|-----------------------------------------------------------------|
| 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 01:00:12 EST 2020
| Setup Time => Mon Jan 27 01:00:12 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
----------------------------------------------------------------
DEPOSIT INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[28-JAN-2020] = 0.001300 | 0.001300
[29-JAN-2020] = 0.001700 | 0.001700
[05-FEB-2020] = 0.001700 | 0.001700
[14-FEB-2020] = 0.001800 | 0.001800
[10-MAR-2020] = 0.002000 | 0.002000
[21-APR-2020] = 0.002300 | 0.002300
----------------------------------------------------------------
----------------------------------------------------------------
EDF INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[15-JUN-2020] = 0.002700 | 0.002700
[15-SEP-2020] = 0.003200 | 0.003200
[15-DEC-2020] = 0.004100 | 0.004100
[15-MAR-2021] = 0.005400 | 0.005400
[15-JUN-2021] = 0.007700 | 0.007700
[15-SEP-2021] = 0.010400 | 0.010400
[15-DEC-2021] = 0.013400 | 0.013400
[15-MAR-2022] = 0.016000 | 0.016000
----------------------------------------------------------------
----------------------------------------------------------------
SWAP INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[27-JAN-2024] = 0.016600 | 0.016600 | 0.016600
[27-JAN-2025] = 0.020600 | 0.020600 | 0.020600
[27-JAN-2026] = 0.024100 | 0.024100 | 0.024100
[27-JAN-2027] = 0.026900 | 0.026900 | 0.026900
[27-JAN-2028] = 0.029200 | 0.029200 | 0.029200
[27-JAN-2029] = 0.031100 | 0.031100 | 0.031100
[27-JAN-2030] = 0.032600 | 0.032600 | 0.032600
[27-JAN-2031] = 0.034000 | 0.034000 | 0.034000
[27-JAN-2032] = 0.035100 | 0.035100 | 0.035100
[27-JAN-2035] = 0.037500 | 0.037500 | 0.037500
[27-JAN-2040] = 0.039300 | 0.039300 | 0.039300
[27-JAN-2045] = 0.040200 | 0.040200 | 0.040200
[27-JAN-2050] = 0.040700 | 0.040700 | 0.040700
[27-JAN-2060] = 0.040900 | 0.040900 | 0.040900
[27-JAN-2070] = 0.040900 | 0.040900 | 0.040900
----------------------------------------------------------------
|-----------------------------------------------------------------|
| 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 01:00:12 EST 2020
| Setup Time => Mon Jan 27 01:00:12 EST 2020
| Finish Time => Mon Jan 27 01:00:12 EST 2020
| Setup Duration => 1 ms
| Run Duration => 102 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 01:00:12 EST 2020
| Setup Time => Mon Jan 27 01:00:12 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
----------------------------------------------------------------
DEPOSIT DF DFDC STRETCH LOCAL
----------------------------------------------------------------
Deposit [27-JAN-2020] = 1.00000000 || DEPOSIT || 1.00000000 | MONOTONIC
Deposit [04-FEB-2020] = 0.99996186 || DEPOSIT || 0.99996186 | MONOTONIC
Deposit [12-FEB-2020] = 0.99992134 || DEPOSIT || 0.99992134 | MONOTONIC
Deposit [20-FEB-2020] = 0.99987574 || DEPOSIT || 0.99987574 | MONOTONIC
Deposit [28-FEB-2020] = 0.99982906 || DEPOSIT || 0.99982906 | MONOTONIC
Deposit [07-MAR-2020] = 0.99978024 || DEPOSIT || 0.99978024 | MONOTONIC
Deposit [15-MAR-2020] = 0.99972828 || DEPOSIT || 0.99972828 | MONOTONIC
Deposit [23-MAR-2020] = 0.99967313 || DEPOSIT || 0.99967313 | MONOTONIC
Deposit [31-MAR-2020] = 0.99961547 || DEPOSIT || 0.99961547 | MONOTONIC
Deposit [08-APR-2020] = 0.99955599 || DEPOSIT || 0.99955599 | MONOTONIC
Deposit [16-APR-2020] = 0.99949538 || DEPOSIT || 0.99949538 | MONOTONIC
----------------------------------------------------------------
SWAP DF DFDC STRETCH LOCAL
----------------------------------------------------------------
Swap [27-JAN-2020] = 1.00000000 || DEPOSIT || 1.00000000 | MONOTONIC
Swap [28-JUL-2022] = 0.97033522 || SWAP || 0.97033522 | MONOTONIC
Swap [26-JAN-2025] = 0.90111765 || SWAP || 0.90111765 | MONOTONIC
Swap [28-JUL-2027] = 0.80571943 || SWAP || 0.80571943 | MONOTONIC
Swap [26-JAN-2030] = 0.71356486 || SWAP || 0.71356486 | MONOTONIC
Swap [27-JUL-2032] = 0.62848479 || SWAP || 0.62848479 | MONOTONIC
Swap [26-JAN-2035] = 0.55382284 || SWAP || 0.55382284 | MONOTONIC
Swap [27-JUL-2037] = 0.49068863 || SWAP || 0.49068863 | MONOTONIC
Swap [26-JAN-2040] = 0.43680869 || SWAP || 0.43680869 | MONOTONIC
Swap [27-JUL-2042] = 0.38901936 || SWAP || 0.38901936 | MONOTONIC
Swap [25-JAN-2045] = 0.34648619 || SWAP || 0.34648619 | MONOTONIC
Swap [27-JUL-2047] = 0.30893958 || SWAP || 0.30893958 | MONOTONIC
Swap [25-JAN-2050] = 0.27603205 || SWAP || 0.27603205 | MONOTONIC
Swap [26-JUL-2052] = 0.24736744 || SWAP || 0.24736744 | MONOTONIC
Swap [25-JAN-2055] = 0.22243227 || SWAP || 0.22243227 | MONOTONIC
Swap [26-JUL-2057] = 0.20068356 || SWAP || 0.20068356 | MONOTONIC
Swap [25-JAN-2060] = 0.18157832 || SWAP || 0.18157832 | MONOTONIC
Swap [26-JUL-2062] = 0.16457659 || SWAP || 0.16457659 | MONOTONIC
Swap [24-JAN-2065] = 0.14915061 || SWAP || 0.14915061 | MONOTONIC
Swap [26-JUL-2067] = 0.13477569 || SWAP || 0.13477569 | MONOTONIC
Swap [24-JAN-2070] = 0.12092714 || SWAP || 0.12092714 | MONOTONIC
Swap [27-JAN-2080] = 0.07922528
----------------------------------------------------------------
DEPOSIT INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[28-JAN-2020] = 0.001300 | 0.001300
[29-JAN-2020] = 0.001700 | 0.001700
[05-FEB-2020] = 0.001700 | 0.001700
[14-FEB-2020] = 0.001800 | 0.001800
[10-MAR-2020] = 0.002000 | 0.002000
[21-APR-2020] = 0.002300 | 0.002300
----------------------------------------------------------------
SWAP INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[27-JAN-2024] = 0.016600 | 0.016600
[27-JAN-2025] = 0.020600 | 0.020600
[27-JAN-2026] = 0.024100 | 0.024100
[27-JAN-2027] = 0.026900 | 0.026900
[27-JAN-2028] = 0.029200 | 0.029200
[27-JAN-2029] = 0.031100 | 0.031100
[27-JAN-2030] = 0.032600 | 0.032600
[27-JAN-2031] = 0.034000 | 0.034000
[27-JAN-2032] = 0.035100 | 0.035100
[27-JAN-2035] = 0.037500 | 0.037500
[27-JAN-2040] = 0.039300 | 0.039300
[27-JAN-2045] = 0.040200 | 0.040200
[27-JAN-2050] = 0.040700 | 0.040700
[27-JAN-2060] = 0.040900 | 0.040900
[27-JAN-2070] = 0.040900 | 0.040900
-------------------------------
SWAP DF DFDC
-------------------------------
Swap [27-JAN-2020] = 1.00000000
Swap [28-JUL-2022] = 0.97033522
Swap [26-JAN-2025] = 0.90111765
Swap [28-JUL-2027] = 0.80371013
Swap [26-JAN-2030] = 0.71000837
Swap [27-JUL-2032] = 0.62379114
Swap [26-JAN-2035] = 0.54831446
Swap [27-JUL-2037] = 0.48459536
Swap [26-JAN-2040] = 0.43030751
Swap [27-JUL-2042] = 0.38227271
Swap [25-JAN-2045] = 0.33962717
Swap [27-JUL-2047] = 0.30206781
Swap [25-JAN-2050] = 0.26921845
Swap [26-JUL-2052] = 0.24065908
Swap [25-JAN-2055] = 0.21585988
Swap [26-JUL-2057] = 0.19426759
Swap [25-JAN-2060] = 0.17533433
Swap [26-JUL-2062] = 0.15891638
Swap [24-JAN-2065] = 0.14402094
Swap [26-JUL-2067] = 0.13014041
Swap [24-JAN-2070] = 0.11676814
-------------------------------
|-----------------------------------------------------------------|
| 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 01:00:12 EST 2020
| Setup Time => Mon Jan 27 01:00:12 EST 2020
| Finish Time => Mon Jan 27 01:00:12 EST 2020
| Setup Duration => 0 ms
| Run Duration => 100 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 01:00:12 EST 2020
| Setup Time => Mon Jan 27 01:00:12 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
----------------------------------------------------------------
MONOTONE CONVEX HAGAN WEST WITH LINEAR FORWARD STATE
----------------------------------------------------------------
Response[ 00.00]: 1.048096 | 1.048096
Response[ 03.00]: 0.908854 | 0.888661
Response[ 06.00]: 1.385916 | 1.021182
Response[ 09.00]: 1.385916 | 1.385916
Response[ 12.00]: 1.646049 | 1.485008
Response[ 15.00]: 1.634349 | 1.189382
Response[ 18.00]: 1.622918 | 1.025537
