Class org.drip.coverage.state.Govvie

1

tests

0

failures

0

ignored

0.500s

duration

100%

successful

Tests

Test Duration Result
codeCoverageTest 0.500s passed

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 01:00:23 EST 2020
	|    Setup Time     => Mon Jan 27 01:00:23 EST 2020
	|    Setup Duration => 0 ms
	|-----------------------------------------------------------------|

Zero[2Y]: 0.01983457812499993; Yield[2Y]: 0.02
Zero[3Y]: 0.024898381275270186; Yield[3Y]: 0.025
Zero[5Y]: 0.030006523748201876; Yield[5Y]: 0.03
Zero[7Y]: 0.032613160016087994; Yield[7Y]: 0.0325
Zero[10Y]: 0.038158755004745346; Yield[10Y]: 0.0375
Zero[30Y]: 0.04056000884597371; Yield[30Y]: 0.04

----

	Price[TSY2YON]:  100.000
	Yield[TSY2YON]:  2.000
	Price[TSY3YON]:  100.000
	Yield[TSY3YON]:  2.500
	Price[TSY5YON]:  100.000
	Yield[TSY5YON]:  3.000
	Price[TSY7YON]:  100.000
	Yield[TSY7YON]:  3.250
	Price[TSY10YON]:  100.001
	Yield[TSY10YON]:  3.750
	Price[TSY30YON]:  100.002
	Yield[TSY30YON]:  4.000
CalcYield[2Y]: 0.0; Input[2Y]: 0.02
CalcYield[3Y]: 0.0; Input[3Y]: 0.025
CalcYield[5Y]: 0.0; Input[5Y]: 0.03
CalcYield[7Y]: 0.0; Input[7Y]: 0.0325
CalcYield[10Y]: 0.0; Input[10Y]: 0.0375
CalcYield[30Y]: 0.0; Input[30Y]: 0.04

Off-The-Run Price[10Y]: 1.0000078929763188

Off-The-Run Yield[10Y]: 0.037499999967774214
	Time => 485.6705 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 01:00:23 EST 2020
	|    Setup Time     => Mon Jan 27 01:00:23 EST 2020
	|    Finish Time    => Mon Jan 27 01:00:24 EST 2020
	|    Setup Duration => 0 ms
	|    Run Duration   => 485 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 01:00:24 EST 2020
	|    Setup Time     => Mon Jan 27 01:00:24 EST 2020
	|    Setup Duration => 1 ms
	|-----------------------------------------------------------------|


	[27-JAN-2021] =>  1.13% |  1.13% |  1.13% || 
	[27-JAN-2022] =>  1.21% |  1.21% |  1.21% || 
	[27-JAN-2023] =>  1.27% |  1.27% |  1.27% || 
	[27-JAN-2025] =>  1.37% |  1.37% |  1.37% || 
	[27-JAN-2027] =>  1.45% |  1.45% |  1.45% || 
	[27-JAN-2030] =>  1.54% |  1.54% |  1.54% || 
	[27-JAN-2050] =>  1.98% |  1.98% |  1.98% || 

	|-----------------------------------------------------------------|
	|    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 01:00:24 EST 2020
	|    Setup Time     => Mon Jan 27 01:00:24 EST 2020
	|    Finish Time    => Mon Jan 27 01:00:24 EST 2020
	|    Setup Duration => 1 ms
	|    Run Duration   => 2 ms
	|-----------------------------------------------------------------|