|-----------------------------------------------------------------|
| 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 01:00:32 EST 2020
| Setup Time => Mon Jan 27 01:00:32 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
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| calctime => 3.399E-4 ||
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| cleanfloatingpv => -0.09908616332147233 ||
| cleanprice => 99.99999999999997 ||
| cleanpv => -2.636779683484747E-16 ||
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| deriveddirtydv01 => -4.8100079282268173E-4 ||
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| fixedstream::aud/aud::6::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| fixedstream::aud/aud::6::{29-jan-2020->29-jan-2025}@totalcoupon => 0.20599999999999924 ||
| fixedstream::aud/aud::6::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => 4.8100079282268173E-4 ||
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| fixedstream::aud/aud::6::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.90861633214722 ||
| fixedstream::aud/aud::6::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => 0.09908616332147206 ||
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| fixedstream::aud/aud::6::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.90861633214722 ||
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| floatdv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
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| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cleanprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cleanpv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@cv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@dirtydv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@dirtyprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@dirtypv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@dv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@fairpremium => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@parrate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@price => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@pv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@rate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@totalcoupon => 0.20995477984315264 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => -4.8100079282268173E-4 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.90861633214723 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@unadjustedpv => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.02059999999999998 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@unadjustedupfront => -0.09908616332147233 ||
| floatstream::aud::aud-bbsw-6m::{29-jan-2020->29-jan-2025}@upfront => -0.09908616332147233 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.02059999999999998 ||
| parrate => 0.02059999999999998 ||
| parswaprate => 0.02059999999999998 ||
| price => 99.99999999999997 ||
| pv => -2.636779683484747E-16 ||
| rate => 0.02059999999999998 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.8100079282268173E-4 ||
| referencecleanpv => 0.09908616332147206 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.8100079282268173E-4 ||
| referencedirtypv => 0.09908616332147206 ||
| referencedv01 => 4.8100079282268173E-4 ||
| referenceparbasisspread => 5.481861408192691E-13 ||
| referencepv => 0.09908616332147206 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.02059999999999998 ||
| upfront => -2.636779683484747E-16 ||
|------------------------------||
|----------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|----------------------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JUL-2020] => 29-JUL-2020 | 29-JUL-2020 | -1.0000 | 0.4986 | 6M | AUD | AUD-BBSW-6M | 0.9987 | 0.26% ||
| [29-JUL-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | -1.0000 | 0.5041 | 6M | AUD | AUD-BBSW-6M | 0.9966 | 0.41% ||
| [29-JAN-2021 - 29-JUL-2021] => 29-JUL-2021 | 29-JUL-2021 | -1.0000 | 0.4959 | 6M | AUD | AUD-BBSW-6M | 0.9928 | 0.77% ||
| [29-JUL-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | -1.0000 | 0.5041 | 6M | AUD | AUD-BBSW-6M | 0.9862 | 1.34% ||
| [29-JAN-2022 - 29-JUL-2022] => 29-JUL-2022 | 29-JUL-2022 | -1.0000 | 0.4959 | 6M | AUD | AUD-BBSW-6M | 0.9704 | 3.28% ||
| [29-JUL-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | -1.0000 | 0.5041 | 6M | AUD | AUD-BBSW-6M | 0.9607 | 1.99% ||
| [29-JAN-2023 - 29-JUL-2023] => 29-JUL-2023 | 29-JUL-2023 | -1.0000 | 0.4959 | 6M | AUD | AUD-BBSW-6M | 0.9493 | 2.43% ||
| [29-JUL-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | -1.0000 | 0.5041 | 6M | AUD | AUD-BBSW-6M | 0.9353 | 2.97% ||
| [29-JAN-2024 - 29-JUL-2024] => 29-JUL-2024 | 29-JUL-2024 | -1.0000 | 0.4986 | 6M | AUD | AUD-BBSW-6M | 0.9190 | 3.55% ||
| [29-JUL-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | -1.0000 | 0.5041 | 6M | AUD | AUD-BBSW-6M | 0.9009 | 3.99% ||
|----------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JUL-2020] => 29-JUL-2020 | 29-JUL-2020 | 1.0000 | 0.4986 | 6M | AUD | 0.9987 | 2.06% ||
| [29-JUL-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | 1.0000 | 0.5041 | 6M | AUD | 0.9966 | 2.06% ||
| [29-JAN-2021 - 29-JUL-2021] => 29-JUL-2021 | 29-JUL-2021 | 1.0000 | 0.4959 | 6M | AUD | 0.9928 | 2.06% ||
| [29-JUL-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | 1.0000 | 0.5041 | 6M | AUD | 0.9862 | 2.06% ||
| [29-JAN-2022 - 29-JUL-2022] => 29-JUL-2022 | 29-JUL-2022 | 1.0000 | 0.4959 | 6M | AUD | 0.9704 | 2.06% ||
| [29-JUL-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | 1.0000 | 0.5041 | 6M | AUD | 0.9607 | 2.06% ||
| [29-JAN-2023 - 29-JUL-2023] => 29-JUL-2023 | 29-JUL-2023 | 1.0000 | 0.4959 | 6M | AUD | 0.9493 | 2.06% ||
| [29-JUL-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | 1.0000 | 0.5041 | 6M | AUD | 0.9353 | 2.06% ||
| [29-JAN-2024 - 29-JUL-2024] => 29-JUL-2024 | 29-JUL-2024 | 1.0000 | 0.4986 | 6M | AUD | 0.9190 | 2.06% ||
| [29-JUL-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | 1.0000 | 0.5041 | 6M | AUD | 0.9009 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:32 EST 2020
| Setup Time => Mon Jan 27 01:00:32 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 3.5600000000000003E-4 ||
| calibfloatingpv => 0.0990885512319436 ||
| calibswaprate => 0.02059999999999995 ||
| cleanfixeddv01 => 4.8101238462108656E-4 ||
| cleanfloatingdv01 => -4.8101238462108656E-4 ||
| cleanfloatingpv => -0.0990885512319436 ||
| cleanprice => 99.99999999999999 ||
| cleanpv => -1.5265566588595902E-16 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.8101238462108656E-4 ||
| derivedcleanpv => -0.0990885512319436 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.8101238462108656E-4 ||
| deriveddirtypv => -0.0990885512319436 ||
| deriveddv01 => -4.8101238462108656E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => -3.1736327538887015E-13 ||
| derivedpv => -0.0990885512319436 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.8101238462108656E-4 ||
| dirtyfixedpv => 0.09908855123194345 ||
| dirtyfloatingdv01 => -4.8101238462108656E-4 ||
| dirtyfloatingpv => -0.0990885512319436 ||
| dirtyprice => 99.99999999999999 ||
| dirtypv => -1.5265566588595902E-16 ||
| fairpremium => 0.02059999999999995 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@accrualcoupon => NaN ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@accrued => 0.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@accrued01 => 0.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@calctime => 6.37E-5 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@cleandv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@cleanprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@cleanpv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@compoundingadjustedcleandv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@compoundingadjustedcleanprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@compoundingadjustedcleanpv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtydv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtyprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtypv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@compoundingadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@compoundingadjustedparrate => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@compoundingadjustedprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@compoundingadjustedpv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@compoundingadjustedrate => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@compoundingadjustedupfront => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@compoundingadjustmentpremiumupfront => 0.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedcleandv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedcleanpv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtydv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtypv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedpv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedupfront => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleandv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleanpv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtydv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtypv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedpv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedupfront => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleandv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleanprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleanpv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtydv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtypv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedpv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedupfront => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleandv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleanpv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtydv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.90885512319434 ||
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| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedprice => 109.90885512319434 ||
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| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@cumulativecouponamount => 0.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@cv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@dirtydv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@dirtyprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@dirtypv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@dv01 => 4.8101238462108656E-4 ||
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| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedprice => 109.90885512319434 ||
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| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedupfront => 0.09908855123194345 ||
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| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleandv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleanpv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtydv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtypv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedpv => 0.09908855123194345 ||
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| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedupfront => 0.09908855123194345 ||
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| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedpv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedupfront => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@parrate => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@price => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@pv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@rate => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@resetdate => -2.147483648E9 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@resetrate => NaN ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@totalcoupon => 0.20599999999999924 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@unadjustedcleandv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@unadjustedcleanprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@unadjustedcleanpv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@unadjusteddirtydv01 => 4.8101238462108656E-4 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@unadjusteddirtyprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@unadjusteddirtypv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@unadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@unadjustedparrate => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@unadjustedprice => 109.90885512319434 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@unadjustedpv => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@unadjustedrate => 0.02059999999999992 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@unadjustedupfront => 0.09908855123194345 ||