Response[ 21.00]: -0.521800 | 0.964422
Response[ 24.00]: 0.386875 | 1.879260
Response[ 27.00]: 0.932080 | 3.100181
Response[ 30.00]: 3.133093 | 3.133093
----------------------------------------------------------------
Positivity enforced? true
----------------------------------------------------------------
Positivity Enforced Response[ 00.00]: 1.048096 | 1.048096
Positivity Enforced Response[ 03.00]: 0.908854 | 0.888661
Positivity Enforced Response[ 06.00]: 1.385916 | 1.021182
Positivity Enforced Response[ 09.00]: 1.385916 | 1.385916
Positivity Enforced Response[ 12.00]: 1.646049 | 1.485008
Positivity Enforced Response[ 15.00]: 1.634349 | 1.189382
Positivity Enforced Response[ 18.00]: 1.622918 | 1.025537
Positivity Enforced Response[ 21.00]: -0.521800 | 0.964422
Positivity Enforced Response[ 24.00]: 0.386875 | 1.879260
Positivity Enforced Response[ 27.00]: 0.932080 | 3.100181
Positivity Enforced Response[ 30.00]: 3.133093 | 3.133093
----------------------------------------------------------------
MONOTONE CONVEX HAGAN WEST WITH HARMONIC FORWARD STATE
----------------------------------------------------------------
Response[ 00.00]: 1.004750 | 1.004750
Response[ 03.00]: 1.258614 | 1.353420
Response[ 06.00]: 1.398855 | 1.609102
Response[ 09.00]: 1.986750 | 1.986750
Response[ 12.00]: 2.154857 | 2.131631
Response[ 15.00]: 2.270893 | 2.225056
Response[ 18.00]: 2.334857 | 2.300323
Response[ 21.00]: 2.380329 | 2.365115
Response[ 24.00]: 2.455543 | 2.440421
Response[ 27.00]: 2.500671 | 2.504959
Response[ 30.00]: 2.515714 | 2.515714
----------------------------------------------------------------
Positivity enforced? true
----------------------------------------------------------------
Positivity Enforced Response[ 00.00]: 1.004750 | 1.004750
Positivity Enforced Response[ 03.00]: 1.258614 | 1.353420
Positivity Enforced Response[ 06.00]: 1.398855 | 1.609102
Positivity Enforced Response[ 09.00]: 1.986750 | 1.986750
Positivity Enforced Response[ 12.00]: 2.154857 | 2.131631
Positivity Enforced Response[ 15.00]: 2.270893 | 2.225056
Positivity Enforced Response[ 18.00]: 2.334857 | 2.300323
Positivity Enforced Response[ 21.00]: 2.380329 | 2.365115
Positivity Enforced Response[ 24.00]: 2.455543 | 2.440421
Positivity Enforced Response[ 27.00]: 2.500671 | 2.504959
Positivity Enforced Response[ 30.00]: 2.515714 | 2.515714
|-----------------------------------------------------------------|
| 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 01:00:12 EST 2020
| Setup Time => Mon Jan 27 01:00:12 EST 2020
| Finish Time => Mon Jan 27 01:00:12 EST 2020
| Setup Duration => 1 ms
| Run Duration => 7 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 01:00:12 EST 2020
| Setup Time => Mon Jan 27 01:00:12 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
{calctime=9.02E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@accrualcoupon=NaN, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@accrued=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@accrued01=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@calctime=6.0700000000000005E-5, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cleandv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cleanprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cleanpv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@compoundingadjustedcleandv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@compoundingadjustedcleanprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@compoundingadjustedcleanpv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@compoundingadjusteddirtydv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@compoundingadjusteddirtyprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@compoundingadjusteddirtypv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@compoundingadjustedfairpremium=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@compoundingadjustedparrate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@compoundingadjustedprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@compoundingadjustedpv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@compoundingadjustedrate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@compoundingadjustedupfront=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@compoundingadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@compoundingadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@compoundingadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditforwardconvexityadjustedcleandv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditforwardconvexityadjustedcleanprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditforwardconvexityadjustedcleanpv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditforwardconvexityadjusteddirtydv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditforwardconvexityadjusteddirtyprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditforwardconvexityadjusteddirtypv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditforwardconvexityadjusteddv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditforwardconvexityadjustedfairpremium=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditforwardconvexityadjustedparrate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditforwardconvexityadjustedprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditforwardconvexityadjustedpv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditforwardconvexityadjustedrate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditforwardconvexityadjustedupfront=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditforwardconvexityadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditforwardconvexityadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditforwardconvexityadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfundingconvexityadjustedcleandv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfundingconvexityadjustedcleanprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfundingconvexityadjustedcleanpv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfundingconvexityadjusteddirtydv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfundingconvexityadjusteddirtyprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfundingconvexityadjusteddirtypv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfundingconvexityadjusteddv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfundingconvexityadjustedfairpremium=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfundingconvexityadjustedparrate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfundingconvexityadjustedprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfundingconvexityadjustedpv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfundingconvexityadjustedrate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfundingconvexityadjustedupfront=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfundingconvexityadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfundingconvexityadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfundingconvexityadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfxconvexityadjustedcleandv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfxconvexityadjustedcleanprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfxconvexityadjustedcleanpv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfxconvexityadjusteddirtydv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfxconvexityadjusteddirtyprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfxconvexityadjusteddirtypv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfxconvexityadjusteddv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfxconvexityadjustedfairpremium=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfxconvexityadjustedparrate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfxconvexityadjustedprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfxconvexityadjustedpv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfxconvexityadjustedrate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfxconvexityadjustedupfront=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfxconvexityadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfxconvexityadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@creditfxconvexityadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cumulativeconvexityadjustedcleandv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cumulativeconvexityadjustedcleanprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cumulativeconvexityadjustedcleanpv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cumulativeconvexityadjusteddirtydv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cumulativeconvexityadjusteddirtyprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cumulativeconvexityadjusteddirtypv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cumulativeconvexityadjusteddv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cumulativeconvexityadjustedfairpremium=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cumulativeconvexityadjustedparrate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cumulativeconvexityadjustedprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cumulativeconvexityadjustedpv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cumulativeconvexityadjustedrate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cumulativeconvexityadjustedupfront=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cumulativeconvexityadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cumulativeconvexityadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cumulativeconvexityadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cumulativecouponamount=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cumulativecoupondcf=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@cv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@dirtydv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@dirtyprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@dirtypv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@dv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@fairpremium=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@fixing01=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfundingconvexityadjustedcleandv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfundingconvexityadjustedcleanprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfundingconvexityadjustedcleanpv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfundingconvexityadjusteddirtydv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfundingconvexityadjusteddirtyprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfundingconvexityadjusteddirtypv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfundingconvexityadjusteddv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfundingconvexityadjustedfairpremium=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfundingconvexityadjustedparrate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfundingconvexityadjustedprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfundingconvexityadjustedpv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfundingconvexityadjustedrate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfundingconvexityadjustedupfront=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfundingconvexityadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfundingconvexityadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfundingconvexityadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfxconvexityadjustedcleandv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfxconvexityadjustedcleanprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfxconvexityadjustedcleanpv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfxconvexityadjusteddirtydv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfxconvexityadjusteddirtyprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfxconvexityadjusteddirtypv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfxconvexityadjusteddv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfxconvexityadjustedfairpremium=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfxconvexityadjustedparrate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfxconvexityadjustedprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfxconvexityadjustedpv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfxconvexityadjustedrate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfxconvexityadjustedupfront=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfxconvexityadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfxconvexityadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@forwardfxconvexityadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@fundingfxconvexityadjustedcleandv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@fundingfxconvexityadjustedcleanprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@fundingfxconvexityadjustedcleanpv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@fundingfxconvexityadjusteddirtydv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@fundingfxconvexityadjusteddirtyprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@fundingfxconvexityadjusteddirtypv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@fundingfxconvexityadjusteddv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@fundingfxconvexityadjustedfairpremium=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@fundingfxconvexityadjustedparrate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@fundingfxconvexityadjustedprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@fundingfxconvexityadjustedpv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@fundingfxconvexityadjustedrate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@fundingfxconvexityadjustedupfront=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@fundingfxconvexityadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@fundingfxconvexityadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@fundingfxconvexityadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@parrate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@price=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@pv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@rate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@resetdate=-2.147483648E9, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@resetrate=NaN, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@totalcoupon=0.18000000000000074, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@unadjustedcleandv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@unadjustedcleanprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@unadjustedcleanpv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@unadjusteddirtydv01=3.0111067424335033E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@unadjusteddirtyprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@unadjusteddirtypv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@unadjustedfairpremium=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@unadjustedparrate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@unadjustedprice=109.03332022730055, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@unadjustedpv=