Standard output
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 01:17:50 EST 2020
| Setup Time => Mon Jan 27 01:17:50 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
|-------------------------------------------------------------------||
| ||
| Custom FX Curve Builder Metrics #1 ||
| ------ -- ----- ------- ------- -- ||
| L -> R: ||
| FX Forward Tenor ||
| Input FX Forward Outright ||
| Curve FX Forward Outright ||
| Product FX Forward Outright ||
| Product FX Forward PIP ||
| FX Forward Discount Curve Basis EUR Curve ||
| FX Forward Discount Curve Basis USD Curve ||
|-------------------------------------------------------------------||
| [1W] => 1.1000 | 1.1000 | 1.1000 | 0.0007 | 0.0432 | -0.0432 ||
| [1M] => 1.1012 | 1.1012 | 1.1012 | 0.0019 | 0.0303 | -0.0303 ||
| [3M] => 1.1039 | 1.1039 | 1.1039 | 0.0046 | 0.0268 | -0.0268 ||
| [6M] => 1.1148 | 1.1148 | 1.1148 | 0.0155 | 0.0381 | -0.0381 ||
| [1Y] => 1.1232 | 1.1232 | 1.1232 | 0.0239 | 0.0315 | -0.0315 ||
| [2Y] => 1.1497 | 1.1497 | 1.1497 | 0.0504 | 0.0324 | -0.0324 ||
| [3Y] => 1.1865 | 1.1865 | 1.1865 | 0.0872 | 0.0354 | -0.0354 ||
|-------------------------------------------------------------------||
|-------------------------------------------------------------------||
| ||
| Custom FX Curve Builder Metrics #2 ||
| ------ -- ----- ------- ------- -- ||
| L -> R: ||
| FX Forward Tenor ||
| FX Forward Discount Curve Zero Basis USD Curve ||
| FX Forward Discount Curve Zero Basis EUR Curve ||
| FX Forward Discount Curve Bootstrapped USD Curve Basis ||
| FX Forward Discount Curve Bootstrapped EUR Curve Basis ||
|-------------------------------------------------------------------||
| [1W] => -4.3215 | 4.3215 | -4.3215 | 4.3215 ||
| [1M] => -3.0347 | 3.0347 | -3.0347 | 3.0347 ||
| [3M] => -2.6760 | 2.6760 | -2.6760 | 2.6760 ||
| [6M] => -3.8099 | 3.8099 | -3.8099 | 3.8099 ||
| [1Y] => -3.1464 | 3.1464 | -3.1464 | 3.1464 ||
| [2Y] => -3.2398 | 3.2398 | -3.2398 | 3.2398 ||
| [3Y] => -3.5439 | 3.5439 | -3.5439 | 3.5439 ||
|-------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:17:50 EST 2020
| Setup Time => Mon Jan 27 01:17:50 EST 2020
| Finish Time => Mon Jan 27 01:17:50 EST 2020
| Setup Duration => 0 ms
| Run Duration => 6 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 01:17:50 EST 2020
| Setup Time => Mon Jan 27 01:17:50 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
|----------------|
| CURRENCY ORDER |
|----------------|
| AUD 3 |
| CAD 6 |
| CHF 7 |
| EUR 1 |
| GBP 2 |
| JPY 8 |
| NZD 4 |
| USD 5 |
| ZAR 0 |
|----------------|
|---------------------------------------|
| PAIR NUM DENOM BASE FACTOR |
|---------------------------------------|
| AUD/EUR => AUD | EUR | EUR | 10000.0
| AUD/USD => AUD | USD | USD | 10000.0
| EUR/GBP => EUR | GBP | GBP | 10000.0
| EUR/JPY => EUR | JPY | JPY | 100.0
| EUR/USD => EUR | USD | USD | 10000.0
| GBP/JPY => GBP | JPY | JPY | 100.0
| GBP/USD => GBP | USD | USD | 10000.0
| USD/BRL => USD | BRL | BRL | 10000.0
| USD/CAD => USD | CAD | CAD | 10000.0
| USD/CHF => USD | CHF | CHF | 10000.0
| USD/CNY => USD | CNY | CNY | 1.0
| USD/EGP => USD | EGP | EGP | 10000.0
| USD/HUF => USD | HUF | HUF | 100.0
| USD/INR => USD | INR | INR | 100.0
| USD/JPY => USD | JPY | JPY | 100.0
| USD/KRW => USD | KRW | KRW | 1.0
| USD/MXN => USD | MXN | MXN | 10000.0
| USD/PLN => USD | PLN | PLN | 100.0
| USD/TRY => USD | TRY | TRY | 100.0
| USD/TWD => USD | TWD | TWD | 1.0
| USD/ZAR => USD | ZAR | ZAR | 10000.0
|---------------------------------------|
|-----------------------------------------------------------------|
| 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 01:17:50 EST 2020
| Setup Time => Mon Jan 27 01:17:50 EST 2020
| Finish Time => Mon Jan 27 01:17:50 EST 2020
| Setup Duration => 0 ms
| Run Duration => 0 ms
|-----------------------------------------------------------------|