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 07:29:57 EST 2020
| Setup Time => Mon Jan 27 07:29:57 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
----------------------------------------------------------------
---- DISCOUNT CURVE WITH OVERNIGHT INDEX ---
----------------------------------------------------------------
DEPOSITS DF DFDC STRETCH LOCAL
----------------------------------------------------------------
DEPOSIT [27-JAN-2020] = 1.00000000 || DEPOSIT || 1.00000000 | MONOTONIC
DEPOSIT [28-JAN-2020] = 0.99999889 || DEPOSIT || 0.99999889 | MONOTONIC
DEPOSIT [29-JAN-2020] = 0.99999778 || DEPOSIT || 0.99999778 | MONOTONIC
DEPOSIT [30-JAN-2020] = 0.99999667 || DEPOSIT || 0.99999667 | MONOTONIC
----------------------------------------------------------------
SHORT END OIS DF DFDC STRETCH LOCAL
----------------------------------------------------------------
OIS [27-JAN-2020] = 1.00000000 || DEPOSIT || 1.00000000 | MONOTONIC
OIS [02-FEB-2020] = 0.99998932 || SHORT END OIS || 0.99998932 | MONOTONIC
OIS [08-FEB-2020] = 0.99997906 || SHORT END OIS || 0.99997906 | MONOTONIC
OIS [14-FEB-2020] = 0.99996583 || SHORT END OIS || 0.99996583 | MONOTONIC
OIS [20-FEB-2020] = 0.99994990 || SHORT END OIS || 0.99994990 | MONOTONIC
OIS [26-FEB-2020] = 0.99993864 || SHORT END OIS || 0.99993864 | MONOTONIC
----------------------------------------------------------------
OIS FUTURE DF DFDC STRETCH LOCAL
----------------------------------------------------------------
OIS [27-JAN-2020] = 1.00000000 || DEPOSIT || 1.00000000 | MONOTONIC
OIS [04-MAR-2020] = 0.99993224 || OIS FUTURE || 0.99993224 | MONOTONIC
OIS [10-APR-2020] = 0.99989021 || OIS FUTURE || 0.99989021 | MONOTONIC
OIS [17-MAY-2020] = 0.99988648 || OIS FUTURE || 0.99988648 | MONOTONIC
OIS [23-JUN-2020] = 0.99989909 || OIS FUTURE || 0.99989909 | MONOTONIC
OIS [30-JUL-2020] = 0.99991340 || OIS FUTURE || 0.99991340 | MONOTONIC
----------------------------------------------------------------
LONG END OIS DF DFDC STRETCH LOCAL
----------------------------------------------------------------
OIS [27-JAN-2020] = 1.00000000 || DEPOSIT || 1.00000000 | MONOTONIC
OIS [04-MAR-2020] = 0.99993224 || OIS FUTURE || 0.99993224 | MONOTONIC
OIS [10-APR-2020] = 0.99989021 || OIS FUTURE || 0.99989021 | MONOTONIC
OIS [17-MAY-2020] = 0.99988648 || OIS FUTURE || 0.99988648 | MONOTONIC
OIS [23-JUN-2020] = 0.99989909 || OIS FUTURE || 0.99989909 | MONOTONIC
OIS [30-JUL-2020] = 0.99991340 || OIS FUTURE || 0.99991340 | MONOTONIC
OIS [27-JAN-2023] = 0.99616435 || LONG END OIS || 0.99616435 | MONOTONIC
OIS [27-JAN-2026] = 0.96120720 || LONG END OIS || 0.96120720 | MONOTONIC
OIS [27-JAN-2029] = 0.89902888 || LONG END OIS || 0.89902888 | MONOTONIC
OIS [28-JAN-2032] = 0.82718346 || LONG END OIS || 0.82718346 | MONOTONIC
OIS [28-JAN-2035] = 0.75702043 || LONG END OIS || 0.75702043 | MONOTONIC
OIS [28-JAN-2038] = 0.69809249 || LONG END OIS || 0.69809249 | MONOTONIC
OIS [28-JAN-2041] = 0.64820229 || LONG END OIS || 0.64820229 | MONOTONIC