| fixedstream::cad/cad::6::{27-jan-2020->27-jan-2025}@upfront => 0.09908855123194345 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@accrualcoupon => NaN ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@accrued => 0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@accrued01 => 0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@calctime => 8.42E-5 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cleandv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cleanprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cleanpv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@compoundingadjustedcleandv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@compoundingadjustedcleanprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@compoundingadjustedcleanpv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtydv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtyprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtypv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@compoundingadjustedfairpremium => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@compoundingadjustedparrate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@compoundingadjustedprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@compoundingadjustedpv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@compoundingadjustedrate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@compoundingadjustedupfront => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedparrate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedpv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedrate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedupfront => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedparrate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedpv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedrate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedupfront => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleanprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleanpv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtypv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedfairpremium => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedparrate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedpv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedrate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedupfront => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedparrate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedpv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedrate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedupfront => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@cv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@dirtydv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@dirtyprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@dirtypv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@dv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@fairpremium => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@fixing01 => 0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedparrate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedpv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedrate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedupfront => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedparrate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedpv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedrate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedupfront => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedparrate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedpv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedrate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedupfront => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@parrate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@price => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@pv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@rate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@resetrate => NaN ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@totalcoupon => 0.20996133565754846 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@unadjustedcleandv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@unadjustedcleanprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@unadjustedcleanpv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@unadjusteddirtydv01 => -4.8101238462108656E-4 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@unadjusteddirtyprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@unadjusteddirtypv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@unadjustedfairpremium => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@unadjustedparrate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@unadjustedprice => 109.90885512319437 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@unadjustedpv => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@unadjustedrate => 0.02059999999999995 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@unadjustedupfront => -0.0990885512319436 ||
| floatstream::cad::cad-cdor-3m::{27-jan-2020->27-jan-2025}@upfront => -0.0990885512319436 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.02059999999999995 ||
| parrate => 0.02059999999999995 ||
| parswaprate => 0.02059999999999995 ||
| price => 99.99999999999999 ||
| pv => -1.5265566588595902E-16 ||
| rate => 0.02059999999999995 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.8101238462108656E-4 ||
| referencecleanpv => 0.09908855123194345 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.8101238462108656E-4 ||
| referencedirtypv => 0.09908855123194345 ||
| referencedv01 => 4.8101238462108656E-4 ||
| referenceparbasisspread => 3.1736327538887015E-13 ||
| referencepv => 0.09908855123194345 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.02059999999999995 ||
| upfront => -1.5265566588595902E-16 ||
|------------------------------||
|----------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|----------------------------------------------------------------------------------------------------------------------||
| [27-JAN-2020 - 27-JUL-2020] => 27-JUL-2020 | 27-JUL-2020 | -1.0000 | 0.4986 | 6M | CAD | CAD-CDOR-3M | 0.9987 | 0.26% ||
| [27-JUL-2020 - 27-JAN-2021] => 27-JAN-2021 | 27-JAN-2021 | -1.0000 | 0.5041 | 6M | CAD | CAD-CDOR-3M | 0.9966 | 0.41% ||
| [27-JAN-2021 - 27-JUL-2021] => 27-JUL-2021 | 27-JUL-2021 | -1.0000 | 0.4959 | 6M | CAD | CAD-CDOR-3M | 0.9929 | 0.77% ||
| [27-JUL-2021 - 27-JAN-2022] => 27-JAN-2022 | 27-JAN-2022 | -1.0000 | 0.5041 | 6M | CAD | CAD-CDOR-3M | 0.9863 | 1.33% ||
| [27-JAN-2022 - 27-JUL-2022] => 27-JUL-2022 | 27-JUL-2022 | -1.0000 | 0.4959 | 6M | CAD | CAD-CDOR-3M | 0.9704 | 3.30% ||
| [27-JUL-2022 - 27-JAN-2023] => 27-JAN-2023 | 27-JAN-2023 | -1.0000 | 0.5041 | 6M | CAD | CAD-CDOR-3M | 0.9607 | 1.99% ||
| [27-JAN-2023 - 27-JUL-2023] => 27-JUL-2023 | 27-JUL-2023 | -1.0000 | 0.4959 | 6M | CAD | CAD-CDOR-3M | 0.9493 | 2.43% ||
| [27-JUL-2023 - 27-JAN-2024] => 27-JAN-2024 | 27-JAN-2024 | -1.0000 | 0.5041 | 6M | CAD | CAD-CDOR-3M | 0.9353 | 2.97% ||
| [27-JAN-2024 - 27-JUL-2024] => 27-JUL-2024 | 27-JUL-2024 | -1.0000 | 0.4986 | 6M | CAD | CAD-CDOR-3M | 0.9190 | 3.55% ||
| [27-JUL-2024 - 27-JAN-2025] => 27-JAN-2025 | 27-JAN-2025 | -1.0000 | 0.5041 | 6M | CAD | CAD-CDOR-3M | 0.9009 | 3.99% ||
|----------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [27-JAN-2020 - 27-JUL-2020] => 27-JUL-2020 | 27-JUL-2020 | 1.0000 | 0.4986 | 6M | CAD | 0.9987 | 2.06% ||
| [27-JUL-2020 - 27-JAN-2021] => 27-JAN-2021 | 27-JAN-2021 | 1.0000 | 0.5041 | 6M | CAD | 0.9966 | 2.06% ||
| [27-JAN-2021 - 27-JUL-2021] => 27-JUL-2021 | 27-JUL-2021 | 1.0000 | 0.4959 | 6M | CAD | 0.9929 | 2.06% ||
| [27-JUL-2021 - 27-JAN-2022] => 27-JAN-2022 | 27-JAN-2022 | 1.0000 | 0.5041 | 6M | CAD | 0.9863 | 2.06% ||
| [27-JAN-2022 - 27-JUL-2022] => 27-JUL-2022 | 27-JUL-2022 | 1.0000 | 0.4959 | 6M | CAD | 0.9704 | 2.06% ||
| [27-JUL-2022 - 27-JAN-2023] => 27-JAN-2023 | 27-JAN-2023 | 1.0000 | 0.5041 | 6M | CAD | 0.9607 | 2.06% ||
| [27-JAN-2023 - 27-JUL-2023] => 27-JUL-2023 | 27-JUL-2023 | 1.0000 | 0.4959 | 6M | CAD | 0.9493 | 2.06% ||
| [27-JUL-2023 - 27-JAN-2024] => 27-JAN-2024 | 27-JAN-2024 | 1.0000 | 0.5041 | 6M | CAD | 0.9353 | 2.06% ||
| [27-JAN-2024 - 27-JUL-2024] => 27-JUL-2024 | 27-JUL-2024 | 1.0000 | 0.4986 | 6M | CAD | 0.9190 | 2.06% ||
| [27-JUL-2024 - 27-JAN-2025] => 27-JAN-2025 | 27-JAN-2025 | 1.0000 | 0.5041 | 6M | CAD | 0.9009 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:32 EST 2020
| Setup Time => Mon Jan 27 01:00:32 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 3.348E-4 ||
| calibfloatingpv => 0.09847864215739854 ||
| calibswaprate => 0.020599999999999993 ||
| cleanfixeddv01 => 4.7805166095824555E-4 ||
| cleanfloatingdv01 => -4.877509405389769E-4 ||
| cleanfloatingpv => -0.09847864215739827 ||
| cleanprice => 100.0 ||
| cleanpv => 6.938893903907228E-17 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.877509405389769E-4 ||
| derivedcleanpv => -0.09847864215739827 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.877509405389769E-4 ||
| deriveddirtypv => -0.09847864215739827 ||
| deriveddv01 => -4.877509405389769E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => 1.422630553257279E-13 ||
| derivedpv => -0.09847864215739827 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.7805166095824555E-4 ||
| dirtyfixedpv => 0.09847864215739834 ||
| dirtyfloatingdv01 => -4.877509405389769E-4 ||
| dirtyfloatingpv => -0.09847864215739827 ||
| dirtyprice => 100.0 ||
| dirtypv => 6.938893903907228E-17 ||
| fairpremium => 0.020599999999999938 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@calctime => 5.6800000000000005E-5 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cleandv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cleanprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cleanpv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@cv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@dirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@dirtyprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@dirtypv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@dv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@fairpremium => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@parrate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@price => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@pv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@rate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@totalcoupon => 0.10299999999999976 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.84786421573985 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@unadjustedpv => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.02059999999999995 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@unadjustedupfront => 0.09847864215739834 ||
| fixedstream::chf/chf::12::{29-jan-2020->29-jan-2025}@upfront => 0.09847864215739834 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@calctime => 7.33E-5 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cleandv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cleanprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cleanpv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@cv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@dirtydv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@dirtyprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@dirtypv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@dv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@fairpremium => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@parrate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@price => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@pv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@rate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@totalcoupon => 0.20572150607502954 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.84786421573982 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedpv => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.020190354127985265 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedupfront => -0.09847864215739827 ||
| floatstream::chf::chf-libor-6m::{29-jan-2020->29-jan-2025}@upfront => -0.09847864215739827 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.020599999999999938 ||
| parrate => 0.020599999999999938 ||
| parswaprate => 0.020599999999999938 ||
| price => 100.0 ||
| pv => 6.938893903907228E-17 ||
| rate => 0.020599999999999938 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.7805166095824555E-4 ||
| referencecleanpv => 0.09847864215739834 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.7805166095824555E-4 ||
| referencedirtypv => 0.09847864215739834 ||
| referencedv01 => 4.7805166095824555E-4 ||
| referenceparbasisspread => -1.451494570691031E-13 ||
| referencepv => 0.09847864215739834 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.020599999999999938 ||
| upfront => 6.938893903907228E-17 ||
|------------------------------||
|-----------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|-----------------------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JUL-2020] => 29-JUL-2020 | 29-JUL-2020 | -1.0000 | 0.5056 | 6M | CHF | CHF-LIBOR-6M | 0.9987 | 0.26% ||
| [29-JUL-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | -1.0000 | 0.5111 | 6M | CHF | CHF-LIBOR-6M | 0.9966 | 0.41% ||
| [29-JAN-2021 - 29-JUL-2021] => 29-JUL-2021 | 29-JUL-2021 | -1.0000 | 0.5028 | 6M | CHF | CHF-LIBOR-6M | 0.9927 | 0.77% ||
| [29-JUL-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | -1.0000 | 0.5111 | 6M | CHF | CHF-LIBOR-6M | 0.9860 | 1.34% ||
| [29-JAN-2022 - 29-JUL-2022] => 29-JUL-2022 | 29-JUL-2022 | -1.0000 | 0.5028 | 6M | CHF | CHF-LIBOR-6M | 0.9704 | 3.19% ||
