417.422799999968,"SurvivalFactor":1.0,"EndDate":"22-NOV-2015","StartDate":"22-OCT-2015","AccrualFraction":0.08493150684931507,"PayDate":"22-NOV-2015","EndPrincipal":143616.81188945755,"Notional":143616.81188945755,"PrincipalAmount":3927.468110542446,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":139642.1738199046,"DiscountFactor":0.9804740151616855,"FeeRate":0.0,"CouponAmount":1403.5100493416296,"PrincipalFactor":0.9733810886430674,"TotalAmount":5378.148118894583,"SurvivalFactor":1.0,"EndDate":"22-DEC-2015","StartDate":"22-NOV-2015","AccrualFraction":0.0821917808219178,"PayDate":"22-DEC-2015","EndPrincipal":139642.1738199046,"Notional":139642.1738199046,"PrincipalAmount":3974.6380695529533,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":135713.9284885077,"DiscountFactor":0.9708544654993626,"FeeRate":0.0,"CouponAmount":1410.1564068021432,"PrincipalFactor":0.9464424769289911,"TotalAmount":5338.401738199051,"SurvivalFactor":1.0,"EndDate":"22-JAN-2016","StartDate":"22-DEC-2015","AccrualFraction":0.08493150684931507,"PayDate":"22-JAN-2016","EndPrincipal":135713.9284885077,"Notional":135713.9284885077,"PrincipalAmount":3928.245331396907,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":131785.29678996725,"DiscountFactor":0.9613292944072771,"FeeRate":0.0,"CouponAmount":1370.4875863446207,"PrincipalFactor":0.9198182978595151,"TotalAmount":5299.119284885065,"SurvivalFactor":1.0,"EndDate":"22-FEB-2016","StartDate":"22-JAN-2016","AccrualFraction":0.08493150684931507,"PayDate":"22-FEB-2016","EndPrincipal":131785.29678996725,"Notional":131785.29678996725,"PrincipalAmount":3928.6316985404446,"FeeAmount":0.0},{"CouponRate":0.11890000000000085,"AccrualDays":29.000000000000004,"BeginPrincipal":127770.41966278398,"DiscountFactor":0.951897575925812,"FeeRate":0.0,"CouponAmount":1244.9558407164093,"PrincipalFactor":0.893191500137906,"TotalAmount":5259.832967899676,"SurvivalFactor":1.0,"EndDate":"22-MAR-2016","StartDate":"22-FEB-2016","AccrualFraction":0.07945205479452055,"PayDate":"22-MAR-2016","EndPrincipal":127770.41966278398,"Notional":127770.41966278398,"PrincipalAmount":4014.8771271832666,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":123841.0066711837,"DiscountFactor":0.942558393180053,"FeeRate":0.0,"CouponAmount":1290.271205027539,"PrincipalFactor":0.8659801631265135,"TotalAmount":5219.684196627824,"SurvivalFactor":1.0,"EndDate":"22-APR-2016","StartDate":"22-MAR-2016","AccrualFraction":0.08493150684931507,"PayDate":"22-APR-2016","EndPrincipal":123841.0066711837,"Notional":123841.0066711837,"PrincipalAmount":3929.4129916002857,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":119870.8655655571,"DiscountFactor":0.9333108382906563,"FeeRate":0.0,"CouponAmount":1210.2489610852383,"PrincipalFactor":0.8393480700924746,"TotalAmount":5180.390066711829,"SurvivalFactor":1.0,"EndDate":"22-MAY-2016","StartDate":"22-APR-2016","AccrualFraction":0.0821917808219178,"PayDate":"22-MAY-2016","EndPrincipal":119870.8655655571,"Notional":119870.8655655571,"PrincipalAmount":3970.14110562659,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":115940.67560411547,"DiscountFactor":0.9241540122855931,"FeeRate":0.0,"CouponAmount":1210.4986942139271,"PrincipalFactor":0.812439937119603,"TotalAmount":5140.688655655556,"SurvivalFactor":1.0,"EndDate":"22-JUN-2016","StartDate":"22-MAY-2016","AccrualFraction":0.08493150684931507,"PayDate":"22-JUN-2016","EndPrincipal":115940.67560411547,"Notional":115940.67560411547,"PrincipalAmount":3930.1899614416293,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":111972.33101212878,"DiscountFactor":0.9150870250127583,"FeeRate":0.0,"CouponAmount":1133.0421640544648,"PrincipalFactor":0.7858025780742939,"TotalAmount":5101.386756041165,"SurvivalFactor":1.0,"EndDate":"22-JUL-2016","StartDate":"22-JUN-2016","AccrualFraction":0.0821917808219178,"PayDate":"22-JUL-2016","EndPrincipal":111972.33101212878,"Notional":111972.33101212878,"PrincipalAmount":3968.344591986701,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":108041.36418112421,"DiscountFactor":0.9061089950534371,"FeeRate":0.0,"CouponAmount":1130.7364791167183,"PrincipalFactor":0.7589066211996072,"TotalAmount":5061.7033101212855,"SurvivalFactor":1.0,"EndDate":"22-AUG-2016","StartDate":"22-JUL-2016","AccrualFraction":0.08493150684931507,"PayDate":"22-AUG-2016","EndPrincipal":108041.36418112421,"Notional":108041.36418112421,"PrincipalAmount":3930.9668310045677,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":104110.01071529984,"DiscountFactor":0.8972190496366209,"FeeRate":0.0,"CouponAmount":1091.0401759868562,"PrincipalFactor":0.7322639968226773,"TotalAmount":5022.393641811221,"SurvivalFactor":1.0,"EndDate":"22-SEP-2016","StartDate":"22-AUG-2016","AccrualFraction":0.08493150684931507,"PayDate":"22-SEP-2016","EndPrincipal":104110.01071529984,"Notional":104110.01071529984,"PrincipalAmount":3931.353465824365,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":100144.35638409609,"DiscountFactor":0.8884163245541633,"FeeRate":0.0,"CouponAmount":1017.4257759492447,"PrincipalFactor":0.7056187519794047,"TotalAmount":4983.080107153004,"SurvivalFactor":1.0,"EndDate":"22-OCT-2016","StartDate":"22-SEP-2016","AccrualFraction":0.0821917808219178,"PayDate":