OIS [29-JAN-2044] = 0.60391210 || LONG END OIS || 0.60391210 | MONOTONIC
OIS [29-JAN-2047] = 0.56380293 || LONG END OIS || 0.56380293 | MONOTONIC
OIS [29-JAN-2050] = 0.52598184 || LONG END OIS || 0.52598184 | MONOTONIC
OIS [27-JAN-2080] = 0.27673799
----------------------------------------------------------------
DEPOSIT INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[28-JAN-2020] = 0.000400 | 0.000400
[29-JAN-2020] = 0.000400 | 0.000400
[30-JAN-2020] = 0.000400 | 0.000400
----------------------------------------------------------------
OIS SHORT END INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[05-FEB-2020] = 0.000700 | 0.000700
[12-FEB-2020] = 0.000690 | 0.000690
[19-FEB-2020] = 0.000780 | 0.000780
[29-FEB-2020] = 0.000740 | 0.000740
----------------------------------------------------------------
OIS FUTURES INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[02-APR-2020] = 0.000460 | 0.000460
[30-APR-2020] = 0.000160 | 0.000160
[29-MAY-2020] = -0.000070 | -0.000070
[29-JUN-2020] = -0.000130 | -0.000130
[30-JUL-2020] = -0.000140 | -0.000140
----------------------------------------------------------------
OIS LONG END INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[29-APR-2021] = 0.000020 | 0.000020
[29-JUL-2021] = 0.000080 | 0.000080
[29-OCT-2021] = 0.000210 | 0.000210
[29-JAN-2022] = 0.000360 | 0.000360
[29-JAN-2023] = 0.001270 | 0.001270
[29-JAN-2024] = 0.002740 | 0.002740
[29-JAN-2025] = 0.004560 | 0.004560
[29-JAN-2026] = 0.006470 | 0.006470
[29-JAN-2027] = 0.008270 | 0.008270
[29-JAN-2028] = 0.009960 | 0.009960
[29-JAN-2029] = 0.011470 | 0.011470
[29-JAN-2030] = 0.012800 | 0.012800
[29-JAN-2031] = 0.014040 | 0.014040
[29-JAN-2032] = 0.015160 | 0.015160
[29-JAN-2035] = 0.017640 | 0.017640
[29-JAN-2040] = 0.019390 | 0.019390
[29-JAN-2045] = 0.020030 | 0.020030
[29-JAN-2050] = 0.020380 | 0.020380
-------------------------------
TURNS ADJ DF DFDC
-------------------------------
OIS [27-JAN-2020] = 1.00000000
OIS [28-JUL-2021] = 0.99987806
OIS [27-JAN-2023] = 0.99616435
OIS [28-JUL-2024] = 0.98361276
OIS [27-JAN-2026] = 0.96024713
OIS [29-JUL-2027] = 0.92984843
OIS [27-JAN-2029] = 0.89543995
OIS [29-JUL-2030] = 0.85920768
OIS [28-JAN-2032] = 0.82141283
OIS [29-JUL-2033] = 0.78434515
OIS [28-JAN-2035] = 0.74948693
OIS [29-JUL-2036] = 0.71782579
OIS [28-JAN-2038] = 0.68907460
OIS [30-JUL-2039] = 0.66262944
OIS [28-JAN-2041] = 0.63791184
OIS [30-JUL-2042] = 0.61460144
OIS [29-JAN-2044] = 0.59254406
OIS [30-JUL-2045] = 0.57158836
OIS [29-JAN-2047] = 0.55153245
OIS [30-JUL-2048] = 0.53209585
OIS [29-JAN-2050] = 0.51299284
|-----------------------------------------------------------------|
| 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 07:29:59 EST 2020
| Setup Time => Mon Jan 27 07:29:59 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
----------------------------------------------------------------
OVERNIGHT INDEX RUN RECONCILIATION
----------------------------------------------------------------