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@unadjustedrate=0.030000000000000127, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@unadjustedupfront=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2023}@upfront=0.09033320227300547, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@accrualcoupon=NaN, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@accrued=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@accrued01=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@calctime=5.08E-5, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cleandv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cleanprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cleanpv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@compoundingadjustedcleandv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@compoundingadjustedcleanprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@compoundingadjustedcleanpv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtydv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtyprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtypv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@compoundingadjustedfairpremium=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@compoundingadjustedparrate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@compoundingadjustedprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@compoundingadjustedpv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@compoundingadjustedrate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@compoundingadjustedupfront=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@compoundingadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@compoundingadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@compoundingadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedcleandv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedcleanprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedcleanpv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtydv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtyprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtypv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedfairpremium=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedparrate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedpv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedrate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedupfront=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleandv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleanprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleanpv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtydv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtyprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtypv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedfairpremium=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedparrate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedpv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedrate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedupfront=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleandv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleanprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleanpv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtydv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtyprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtypv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedfairpremium=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedparrate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedpv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedrate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedupfront=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleandv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleanprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleanpv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtydv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtyprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtypv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedfairpremium=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedparrate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedpv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedrate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedupfront=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cumulativecouponamount=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cumulativecoupondcf=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@cv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@dirtydv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@dirtyprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@dirtypv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@dv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@fairpremium=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@fixing01=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedcleandv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedcleanprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedcleanpv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddirtydv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddirtyprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddirtypv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedfairpremium=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedparrate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedpv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedrate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedupfront=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleandv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleanprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleanpv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtydv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtyprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtypv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedfairpremium=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedparrate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedpv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedrate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedupfront=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedcleandv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedcleanprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedcleanpv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddirtydv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddirtyprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddirtypv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedfairpremium=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedparrate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedpv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedrate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedupfront=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@parrate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@price=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@pv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@rate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@resetdate=-2.147483648E9, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@resetrate=NaN, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@totalcoupon=0.49999999999999944, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@unadjustedcleandv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@unadjustedcleanprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@unadjustedcleanpv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@unadjusteddirtydv01=4.926649683349234E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@unadjusteddirtyprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@unadjusteddirtypv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@unadjustedfairpremium=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@unadjustedparrate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@unadjustedprice=124.63324841674614, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@unadjustedpv=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@unadjustedrate=0.04999999999999993, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@unadjustedupfront=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2025}@upfront=0.24633248416746137, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@accrualcoupon=NaN, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@accrued=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@accrued01=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@calctime=5.13E-5, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@cleandv01=6.712304522871888E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@cleanprice=146.98613166010318, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@cleanpv=0.46986131660103203, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@compoundingadjustedcleandv01=6.712304522871888E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@compoundingadjustedcleanprice=146.98613166010318, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@compoundingadjustedcleanpv=0.46986131660103203, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@compoundingadjusteddirtydv01=6.712304522871888E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@compoundingadjusteddirtyprice=146.98613166010318, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@compoundingadjusteddirtypv=0.46986131660103203, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@compoundingadjustedfairpremium=0.06999999999999998, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@compoundingadjustedparrate=0.06999999999999998, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@compoundingadjustedprice=146.98613166010318, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@compoundingadjustedpv=0.46986131660103203, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@compoundingadjustedrate=0.06999999999999998, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@compoundingadjustedupfront=0.46986131660103203, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@compoundingadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@compoundingadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@compoundingadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditforwardconvexityadjustedcleandv01=6.712304522871888E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditforwardconvexityadjustedcleanprice=146.98613166010318, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditforwardconvexityadjustedcleanpv=0.46986131660103203, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditforwardconvexityadjusteddirtydv01=6.712304522871888E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditforwardconvexityadjusteddirtyprice=146.98613166010318, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditforwardconvexityadjusteddirtypv=0.46986131660103203, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditforwardconvexityadjusteddv01=6.712304522871888E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditforwardconvexityadjustedfairpremium=0.06999999999999998, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditforwardconvexityadjustedparrate=0.06999999999999998, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditforwardconvexityadjustedprice=146.98613166010318, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditforwardconvexityadjustedpv=0.46986131660103203, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditforwardconvexityadjustedrate=0.06999999999999998, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditforwardconvexityadjustedupfront=0.46986131660103203, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditforwardconvexityadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditforwardconvexityadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditforwardconvexityadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfundingconvexityadjustedcleandv01=6.712304522871888E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfundingconvexityadjustedcleanprice=146.98613166010318, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfundingconvexityadjustedcleanpv=0.46986131660103203, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfundingconvexityadjusteddirtydv01=6.712304522871888E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfundingconvexityadjusteddirtyprice=146.98613166010318, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfundingconvexityadjusteddirtypv=0.46986131660103203, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfundingconvexityadjusteddv01=6.712304522871888E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfundingconvexityadjustedfairpremium=0.06999999999999998, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfundingconvexityadjustedparrate=0.06999999999999998, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfundingconvexityadjustedprice=146.98613166010318, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfundingconvexityadjustedpv=0.46986131660103203, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfundingconvexityadjustedrate=0.06999999999999998, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfundingconvexityadjustedupfront=0.46986131660103203, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfundingconvexityadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfundingconvexityadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfundingconvexityadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfxconvexityadjustedcleandv01=6.712304522871888E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfxconvexityadjustedcleanprice=146.98613166010318, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfxconvexityadjustedcleanpv=0.46986131660103203, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfxconvexityadjusteddirtydv01=6.712304522871888E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfxconvexityadjusteddirtyprice=146.98613166010318, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfxconvexityadjusteddirtypv=0.46986131660103203, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfxconvexityadjusteddv01=6.712304522871888E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfxconvexityadjustedfairpremium=0.06999999999999998, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfxconvexityadjustedparrate=0.06999999999999998, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfxconvexityadjustedprice=146.98613166010318, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfxconvexityadjustedpv=0.46986131660103203, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfxconvexityadjustedrate=0.06999999999999998, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfxconvexityadjustedupfront=0.46986131660103203, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfxconvexityadjustmentfactor=1.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfxconvexityadjustmentpremium=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@creditfxconvexityadjustmentpremiumupfront=0.0, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@cumulativeconvexityadjustedcleandv01=6.712304522871888E-4, fixedstream::usd/usd::6::{27-jan-2020->27-jan-2027}@cumulativeconvexityadjustedcleanprice=146.98613166010318, 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floatstream::usd::usd-libor-3m::{27-jan-2020->27-jan-2027}@fundingfxconvexityadjustmentpremium=0.0, floatstream::usd::usd-libor-3m::{27-jan-2020->27-jan-2027}@fundingfxconvexityadjustmentpremiumupfront=0.0, floatstream::usd::usd-libor-3m::{27-jan-2020->27-jan-2027}@parrate=0.09156589251950246, floatstream::usd::usd-libor-3m::{27-jan-2020->27-jan-2027}@price=161.46181544994576, floatstream::usd::usd-libor-3m::{27-jan-2020->27-jan-2027}@pv=0.6146181544994576, floatstream::usd::usd-libor-3m::{27-jan-2020->27-jan-2027}@rate=0.09156589251950246, floatstream::usd::usd-libor-3m::{27-jan-2020->27-jan-2027}@resetdate=-2.147483648E9, floatstream::usd::usd-libor-3m::{27-jan-2020->27-jan-2027}@resetrate=NaN, floatstream::usd::usd-libor-3m::{27-jan-2020->27-jan-2027}@totalcoupon=1.2905869620766681, floatstream::usd::usd-libor-3m::{27-jan-2020->27-jan-2027}@unadjustedcleandv01=6.712304522871888E-4, floatstream::usd::usd-libor-3m::{27-jan-2020->27-jan-2027}@unadjustedcleanprice=161.46181544994576, 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floatstream::usd::usd-libor-3m::{27-jan-2020->27-jan-2027}@upfront=0.6146181544994576}
|-----------------------------------------------------------------|
| 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 01:00:12 EST 2020
| Setup Time => Mon Jan 27 01:00:12 EST 2020
| Finish Time => Mon Jan 27 01:00:12 EST 2020
| Setup Duration => 1 ms
| Run Duration => 445 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 01:00:12 EST 2020
| Setup Time => Mon Jan 27 01:00:12 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
Rate[0] = 0.00130 | 0.00130
Rate[1] = 0.00170 | 0.00170
Rate[2] = 0.00170 | 0.00170
Rate[3] = 0.00180 | 0.00180
Rate[4] = 0.00200 | 0.00200
Rate[5] = 0.00230 | 0.00230
Rate[6] = 0.00260 | 0.00260
Rate[7] = 0.00270 | 0.00270
Rate[8] = 0.00320 | 0.00320
Rate[9] = 0.00410 | 0.00410
Rate[10] = 0.00540 | 0.00540
Rate[11] = 0.00770 | 0.00770
Rate[12] = 0.01040 | 0.01040
Rate[13] = 0.01340 | 0.01340
Rate[14] = 0.01600 | 0.01600
Rate[15] = 0.01660 | 0.01660
Rate[16] = 0.02060 | 0.02060
Rate[17] = 0.02410 | 0.02410
Rate[18] = 0.02690 | 0.02690
Rate[19] = 0.02920 | 0.02920
Rate[20] = 0.03110 | 0.03110
Rate[21] = 0.03260 | 0.03260
Rate[22] = 0.03400 | 0.03400
Rate[23] = 0.03510 | 0.03510
Rate[24] = 0.03750 | 0.03750
Rate[25] = 0.03930 | 0.03930
Rate[26] = 0.04020 | 0.04020
Rate[27] = 0.04070 | 0.04070
Rate[28] = 0.04090 | 0.04090
Rate[29] = 0.04090 | 0.04090
PV/DF Micro Jack[DEPOSIT_2455660]=Wengert{0} => [-0.016, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[DEPOSIT_2455663]=Wengert{0} => [-0.016, -0.003, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[DEPOSIT_2455670]=Wengert{0} => [-0.016, -0.003, -0.019, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[DEPOSIT_2455679]=Wengert{0} => [-0.016, -0.003, -0.019, -0.025, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[DEPOSIT_2455701]=Wengert{0} => [-0.016, -0.003, -0.019, -0.025, -0.066, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[DEPOSIT_2455744]=Wengert{0} => [-0.016, -0.003, -0.019, -0.025, -0.066, -0.120, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[DEPOSIT_2455789]=Wengert{0} => [-0.016, -0.003, -0.019, -0.025, -0.066, -0.120, -0.115, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[FUTURE_0]=Wengert{0} => [ 0.000, 0.000, 0.000, 0.000, 0.000, -0.057, -0.115, -0.079, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[FUTURE_1]=Wengert{0} => [-0.000, 0.000, 0.000, -0.000, -0.000, -0.000, -0.000, 0.000, -0.249, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[FUTURE_2]=Wengert{0} => [ 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, -0.249, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[FUTURE_3]=Wengert{0} => [ 0.000, 0.000, 0.000, -0.000, 0.000, 0.000, 0.000, -0.000, 0.000, 0.000, -0.252, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[FUTURE_4]=Wengert{0} => [ 0.000, 0.000, 0.000, 0.000, 0.000, -0.000, 0.000, 0.000, -0.000, -0.000, -0.000, -0.251, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[FUTURE_5]=Wengert{0} => [ 0.000, 0.000, 0.000, 0.000, 0.000, -0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, -0.248, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[FUTURE_6]=Wengert{0} => [ 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, -0.000, -0.000, 0.000, 0.000, -0.000, -0.246, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[FUTURE_7]=Wengert{0} => [-0.000, 0.000, 0.000, -0.000, -0.000, -0.000, 0.000, 0.000, 0.000, 0.000, -0.000, -0.000, 0.000, 0.000, -0.251, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[IRS::USD-LIBOR-3M.4Y]=Wengert{0} => [ 0.064, 0.011, 0.075, 0.096, 0.256, 0.470, 0.423, 0.289, 0.865, 0.803, 0.749, 0.686, 0.617, 0.549, 0.500, 1.793, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[IRS::USD-LIBOR-3M.5Y]=Wengert{0} => [ 0.079, 0.013, 0.092, 0.118, 0.315, 0.577, 0.526, 0.360, 1.088, 1.026, 0.975, 0.912, 0.841, 0.771, 0.727, 3.444, 0.565, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[IRS::USD-LIBOR-3M.6Y]=Wengert{0} => [ 0.093, 0.015, 0.108, 0.139, 0.371, 0.680, 0.624, 0.428, 1.301, 1.239, 1.191, 1.127, 1.054, 0.982, 0.943, 5.015, 1.433, 0.537, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[IRS::USD-LIBOR-3M.7Y]=Wengert{0} => [ 0.106, 0.018, 0.124, 0.159, 0.424, 0.778, 0.718, 0.493, 1.503, 1.442, 1.396, 1.333, 1.258, 1.183, 1.149, 6.510, 2.258, 1.363, 0.512, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[IRS::USD-LIBOR-3M.8Y]=Wengert{0} => [ 0.119, 0.020, 0.139, 0.178, 0.475, 0.871, 0.807, 0.554, 1.696, 1.635, 1.591, 1.528, 1.451, 1.375, 1.345, 7.932, 3.043, 2.147, 1.298, 0.487, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[IRS::USD-LIBOR-3M.9Y]=Wengert{0} => [ 0.131, 0.022, 0.153, 0.196, 0.524, 0.960, 0.891, 0.613, 1.880, 1.819, 1.777, 1.715, 1.636, 1.557, 1.532, 9.288, 3.791, 2.895, 2.047, 1.237, 0.465, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[IRS::USD-LIBOR-3M.10Y]=Wengert{0} => [ 0.142, 0.024, 0.166, 0.214, 0.570, 1.044, 0.972, 0.668, 2.055, 1.994, 1.954, 1.892, 1.811, 1.731, 1.709, 10.574, 4.499, 3.603, 2.757, 1.948, 1.179, 0.440, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[IRS::USD-LIBOR-3M.11Y]=Wengert{0} => [ 0.153, 0.026, 0.179, 0.230, 0.613, 1.125, 1.048, 0.721, 2.221, 2.159, 2.122, 2.059, 1.977, 1.895, 1.877, 11.794, 5.172, 4.274, 3.429, 2.622, 1.856, 1.116, 0.417, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[IRS::USD-LIBOR-3M.12Y]=Wengert{0} => [ 0.164, 0.027, 0.191, 0.246, 0.655, 1.201, 1.121, 0.771, 2.379, 2.317, 2.282, 2.219, 2.135, 2.051, 2.037, 12.953, 5.810, 4.912, 4.068, 3.261, 2.498, 1.757, 1.059, 0.396, 0.000, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[IRS::USD-LIBOR-3M.15Y]=Wengert{0} => [ 0.192, 0.032, 0.224, 0.288, 0.768, 1.408, 1.319, 0.908, 2.807, 2.746, 2.715, 2.652, 2.564, 2.476, 2.471, 16.098, 7.542, 6.641, 5.799, 4.994, 4.238, 3.494, 2.798, 2.136, 2.758, 0.000, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[IRS::USD-LIBOR-3M.20Y]=Wengert{0} => [ 0.231, 0.038, 0.269, 0.346, 0.923, 1.693, 1.591, 1.096, 3.397, 3.336, 3.312, 3.249, 3.155, 3.060, 3.068, 20.425, 9.922, 9.016, 8.176, 7.373, 6.624, 5.875, 5.180, 4.520, 9.922, 6.023, 0.000, 0.000, 0.000, 0.000]
PV/DF Micro Jack[IRS::USD-LIBOR-3M.25Y]=Wengert{0} => [ 0.262, 0.044, 0.305, 0.393, 1.047, 1.919, 1.807, 1.245, 3.865, 3.803, 3.785, 3.722, 3.622, 3.522, 3.541, 23.850, 11.805, 10.895, 10.056, 9.253, 8.511, 7.757, 7.063, 6.403, 15.581, 15.460, 4.769, 0.000, 0.000, 0.000]