"22-OCT-2016","EndPrincipal":100144.35638409609,"Notional":100144.35638409609,"PrincipalAmount":3965.6543312037597,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":96212.22619887469,"DiscountFactor":0.8796999640767692,"FeeRate":0.0,"CouponAmount":1011.2933786195529,"PrincipalFactor":0.6787410286870903,"TotalAmount":4943.423563840946,"SurvivalFactor":1.0,"EndDate":"22-NOV-2016","StartDate":"22-OCT-2016","AccrualFraction":0.08493150684931507,"PayDate":"22-NOV-2016","EndPrincipal":96212.22619887469,"Notional":96212.22619887469,"PrincipalAmount":3932.1301852213937,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":92248.36780223221,"DiscountFactor":0.8710691208708076,"FeeRate":0.0,"CouponAmount":940.2438653462625,"PrincipalFactor":0.6520905195299654,"TotalAmount":4904.102261988735,"SurvivalFactor":1.0,"EndDate":"22-DEC-2016","StartDate":"22-NOV-2016","AccrualFraction":0.0821917808219178,"PayDate":"22-DEC-2016","EndPrincipal":92248.36780223221,"Notional":92248.36780223221,"PrincipalAmount":3963.8583966424726,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":88315.46099785989,"DiscountFactor":0.8625229559159404,"FeeRate":0.0,"CouponAmount":931.5568736499864,"PrincipalFactor":0.6252249684110575,"TotalAmount":4864.463678022307,"SurvivalFactor":1.0,"EndDate":"22-JAN-2017","StartDate":"22-DEC-2016","AccrualFraction":0.08493150684931507,"PayDate":"22-JAN-2017","EndPrincipal":88315.46099785989,"Notional":88315.46099785989,"PrincipalAmount":3932.906804372321,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":84382.16736785941,"DiscountFactor":0.8540606384235603,"FeeRate":0.0,"CouponAmount":891.8409799781075,"PrincipalFactor":0.5985691956195109,"TotalAmount":4825.134609978599,"SurvivalFactor":1.0,"EndDate":"22-FEB-2017","StartDate":"22-JAN-2017","AccrualFraction":0.08493150684931507,"PayDate":"22-FEB-2017","EndPrincipal":84382.16736785941,"Notional":84382.16736785941,"PrincipalAmount":3933.2936300004912,"FeeAmount":0.0},{"CouponRate":0.11889999999999896,"AccrualDays":28.0,"BeginPrincipal":80366.02353418377,"DiscountFactor":0.8456813457560276,"FeeRate":0.0,"CouponAmount":769.6578400029455,"PrincipalFactor":0.5719108010683939,"TotalAmount":4785.801673678576,"SurvivalFactor":1.0,"EndDate":"22-MAR-2017","StartDate":"22-FEB-2017","AccrualFraction":0.07671232876712329,"PayDate":"22-MAR-2017","EndPrincipal":80366.02353418377,"Notional":80366.02353418377,"PrincipalAmount":4016.1438336756305,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":76431.94802800535,"DiscountFactor":0.8373842633467006,"FeeRate":0.0,"CouponAmount":811.5647291634126,"PrincipalFactor":0.5446908787937003,"TotalAmount":4745.640235341829,"SurvivalFactor":1.0,"EndDate":"22-APR-2017","StartDate":"22-MAR-2017","AccrualFraction":0.08493150684931507,"PayDate":"22-APR-2017","EndPrincipal":76431.94802800535,"Notional":76431.94802800535,"PrincipalAmount":3934.075506178416,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":72472.58761242639,"DiscountFactor":0.8291685846207499,"FeeRate":0.0,"CouponAmount":746.939064701082,"PrincipalFactor":0.5180271849779968,"TotalAmount":4706.2994802800495,"SurvivalFactor":1.0,"EndDate":"22-MAY-2017","StartDate":"22-APR-2017","AccrualFraction":0.0821917808219178,"PayDate":"22-MAY-2017","EndPrincipal":72472.58761242639,"Notional":72472.58761242639,"PrincipalAmount":3959.360415578967,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":68537.7357381669,"DiscountFactor":0.8210335109167497,"FeeRate":0.0,"CouponAmount":731.854001864768,"PrincipalFactor":0.4911921194940691,"TotalAmount":4666.705876124259,"SurvivalFactor":1.0,"EndDate":"22-JUN-2017","StartDate":"22-MAY-2017","AccrualFraction":0.08493150684931507,"PayDate":"22-JUN-2017","EndPrincipal":68537.7357381669,"Notional":68537.7357381669,"PrincipalAmount":3934.8518742594906,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":64580.17044483466,"DiscountFactor":0.8129782514090385,"FeeRate":0.0,"CouponAmount":669.792064049428,"PrincipalFactor":0.46452316374560165,"TotalAmount":4627.357357381667,"SurvivalFactor":1.0,"EndDate":"22-JUL-2017","StartDate":"22-JUN-2017","AccrualFraction":0.0821917808219178,"PayDate":"22-JUL-2017","EndPrincipal":64580.17044483466,"Notional":64580.17044483466,"PrincipalAmount":3957.565293332239,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":60644.54230269485,"DiscountFactor":0.8050020230308411,"FeeRate":0.0,"CouponAmount":652.1535623085321,"PrincipalFactor":0.4377002649295158,"TotalAmount":4587.781704448345,"SurvivalFactor":1.0,"EndDate":"22-AUG-2017","StartDate":"22-JUL-2017","AccrualFraction":0.08493150684931507,"PayDate":"22-AUG-2017","EndPrincipal":60644.54230269485,"Notional":60644.54230269485,"PrincipalAmount":3935.628142139813,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":56708.527067266536,"DiscountFactor":0.7971040503981461,"FeeRate":0.0,"CouponAmount":612.4101875986332,"PrincipalFactor":0.4110260479274076,"TotalAmount":4548.425423026946,"SurvivalFactor":1.0,"EndDate":"22-SEP-2017","StartDate":"22-AUG-2017","AccrualFraction":0.08493150684931507,"PayDate":"22-SEP-2017","EndPrincipal":56708.527067266536,"Notional":56708.527067266536,"PrincipalAmount":3936.015235428313,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":52753