----------------------------------------------------------------
DEPOSIT INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[11-DEC-2012 => 12-DEC-2012] = 0.000400 | 0.000400
[11-DEC-2012 => 13-DEC-2012] = 0.000400 | 0.000400
[11-DEC-2012 => 14-DEC-2012] = 0.000400 | 0.000400
----------------------------------------------------------------
OIS SHORT END INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[13-DEC-2012 => 20-DEC-2012] = 0.000700 | 0.000700 | 0.000700
[13-DEC-2012 => 27-DEC-2012] = 0.000690 | 0.000690 | 0.000690
[13-DEC-2012 => 03-JAN-2013] = 0.000780 | 0.000780 | 0.000780
[13-DEC-2012 => 13-JAN-2013] = 0.000740 | 0.000740 | 0.000740
----------------------------------------------------------------
OIS FUTURE INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[15-JAN-2013 => 15-FEB-2013] = 0.000460 | 0.000460 | 0.000460
[13-FEB-2013 => 13-MAR-2013] = 0.000160 | 0.000160 | 0.000160
[13-MAR-2013 => 13-APR-2013] = -0.000070 | -0.000070 | -0.000070
[15-APR-2013 => 15-MAY-2013] = -0.000130 | -0.000130 | -0.000130
[14-MAY-2013 => 14-JUN-2013] = -0.000140 | -0.000140 | -0.000140
----------------------------------------------------------------
OIS LONG END INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
[13-DEC-2012 => 13-MAR-2014] = 0.000020 | 0.000020 | 0.000020
[13-DEC-2012 => 13-JUN-2014] = 0.000080 | 0.000080 | 0.000080
[13-DEC-2012 => 13-SEP-2014] = 0.000210 | 0.000210 | 0.000210
[13-DEC-2012 => 13-DEC-2014] = 0.000360 | 0.000360 | 0.000360
[13-DEC-2012 => 13-DEC-2015] = 0.001270 | 0.001270 | 0.001270
[13-DEC-2012 => 13-DEC-2016] = 0.002740 | 0.002740 | 0.002740
[13-DEC-2012 => 13-DEC-2017] = 0.004560 | 0.004560 | 0.004560
[13-DEC-2012 => 13-DEC-2018] = 0.006470 | 0.006470 | 0.006470
[13-DEC-2012 => 13-DEC-2019] = 0.008270 | 0.008270 | 0.008270
[13-DEC-2012 => 13-DEC-2020] = 0.009960 | 0.009960 | 0.009960
[13-DEC-2012 => 13-DEC-2021] = 0.011470 | 0.011470 | 0.011470
[13-DEC-2012 => 13-DEC-2022] = 0.012800 | 0.012800 | 0.012800
[13-DEC-2012 => 13-DEC-2023] = 0.014040 | 0.014040 | 0.014040
[13-DEC-2012 => 13-DEC-2024] = 0.015160 | 0.015160 | 0.015160
[13-DEC-2012 => 13-DEC-2027] = 0.017640 | 0.017640 | 0.017640
[13-DEC-2012 => 13-DEC-2032] = 0.019390 | 0.019390 | 0.019390
[13-DEC-2012 => 13-DEC-2037] = 0.020030 | 0.020030 | 0.020030
[13-DEC-2012 => 13-DEC-2042] = 0.020380 | 0.020380 | 0.020380
|-----------------------------------------------------------------|
| 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 07:30:01 EST 2020
| Setup Time => Mon Jan 27 07:30:01 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
----------------------------------------------------------------
---- DISCOUNT CURVE WITH OVERNIGHT INDEX ---
-------------------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------------------
DEPOSIT INSTRUMENTS CALIBRATION RECOVERY
--------------------------------------------------------------------------------------------------------------------------------------------