| [29-JUL-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | -1.0000 | 0.5111 | 6M | CHF | CHF-LIBOR-6M | 0.9608 | 1.95% ||
| [29-JAN-2023 - 29-JUL-2023] => 29-JUL-2023 | 29-JUL-2023 | -1.0000 | 0.5028 | 6M | CHF | CHF-LIBOR-6M | 0.9495 | 2.38% ||
| [29-JUL-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | -1.0000 | 0.5111 | 6M | CHF | CHF-LIBOR-6M | 0.9356 | 2.90% ||
| [29-JAN-2024 - 29-JUL-2024] => 29-JUL-2024 | 29-JUL-2024 | -1.0000 | 0.5056 | 6M | CHF | CHF-LIBOR-6M | 0.9195 | 3.47% ||
| [29-JUL-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | -1.0000 | 0.5111 | 6M | CHF | CHF-LIBOR-6M | 0.9015 | 3.90% ||
|-----------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | 1.0000 | 1.0000 | 1Y | CHF | 0.9966 | 2.06% ||
| [29-JAN-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | 1.0000 | 1.0000 | 1Y | CHF | 0.9860 | 2.06% ||
| [29-JAN-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | 1.0000 | 1.0000 | 1Y | CHF | 0.9608 | 2.06% ||
| [29-JAN-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | 1.0000 | 1.0000 | 1Y | CHF | 0.9356 | 2.06% ||
| [29-JAN-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | 1.0000 | 1.0000 | 1Y | CHF | 0.9015 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:32 EST 2020
| Setup Time => Mon Jan 27 01:00:32 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 6.445E-4 ||
| calibfloatingpv => 0.09931965042890012 ||
| calibswaprate => 0.02060000000000005 ||
| cleanfixeddv01 => 4.821342253830092E-4 ||
| cleanfloatingdv01 => -4.821342253830092E-4 ||
| cleanfloatingpv => -0.09931965042890141 ||
| cleanprice => 100.00000000000003 ||
| cleanpv => 2.220446049250313E-16 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.821342253830092E-4 ||
| derivedcleanpv => -0.09931965042890141 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.821342253830092E-4 ||
| deriveddirtypv => -0.09931965042890141 ||
| deriveddv01 => -4.821342253830092E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => 4.605452034620406E-13 ||
| derivedpv => -0.09931965042890141 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.821342253830092E-4 ||
| dirtyfixedpv => 0.09931965042890163 ||
| dirtyfloatingdv01 => -4.821342253830092E-4 ||
| dirtyfloatingpv => -0.09931965042890141 ||
| dirtyprice => 100.00000000000003 ||
| dirtypv => 2.220446049250313E-16 ||
| fairpremium => 0.020600000000000316 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@accrualcoupon => NaN ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@accrued => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@accrued01 => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@calctime => 7.010000000000001E-5 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cleandv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cleanprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cleanpv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@compoundingadjustedcleandv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@compoundingadjustedcleanprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@compoundingadjustedcleanpv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@compoundingadjusteddirtydv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@compoundingadjusteddirtyprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@compoundingadjusteddirtypv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@compoundingadjustedfairpremium => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@compoundingadjustedparrate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@compoundingadjustedprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@compoundingadjustedpv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@compoundingadjustedrate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@compoundingadjustedupfront => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@compoundingadjustmentfactor => 1.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@compoundingadjustmentpremium => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@compoundingadjustmentpremiumupfront => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustedcleandv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustedcleanprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustedcleanpv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjusteddirtydv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjusteddirtyprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjusteddirtypv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjusteddv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustedfairpremium => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustedparrate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustedprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustedpv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustedrate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustedupfront => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustedcleandv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustedcleanprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustedcleanpv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjusteddirtydv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjusteddirtyprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjusteddirtypv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjusteddv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustedfairpremium => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustedparrate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustedprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustedpv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustedrate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustedupfront => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustedcleandv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustedcleanprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustedcleanpv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfxconvexityadjusteddirtydv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfxconvexityadjusteddirtyprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfxconvexityadjusteddirtypv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfxconvexityadjusteddv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustedfairpremium => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustedparrate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustedprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustedpv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustedrate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustedupfront => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustedcleandv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustedcleanprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustedcleanpv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjusteddirtydv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjusteddirtyprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjusteddirtypv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjusteddv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustedfairpremium => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustedparrate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustedprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustedpv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustedrate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustedupfront => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cumulativecouponamount => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@cv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@dirtydv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@dirtyprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@dirtypv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@dv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@fairpremium => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@fixing01 => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustedcleandv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustedcleanprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustedcleanpv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjusteddirtydv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjusteddirtyprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjusteddirtypv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjusteddv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustedfairpremium => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustedparrate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustedprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustedpv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustedrate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustedupfront => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustedcleandv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustedcleanprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustedcleanpv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjusteddirtydv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjusteddirtyprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjusteddirtypv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjusteddv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustedfairpremium => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustedparrate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustedprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustedpv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustedrate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustedupfront => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustedcleandv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustedcleanprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustedcleanpv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjusteddirtydv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjusteddirtyprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjusteddirtypv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjusteddv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustedfairpremium => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustedparrate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustedprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustedpv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustedrate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustedupfront => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@parrate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@price => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@pv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@rate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@resetdate => -2.147483648E9 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@resetrate => NaN ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@totalcoupon => 0.41200000000000725 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@unadjustedcleandv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@unadjustedcleanprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@unadjustedcleanpv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@unadjusteddirtydv01 => 4.821342253830092E-4 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@unadjusteddirtyprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@unadjusteddirtypv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@unadjustedfairpremium => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@unadjustedparrate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@unadjustedprice => 109.93196504289016 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@unadjustedpv => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@unadjustedrate => 0.02060000000000036 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@unadjustedupfront => 0.09931965042890163 ||