.65170357727,"DiscountFactor":0.7892835657343285,"FeeRate":0.0,"CouponAmount":554.1899069833962,"PrincipalFactor":0.38434920735162714,"TotalAmount":4509.065270672656,"SurvivalFactor":1.0,"EndDate":"22-OCT-2017","StartDate":"22-SEP-2017","AccrualFraction":0.0821917808219178,"PayDate":"22-OCT-2017","EndPrincipal":52753.65170357727,"Notional":52753.65170357727,"PrincipalAmount":3954.87536368926,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":48816.860350416064,"DiscountFactor":0.7815398087955129,"FeeRate":0.0,"CouponAmount":532.7251638745587,"PrincipalFactor":0.35754453987357065,"TotalAmount":4469.51651703577,"SurvivalFactor":1.0,"EndDate":"22-NOV-2017","StartDate":"22-OCT-2017","AccrualFraction":0.08493150684931507,"PayDate":"22-NOV-2017","EndPrincipal":48816.860350416064,"Notional":48816.860350416064,"PrincipalAmount":3936.7913531612116,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":44863.779530117194,"DiscountFactor":0.7738720267966691,"FeeRate":0.0,"CouponAmount":477.06778320529855,"PrincipalFactor":0.3308624390617926,"TotalAmount":4430.148603504163,"SurvivalFactor":1.0,"EndDate":"22-DEC-2017","StartDate":"22-NOV-2017","AccrualFraction":0.0821917808219178,"PayDate":"22-DEC-2017","EndPrincipal":44863.779530117194,"Notional":44863.779530117194,"PrincipalAmount":3953.080820298864,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":40926.212159391536,"DiscountFactor":0.7662794743384325,"FeeRate":0.0,"CouponAmount":453.0504245755005,"PrincipalFactor":0.30406993432830604,"TotalAmount":4390.617795301161,"SurvivalFactor":1.0,"EndDate":"22-JAN-2018","StartDate":"22-DEC-2017","AccrualFraction":0.08493150684931507,"PayDate":"22-JAN-2018","EndPrincipal":40926.212159391536,"Notional":40926.212159391536,"PrincipalAmount":3937.567370725661,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":36988.25750464228,"DiscountFactor":0.7587614133346416,"FeeRate":0.0,"CouponAmount":413.2874668446577,"PrincipalFactor":0.27738257395943466,"TotalAmount":4351.242121593913,"SurvivalFactor":1.0,"EndDate":"22-FEB-2018","StartDate":"22-JAN-2018","AccrualFraction":0.08493150684931507,"PayDate":"22-FEB-2018","EndPrincipal":36988.25750464228,"Notional":36988.25750464228,"PrincipalAmount":3937.954654749255,"FeeAmount":0.0},{"CouponRate":0.11889999999999896,"AccrualDays":28.0,"BeginPrincipal":33013.76837311491,"DiscountFactor":0.7513171129405886,"FeeRate":0.0,"CouponAmount":337.3734435190521,"PrincipalFactor":0.25069258872415984,"TotalAmount":4311.862575046423,"SurvivalFactor":1.0,"EndDate":"22-MAR-2018","StartDate":"22-FEB-2018","AccrualFraction":0.07671232876712329,"PayDate":"22-MAR-2018","EndPrincipal":33013.76837311491,"Notional":33013.76837311491,"PrincipalAmount":3974.4891315273717,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":29075.035480743936,"DiscountFactor":0.7439458494819713,"FeeRate":0.0,"CouponAmount":333.3847913601734,"PrincipalFactor":0.22375498645637032,"TotalAmount":4272.117683731147,"SurvivalFactor":1.0,"EndDate":"22-APR-2018","StartDate":"22-MAR-2018","AccrualFraction":0.08493150684931507,"PayDate":"22-APR-2018","EndPrincipal":29075.035480743936,"Notional":29075.035480743936,"PrincipalAmount":3938.7328923709733,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":25126.443897333247,"DiscountFactor":0.7366469063845444,"FeeRate":0.0,"CouponAmount":284.13877139674946,"PrincipalFactor":0.19705972661728355,"TotalAmount":4232.730354807439,"SurvivalFactor":1.0,"EndDate":"22-MAY-2018","StartDate":"22-APR-2018","AccrualFraction":0.0821917808219178,"PayDate":"22-MAY-2018","EndPrincipal":25126.443897333247,"Notional":25126.443897333247,"PrincipalAmount":3948.591583410689,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":21186.93523797959,"DiscountFactor":0.7294195741044593,"FeeRate":0.0,"CouponAmount":253.7357796196709,"PrincipalFactor":0.17029764825402413,"TotalAmount":4193.244438973329,"SurvivalFactor":1.0,"EndDate":"22-JUN-2018","StartDate":"22-MAY-2018","AccrualFraction":0.08493150684931507,"PayDate":"22-JUN-2018","EndPrincipal":21186.93523797959,"Notional":21186.93523797959,"PrincipalAmount":3939.508659353658,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":17240.13738695287,"DiscountFactor":0.7222631500592885,"FeeRate":0.0,"CouponAmount":207.05150135307716,"PrincipalFactor":0.14359713055619364,"TotalAmount":4153.849352379799,"SurvivalFactor":1.0,"EndDate":"22-JUL-2018","StartDate":"22-JUN-2018","AccrualFraction":0.0821917808219178,"PayDate":"22-JUL-2018","EndPrincipal":17240.13738695287,"Notional":17240.13738695287,"PrincipalAmount":3946.7978510267217,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":13299.853060739695,"DiscountFactor":0.7151769385597259,"FeeRate":0.0,"CouponAmount":174.09704765635362,"PrincipalFactor":0.11684720944080562,"TotalAmount":4114.381373869527,"SurvivalFactor":1.0,"EndDate":"22-AUG-2018","StartDate":"22-JUL-2018","AccrualFraction":0.08493150684931507,"PayDate":"22-AUG-2018","EndPrincipal":13299.853060739695,"Notional":13299.853060739695,"PrincipalAmount":3940.2843262131732,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":9359.181183273615,"DiscountFactor":0.7081602507419575,"FeeRate":0.0,"CouponAmount":134.30665314131522,"PrincipalFactor":0.09014143456282883,"TotalAmount