SHAPE PRESERVING | LOCAL AKIMA | LOCAL HARMONIC | LOCAL HYMAN83 | LOCAL HYMAN89 | LOCAL HUYNHLF | LOCAL KRUGER | INPUT QUOTE
--------------------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------------------
[28-JAN-2020] = 0.000400 | 0.000400 | 0.000400 | 0.000400 | 0.000400 | 0.000400 | 0.000400 | 0.000400
[29-JAN-2020] = 0.000400 | 0.000400 | 0.000400 | 0.000400 | 0.000400 | 0.000400 | 0.000400 | 0.000400
[30-JAN-2020] = 0.000400 | 0.000400 | 0.000400 | 0.000400 | 0.000400 | 0.000400 | 0.000400 | 0.000400
--------------------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------------------
SHORT END OIS INSTRUMENTS CALIBRATION RECOVERY
--------------------------------------------------------------------------------------------------------------------------------------------
SHAPE PRESERVING | LOCAL AKIMA | LOCAL HARMONIC | LOCAL HYMAN83 | LOCAL HYMAN89 | LOCAL HUYNHLF | LOCAL KRUGER | INPUT QUOTE
--------------------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------------------
[05-FEB-2020] = 0.000700 | 0.000700 | 0.000700 | 0.000700 | 0.000700 | 0.000700 | 0.000700 | 0.000700
[12-FEB-2020] = 0.000690 | 0.000690 | 0.000690 | 0.000690 | 0.000690 | 0.000690 | 0.000690 | 0.000690
[19-FEB-2020] = 0.000780 | 0.000780 | 0.000780 | 0.000780 | 0.000780 | 0.000780 | 0.000780 | 0.000780
[29-FEB-2020] = 0.000740 | 0.000740 | 0.000740 | 0.000740 | 0.000740 | 0.000740 | 0.000740 | 0.000740
--------------------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------------------
OIS FUTURE INSTRUMENTS CALIBRATION RECOVERY
--------------------------------------------------------------------------------------------------------------------------------------------
SHAPE PRESERVING | LOCAL AKIMA | LOCAL HARMONIC | LOCAL HYMAN83 | LOCAL HYMAN89 | LOCAL HUYNHLF | LOCAL KRUGER | INPUT QUOTE
--------------------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------------------
[02-APR-2020] = 0.000460 | 0.000460 | 0.000460 | 0.000460 | 0.000460 | 0.000460 | 0.000460 | 0.000460
[30-APR-2020] = 0.000160 | 0.000160 | 0.000160 | 0.000160 | 0.000160 | 0.000160 | 0.000160 | 0.000160
[29-MAY-2020] = -0.000070 | -0.000070 | -0.000070 | -0.000070 | -0.000070 | -0.000070 | -0.000070 | -0.000070
[29-JUN-2020] = -0.000130 | -0.000130 | -0.000130 | -0.000130 | -0.000130 | -0.000130 | -0.000130 | -0.000130
[30-JUL-2020] = -0.000140 | -0.000140 | -0.000140 | -0.000140 | -0.000140 | -0.000140 | -0.000140 | -0.000140
--------------------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------------------
LONG END OIS INSTRUMENTS CALIBRATION RECOVERY
--------------------------------------------------------------------------------------------------------------------------------------------
SHAPE PRESERVING | LOCAL AKIMA | LOCAL HARMONIC | LOCAL HYMAN83 | LOCAL HYMAN89 | LOCAL HUYNHLF | LOCAL KRUGER | INPUT QUOTE
--------------------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------------------
[29-APR-2021] = 0.000020 | 0.000020 | 0.000020 | 0.000020 | 0.000020 | 0.000020 | 0.000020 | 0.000020