PV/DF Micro Jack[IRS::USD-LIBOR-3M.30Y]=Wengert{0} => [ 0.286, 0.048, 0.334, 0.429, 1.145, 2.099, 1.978, 1.363, 4.236, 4.175, 4.160, 4.098, 3.994, 3.890, 3.917, 26.572, 13.302, 12.389, 11.549, 10.747, 10.009, 9.252, 8.558, 7.899, 20.073, 22.950, 12.268, 3.787, 0.000, 0.000]
PV/DF Micro Jack[IRS::USD-LIBOR-3M.40Y]=Wengert{0} => [ 0.322, 0.054, 0.376, 0.483, 1.288, 2.361, 2.229, 1.536, 4.779, 4.717, 4.709, 4.646, 4.537, 4.427, 4.466, 30.544, 15.485, 14.566, 13.727, 12.925, 12.193, 11.430, 10.736, 10.077, 26.614, 33.850, 23.176, 14.691, 10.404, 0.000]
PV/DF Micro Jack[IRS::USD-LIBOR-3M.50Y]=Wengert{0} => [ 0.346, 0.058, 0.403, 0.518, 1.383, 2.535, 2.395, 1.651, 5.138, 5.077, 5.073, 5.010, 4.896, 4.782, 4.829, 33.176, 16.932, 16.008, 15.169, 14.367, 13.639, 12.872, 12.179, 11.519, 30.946, 41.067, 30.397, 21.908, 24.838, 6.906]
Time Taken: 0 sec
|-----------------------------------------------------------------|
| 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 01:00:12 EST 2020
| Setup Time => Mon Jan 27 01:00:12 EST 2020
| Finish Time => Mon Jan 27 01:00:13 EST 2020
| Setup Duration => 0 ms
| Run Duration => 489 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 01:00:13 EST 2020
| Setup Time => Mon Jan 27 01:00:13 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
----------------------------------------------------------------
----------------------------------------------------------------
DEPOSIT INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
SHAPE PRESERVING | SMOOTHING #1 | SMOOTHING #2 | INPUT QUOTE
----------------------------------------------------------------
----------------------------------------------------------------
[26-DEC-2017] = 0.001300 | 0.001300 | 0.001300 | 0.001300
[03-JAN-2018] = 0.001700 | 0.001700 | 0.001700 | 0.001700
[12-JAN-2018] = 0.001800 | 0.001800 | 0.001800 | 0.001800
[06-FEB-2018] = 0.002000 | 0.002000 | 0.002000 | 0.002000
[21-MAR-2018] = 0.002300 | 0.002300 | 0.002300 | 0.002300
----------------------------------------------------------------
----------------------------------------------------------------
SWAP INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
SHAPE PRESERVING | SMOOTHING #1 | SMOOTHING #2 | INPUT QUOTE
----------------------------------------------------------------
----------------------------------------------------------------
[26-DEC-2021] = 0.016600 | 0.016600 | 0.016600
[26-DEC-2022] = 0.020600 | 0.020600 | 0.020600
[26-DEC-2023] = 0.024100 | 0.024100 | 0.024100
[26-DEC-2024] = 0.026900 | 0.026900 | 0.026900
[26-DEC-2025] = 0.029200 | 0.029200 | 0.029200
[26-DEC-2026] = 0.031100 | 0.031100 | 0.031100
[26-DEC-2027] = 0.032600 | 0.032600 | 0.032600
[26-DEC-2028] = 0.034000 | 0.034000 | 0.034000
[26-DEC-2029] = 0.035100 | 0.035100 | 0.035100
[26-DEC-2032] = 0.037500 | 0.037500 | 0.037500
[26-DEC-2037] = 0.039300 | 0.039300 | 0.039300
[26-DEC-2042] = 0.040200 | 0.040200 | 0.040200
[26-DEC-2047] = 0.040700 | 0.040700 | 0.040700
[26-DEC-2057] = 0.040900 | 0.040900 | 0.040900
[26-DEC-2067] = 0.040900 | 0.040900 | 0.040900
----------------------------------------------------------------
----------------------------------------------------------------
BESPOKE SWAPS PAR RATE
----------------------------------------------------------------
SHAPE PRESERVING | SMOOTHING #1 | SMOOTHING #2
----------------------------------------------------------------
----------------------------------------------------------------
[26-DEC-2020] = 0.013197 | 0.013197
[26-DEC-2023] = 0.024100 | 0.024100
[26-DEC-2026] = 0.031100 | 0.031100
[26-DEC-2029] = 0.035100 | 0.035100
[26-DEC-2032] = 0.037500 | 0.037500
[26-DEC-2035] = 0.038776 | 0.038776
[26-DEC-2038] = 0.039517 | 0.039517
[26-DEC-2041] = 0.040056 | 0.040056
[26-DEC-2044] = 0.040445 | 0.040445
[26-DEC-2047] = 0.040700 | 0.040700
|-----------------------------------------------------------------|
| 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 01:00:13 EST 2020
| Setup Time => Mon Jan 27 01:00:13 EST 2020
| Finish Time => Mon Jan 27 01:00:13 EST 2020
| Setup Duration => 0 ms
| Run Duration => 238 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 01:00:13 EST 2020
| Setup Time => Mon Jan 27 01:00:13 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
-------------------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------------------
DEPOSIT INSTRUMENTS CALIBRATION RECOVERY
--------------------------------------------------------------------------------------------------------------------------------------------
SHAPE PRESERVING | LOCAL AKIMA | LOCAL HARMONIC | LOCAL HYMAN83 | LOCAL HYMAN89 | LOCAL HUYNHLF | LOCAL KRUGER | INPUT QUOTE
--------------------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------------------
[28-JAN-2020] = 0.001300 | 0.001300 | 0.001300 | 0.001300 | 0.001300 | 0.001300 | 0.001300 | 0.001300
[29-JAN-2020] = 0.001700 | 0.001700 | 0.001700 | 0.001700 | 0.001700 | 0.001700 | 0.001700 | 0.001700
[05-FEB-2020] = 0.001700 | 0.001700 | 0.001700 | 0.001700 | 0.001700 | 0.001700 | 0.001700 | 0.001700
[14-FEB-2020] = 0.001800 | 0.001800 | 0.001800 | 0.001800 | 0.001800 | 0.001800 | 0.001800 | 0.001800
[10-MAR-2020] = 0.002000 | 0.002000 | 0.002000 | 0.002000 | 0.002000 | 0.002000 | 0.002000 | 0.002000
[21-APR-2020] = 0.002300 | 0.002300 | 0.002300 | 0.002300 | 0.002300 | 0.002300 | 0.002300 | 0.002300
--------------------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------------------
SWAP INSTRUMENTS CALIBRATION RECOVERY
--------------------------------------------------------------------------------------------------------------------------------------------
SHAPE PRESERVING | LOCAL AKIMA | LOCAL HARMONIC | LOCAL HYMAN83 | LOCAL HYMAN89 | LOCAL HUYNHLF | LOCAL KRUGER | INPUT QUOTE
--------------------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------------------
[29-JAN-2024] = 0.016600 | 0.016600 | 0.016600 | 0.016600 | 0.016600 | 0.016600 | 0.016600 | 0.016600
[29-JAN-2025] = 0.020600 | 0.020600 | 0.020600 | 0.020600 | 0.020600 | 0.020600 | 0.020600 | 0.020600
[29-JAN-2026] = 0.024100 | 0.024100 | 0.024100 | 0.024100 | 0.024100 | 0.024100 | 0.024100 | 0.024100
[29-JAN-2027] = 0.026900 | 0.026900 | 0.026900 | 0.026900 | 0.026900 | 0.026900 | 0.026900 | 0.026900
[29-JAN-2028] = 0.029200 | 0.029200 | 0.029200 | 0.029200 | 0.029200 | 0.029200 | 0.029200 | 0.029200
[29-JAN-2029] = 0.031100 | 0.031100 | 0.031100 | 0.031100 | 0.031100 | 0.031100 | 0.031100 | 0.031100
[29-JAN-2030] = 0.032600 | 0.032600 | 0.032600 | 0.032600 | 0.032600 | 0.032600 | 0.032600 | 0.032600
[29-JAN-2031] = 0.034000 | 0.034000 | 0.034000 | 0.034000 | 0.034000 | 0.034000 | 0.034000 | 0.034000
[29-JAN-2032] = 0.035100 | 0.035100 | 0.035100 | 0.035100 | 0.035100 | 0.035100 | 0.035100 | 0.035100
[29-JAN-2035] = 0.037500 | 0.037500 | 0.037500 | 0.037500 | 0.037500 | 0.037500 | 0.037500 | 0.037500
[29-JAN-2040] = 0.039300 | 0.039300 | 0.039300 | 0.039300 | 0.039300 | 0.039300 | 0.039300 | 0.039300
[29-JAN-2045] = 0.040200 | 0.040200 | 0.040200 | 0.040200 | 0.040200 | 0.040200 | 0.040200 | 0.040200
[29-JAN-2050] = 0.040700 | 0.040700 | 0.040700 | 0.040700 | 0.040700 | 0.040700 | 0.040700 | 0.040700
[29-JAN-2060] = 0.040900 | 0.040900 | 0.040900 | 0.040900 | 0.040900 | 0.040900 | 0.040900 | 0.040900
[29-JAN-2070] = 0.040900 | 0.040900 | 0.040900 | 0.040900 | 0.040900 | 0.040900 | 0.040900 | 0.040900
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
BESPOKE SWAPS PAR RATE
--------------------------------------------------------------------------------------------------------------------------------
SHAPE PRESERVING | LOCAL AKIMA | LOCAL HARMONIC | LOCAL HYMAN83 | LOCAL HYMAN89 | LOCAL HUYNHLF | LOCAL KRUGER
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