":4074.9785306073945,"SurvivalFactor":1.0,"EndDate":"22-SEP-2018","StartDate":"22-AUG-2018","AccrualFraction":0.08493150684931507,"PayDate":"22-SEP-2018","EndPrincipal":9359.181183273615,"Notional":9359.181183273615,"PrincipalAmount":3940.6718774660794,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":5415.07293111413,"DiscountFactor":0.7012124045006964,"FeeRate":0.0,"CouponAmount":91.46355967325195,"PrincipalFactor":0.06343303300726816,"TotalAmount":4035.571811832737,"SurvivalFactor":1.0,"EndDate":"22-OCT-2018","StartDate":"22-SEP-2018","AccrualFraction":0.0821917808219178,"PayDate":"22-OCT-2018","EndPrincipal":5415.07293111413,"Notional":5415.07293111413,"PrincipalAmount":3944.108252159485,"FeeAmount":0.0},{"CouponRate":0.11889999999999906,"AccrualDays":31.0,"BeginPrincipal":1473.625536917492,"DiscountFactor":0.6943327244228731,"FeeRate":0.0,"CouponAmount":54.68333511450251,"PrincipalFactor":0.03670134098803512,"TotalAmount":3996.130729311141,"SurvivalFactor":1.0,"EndDate":"22-NOV-2018","StartDate":"22-OCT-2018","AccrualFraction":0.08493150684931507,"PayDate":"22-NOV-2018","EndPrincipal":1473.625536917492,"Notional":1473.625536917492,"PrincipalAmount":3941.4473941966385,"FeeAmount":0.0},{"CouponRate":0.11889999999999994,"AccrualDays":30.0,"BeginPrincipal":0.0,"DiscountFactor":0.6875205417219777,"FeeRate":0.0,"CouponAmount":14.401156959410113,"PrincipalFactor":0.009987683269846124,"TotalAmount":1488.026693876902,"SurvivalFactor":1.0,"EndDate":"22-DEC-2018","StartDate":"22-NOV-2018","AccrualFraction":0.0821917808219178,"PayDate":"22-DEC-2018","EndPrincipal":0.0,"Notional":0.0,"PrincipalAmount":1473.625536917492,"FeeAmount":0.0}],"NPV":144037.86490426003,"Total":144037.86490426003,"Yield01":1.3398663734509597E-4,"Yield":0.1397010161994567,"Convexity":2.65065182054099E-8,"Y01":1.3398663734509597E-4,"CleanPrice":100.0,"Face":147544.28,"SettleDate":"01-DEC-2015","Notional":147544.28}
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|---------------- JSON REQUEST -----------------|
{"Parameters":{"TOK::UpperBound":0.4,"HYG::LowerBound":0.05,"LQD::UpperBound":0.6,"GSG::UpperBound":0.15,"BWX::LowerBound":0.03,"AssetSet":["TOK","EWJ","HYG","LQD","EMD","GSG","BWX"],"EWJ::UpperBound":0.4,"EMD::LowerBound":0.05,"BWX::UpperBound":0.5,"HYG::UpperBound":0.3,"TOK::LowerBound":0.05,"AssetReturnsCovariance":[[0.002733,0.002083,0.001593,4.88E-4,0.001172,0.002312,7.1E-4],[0.002083,0.002768,0.001302,4.57E-4,0.001105,0.001647,5.63E-4],[0.001593,0.001302,0.001463,6.39E-4,0.00105,0.00111,5.19E-4],[4.88E-4,4.57E-4,6.39E-4,6.08E-4,6.63E-4,4.2E-5,3.7E-4],[0.001172,0.001105,0.00105,6.63E-4,0.001389,8.25E-4,6.61E-4],[0.002312,0.001647,0.00111,4.2E-5,8.25E-4,0.005211,7.49E-4],[7.1E-4,5.63E-4,5.19E-4,3.7E-4,6.61E-4,7.49E-4,7.03E-4]],"EWJ::LowerBound":0.05,"EMD::UpperBound":0.35,"PortfolioDesignReturn":0.005262,"LQD::LowerBound":0.1,"GSG::LowerBound":0.05,"AssetReturnsMean":[0.008355,0.007207,0.006279,0.002466,0.004472,0.006821,0.00157]},"API":"PORTFOLIOALLOCATION::RETURNSCONSTRAINEDMEANVARIANCE"}
|---------------- JSON RESPONSE ----------------|
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
B 15.07 | 14.72 | 12.93 | 19.31 | 13.30 | 12.80 | 11.88 | 9310983.35 | -426864230.86 |
A 15.07 | 14.72 | 12.93 | 19.31 | 13.30 | 12.80 | 11.88 | 9310983.35 | -426864230.86 |
B 18.11 | 17.07 | 14.20 | 19.80 | 14.21 | 04.63 | 11.99 | 9874915.49 | -883683529.79 |
A 18.11 | 17.07 | 14.20 | 19.80 | 14.21 | 05.00 | 11.99 | 9874915.49 | -883683529.79 |
B 16.55 | 15.84 | 13.55 | 19.55 | 13.74 | 08.84 | 11.93 | 9576878.36 | -642025333.10 |
A 16.55 | 15.84 | 13.55 | 19.55 | 13.74 | 08.84 | 11.93 | 9576878.36 | -642025333.10 |
B 16.39 | 15.71 | 13.46 | 19.52 | 13.67 | 09.31 | 11.94 | 9494004.57 | -592905208.93 |
A 16.39 | 15.71 | 13.46 | 19.52 | 13.67 | 09.31 | 11.94 | 9494004.57 | -592905208.93 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 9491724.04 | -591479202.22 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 9491724.04 | -591479202.22 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 4745852.64 | -295737586.61 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 4745852.64 | -295737586.61 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 2372930.53 | -147869450.22 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 2372930.53 | -147869450.22 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 1186464.60 | -73934650.28 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 1186464.60 | -73934650.28 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 593232.64 | -36967384.84 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 593232.64 | -36967384.84 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 296616.31 | -18483700.48 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 296616.31 | -18483700.48 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 148308.12 | -9241856.19 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 148308.12 | -9241856.19 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 74154.06 | -4620936.95 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 74154.06 | -4620936.95 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 37077.02 | -2310476.28 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 