| fixedstream::cny/cny::3::{04-feb-2020->04-feb-2025}@upfront => 0.09931965042890163 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@accrualcoupon => NaN ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@accrued => 0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@accrued01 => 0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@calctime => 3.679E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cleandv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cleanprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cleanpv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@compoundingadjustedcleandv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@compoundingadjustedcleanprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@compoundingadjustedcleanpv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@compoundingadjusteddirtydv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@compoundingadjusteddirtyprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@compoundingadjusteddirtypv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@compoundingadjustedfairpremium => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@compoundingadjustedparrate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@compoundingadjustedprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@compoundingadjustedpv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@compoundingadjustedrate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@compoundingadjustedupfront => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustedcleandv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustedcleanprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustedcleanpv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjusteddirtydv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjusteddirtyprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjusteddirtypv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjusteddv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustedfairpremium => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustedparrate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustedprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustedpv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustedrate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustedupfront => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustedcleandv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustedcleanprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustedcleanpv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjusteddirtydv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjusteddirtyprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjusteddirtypv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjusteddv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustedfairpremium => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustedparrate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustedprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustedpv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustedrate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustedupfront => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustedcleandv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustedcleanprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustedcleanpv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfxconvexityadjusteddirtydv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfxconvexityadjusteddirtyprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfxconvexityadjusteddirtypv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfxconvexityadjusteddv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustedfairpremium => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustedparrate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustedprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustedpv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustedrate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustedupfront => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustedcleandv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustedcleanprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustedcleanpv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjusteddirtydv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjusteddirtyprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjusteddirtypv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjusteddv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustedfairpremium => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustedparrate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustedprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustedpv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustedrate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustedupfront => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cumulativecouponamount => 0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@cv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@dirtydv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@dirtyprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@dirtypv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@dv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@fairpremium => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@fixing01 => 0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustedcleandv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustedcleanprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustedcleanpv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjusteddirtyprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjusteddirtypv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjusteddv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustedfairpremium => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustedparrate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustedprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustedpv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustedrate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustedupfront => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustedcleandv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustedcleanprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustedcleanpv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjusteddirtydv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjusteddirtyprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjusteddirtypv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjusteddv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustedfairpremium => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustedparrate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustedprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustedpv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustedrate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustedupfront => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustedcleandv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustedcleanprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustedcleanpv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjusteddirtydv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjusteddirtyprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjusteddirtypv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjusteddv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustedfairpremium => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustedparrate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustedprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustedpv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustedrate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustedupfront => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@parrate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@price => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@pv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@rate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@resetdate => -2.147483648E9 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@resetrate => NaN ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@totalcoupon => 0.419902763763639 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@unadjustedcleandv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@unadjustedcleanprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@unadjustedcleanpv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@unadjusteddirtydv01 => -4.821342253830092E-4 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@unadjusteddirtyprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@unadjusteddirtypv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@unadjustedfairpremium => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@unadjustedparrate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@unadjustedprice => 109.93196504289014 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@unadjustedpv => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@unadjustedrate => 0.020600000000000316 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@unadjustedupfront => -0.09931965042890141 ||
| floatstream::cny::cny-repo-1w::{04-feb-2020->04-feb-2025}@upfront => -0.09931965042890141 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.020600000000000316 ||
| parrate => 0.020600000000000316 ||
| parswaprate => 0.020600000000000316 ||
| price => 100.00000000000003 ||
| pv => 2.220446049250313E-16 ||
| rate => 0.020600000000000316 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.821342253830092E-4 ||
| referencecleanpv => 0.09931965042890163 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.821342253830092E-4 ||
| referencedirtypv => 0.09931965042890163 ||
| referencedv01 => 4.821342253830092E-4 ||
| referenceparbasisspread => -4.605452034620406E-13 ||
| referencepv => 0.09931965042890163 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.020600000000000316 ||
| upfront => 2.220446049250313E-16 ||
|------------------------------||
|----------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|----------------------------------------------------------------------------------------------------------------------||
| [04-FEB-2020 - 04-MAY-2020] => 04-MAY-2020 | 04-MAY-2020 | -1.0000 | 0.2466 | 3M | CNY | CNY-Repo-1W | 0.9994 | 0.24% ||
| [04-MAY-2020 - 04-AUG-2020] => 04-AUG-2020 | 04-AUG-2020 | -1.0000 | 0.2521 | 3M | CNY | CNY-Repo-1W | 0.9986 | 0.29% ||
| [04-AUG-2020 - 04-NOV-2020] => 04-NOV-2020 | 04-NOV-2020 | -1.0000 | 0.2521 | 3M | CNY | CNY-Repo-1W | 0.9977 | 0.37% ||
| [04-NOV-2020 - 04-FEB-2021] => 04-FEB-2021 | 04-FEB-2021 | -1.0000 | 0.2521 | 3M | CNY | CNY-Repo-1W | 0.9965 | 0.47% ||
| [04-FEB-2021 - 04-MAY-2021] => 04-MAY-2021 | 04-MAY-2021 | -1.0000 | 0.2438 | 3M | CNY | CNY-Repo-1W | 0.9949 | 0.66% ||
| [04-MAY-2021 - 04-AUG-2021] => 04-AUG-2021 | 04-AUG-2021 | -1.0000 | 0.2521 | 3M | CNY | CNY-Repo-1W | 0.9927 | 0.91% ||
| [04-AUG-2021 - 04-NOV-2021] => 04-NOV-2021 | 04-NOV-2021 | -1.0000 | 0.2521 | 3M | CNY | CNY-Repo-1W | 0.9897 | 1.20% ||
| [04-NOV-2021 - 04-FEB-2022] => 04-FEB-2022 | 04-FEB-2022 | -1.0000 | 0.2521 | 3M | CNY | CNY-Repo-1W | 0.9859 | 1.50% ||
| [04-FEB-2022 - 04-MAY-2022] => 04-MAY-2022 | 04-MAY-2022 | -1.0000 | 0.2438 | 3M | CNY | CNY-Repo-1W | 0.9745 | 4.81% ||
| [04-MAY-2022 - 04-AUG-2022] => 04-AUG-2022 | 04-AUG-2022 | -1.0000 | 0.2521 | 3M | CNY | CNY-Repo-1W | 0.9703 | 1.71% ||
| [04-AUG-2022 - 04-NOV-2022] => 04-NOV-2022 | 04-NOV-2022 | -1.0000 | 0.2521 | 3M | CNY | CNY-Repo-1W | 0.9657 | 1.89% ||
| [04-NOV-2022 - 04-FEB-2023] => 04-FEB-2023 | 04-FEB-2023 | -1.0000 | 0.2521 | 3M | CNY | CNY-Repo-1W | 0.9607 | 2.09% ||
| [04-FEB-2023 - 04-MAY-2023] => 04-MAY-2023 | 04-MAY-2023 | -1.0000 | 0.2438 | 3M | CNY | CNY-Repo-1W | 0.9553 | 2.31% ||
| [04-MAY-2023 - 04-AUG-2023] => 04-AUG-2023 | 04-AUG-2023 | -1.0000 | 0.2521 | 3M | CNY | CNY-Repo-1W | 0.9492 | 2.55% ||
| [04-AUG-2023 - 04-NOV-2023] => 04-NOV-2023 | 04-NOV-2023 | -1.0000 | 0.2521 | 3M | CNY | CNY-Repo-1W | 0.9425 | 2.82% ||
| [04-NOV-2023 - 04-FEB-2024] => 04-FEB-2024 | 04-FEB-2024 | -1.0000 | 0.2521 | 3M | CNY | CNY-Repo-1W | 0.9351 | 3.11% ||
| [04-FEB-2024 - 04-MAY-2024] => 04-MAY-2024 | 04-MAY-2024 | -1.0000 | 0.2466 | 3M | CNY | CNY-Repo-1W | 0.9273 | 3.41% ||
| [04-MAY-2024 - 04-AUG-2024] => 04-AUG-2024 | 04-AUG-2024 | -1.0000 | 0.2521 | 3M | CNY | CNY-Repo-1W | 0.9188 | 3.68% ||
| [04-AUG-2024 - 04-NOV-2024] => 04-NOV-2024 | 04-NOV-2024 | -1.0000 | 0.2521 | 3M | CNY | CNY-Repo-1W | 0.9099 | 3.90% ||
| [04-NOV-2024 - 04-FEB-2025] => 04-FEB-2025 | 04-FEB-2025 | -1.0000 | 0.2521 | 3M | CNY | CNY-Repo-1W | 0.9006 | 4.07% ||
|----------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [04-FEB-2020 - 04-MAY-2020] => 04-MAY-2020 | 04-MAY-2020 | 1.0000 | 0.2466 | 3M | CNY | 0.9994 | 2.06% ||
| [04-MAY-2020 - 04-AUG-2020] => 04-AUG-2020 | 04-AUG-2020 | 1.0000 | 0.2521 | 3M | CNY | 0.9986 | 2.06% ||
| [04-AUG-2020 - 04-NOV-2020] => 04-NOV-2020 | 04-NOV-2020 | 1.0000 | 0.2521 | 3M | CNY | 0.9977 | 2.06% ||
| [04-NOV-2020 - 04-FEB-2021] => 04-FEB-2021 | 04-FEB-2021 | 1.0000 | 0.2521 | 3M | CNY | 0.9965 | 2.06% ||
| [04-FEB-2021 - 04-MAY-2021] => 04-MAY-2021 | 04-MAY-2021 | 1.0000 | 0.2438 | 3M | CNY | 0.9949 | 2.06% ||
| [04-MAY-2021 - 04-AUG-2021] => 04-AUG-2021 | 04-AUG-2021 | 1.0000 | 0.2521 | 3M | CNY | 0.9927 | 2.06% ||
| [04-AUG-2021 - 04-NOV-2021] => 04-NOV-2021 | 04-NOV-2021 | 1.0000 | 0.2521 | 3M | CNY | 0.9897 | 2.06% ||
| [04-NOV-2021 - 04-FEB-2022] => 04-FEB-2022 | 04-FEB-2022 | 1.0000 | 0.2521 | 3M | CNY | 0.9859 | 2.06% ||
| [04-FEB-2022 - 04-MAY-2022] => 04-MAY-2022 | 04-MAY-2022 | 1.0000 | 0.2438 | 3M | CNY | 0.9745 | 2.06% ||
| [04-MAY-2022 - 04-AUG-2022] => 04-AUG-2022 | 04-AUG-2022 | 1.0000 | 0.2521 | 3M | CNY | 0.9703 | 2.06% ||
| [04-AUG-2022 - 04-NOV-2022] => 04-NOV-2022 | 04-NOV-2022 | 1.0000 | 0.2521 | 3M | CNY | 0.9657 | 2.06% ||
| [04-NOV-2022 - 04-FEB-2023] => 04-FEB-2023 | 04-FEB-2023 | 1.0000 | 0.2521 | 3M | CNY | 0.9607 | 2.06% ||
| [04-FEB-2023 - 04-MAY-2023] => 04-MAY-2023 | 04-MAY-2023 | 1.0000 | 0.2438 | 3M | CNY | 0.9553 | 2.06% ||
| [04-MAY-2023 - 04-AUG-2023] => 04-AUG-2023 | 04-AUG-2023 | 1.0000 | 0.2521 | 3M | CNY | 0.9492 | 2.06% ||
| [04-AUG-2023 - 04-NOV-2023] => 04-NOV-2023 | 04-NOV-2023 | 1.0000 | 0.2521 | 3M | CNY | 0.9425 | 2.06% ||
| [04-NOV-2023 - 04-FEB-2024] => 04-FEB-2024 | 04-FEB-2024 | 1.0000 | 0.2521 | 3M | CNY | 0.9351 | 2.06% ||
| [04-FEB-2024 - 04-MAY-2024] => 04-MAY-2024 | 04-MAY-2024 | 1.0000 | 0.2466 | 3M | CNY | 0.9273 | 2.06% ||
| [04-MAY-2024 - 04-AUG-2024] => 04-AUG-2024 | 04-AUG-2024 | 1.0000 | 0.2521 | 3M | CNY | 0.9188 | 2.06% ||
| [04-AUG-2024 - 04-NOV-2024] => 04-NOV-2024 | 04-NOV-2024 | 1.0000 | 0.2521 | 3M | CNY | 0.9099 | 2.06% ||
| [04-NOV-2024 - 04-FEB-2025] => 04-FEB-2025 | 04-FEB-2025 | 1.0000 | 0.2521 | 3M | CNY | 0.9006 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:32 EST 2020