[29-JUL-2021] = 0.000080 | 0.000080 | 0.000080 | 0.000080 | 0.000080 | 0.000080 | 0.000080 | 0.000080
[29-OCT-2021] = 0.000210 | 0.000210 | 0.000210 | 0.000210 | 0.000210 | 0.000210 | 0.000210 | 0.000210
[29-JAN-2022] = 0.000360 | 0.000360 | 0.000360 | 0.000360 | 0.000360 | 0.000360 | 0.000360 | 0.000360
[29-JAN-2023] = 0.001270 | 0.001270 | 0.001270 | 0.001270 | 0.001270 | 0.001270 | 0.001270 | 0.001270
[29-JAN-2024] = 0.002740 | 0.002740 | 0.002740 | 0.002740 | 0.002740 | 0.002740 | 0.002740 | 0.002740
[29-JAN-2025] = 0.004560 | 0.004560 | 0.004560 | 0.004560 | 0.004560 | 0.004560 | 0.004560 | 0.004560
[29-JAN-2026] = 0.006470 | 0.006470 | 0.006470 | 0.006470 | 0.006470 | 0.006470 | 0.006470 | 0.006470
[29-JAN-2027] = 0.008270 | 0.008270 | 0.008270 | 0.008270 | 0.008270 | 0.008270 | 0.008270 | 0.008270
[29-JAN-2028] = 0.009960 | 0.009960 | 0.009960 | 0.009960 | 0.009960 | 0.009960 | 0.009960 | 0.009960
[29-JAN-2029] = 0.011470 | 0.011470 | 0.011470 | 0.011470 | 0.011470 | 0.011470 | 0.011470 | 0.011470
[29-JAN-2030] = 0.012800 | 0.012800 | 0.012800 | 0.012800 | 0.012800 | 0.012800 | 0.012800 | 0.012800
[29-JAN-2031] = 0.014040 | 0.014040 | 0.014040 | 0.014040 | 0.014040 | 0.014040 | 0.014040 | 0.014040
[29-JAN-2032] = 0.015160 | 0.015160 | 0.015160 | 0.015160 | 0.015160 | 0.015160 | 0.015160 | 0.015160
[29-JAN-2035] = 0.017640 | 0.017640 | 0.017640 | 0.017640 | 0.017640 | 0.017640 | 0.017640 | 0.017640
[29-JAN-2040] = 0.019390 | 0.019390 | 0.019390 | 0.019390 | 0.019390 | 0.019390 | 0.019390 | 0.019390
[29-JAN-2045] = 0.020030 | 0.020030 | 0.020030 | 0.020030 | 0.020030 | 0.020030 | 0.020030 | 0.020030
[29-JAN-2050] = 0.020380 | 0.020380 | 0.020380 | 0.020380 | 0.020380 | 0.020380 | 0.020380 | 0.020380
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
BESPOKE OIS PAR RATE
--------------------------------------------------------------------------------------------------------------------------------
SHAPE PRESERVING | LOCAL AKIMA | LOCAL HARMONIC | LOCAL HYMAN83 | LOCAL HYMAN89 | LOCAL HUYNHLF | LOCAL KRUGER
--------------------------------------------------------------------------------------------------------------------------------
--------------------------------------------------------------------------------------------------------------------------------
[27-JAN-2023] = 0.001261 | 0.001261 | 0.001261 | 0.001261 | 0.001261 | 0.001261 | 0.001261
[27-JAN-2026] = 0.006442 | 0.006442 | 0.006442 | 0.006442 | 0.006442 | 0.006442 | 0.006442
[27-JAN-2029] = 0.011420 | 0.011420 | 0.011421 | 0.011420 | 0.011420 | 0.011420 | 0.011420
[27-JAN-2032] = 0.015087 | 0.015087 | 0.015087 | 0.015087 | 0.015087 | 0.015087 | 0.015087
[27-JAN-2035] = 0.017550 | 0.017550 | 0.017550 | 0.017550 | 0.017550 | 0.017550 | 0.017550
[27-JAN-2038] = 0.018731 | 0.018731 | 0.018731 | 0.018731 | 0.018731 | 0.018731 | 0.018731
[27-JAN-2041] = 0.019575 | 0.019575 | 0.019575 | 0.019575 | 0.019575 | 0.019575 | 0.019575
[27-JAN-2044] = 0.020042 | 0.020042 | 0.020042 | 0.020042 | 0.020042 | 0.020042 | 0.020042