[29-JAN-2023] = 0.013295 | 0.013295 | 0.013295 | 0.013295 | 0.013295 | 0.013295 | 0.013295
[29-JAN-2026] = 0.024100 | 0.024100 | 0.024100 | 0.024100 | 0.024100 | 0.024100 | 0.024100
[29-JAN-2029] = 0.031100 | 0.031100 | 0.031100 | 0.031100 | 0.031100 | 0.031100 | 0.031100
[29-JAN-2032] = 0.035100 | 0.035100 | 0.035100 | 0.035100 | 0.035100 | 0.035100 | 0.035100
[29-JAN-2035] = 0.037500 | 0.037500 | 0.037500 | 0.037500 | 0.037500 | 0.037500 | 0.037500
[29-JAN-2038] = 0.038786 | 0.038786 | 0.038786 | 0.038786 | 0.038786 | 0.038786 | 0.038786
[29-JAN-2041] = 0.039518 | 0.039518 | 0.039518 | 0.039518 | 0.039518 | 0.039518 | 0.039518
[29-JAN-2044] = 0.040053 | 0.040053 | 0.040053 | 0.040053 | 0.040053 | 0.040053 | 0.040053
[29-JAN-2047] = 0.040442 | 0.040442 | 0.040442 | 0.040442 | 0.040442 | 0.040442 | 0.040442
[29-JAN-2050] = 0.040700 | 0.040700 | 0.040700 | 0.040700 | 0.040700 | 0.040700 | 0.040700
|-----------------------------------------------------------------|
| 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 01:00:13 EST 2020
| Setup Time => Mon Jan 27 01:00:13 EST 2020
| Finish Time => Mon Jan 27 01:00:13 EST 2020
| Setup Duration => 0 ms
| Run Duration => 252 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 01:00:13 EST 2020
| Setup Time => Mon Jan 27 01:00:13 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
---------------------------------------------------------------------------------------------------------------------------------------
DEPOSIT INSTRUMENTS CALIBRATION RECOVERY
---------------------------------------------------------------------------------------------------------------------------------------
MATURITY | KLK HYPER SHAPE | KLK HYPER SMOTH | CUBE POLY SHAPE | CUBE POLY SMOTH | DENSE | DUAL DENSE | INPUT
---------------------------------------------------------------------------------------------------------------------------------------
[29-JAN-2020] = 0.001700 | 0.001700 | 0.001700 | 0.001700 | 0.001700 | 0.001700 | 0.001700
[05-FEB-2020] = 0.001700 | 0.001700 | 0.001700 | 0.001700 | 0.001700 | 0.001908 | 0.001700
[14-FEB-2020] = 0.001800 | 0.001800 | 0.001800 | 0.001800 | 0.001800 | 0.001937 | 0.001800
[09-MAR-2020] = 0.002000 | 0.002000 | 0.002000 | 0.002000 | 0.002000 | 0.002016 | 0.002000
[22-APR-2020] = 0.002300 | 0.002300 | 0.002300 | 0.002300 | 0.002300 | 0.002334 | 0.002300
[04-JUN-2020] = 0.002700 | 0.002700 | 0.002700 | 0.002700 | 0.002700 | 0.002700 | 0.002700
[08-OCT-2020] = 0.003200 | 0.003200 | 0.003200 | 0.003200 | 0.003200 | 0.003200 | 0.003200
[15-FEB-2021] = 0.004100 | 0.004100 | 0.004100 | 0.004100 | 0.004100 | 0.004100 | 0.004100
[23-JUN-2021] = 0.005400 | 0.005400 | 0.005400 | 0.005400 | 0.005400 | 0.005401 | 0.005400
[27-OCT-2021] = 0.007700 | 0.007700 | 0.007700 | 0.007700 | 0.007700 | 0.007701 | 0.007700
[02-MAR-2022] = 0.010400 | 0.010400 | 0.010400 | 0.010400 | 0.010400 | 0.010400 | 0.010400
[08-JUL-2022] = 0.013400 | 0.013400 | 0.013400 | 0.013400 | 0.013400 | 0.013401 | 0.013400
[11-NOV-2022] = 0.016000 | 0.016000 | 0.016000 | 0.016000 | 0.016000 | 0.015754 | 0.016000
---------------------------------------------------------------------------------------------------------------------------------------
SWAP INSTRUMENTS CALIBRATION RECOVERY
---------------------------------------------------------------------------------------------------------------------------------------
MATURITY | KLK HYPER SHAPE | KLK HYPER SMOTH | CUBE POLY SHAPE | CUBE POLY SMOTH | DENSE | DUAL DENSE | INPUT
---------------------------------------------------------------------------------------------------------------------------------------
[29-JAN-2024] = 0.016600 | 0.016600 | 0.016600 | 0.016600 | 0.016618 | 0.016618 | 0.016600
[29-JAN-2025] = 0.020600 | 0.020600 | 0.020600 | 0.020600 | 0.020601 | 0.020601 | 0.020600
[29-JAN-2026] = 0.024100 | 0.024100 | 0.024100 | 0.024100 | 0.024101 | 0.024101 | 0.024100
[29-JAN-2027] = 0.026900 | 0.026900 | 0.026900 | 0.026900 | 0.026901 | 0.026901 | 0.026900
[29-JAN-2028] = 0.029200 | 0.029200 | 0.029200 | 0.029200 | 0.029201 | 0.029201 | 0.029200
[29-JAN-2029] = 0.031100 | 0.031100 | 0.031100 | 0.031100 | 0.031101 | 0.031101 | 0.031100
[29-JAN-2030] = 0.032600 | 0.032600 | 0.032600 | 0.032600 | 0.032601 | 0.032601 | 0.032600
[29-JAN-2031] = 0.034000 | 0.034000 | 0.034000 | 0.034000 | 0.034001 | 0.034001 | 0.034000
[29-JAN-2032] = 0.035100 | 0.035100 | 0.035100 | 0.035100 | 0.035101 | 0.035101 | 0.035100
[29-JAN-2035] = 0.037500 | 0.037500 | 0.037500 | 0.037500 | 0.037501 | 0.037501 | 0.037500
[29-JAN-2040] = 0.039300 | 0.039300 | 0.039300 | 0.039300 | 0.039301 | 0.039301 | 0.039300
[29-JAN-2045] = 0.040200 | 0.040200 | 0.040200 | 0.040200 | 0.040200 | 0.040201 | 0.040200
[29-JAN-2050] = 0.040700 | 0.040700 | 0.040700 | 0.040700 | 0.040703 | 0.040703 | 0.040700
[29-JAN-2060] = 0.040900 | 0.040900 | 0.040900 | 0.040900 | 0.040901 | 0.040901 | 0.040900
[29-JAN-2070] = 0.040900 | 0.040900 | 0.040900 | 0.040900 | 0.040900 | 0.040900 | 0.040900
-----------------------------------------------------------------------------------------------------------------------------------
DF | KLK HYPER SHAPE | KLK HYPER SMOTH | CUBE POLY SHAPE | CUBE POLY SMOTH | DENSE | DUAL DENSE
-----------------------------------------------------------------------------------------------------------------------------------
[29-JAN-2020] = 0.99999056 | 0.99999056 | 0.99999056 | 0.99999056 | 0.99999056 | 0.99999056
[30-JUL-2022] = 0.96590008 | 0.96590427 | 0.96590205 | 0.96590616 | 0.96587257 | 0.96589823
[28-JAN-2025] = 0.90171955 | 0.90171681 | 0.90172846 | 0.90172642 | 0.90188951 | 0.90187239
[30-JUL-2027] = 0.80714518 | 0.80714677 | 0.80715180 | 0.80715343 | 0.80735616 | 0.80733479
[28-JAN-2030] = 0.71580229 | 0.71580170 | 0.71581495 | 0.71581477 | 0.71603810 | 0.71601536
[29-JUL-2032] = 0.63131788 | 0.63131788 | 0.63144863 | 0.63144863 | 0.63155615 | 0.63153350
[28-JAN-2035] = 0.55733222 | 0.55733366 | 0.55732888 | 0.55732795 | 0.55755499 | 0.55753326
[29-JUL-2037] = 0.49383649 | 0.49383649 | 0.49454224 | 0.49454224 | 0.49405230 | 0.49403195
[28-JAN-2040] = 0.44095105 | 0.44095123 | 0.44086111 | 0.44086101 | 0.44114724 | 0.44112856
[29-JUL-2042] = 0.39315287 | 0.39315287 | 0.39318529 | 0.39318529 | 0.39333546 | 0.39331841
[27-JAN-2045] = 0.35078848 | 0.35078895 | 0.35069762 | 0.35069740 | 0.35095328 | 0.35093753
[29-JUL-2047] = 0.31283520 | 0.31283520 | 0.31313489 | 0.31313489 | 0.31298811 | 0.31297360
[27-JAN-2050] = 0.28028142 | 0.28028197 | 0.28015886 | 0.28015864 | 0.28037040 | 0.28035719
[28-JUL-2052] = 0.25060366 | 0.25060348 | 0.25138344 | 0.25138335 | 0.25073328 | 0.25072141
[27-JAN-2055] = 0.22548705 | 0.22548729 | 0.22630614 | 0.22630629 | 0.22560399 | 0.22559326
[28-JUL-2057] = 0.20400070 | 0.20400078 | 0.20439520 | 0.20439524 | 0.20410624 | 0.20409654
[27-JAN-2060] = 0.18543627 | 0.18543844 | 0.18511882 | 0.18511885 | 0.18550917 | 0.18550040
[28-JUL-2062] = 0.16816404 | 0.16816405 | 0.16794630 | 0.16794632 | 0.16825011 | 0.16824218
[26-JAN-2065] = 0.15256777 | 0.15256794 | 0.15235130 | 0.15235147 | 0.15264510 | 0.15263792
[28-JUL-2067] = 0.13803555 | 0.13803566 | 0.13780858 | 0.13780868 | 0.13810485 | 0.13809836
[26-JAN-2070] = 0.12401997 | 0.12401682 | 0.12379288 | 0.12378970 | 0.12409158 | 0.12408573
|-----------------------------------------------------------------|
| 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 01:00:13 EST 2020
| Setup Time => Mon Jan 27 01:00:13 EST 2020
| Finish Time => Mon Jan 27 01:00:23 EST 2020
| Setup Duration => 1 ms
| Run Duration => 9 s 911 ms
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