| Setup Time => Mon Jan 27 01:00:32 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 3.394E-4 ||
| calibfloatingpv => 0.0984786455540978 ||
| calibswaprate => 0.020599999999999983 ||
| cleanfixeddv01 => 4.780516774470771E-4 ||
| cleanfloatingdv01 => -4.8775095752631785E-4 ||
| cleanfloatingpv => -0.09847864555409774 ||
| cleanprice => 99.99999999999999 ||
| cleanpv => -8.326672684688674E-17 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.8775095752631785E-4 ||
| derivedcleanpv => -0.09847864555409774 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.8775095752631785E-4 ||
| deriveddirtypv => -0.09847864555409774 ||
| deriveddv01 => -4.8775095752631785E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => -1.7071566044520553E-13 ||
| derivedpv => -0.09847864555409774 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.780516774470771E-4 ||
| dirtyfixedpv => 0.09847864555409766 ||
| dirtyfloatingdv01 => -4.8775095752631785E-4 ||
| dirtyfloatingpv => -0.09847864555409774 ||
| dirtyprice => 99.99999999999999 ||
| dirtypv => -8.326672684688674E-17 ||
| fairpremium => 0.020599999999999972 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@calctime => 5.7E-5 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cleandv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cleanprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cleanpv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@cv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@dirtydv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@dirtyprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@dirtypv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@dv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@fairpremium => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@parrate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@price => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@pv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@rate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@totalcoupon => 0.10299999999999976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => 4.780516774470771E-4 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.84786455540976 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@unadjustedpv => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.020599999999999955 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@unadjustedupfront => 0.09847864555409766 ||
| fixedstream::dkk/dkk::12::{29-jan-2020->29-jan-2025}@upfront => 0.09847864555409766 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@calctime => 7.25E-5 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cleandv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cleanprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cleanpv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@cv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@dirtydv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@dirtyprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@dirtypv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@dv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@fairpremium => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@parrate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@price => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@pv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@rate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@totalcoupon => 0.205721517071781 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => -4.8775095752631785E-4 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.84786455540979 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@unadjustedpv => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.020190354121198028 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@unadjustedupfront => -0.09847864555409774 ||
| floatstream::dkk::dkk-cibor-6m::{29-jan-2020->29-jan-2025}@upfront => -0.09847864555409774 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.020599999999999972 ||
| parrate => 0.020599999999999972 ||
| parswaprate => 0.020599999999999972 ||
| price => 99.99999999999999 ||
| pv => -8.326672684688674E-17 ||
| rate => 0.020599999999999972 ||
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| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.780516774470771E-4 ||
| referencecleanpv => 0.09847864555409766 ||
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| referencedirtypv => 0.09847864555409766 ||
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| referencepv => 0.09847864555409766 ||
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| resetrate => NaN ||
| swaprate => 0.020599999999999972 ||
| upfront => -8.326672684688674E-17 ||
|------------------------------||
|-----------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|-----------------------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JUL-2020] => 29-JUL-2020 | 29-JUL-2020 | -1.0000 | 0.5056 | 6M | DKK | DKK-CIBOR-6M | 0.9987 | 0.26% ||
| [29-JUL-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | -1.0000 | 0.5111 | 6M | DKK | DKK-CIBOR-6M | 0.9966 | 0.41% ||
| [29-JAN-2021 - 29-JUL-2021] => 29-JUL-2021 | 29-JUL-2021 | -1.0000 | 0.5028 | 6M | DKK | DKK-CIBOR-6M | 0.9927 | 0.77% ||
| [29-JUL-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | -1.0000 | 0.5111 | 6M | DKK | DKK-CIBOR-6M | 0.9860 | 1.34% ||
| [29-JAN-2022 - 29-JUL-2022] => 29-JUL-2022 | 29-JUL-2022 | -1.0000 | 0.5028 | 6M | DKK | DKK-CIBOR-6M | 0.9704 | 3.19% ||
| [29-JUL-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | -1.0000 | 0.5111 | 6M | DKK | DKK-CIBOR-6M | 0.9608 | 1.95% ||
| [29-JAN-2023 - 29-JUL-2023] => 29-JUL-2023 | 29-JUL-2023 | -1.0000 | 0.5028 | 6M | DKK | DKK-CIBOR-6M | 0.9495 | 2.38% ||
| [29-JUL-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | -1.0000 | 0.5111 | 6M | DKK | DKK-CIBOR-6M | 0.9356 | 2.90% ||
| [29-JAN-2024 - 29-JUL-2024] => 29-JUL-2024 | 29-JUL-2024 | -1.0000 | 0.5056 | 6M | DKK | DKK-CIBOR-6M | 0.9195 | 3.47% ||
| [29-JUL-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | -1.0000 | 0.5111 | 6M | DKK | DKK-CIBOR-6M | 0.9015 | 3.90% ||
|-----------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | 1.0000 | 1.0000 | 1Y | DKK | 0.9966 | 2.06% ||
| [29-JAN-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | 1.0000 | 1.0000 | 1Y | DKK | 0.9860 | 2.06% ||
| [29-JAN-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | 1.0000 | 1.0000 | 1Y | DKK | 0.9608 | 2.06% ||
| [29-JAN-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | 1.0000 | 1.0000 | 1Y | DKK | 0.9356 | 2.06% ||
| [29-JAN-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | 1.0000 | 1.0000 | 1Y | DKK | 0.9015 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:32 EST 2020
| Setup Time => Mon Jan 27 01:00:32 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 5.028000000000001E-4 ||
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| calibswaprate => 0.020599999999999993 ||
| cleanfixeddv01 => 4.7805166095824555E-4 ||
| cleanfloatingdv01 => -4.877509405389769E-4 ||
| cleanfloatingpv => -0.09847864215739827 ||
| cleanprice => 100.0 ||
| cleanpv => 6.938893903907228E-17 ||
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| cumulativecouponamount => 0.0 ||
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| deriveddirtydv01 => -4.877509405389769E-4 ||
| deriveddirtypv => -0.09847864215739827 ||
| deriveddv01 => -4.877509405389769E-4 ||
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| derivedpv => -0.09847864215739827 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.7805166095824555E-4 ||
| dirtyfixedpv => 0.09847864215739834 ||
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| dirtypv => 6.938893903907228E-17 ||
| fairpremium => 0.020599999999999938 ||
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| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => 0.09847864215739834 ||
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| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.84786421573985 ||
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| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.84786421573985 ||
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| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.84786421573985 ||
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| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => 4.7805166095824555E-4 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.84786421573985 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => 0.09847864215739834 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => 0.09847864215739834 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@parrate => 0.02059999999999995 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@price => 109.84786421573985 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@pv => 0.09847864215739834 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@rate => 0.02059999999999995 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@totalcoupon => 0.10299999999999976 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => 4.7805166095824555E-4 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.84786421573985 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => 0.09847864215739834 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.02059999999999995 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.84786421573985 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@unadjustedpv => 0.09847864215739834 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.02059999999999995 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@unadjustedupfront => 0.09847864215739834 ||
| fixedstream::eur/eur::12::{29-jan-2020->29-jan-2025}@upfront => 0.09847864215739834 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@calctime => 1.078E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cleandv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cleanprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cleanpv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@cv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@dirtydv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@dirtyprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@dirtypv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@dv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@fairpremium => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@parrate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@price => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@pv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@rate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@totalcoupon => 0.20572150607502954 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.84786421573982 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@unadjustedpv => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.020190354127985265 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@unadjustedupfront => -0.09847864215739827 ||
| floatstream::eur::eur-euribor-6m::{29-jan-2020->29-jan-2025}@upfront => -0.09847864215739827 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.020599999999999938 ||
| parrate => 0.020599999999999938 ||
| parswaprate => 0.020599999999999938 ||
| price => 100.0 ||
| pv => 6.938893903907228E-17 ||
| rate => 0.020599999999999938 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.7805166095824555E-4 ||
| referencecleanpv => 0.09847864215739834 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.7805166095824555E-4 ||
| referencedirtypv => 0.09847864215739834 ||
| referencedv01 => 4.7805166095824555E-4 ||
| referenceparbasisspread => -1.451494570691031E-13 ||
| referencepv => 0.09847864215739834 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.020599999999999938 ||
| upfront => 6.938893903907228E-17 ||
|------------------------------||
|-------------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|-------------------------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JUL-2020] => 29-JUL-2020 | 29-JUL-2020 | -1.0000 | 0.5056 | 6M | EUR | EUR-EURIBOR-6M | 0.9987 | 0.26% ||
| [29-JUL-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | -1.0000 | 0.5111 | 6M | EUR | EUR-EURIBOR-6M | 0.9966 | 0.41% ||
| [29-JAN-2021 - 29-JUL-2021] => 29-JUL-2021 | 29-JUL-2021 | -1.0000 | 0.5028 | 6M | EUR | EUR-EURIBOR-6M | 0.9927 | 0.77% ||
| [29-JUL-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | -1.0000 | 0.5111 | 6M | EUR | EUR-EURIBOR-6M | 0.9860 | 1.34% ||
| [29-JAN-2022 - 29-JUL-2022] => 29-JUL-2022 | 29-JUL-2022 | -1.0000 | 0.5028 | 6M | EUR | EUR-EURIBOR-6M | 0.9704 | 3.19% ||
| [29-JUL-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | -1.0000 | 0.5111 | 6M | EUR | EUR-EURIBOR-6M | 0.9608 | 1.95% ||
| [29-JAN-2023 - 29-JUL-2023] => 29-JUL-2023 | 29-JUL-2023 | -1.0000 | 0.5028 | 6M | EUR | EUR-EURIBOR-6M | 0.9495 | 2.38% ||
| [29-JUL-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | -1.0000 | 0.5111 | 6M | EUR | EUR-EURIBOR-6M | 0.9356 | 2.90% ||
| [29-JAN-2024 - 29-JUL-2024] => 29-JUL-2024 | 29-JUL-2024 | -1.0000 | 0.5056 | 6M | EUR | EUR-EURIBOR-6M | 0.9195 | 3.47% ||
| [29-JUL-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | -1.0000 | 0.5111 | 6M | EUR | EUR-EURIBOR-6M | 0.9015 | 3.90% ||
|-------------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | 1.0000 | 1.0000 | 1Y | EUR | 0.9966 | 2.06% ||
| [29-JAN-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | 1.0000 | 1.0000 | 1Y | EUR | 0.9860 | 2.06% ||