37077.02 | -2310476.28 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 18538.50 | -1155245.99 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 18538.50 | -1155245.99 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 9269.24 | -577630.88 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 9269.24 | -577630.88 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 4634.61 | -288823.32 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 4634.61 | -288823.32 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 2317.29 | -144419.54 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 2317.29 | -144419.54 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 1158.63 | -72217.65 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 1158.63 | -72217.65 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 579.31 | -36116.70 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 579.31 | -36116.70 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 289.64 | -18066.23 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 289.64 | -18066.23 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 144.81 | -9040.99 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 144.81 | -9040.99 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 72.39 | -4528.37 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.94 | 72.39 | -4528.37 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.93 | 36.18 | -2272.06 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.93 | 36.18 | -2272.06 |
B 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.93 | 18.08 | -1143.91 |
A 16.38 | 15.70 | 13.46 | 19.52 | 13.67 | 09.33 | 11.93 | 18.08 | -1143.91 |
B 16.38 | 15.70 | 13.46 | 19.53 | 13.67 | 09.33 | 11.93 | 09.03 | -579.83 |
A 16.38 | 15.70 | 13.46 | 19.53 | 13.67 | 09.33 | 11.93 | 09.03 | -579.83 |
B 16.38 | 15.70 | 13.47 | 19.54 | 13.67 | 09.33 | 11.92 | 04.50 | -297.79 |
A 16.38 | 15.70 | 13.47 | 19.54 | 13.67 | 09.33 | 11.92 | 04.50 | -297.79 |
B 16.38 | 15.69 | 13.48 | 19.55 | 13.66 | 09.32 | 11.91 | 02.24 | -156.78 |
A 16.38 | 15.69 | 13.48 | 19.55 | 13.66 | 09.32 | 11.91 | 02.24 | -156.78 |
B 16.39 | 15.68 | 13.50 | 19.58 | 13.65 | 09.32 | 11.89 | 01.11 | -86.27 |
A 16.39 | 15.68 | 13.50 | 19.58 | 13.65 | 09.32 | 11.89 | 01.11 | -86.27 |
B 16.39 | 15.65 | 13.54 | 19.64 | 13.64 | 09.31 | 11.84 | 00.54 | -51.02 |
A 16.39 | 15.65 | 13.54 | 19.64 | 13.64 | 09.31 | 11.84 | 00.54 | -51.02 |
B 16.39 | 15.60 | 13.61 | 19.76 | 13.60 | 09.28 | 11.75 | 00.26 | -33.39 |
A 16.39 | 15.60 | 13.61 | 19.76 | 13.60 | 09.28 | 11.75 | 00.26 | -33.39 |
B 16.39 | 15.51 | 13.77 | 20.00 | 13.53 | 09.24 | 11.56 | 00.12 | -24.59 |
A 16.39 | 15.51 | 13.77 | 20.00 | 13.53 | 09.24 | 11.56 | 00.12 | -24.59 |
B 16.40 | 15.33 | 14.08 | 20.47 | 13.38 | 09.15 | 11.20 | 00.05 | -20.21 |
A 16.40 | 15.33 | 14.08 | 20.47 | 13.38 | 09.15 | 11.20 | 00.05 | -20.21 |
B 16.42 | 14.99 | 14.67 | 21.38 | 13.05 | 08.99 | 10.50 | 00.01 | -18.05 |
A 16.42 | 14.99 | 14.67 | 21.38 | 13.05 | 08.99 | 10.50 | 00.01 | -18.05 |
B 16.43 | 14.71 | 15.20 | 22.20 | 12.69 | 08.87 | 09.91 | 00.01 | -18.09 |
A 16.43 | 14.71 | 15.20 | 22.20 | 12.69 | 08.87 | 09.91 | 00.01 | -18.09 |
B 16.43 | 14.71 | 15.19 | 22.19 | 12.70 | 08.87 | 09.92 | 00.01 | -18.08 |
A 16.43 | 14.71 | 15.19 | 22.19 | 12.70 | 08.87 | 09.92 | 00.01 | -18.08 |
B 16.45 | 14.30 | 15.97 | 23.38 | 12.17 | 08.68 | 09.06 | -00.00 | -17.03 |
A 16.45 | 14.30 | 15.97 | 23.38 | 12.17 | 08.68 | 09.06 | -00.00 | -17.03 |
B 16.46 | 14.00 | 16.58 | 24.24 | 11.69 | 08.54 | 08.49 | -00.00 | -17.06 |
A 16.46 | 14.00 | 16.58 | 24.24 | 11.69 | 08.54 | 08.49 | -00.00 | -17.06 |
B 16.46 | 14.00 | 16.57 | 24.22 | 11.70 | 08.54 | 08.50 | -00.00 | -17.05 |
A 16.46 | 14.00 | 16.57 | 24.22 | 11.70 | 08.54 | 08.50 | -00.00 | -17.05 |
B 16.49 | 13.41 | 17.80 | 25.93 | 10.77 | 08.27 | 07.33 | -00.01 | -16.55 |
A 16.49 | 13.41 | 17.80 | 25.93 | 10.77 | 08.27 | 07.33 | -00.01 | -16.55 |
B 16.49 | 13.09 | 18.55 | 26.72 | 10.18 | 08.12 | 06.84 | -00.01 | -16.54 |
A 16.49 | 13.09 | 18.55 | 26.72 | 10.18 | 08.12 | 06.84 | -00.01 | -16.54 |
B 16.50 | 13.09 | 18.54 | 26.71 | 10.19 | 08.12 | 06.85 | -00.01 | -16.54 |
A 16.50 | 13.09 | 18.54 | 26.71 | 10.19 | 08.12 | 06.85 | -00.01 | -16.54 |
B 16.52 | 12.39 | 20.12 | 28.51 | 08.98 | 07.80 | 05.69 | -00.01 | -16.27 |
A 16.52 | 12.39 | 20.12 | 28.51 | 08.98 | 07.80 | 05.69 | -00.01 | -16.27 |
B 16.50 | 12.13 | 20.82 | 28.97 | 08.52 | 07.66 | 05.41 | -00.01 | -16.23 |
A 16.50 | 12.13 | 20.82 | 28.97 | 08.52 | 07.66 | 05.41 | -00.01 | -16.23 |
B 16.50 | 12.12 | 20.81 | 28.97 | 08.53 | 07.65 | 05.41 | -00.01 | -16.23 |
A 16.50 | 12.12 | 20.81 | 28.97 | 08.53 | 07.65 | 05.41 | -00.01 | -16.23 |
B 16.48 | 11.45 | 22.45 | 30.38 | 07.39 | 07.31 | 04.53 | -00.01 | -16.05 |
A 16.48 | 11.45 | 22.45 | 30.38 | 07.39 | 07.31 | 04.53 | -00.01 | -16.05 |
B 16.45 | 11.27 | 22.96 | 30.56 | 07.15 | 07.20 | 04.41 | -00.01 | -16.01 |
A 16.45 | 11.27 | 22.96 | 30.56 | 07.15 | 07.20 | 04.41 | -00.01 | -16.01 |
B 16.39 | 10.72 | 24.40 | 31.46 | 06.31 | 06.89 | 03.83 | -00.01 | -15.87 |
A 16.39 | 10.72 | 24.40 | 31.46 | 06.31 | 06.89 | 03.83 | -00.01 | -15.87 |
B 16.35 | 10.61 | 24.74 | 31.51 | 06.21 | 06.81 | 03.78 | -00.01 | -15.84 |
