Standard output
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| Copyright (C) 2011-2020 (DRIP, DROP)
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| 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 01:17:48 EST 2020
| Setup Time => Mon Jan 27 01:17:48 EST 2020
| Setup Duration => 0 ms
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| ||
| GBP LIBOR Volatility Calibrations ||
| - Forward Label ||
| - Cap Stream Start ||
| - Cap Stream End ||
| - Market Price ||
| - Recon Price ||
| - Flat Cap Volatility ||
| - Flat Forward Volatility ||
| ||
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| GBP-LIBOR-3M [03-FEB-1995 - 03-FEB-1996] => 0.0027 { 0.0027} | 28.45% | 28.45% ||
| GBP-LIBOR-3M [03-FEB-1995 - 03-FEB-1997] => 0.0152 { 0.0152} | 28.34% | 27.94% ||
| GBP-LIBOR-3M [03-FEB-1995 - 03-FEB-1998] => 0.0267 { 0.0267} | 29.12% | 38.15% ||
| GBP-LIBOR-3M [03-FEB-1995 - 03-FEB-1999] => 0.0400 { 0.0400} | 30.52% | 39.65% ||
| GBP-LIBOR-3M [03-FEB-1995 - 03-FEB-2000] => 0.0546 { 0.0546} | 31.91% | 54.33% ||
| GBP-LIBOR-3M [03-FEB-1995 - 03-FEB-2002] => 0.0835 { 0.0835} | 33.95% | 24.19% ||
| GBP-LIBOR-3M [03-FEB-1995 - 03-FEB-2005] => 0.1078 { 0.1078} | 33.65% | 32.35% ||
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| 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 01:17:48 EST 2020
| Setup Time => Mon Jan 27 01:17:48 EST 2020
| Finish Time => Mon Jan 27 01:17:50 EST 2020
| Setup Duration => 0 ms
| Run Duration => 1 s 278 ms
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