| [29-JAN-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | 1.0000 | 1.0000 | 1Y | EUR | 0.9608 | 2.06% ||
| [29-JAN-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | 1.0000 | 1.0000 | 1Y | EUR | 0.9356 | 2.06% ||
| [29-JAN-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | 1.0000 | 1.0000 | 1Y | EUR | 0.9015 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:33 EST 2020
| Setup Time => Mon Jan 27 01:00:33 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 3.444E-4 ||
| calibfloatingpv => 0.09908855482419787 ||
| calibswaprate => 0.02059999999999994 ||
| cleanfixeddv01 => 4.810124020592144E-4 ||
| cleanfloatingdv01 => -4.810124020592144E-4 ||
| cleanfloatingpv => -0.09908855482419804 ||
| cleanprice => 99.99999999999997 ||
| cleanpv => -2.636779683484747E-16 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.810124020592144E-4 ||
| derivedcleanpv => -0.09908855482419804 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.810124020592144E-4 ||
| deriveddirtypv => -0.09908855482419804 ||
| deriveddv01 => -4.810124020592144E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => -5.48172910344243E-13 ||
| derivedpv => -0.09908855482419804 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.810124020592144E-4 ||
| dirtyfixedpv => 0.09908855482419777 ||
| dirtyfloatingdv01 => -4.810124020592144E-4 ||
| dirtyfloatingpv => -0.09908855482419804 ||
| dirtyprice => 99.99999999999997 ||
| dirtypv => -2.636779683484747E-16 ||
| fairpremium => 0.020599999999999976 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@accrualcoupon => NaN ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@accrued => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@accrued01 => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@calctime => 6.280000000000001E-5 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cleandv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cleanprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cleanpv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@compoundingadjustedcleandv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@compoundingadjustedcleanprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@compoundingadjustedcleanpv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtydv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtyprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtypv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@compoundingadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@compoundingadjustedparrate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@compoundingadjustedprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@compoundingadjustedpv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@compoundingadjustedrate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@compoundingadjustedupfront => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@compoundingadjustmentpremiumupfront => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedcleandv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedcleanpv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtydv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtypv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedpv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedupfront => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleandv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleanpv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtydv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtypv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedpv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedupfront => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleandv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleanprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleanpv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtydv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtypv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedpv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedupfront => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleandv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleanpv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtydv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtypv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedpv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedupfront => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cumulativecouponamount => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@cv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@dirtydv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@dirtyprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@dirtypv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@dv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@fairpremium => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@fixing01 => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedcleandv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedcleanpv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddirtypv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedpv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedupfront => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleandv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleanpv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtydv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtypv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedpv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedupfront => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedcleandv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedcleanpv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddirtydv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddirtypv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedpv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedupfront => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@parrate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@price => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@pv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@rate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@resetdate => -2.147483648E9 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@resetrate => NaN ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@totalcoupon => 0.20599999999999924 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@unadjustedcleandv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@unadjustedcleanprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@unadjustedcleanpv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@unadjusteddirtydv01 => 4.810124020592144E-4 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@unadjusteddirtyprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@unadjusteddirtypv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@unadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@unadjustedparrate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@unadjustedprice => 109.90885548241978 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@unadjustedpv => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@unadjustedrate => 0.02059999999999992 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@unadjustedupfront => 0.09908855482419777 ||
| fixedstream::gbp/gbp::6::{27-jan-2020->27-jan-2025}@upfront => 0.09908855482419777 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@accrualcoupon => NaN ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@accrued => 0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@accrued01 => 0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@calctime => 7.24E-5 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cleandv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cleanprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cleanpv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@compoundingadjustedcleandv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@compoundingadjustedcleanprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@compoundingadjustedcleanpv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtydv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtyprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtypv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@compoundingadjustedfairpremium => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@compoundingadjustedparrate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@compoundingadjustedprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@compoundingadjustedpv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@compoundingadjustedrate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@compoundingadjustedupfront => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedparrate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedpv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedrate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedupfront => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedparrate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedpv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedrate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedupfront => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleanprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleanpv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtypv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedparrate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedpv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedrate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedupfront => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedparrate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedpv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedrate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedupfront => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@cv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@dirtydv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@dirtyprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@dirtypv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@dv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@fairpremium => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@fixing01 => 0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedpv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedrate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedupfront => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedparrate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedpv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedrate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedupfront => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedparrate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedpv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedrate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedupfront => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@parrate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@price => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@pv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@rate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@resetrate => NaN ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@totalcoupon => 0.20996134748166262 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@unadjustedcleandv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@unadjustedcleanprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@unadjustedcleanpv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@unadjusteddirtydv01 => -4.810124020592144E-4 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@unadjusteddirtyprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@unadjusteddirtypv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@unadjustedfairpremium => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@unadjustedparrate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@unadjustedprice => 109.9088554824198 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@unadjustedpv => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@unadjustedrate => 0.020599999999999976 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@unadjustedupfront => -0.09908855482419804 ||
| floatstream::gbp::gbp-libor-6m::{27-jan-2020->27-jan-2025}@upfront => -0.09908855482419804 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.020599999999999976 ||
| parrate => 0.020599999999999976 ||
| parswaprate => 0.020599999999999976 ||
| price => 99.99999999999997 ||
| pv => -2.636779683484747E-16 ||
| rate => 0.020599999999999976 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.810124020592144E-4 ||
| referencecleanpv => 0.09908855482419777 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.810124020592144E-4 ||
| referencedirtypv => 0.09908855482419777 ||
| referencedv01 => 4.810124020592144E-4 ||
| referenceparbasisspread => 5.48172910344243E-13 ||
| referencepv => 0.09908855482419777 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.020599999999999976 ||
| upfront => -2.636779683484747E-16 ||
|------------------------------||
|-----------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|-----------------------------------------------------------------------------------------------------------------------||
| [27-JAN-2020 - 27-JUL-2020] => 27-JUL-2020 | 27-JUL-2020 | -1.0000 | 0.4986 | 6M | GBP | GBP-LIBOR-6M | 0.9987 | 0.26% ||