A 16.35 | 10.61 | 24.74 | 31.51 | 06.21 | 06.81 | 03.78 | -00.01 | -15.84 |
B 16.26 | 10.20 | 25.87 | 32.00 | 05.68 | 06.55 | 03.44 | -00.02 | -15.73 |
A 16.26 | 10.20 | 25.87 | 32.00 | 05.68 | 06.55 | 03.44 | -00.02 | -15.73 |
B 16.21 | 10.15 | 26.10 | 31.99 | 05.64 | 06.49 | 03.42 | -00.02 | -15.71 |
A 16.21 | 10.15 | 26.10 | 31.99 | 05.64 | 06.49 | 03.42 | -00.02 | -15.71 |
B 16.09 | 09.88 | 26.96 | 32.22 | 05.34 | 06.29 | 03.23 | -00.02 | -15.62 |
A 16.09 | 09.88 | 26.96 | 32.22 | 05.34 | 06.29 | 03.23 | -00.02 | -15.62 |
B 16.04 | 09.85 | 27.11 | 32.19 | 05.33 | 06.25 | 03.22 | -00.02 | -15.61 |
A 16.04 | 09.85 | 27.11 | 32.19 | 05.33 | 06.25 | 03.22 | -00.02 | -15.61 |
B 15.92 | 09.68 | 27.73 | 32.27 | 05.17 | 06.11 | 03.12 | -00.02 | -15.55 |
A 15.92 | 09.68 | 27.73 | 32.27 | 05.17 | 06.11 | 03.12 | -00.02 | -15.55 |
B 15.77 | 09.58 | 28.26 | 32.25 | 05.09 | 06.00 | 03.06 | -00.02 | -15.50 |
A 15.77 | 09.58 | 28.26 | 32.25 | 05.09 | 06.00 | 03.06 | -00.02 | -15.50 |
B 15.62 | 09.51 | 28.66 | 32.20 | 05.04 | 05.93 | 03.03 | -00.02 | -15.46 |
A 15.62 | 09.51 | 28.66 | 32.20 | 05.04 | 05.93 | 03.03 | -00.02 | -15.46 |
B 15.50 | 09.48 | 28.94 | 32.15 | 05.02 | 05.90 | 03.01 | -00.02 | -15.44 |
A 15.50 | 09.48 | 28.94 | 32.15 | 05.02 | 05.90 | 03.01 | -00.02 | -15.44 |
B 15.40 | 09.46 | 29.13 | 32.11 | 05.01 | 05.88 | 03.01 | -00.02 | -15.42 |
A 15.40 | 09.46 | 29.13 | 32.11 | 05.01 | 05.88 | 03.01 | -00.02 | -15.42 |
B 15.33 | 09.45 | 29.26 | 32.07 | 05.01 | 05.88 | 03.00 | -00.02 | -15.41 |
A 15.33 | 09.45 | 29.26 | 32.07 | 05.01 | 05.88 | 03.00 | -00.02 | -15.41 |
B 15.28 | 09.44 | 29.35 | 32.05 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.28 | 09.44 | 29.35 | 32.05 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.26 | 09.44 | 29.39 | 32.03 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.26 | 09.44 | 29.39 | 32.03 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.24 | 09.44 | 29.42 | 32.03 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.24 | 09.44 | 29.42 | 32.03 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.43 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.43 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
B 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
A 15.23 | 09.44 | 29.44 | 32.02 | 05.00 | 05.87 | 03.00 | -00.02 | -15.40 |
{"LQD::UpperBound":0.6,"GSG::UpperBound":0.15,"EWJ::UpperBound":0.4,"AssetReturnsCovariance":[[0.002733,0.002083,0.001593,4.88E-4,0.001172,0.002312,7.1E-4],[0.002083,0.002768,0.001302,4.57E-4,0.001105,0.001647,5.63E-4],[0.001593,0.001302,0.001463,6.39E-4,0.00105,0.00111,5.19E-4],[4.88E-4,4.57E-4,6.39E-4,6.08E-4,6.63E-4,4.2E-5,3.7E-4],[0.001172,0.001105,0.00105,6.63E-4,0.001389,8.25E-4,6.61E-4],[0.002312,0.001647,0.00111,4.2E-5,8.25E-4,0.005211,7.49E-4],[7.1E-4,5.63E-4,5.19E-4,3.7E-4,6.61E-4,7.49E-4,7.03E-4]],"BWX::WEIGHT":0.03000000000013927,"GSG::WEIGHT":0.058730722031906615,"PortfolioNotional":1.0000000000000002,"TOK::UpperBound":0.4,"HYG::LowerBound":0.05,"EWJ::WEIGHT":0.0943675648700852,"BWX::LowerBound":0.03,"AssetSet":["TOK","EWJ","HYG","LQD","EMD","GSG","BWX"],"EMD::LowerBound":0.05,"HYG::WEIGHT":0.29443801536430747,"BWX::UpperBound":0.5,"PortfolioExpectedReturn":0.005262000000000002,"EMD::WEIGHT":0.050000000000196804,"HYG::UpperBound":0.3,"TOK::LowerBound":0.05,"PortfolioStandardDeviation":0.03139150360380332,"LQD::WEIGHT":0.32019354525966814,"EWJ::LowerBound":0.05,"EMD::UpperBound":0.35,"TOK::WEIGHT":0.15227015247369655,"PortfolioDesignReturn":0.005262,"LQD::LowerBound":0.1,"GSG::LowerBound":0.05,"AssetReturnsMean":[0.008355,0.007207,0.006279,0.002466,0.004472,0.006821,0.00157]}
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|---------------- JSON REQUEST -----------------|
{"Parameters":{"Coupon":0.1,"TreasuryCode":"MBONO","MaturityDate":"20-NOV-2036","SettleDate":"30-MAR-2016","CleanPrice":1.35213,"Notional":1.0E8,"EffectiveDate":"20-NOV-2011"},"API":"TREASURYBOND::SECULARMETRICS"}
|---------------- JSON RESPONSE ----------------|
|-----------------------------------------------------------------|
| 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 01:17:47 EST 2020
| Setup Time => Mon Jan 27 01:17:47 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
{"AccrualDays":131,"Risk":0.0013839598827962707,"PreviousCouponDate":"20-NOV-2015","Accrued":3598901.098901102,"CurrentPrincipal":1.0E8,"ModifiedDuration":9.97003597047885E-4,"DV01":138395.98827962708,"CouponFlow":[{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2011","AccrualDays":181,"AccrualFraction":0.5,"PayDate":"20-MAY-2012","CouponAmount":5000000.000000005,"YieldDF":0.9993084985637253,"EndDate":"20-MAY-2012"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2012","AccrualDays":185,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2012","CouponAmount":5054945.054945059,"YieldDF":0.9986098842944381,"EndDate":"20-NOV-2012"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2012","AccrualDays":180,"AccrualFraction":0.49725274725274726,"PayDate":"20-MAY-2013","CouponAmount":4972527.472527477,"YieldDF":0.9979231369969908,"EndDate":"20-MAY-2013"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2013","AccrualDays":184,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