[27-JAN-2047] = 0.019392 | 0.019392 | 0.019392 | 0.019392 | 0.019392 | 0.019392 | 0.019392
[27-JAN-2050] = 0.020263 | 0.020263 | 0.020263 | 0.020263 | 0.020263 | 0.020263 | 0.020263
|-----------------------------------------------------------------|
| 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 07:30:19 EST 2020
| Setup Time => Mon Jan 27 07:30:19 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
----------------------------------------------------------------
----------------------------------------------------------------
DEPOSIT INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
SHAPE PRESERVING | SMOOTHING #1 | SMOOTHING #2 | INPUT QUOTE
----------------------------------------------------------------
----------------------------------------------------------------
[28-JAN-2020] = 0.000400 | 0.000400 | 0.000400
[29-JAN-2020] = 0.000400 | 0.000400 | 0.000400
[30-JAN-2020] = 0.000400 | 0.000400 | 0.000400
----------------------------------------------------------------
----------------------------------------------------------------
OIS INSTRUMENTS CALIBRATION RECOVERY
----------------------------------------------------------------
SHAPE PRESERVING | SMOOTHING #1 | SMOOTHING #2 | INPUT QUOTE
----------------------------------------------------------------
----------------------------------------------------------------
[29-APR-2021] = 0.000020 | 0.000020 | 0.000020
[29-JUL-2021] = 0.000080 | 0.000080 | 0.000080
[29-OCT-2021] = 0.000210 | 0.000210 | 0.000210
[29-JAN-2022] = 0.000360 | 0.000360 | 0.000360
[29-JAN-2023] = 0.001270 | 0.001270 | 0.001270
[29-JAN-2024] = 0.002740 | 0.002740 | 0.002740
[29-JAN-2025] = 0.004560 | 0.004560 | 0.004560
[29-JAN-2026] = 0.006470 | 0.006470 | 0.006470
[29-JAN-2027] = 0.008270 | 0.008270 | 0.008270
[29-JAN-2028] = 0.009960 | 0.009960 | 0.009960
[29-JAN-2029] = 0.011470 | 0.011470 | 0.011470
[29-JAN-2030] = 0.012800 | 0.012800 | 0.012800
[29-JAN-2031] = 0.014040 | 0.014040 | 0.014040
[29-JAN-2032] = 0.015160 | 0.015160 | 0.015160
[29-JAN-2035] = 0.017640 | 0.017640 | 0.017640
[29-JAN-2040] = 0.019390 | 0.019390 | 0.019390
[29-JAN-2045] = 0.020030 | 0.020030 | 0.020030
[29-JAN-2050] = 0.020380 | 0.020380 | 0.020380
----------------------------------------------------------------
----------------------------------------------------------------
BESPOKE OIS PAR RATE
----------------------------------------------------------------
SHAPE PRESERVING | SMOOTHING #1 | SMOOTHING #2
----------------------------------------------------------------
----------------------------------------------------------------
[27-JAN-2023] = 0.001261 | 0.001261
[27-JAN-2026] = 0.006442 | 0.006442
[27-JAN-2029] = 0.011420 | 0.011421
[27-JAN-2032] = 0.015087 | 0.015087
[27-JAN-2035] = 0.017550 | 0.017550
[27-JAN-2038] = 0.018731 | 0.018731
[27-JAN-2041] = 0.019575 | 0.019574
[27-JAN-2044] = 0.020042 | 0.020042
[27-JAN-2047] = 0.019392 | 0.019392
[27-JAN-2050] = 0.020263 | 0.020263