| [27-JUL-2020 - 27-JAN-2021] => 27-JAN-2021 | 27-JAN-2021 | -1.0000 | 0.5041 | 6M | GBP | GBP-LIBOR-6M | 0.9966 | 0.41% ||
| [27-JAN-2021 - 27-JUL-2021] => 27-JUL-2021 | 27-JUL-2021 | -1.0000 | 0.4959 | 6M | GBP | GBP-LIBOR-6M | 0.9929 | 0.77% ||
| [27-JUL-2021 - 27-JAN-2022] => 27-JAN-2022 | 27-JAN-2022 | -1.0000 | 0.5041 | 6M | GBP | GBP-LIBOR-6M | 0.9863 | 1.33% ||
| [27-JAN-2022 - 27-JUL-2022] => 27-JUL-2022 | 27-JUL-2022 | -1.0000 | 0.4959 | 6M | GBP | GBP-LIBOR-6M | 0.9704 | 3.30% ||
| [27-JUL-2022 - 27-JAN-2023] => 27-JAN-2023 | 27-JAN-2023 | -1.0000 | 0.5041 | 6M | GBP | GBP-LIBOR-6M | 0.9607 | 1.99% ||
| [27-JAN-2023 - 27-JUL-2023] => 27-JUL-2023 | 27-JUL-2023 | -1.0000 | 0.4959 | 6M | GBP | GBP-LIBOR-6M | 0.9493 | 2.43% ||
| [27-JUL-2023 - 27-JAN-2024] => 27-JAN-2024 | 27-JAN-2024 | -1.0000 | 0.5041 | 6M | GBP | GBP-LIBOR-6M | 0.9353 | 2.97% ||
| [27-JAN-2024 - 27-JUL-2024] => 27-JUL-2024 | 27-JUL-2024 | -1.0000 | 0.4986 | 6M | GBP | GBP-LIBOR-6M | 0.9190 | 3.55% ||
| [27-JUL-2024 - 27-JAN-2025] => 27-JAN-2025 | 27-JAN-2025 | -1.0000 | 0.5041 | 6M | GBP | GBP-LIBOR-6M | 0.9009 | 3.99% ||
|-----------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [27-JAN-2020 - 27-JUL-2020] => 27-JUL-2020 | 27-JUL-2020 | 1.0000 | 0.4986 | 6M | GBP | 0.9987 | 2.06% ||
| [27-JUL-2020 - 27-JAN-2021] => 27-JAN-2021 | 27-JAN-2021 | 1.0000 | 0.5041 | 6M | GBP | 0.9966 | 2.06% ||
| [27-JAN-2021 - 27-JUL-2021] => 27-JUL-2021 | 27-JUL-2021 | 1.0000 | 0.4959 | 6M | GBP | 0.9929 | 2.06% ||
| [27-JUL-2021 - 27-JAN-2022] => 27-JAN-2022 | 27-JAN-2022 | 1.0000 | 0.5041 | 6M | GBP | 0.9863 | 2.06% ||
| [27-JAN-2022 - 27-JUL-2022] => 27-JUL-2022 | 27-JUL-2022 | 1.0000 | 0.4959 | 6M | GBP | 0.9704 | 2.06% ||
| [27-JUL-2022 - 27-JAN-2023] => 27-JAN-2023 | 27-JAN-2023 | 1.0000 | 0.5041 | 6M | GBP | 0.9607 | 2.06% ||
| [27-JAN-2023 - 27-JUL-2023] => 27-JUL-2023 | 27-JUL-2023 | 1.0000 | 0.4959 | 6M | GBP | 0.9493 | 2.06% ||
| [27-JUL-2023 - 27-JAN-2024] => 27-JAN-2024 | 27-JAN-2024 | 1.0000 | 0.5041 | 6M | GBP | 0.9353 | 2.06% ||
| [27-JAN-2024 - 27-JUL-2024] => 27-JUL-2024 | 27-JUL-2024 | 1.0000 | 0.4986 | 6M | GBP | 0.9190 | 2.06% ||
| [27-JUL-2024 - 27-JAN-2025] => 27-JAN-2025 | 27-JAN-2025 | 1.0000 | 0.5041 | 6M | GBP | 0.9009 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:33 EST 2020
| Setup Time => Mon Jan 27 01:00:33 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 3.7830000000000003E-4 ||
| calibfloatingpv => 0.09932753779627956 ||
| calibswaprate => 0.020600000000000042 ||
| cleanfixeddv01 => 4.821725135741717E-4 ||
| cleanfloatingdv01 => -4.821725135741717E-4 ||
| cleanfloatingpv => -0.09932753779627995 ||
| cleanprice => 100.0 ||
| cleanpv => 9.71445146547012E-17 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.821725135741717E-4 ||
| derivedcleanpv => -0.09932753779627995 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.821725135741717E-4 ||
| deriveddirtypv => -0.09932753779627995 ||
| deriveddv01 => -4.821725135741717E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => 2.0147252678217552E-13 ||
| derivedpv => -0.09932753779627995 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.821725135741717E-4 ||
| dirtyfixedpv => 0.09932753779628005 ||
| dirtyfloatingdv01 => -4.821725135741717E-4 ||
| dirtyfloatingpv => -0.09932753779627995 ||
| dirtyprice => 100.0 ||
| dirtypv => 9.71445146547012E-17 ||
| fairpremium => 0.02060000000000012 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@accrualcoupon => NaN ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@accrued => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@accrued01 => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@calctime => 6.99E-5 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cleandv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cleanprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cleanpv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@compoundingadjustedcleandv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@compoundingadjustedcleanprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@compoundingadjustedcleanpv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtydv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtyprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtypv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@compoundingadjustedfairpremium => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@compoundingadjustedparrate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@compoundingadjustedprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@compoundingadjustedpv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@compoundingadjustedrate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@compoundingadjustedupfront => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@compoundingadjustmentpremiumupfront => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleandv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleanpv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtydv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtypv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedparrate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedpv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedrate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedupfront => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleandv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleanpv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtydv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtypv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedparrate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedpv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedrate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedupfront => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleandv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleanprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleanpv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtydv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtypv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedparrate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedpv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedrate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedupfront => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleandv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleanpv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtydv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtypv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedparrate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedpv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedrate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedupfront => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cumulativecouponamount => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@cv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@dirtydv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@dirtyprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@dirtypv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@dv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@fairpremium => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@fixing01 => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleandv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleanpv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtypv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedpv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedrate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedupfront => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleandv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleanpv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtydv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtypv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedparrate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedpv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedrate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedupfront => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleandv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleanpv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtydv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtypv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedparrate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedpv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedrate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedupfront => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@parrate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@price => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@pv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@rate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@resetdate => -2.147483648E9 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@resetrate => NaN ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@totalcoupon => 0.41200000000000275 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@unadjustedcleandv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@unadjustedcleanprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@unadjustedcleanpv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@unadjusteddirtydv01 => 4.821725135741717E-4 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@unadjusteddirtyprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@unadjusteddirtypv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@unadjustedfairpremium => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@unadjustedparrate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@unadjustedprice => 109.93275377962802 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@unadjustedpv => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@unadjustedrate => 0.020600000000000143 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@unadjustedupfront => 0.09932753779628005 ||
| fixedstream::hkd/hkd::3::{28-jan-2020->28-jan-2025}@upfront => 0.09932753779628005 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@accrualcoupon => NaN ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@accrued => 0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@accrued01 => 0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@calctime => 9.71E-5 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cleandv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cleanprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cleanpv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedcleandv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedcleanprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedcleanpv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtydv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtyprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtypv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedfairpremium => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedparrate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedpv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedrate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedupfront => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedparrate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedpv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedrate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedupfront => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedparrate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedpv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedrate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedupfront => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleanprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleanpv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtypv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedfairpremium => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedparrate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedpv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedrate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedupfront => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedparrate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedpv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedrate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedupfront => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@cv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@dirtydv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@dirtyprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@dirtypv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@dv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@fairpremium => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@fixing01 => 0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedparrate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedpv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedrate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedupfront => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedparrate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedpv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedrate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedupfront => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedparrate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedpv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedrate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedupfront => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@parrate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@price => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@pv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@rate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@resetrate => NaN ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@totalcoupon => 0.41969478450587805 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@unadjustedcleandv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@unadjustedcleanprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@unadjustedcleanpv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@unadjusteddirtydv01 => -4.821725135741717E-4 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@unadjusteddirtyprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@unadjusteddirtypv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@unadjustedfairpremium => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@unadjustedparrate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@unadjustedprice => 109.93275377962799 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@unadjustedpv => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@unadjustedrate => 0.02060000000000012 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@unadjustedupfront => -0.09932753779627995 ||