2013","CouponAmount":5054945.054945059,"YieldDF":0.9972254912307834,"EndDate":"20-NOV-2013"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2013","AccrualDays":180,"AccrualFraction":0.49725274725274726,"PayDate":"20-MAY-2014","CouponAmount":4972527.472527477,"YieldDF":0.996539695984993,"EndDate":"20-MAY-2014"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2014","AccrualDays":184,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2014","CouponAmount":5054945.054945059,"YieldDF":0.9958430173792103,"EndDate":"20-NOV-2014"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2014","AccrualDays":180,"AccrualFraction":0.49725274725274726,"PayDate":"20-MAY-2015","CouponAmount":4972527.472527477,"YieldDF":0.9951581728652286,"EndDate":"20-MAY-2015"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2015","AccrualDays":184,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2015","CouponAmount":5054945.054945059,"YieldDF":0.9944624600790762,"EndDate":"20-NOV-2015"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2015","AccrualDays":181,"AccrualFraction":0.5,"PayDate":"20-MAY-2016","CouponAmount":5000000.000000005,"YieldDF":0.9937747878596103,"EndDate":"20-MAY-2016"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2016","AccrualDays":185,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2016","CouponAmount":5054945.054945059,"YieldDF":0.9930800421947286,"EndDate":"20-NOV-2016"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2016","AccrualDays":180,"AccrualFraction":0.49725274725274726,"PayDate":"20-MAY-2017","CouponAmount":4972527.472527477,"YieldDF":0.9923970977878565,"EndDate":"20-MAY-2017"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2017","AccrualDays":184,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2017","CouponAmount":5054945.054945059,"YieldDF":0.9917033152629301,"EndDate":"20-NOV-2017"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2017","AccrualDays":180,"AccrualFraction":0.49725274725274726,"PayDate":"20-MAY-2018","CouponAmount":4972527.472527477,"YieldDF":0.9910213176356909,"EndDate":"20-MAY-2018"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2018","AccrualDays":184,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2018","CouponAmount":5054945.054945059,"YieldDF":0.9903284969154997,"EndDate":"20-NOV-2018"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2018","AccrualDays":180,"AccrualFraction":0.49725274725274726,"PayDate":"20-MAY-2019","CouponAmount":4972527.472527477,"YieldDF":0.9896474447553537,"EndDate":"20-MAY-2019"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2019","AccrualDays":184,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2019","CouponAmount":5054945.054945059,"YieldDF":0.9889555845065283,"EndDate":"20-NOV-2019"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2019","AccrualDays":181,"AccrualFraction":0.5,"PayDate":"20-MAY-2020","CouponAmount":5000000.000000005,"YieldDF":0.9882717202994301,"EndDate":"20-MAY-2020"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2020","AccrualDays":185,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2020","CouponAmount":5054945.054945059,"YieldDF":0.9875808218164026,"EndDate":"20-NOV-2020"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2020","AccrualDays":180,"AccrualFraction":0.49725274725274726,"PayDate":"20-MAY-2021","CouponAmount":4972527.472527477,"YieldDF":0.9869016592414472,"EndDate":"20-MAY-2021"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2021","AccrualDays":184,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2021","CouponAmount":5054945.054945059,"YieldDF":0.9862117185649492,"EndDate":"20-NOV-2021"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2021","AccrualDays":180,"AccrualFraction":0.49725274725274726,"PayDate":"20-MAY-2022","CouponAmount":4972527.472527477,"YieldDF":0.9855334975267969,"EndDate":"20-MAY-2022"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2022","AccrualDays":184,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2022","CouponAmount":5054945.054945059,"YieldDF":0.9848445133290017,"EndDate":"20-NOV-2022"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2022","AccrualDays":180,"AccrualFraction":0.49725274725274726,"PayDate":"20-MAY-2023","CouponAmount":4972527.472527477,"YieldDF":0.9841672325223808,"EndDate":"20-MAY-2023"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2023","AccrualDays":184,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2023","CouponAmount":5054945.054945059,"YieldDF":0.9834792034773029,"EndDate":"20-NOV-2023"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2023","AccrualDays":181,"AccrualFraction":0.5,"PayDate":"20-MAY-2024","CouponAmount":5000000.000000005,"YieldDF":0.9827991261955521,"EndDate":"20-MAY-2024"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2024","AccrualDays":185,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2024","CouponAmount":5054945.054945059,"YieldDF":0.9821120535904556,"EndDate":"20-NOV-2024"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2024","AccrualDays":180,"AccrualFraction":0.49725274725274726,"PayDate":"20-MAY-2025","CouponAmount":4972527.472527477,"YieldDF":0.9814366519053719,"EndDate":"20-MAY-2025"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2025","AccrualDays":184,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2025","CouponAmount":5054945.054945059,"YieldDF":0.9807505318029129,"EndDate":"20-NOV-2025"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2025","AccrualDays":180,"AccrualFraction":0.49725274725274726,"PayDate":"20-MAY-2026","CouponAmount":4972527.472527477,"YieldDF":0.9800760664408346,"EndDate":"20-MAY-2026"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2026","AccrualDays":184,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2026","CouponAmount":5054945.054945059,"YieldDF":0.9793908975205396,"EndDate":"20-NOV-2026"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2026","AccrualDays":180,"AccrualFraction":0.49725274725274726,"PayDate":"20-MAY-2027","CouponAmount":4972527.472527477,"YieldDF":0.9787173671834231,"EndDate":"20-MAY-2027"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2027","AccrualDays":184,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2027","CouponAmount":5054945.054945059,"YieldDF":0.978033148126649,"EndDate":"20-NOV-2027"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2027","AccrualDays":181,"AccrualFraction":0.5,"PayDate":"20-MAY-2028","CouponAmount":5000000.000000005,"YieldDF":0.9773568367999952,"EndDate":"20-MAY-2028"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2028","AccrualDays":185,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2028","CouponAmount":5054945.054945059,"YieldDF":0.976673568886878,"EndDate":"20-NOV-2028"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2028","AccrualDays":180,"AccrualFraction":0.49725274725274726,"PayDate":"20-MAY-2029","CouponAmount":4972527.472527477,"YieldDF":0.9760019072655881,"EndDate":"20-MAY-2029"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2029","AccrualDays":184,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2029","CouponAmount":5054945.054945059,"YieldDF":0.9753195865805872,"EndDate":"20-NOV-2029"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2029","AccrualDays":180,"AccrualFraction":0.49725274725274726,"PayDate":"20-MAY-2030","CouponAmount":4972527.472527477,"YieldDF":0.9746488560973765,"EndDate":"20-MAY-2030"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2030","AccrualDays":184,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2030","CouponAmount":5054945.054945059,"YieldDF":0.9739674813273302,"EndDate":"20-NOV-2030"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2030","AccrualDays":180,"AccrualFraction":0.49725274725274726,"PayDate":"20-MAY-2031","CouponAmount":4972527.472527477,"YieldDF":0.9732976806913434,"EndDate":"20-MAY-2031"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2031","AccrualDays":184,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2031","CouponAmount":5054945.054945059,"YieldDF":0.9726172505249109,"EndDate":"20-NOV-2031"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2031","AccrualDays":181,"AccrualFraction":0.5,"PayDate":"20-MAY-2032","CouponAmount":5000000.000000005,"YieldDF":0.9719446842992274,"EndDate":"20-MAY-2032"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2032","AccrualDays":185,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2032","CouponAmount":5054945.054945059,"YieldDF":0.9712652000094558,"EndDate":"20-NOV-2032"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2032","AccrualDays":180,"AccrualFraction":0.49725274725274726,"PayDate":"20-MAY-2033","CouponAmount":4972527.472527477,"YieldDF":0.9705972577412071,"EndDate":"20-MAY-2033"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2033","AccrualDays":184,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2033","CouponAmount":5054945.054945059,"YieldDF":0.9699187154342382,"EndDate":"20-NOV-2033"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2033","AccrualDays":180,"AccrualFraction":0.49725274725274726,"PayDate":"20-MAY-2034","CouponAmount":4972527.472527477,"YieldDF":0.9692516991478546,"EndDate":"20-MAY-2034"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2034","AccrualDays":184,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2034","CouponAmount":5054945.054945059,"YieldDF":0.9685740975177985,"EndDate":"20-NOV-2034"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2034","AccrualDays":180,"AccrualFraction":0.49725274725274726,"PayDate":"20-MAY-2035","CouponAmount":4972527.472527477,"YieldDF":0.9679080059295726,"EndDate":"20-MAY-2035"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2035","AccrualDays":184,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2035","CouponAmount":5054945.054945059,"YieldDF":0.9672313436723501,"EndDate":"20-NOV-2035"},{"CouponRate":0.10000000000000009,"StartDate":"20-NOV-2035","AccrualDays":181,"AccrualFraction":0.5,"PayDate":"20-MAY-2036","CouponAmount":5000000.000000005,"YieldDF":0.9665625018089908,"EndDate":"20-MAY-2036"},{"CouponRate":0.10000000000000009,"StartDate":"20-MAY-2036","AccrualDays":185,"AccrualFraction":0.5054945054945055,"PayDate":"20-NOV-2036","CouponAmount":5054945.054945059,"YieldDF":0.9658867801905995,"EndDate":"20-NOV-2036"}],"NPV":1.0359890109890111E8,"Total":1.0359890109890111E8,"Yield":0.0680318630755704,"Convexity":1.5238475139902444E-6,"CleanPrice":135.213,"Face":1.0E8,"SettleDate":"30-MAR-2016","Notional":1.0E8}