| floatstream::hkd::hkd-hibor-3m::{28-jan-2020->28-jan-2025}@upfront => -0.09932753779627995 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.02060000000000012 ||
| parrate => 0.02060000000000012 ||
| parswaprate => 0.02060000000000012 ||
| price => 100.0 ||
| pv => 9.71445146547012E-17 ||
| rate => 0.02060000000000012 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.821725135741717E-4 ||
| referencecleanpv => 0.09932753779628005 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.821725135741717E-4 ||
| referencedirtypv => 0.09932753779628005 ||
| referencedv01 => 4.821725135741717E-4 ||
| referenceparbasisspread => -2.0147252678217552E-13 ||
| referencepv => 0.09932753779628005 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.02060000000000012 ||
| upfront => 9.71445146547012E-17 ||
|------------------------------||
|-----------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|-----------------------------------------------------------------------------------------------------------------------||
| [28-JAN-2020 - 28-APR-2020] => 28-APR-2020 | 28-APR-2020 | -1.0000 | 0.2493 | 3M | HKD | HKD-HIBOR-3M | 0.9994 | 0.24% ||
| [28-APR-2020 - 28-JUL-2020] => 28-JUL-2020 | 28-JUL-2020 | -1.0000 | 0.2493 | 3M | HKD | HKD-HIBOR-3M | 0.9987 | 0.28% ||
| [28-JUL-2020 - 28-OCT-2020] => 28-OCT-2020 | 28-OCT-2020 | -1.0000 | 0.2521 | 3M | HKD | HKD-HIBOR-3M | 0.9978 | 0.36% ||
| [28-OCT-2020 - 28-JAN-2021] => 28-JAN-2021 | 28-JAN-2021 | -1.0000 | 0.2521 | 3M | HKD | HKD-HIBOR-3M | 0.9966 | 0.46% ||
| [28-JAN-2021 - 28-APR-2021] => 28-APR-2021 | 28-APR-2021 | -1.0000 | 0.2466 | 3M | HKD | HKD-HIBOR-3M | 0.9951 | 0.64% ||
| [28-APR-2021 - 28-JUL-2021] => 28-JUL-2021 | 28-JUL-2021 | -1.0000 | 0.2493 | 3M | HKD | HKD-HIBOR-3M | 0.9928 | 0.89% ||
| [28-JUL-2021 - 28-OCT-2021] => 28-OCT-2021 | 28-OCT-2021 | -1.0000 | 0.2521 | 3M | HKD | HKD-HIBOR-3M | 0.9899 | 1.18% ||
| [28-OCT-2021 - 28-JAN-2022] => 28-JAN-2022 | 28-JAN-2022 | -1.0000 | 0.2521 | 3M | HKD | HKD-HIBOR-3M | 0.9862 | 1.48% ||
| [28-JAN-2022 - 28-APR-2022] => 28-APR-2022 | 28-APR-2022 | -1.0000 | 0.2466 | 3M | HKD | HKD-HIBOR-3M | 0.9745 | 4.88% ||
| [28-APR-2022 - 28-JUL-2022] => 28-JUL-2022 | 28-JUL-2022 | -1.0000 | 0.2493 | 3M | HKD | HKD-HIBOR-3M | 0.9704 | 1.71% ||
| [28-JUL-2022 - 28-OCT-2022] => 28-OCT-2022 | 28-OCT-2022 | -1.0000 | 0.2521 | 3M | HKD | HKD-HIBOR-3M | 0.9658 | 1.89% ||
| [28-OCT-2022 - 28-JAN-2023] => 28-JAN-2023 | 28-JAN-2023 | -1.0000 | 0.2521 | 3M | HKD | HKD-HIBOR-3M | 0.9607 | 2.09% ||
| [28-JAN-2023 - 28-APR-2023] => 28-APR-2023 | 28-APR-2023 | -1.0000 | 0.2466 | 3M | HKD | HKD-HIBOR-3M | 0.9552 | 2.31% ||
| [28-APR-2023 - 28-JUL-2023] => 28-JUL-2023 | 28-JUL-2023 | -1.0000 | 0.2493 | 3M | HKD | HKD-HIBOR-3M | 0.9492 | 2.55% ||
| [28-JUL-2023 - 28-OCT-2023] => 28-OCT-2023 | 28-OCT-2023 | -1.0000 | 0.2521 | 3M | HKD | HKD-HIBOR-3M | 0.9425 | 2.82% ||
| [28-OCT-2023 - 28-JAN-2024] => 28-JAN-2024 | 28-JAN-2024 | -1.0000 | 0.2521 | 3M | HKD | HKD-HIBOR-3M | 0.9352 | 3.11% ||
| [28-JAN-2024 - 28-APR-2024] => 28-APR-2024 | 28-APR-2024 | -1.0000 | 0.2493 | 3M | HKD | HKD-HIBOR-3M | 0.9273 | 3.41% ||
| [28-APR-2024 - 28-JUL-2024] => 28-JUL-2024 | 28-JUL-2024 | -1.0000 | 0.2493 | 3M | HKD | HKD-HIBOR-3M | 0.9189 | 3.68% ||
| [28-JUL-2024 - 28-OCT-2024] => 28-OCT-2024 | 28-OCT-2024 | -1.0000 | 0.2521 | 3M | HKD | HKD-HIBOR-3M | 0.9099 | 3.90% ||
| [28-OCT-2024 - 28-JAN-2025] => 28-JAN-2025 | 28-JAN-2025 | -1.0000 | 0.2521 | 3M | HKD | HKD-HIBOR-3M | 0.9007 | 4.07% ||
|-----------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [28-JAN-2020 - 28-APR-2020] => 28-APR-2020 | 28-APR-2020 | 1.0000 | 0.2493 | 3M | HKD | 0.9994 | 2.06% ||
| [28-APR-2020 - 28-JUL-2020] => 28-JUL-2020 | 28-JUL-2020 | 1.0000 | 0.2493 | 3M | HKD | 0.9987 | 2.06% ||
| [28-JUL-2020 - 28-OCT-2020] => 28-OCT-2020 | 28-OCT-2020 | 1.0000 | 0.2521 | 3M | HKD | 0.9978 | 2.06% ||
| [28-OCT-2020 - 28-JAN-2021] => 28-JAN-2021 | 28-JAN-2021 | 1.0000 | 0.2521 | 3M | HKD | 0.9966 | 2.06% ||
| [28-JAN-2021 - 28-APR-2021] => 28-APR-2021 | 28-APR-2021 | 1.0000 | 0.2466 | 3M | HKD | 0.9951 | 2.06% ||
| [28-APR-2021 - 28-JUL-2021] => 28-JUL-2021 | 28-JUL-2021 | 1.0000 | 0.2493 | 3M | HKD | 0.9928 | 2.06% ||
| [28-JUL-2021 - 28-OCT-2021] => 28-OCT-2021 | 28-OCT-2021 | 1.0000 | 0.2521 | 3M | HKD | 0.9899 | 2.06% ||
| [28-OCT-2021 - 28-JAN-2022] => 28-JAN-2022 | 28-JAN-2022 | 1.0000 | 0.2521 | 3M | HKD | 0.9862 | 2.06% ||
| [28-JAN-2022 - 28-APR-2022] => 28-APR-2022 | 28-APR-2022 | 1.0000 | 0.2466 | 3M | HKD | 0.9745 | 2.06% ||
| [28-APR-2022 - 28-JUL-2022] => 28-JUL-2022 | 28-JUL-2022 | 1.0000 | 0.2493 | 3M | HKD | 0.9704 | 2.06% ||
| [28-JUL-2022 - 28-OCT-2022] => 28-OCT-2022 | 28-OCT-2022 | 1.0000 | 0.2521 | 3M | HKD | 0.9658 | 2.06% ||
| [28-OCT-2022 - 28-JAN-2023] => 28-JAN-2023 | 28-JAN-2023 | 1.0000 | 0.2521 | 3M | HKD | 0.9607 | 2.06% ||
| [28-JAN-2023 - 28-APR-2023] => 28-APR-2023 | 28-APR-2023 | 1.0000 | 0.2466 | 3M | HKD | 0.9552 | 2.06% ||
| [28-APR-2023 - 28-JUL-2023] => 28-JUL-2023 | 28-JUL-2023 | 1.0000 | 0.2493 | 3M | HKD | 0.9492 | 2.06% ||
| [28-JUL-2023 - 28-OCT-2023] => 28-OCT-2023 | 28-OCT-2023 | 1.0000 | 0.2521 | 3M | HKD | 0.9425 | 2.06% ||
| [28-OCT-2023 - 28-JAN-2024] => 28-JAN-2024 | 28-JAN-2024 | 1.0000 | 0.2521 | 3M | HKD | 0.9352 | 2.06% ||
| [28-JAN-2024 - 28-APR-2024] => 28-APR-2024 | 28-APR-2024 | 1.0000 | 0.2493 | 3M | HKD | 0.9273 | 2.06% ||
| [28-APR-2024 - 28-JUL-2024] => 28-JUL-2024 | 28-JUL-2024 | 1.0000 | 0.2493 | 3M | HKD | 0.9189 | 2.06% ||
| [28-JUL-2024 - 28-OCT-2024] => 28-OCT-2024 | 28-OCT-2024 | 1.0000 | 0.2521 | 3M | HKD | 0.9099 | 2.06% ||
| [28-OCT-2024 - 28-JAN-2025] => 28-JAN-2025 | 28-JAN-2025 | 1.0000 | 0.2521 | 3M | HKD | 0.9007 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:33 EST 2020
| Setup Time => Mon Jan 27 01:00:33 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 3.4310000000000005E-4 ||
| calibfloatingpv => 0.09908619814521913 ||
| calibswaprate => 0.020599999999999966 ||
| cleanfixeddv01 => 4.810009618699966E-4 ||
| cleanfloatingdv01 => -4.810009618699966E-4 ||
| cleanfloatingpv => -0.09908619814521888 ||
| cleanprice => 100.0 ||
| cleanpv => 5.551115123125783E-17 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.810009618699966E-4 ||
| derivedcleanpv => -0.09908619814521888 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.810009618699966E-4 ||
| deriveddirtypv => -0.09908619814521888 ||
| deriveddv01 => -4.810009618699966E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => 1.1540756803363982E-13 ||
| derivedpv => -0.09908619814521888 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.810009618699966E-4 ||
| dirtyfixedpv => 0.09908619814521893 ||
| dirtyfloatingdv01 => -4.810009618699966E-4 ||
| dirtyfloatingpv => -0.09908619814521888 ||
| dirtyprice => 100.0 ||
| dirtypv => 5.551115123125783E-17 ||
| fairpremium => 0.020599999999999914 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@calctime => 6.14E-5 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cleandv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cleanprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cleanpv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => 0.09908619814521893 ||
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| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.90861981452188 ||
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| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
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| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
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| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
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| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@cv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@dirtydv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@dirtyprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@dirtypv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@dv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@fairpremium => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@parrate => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@price => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@pv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@rate => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@totalcoupon => 0.20599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => 4.810009618699966E-4 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.90861981452188 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@unadjustedpv => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.020599999999999924 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@unadjustedupfront => 0.09908619814521893 ||
| fixedstream::inr/inr::6::{29-jan-2020->29-jan-2025}@upfront => 0.09908619814521893 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@calctime => 7.350000000000001E-5 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cleandv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cleanprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cleanpv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@cv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@dirtydv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@dirtyprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@dirtypv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@dv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@fairpremium => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@parrate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@price => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@pv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@rate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@totalcoupon => 0.20995489295518152 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => -4.810009618699966E-4 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.90861981452188 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@unadjustedpv => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.020599999999999914 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@unadjustedupfront => -0.09908619814521888 ||
| floatstream::inr::inr-mifor-6m::{29-jan-2020->29-jan-2025}@upfront => -0.09908619814521888 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.020599999999999914 ||
| parrate => 0.020599999999999914 ||
| parswaprate => 0.020599999999999914 ||
| price => 100.0 ||
| pv => 5.551115123125783E-17 ||
| rate => 0.020599999999999914 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.810009618699966E-4 ||
| referencecleanpv => 0.09908619814521893 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.810009618699966E-4 ||
| referencedirtypv => 0.09908619814521893 ||
| referencedv01 => 4.810009618699966E-4 ||
| referenceparbasisspread => -1.1540756803363982E-13 ||
| referencepv => 0.09908619814521893 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.020599999999999914 ||
| upfront => 5.551115123125783E-17 ||
|------------------------------||
|-----------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|-----------------------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JUL-2020] => 29-JUL-2020 | 29-JUL-2020 | -1.0000 | 0.4986 | 6M | INR | INR-MIFOR-6M | 0.9987 | 0.26% ||
| [29-JUL-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | -1.0000 | 0.5041 | 6M | INR | INR-MIFOR-6M | 0.9966 | 0.41% ||
| [29-JAN-2021 - 29-JUL-2021] => 29-JUL-2021 | 29-JUL-2021 | -1.0000 | 0.4959 | 6M | INR | INR-MIFOR-6M | 0.9928 | 0.77% ||
| [29-JUL-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | -1.0000 | 0.5041 | 6M | INR | INR-MIFOR-6M | 0.9862 | 1.34% ||
| [29-JAN-2022 - 29-JUL-2022] => 29-JUL-2022 | 29-JUL-2022 | -1.0000 | 0.4959 | 6M | INR | INR-MIFOR-6M | 0.9704 | 3.28% ||
| [29-JUL-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | -1.0000 | 0.5041 | 6M | INR | INR-MIFOR-6M | 0.9607 | 1.99% ||
| [29-JAN-2023 - 29-JUL-2023] => 29-JUL-2023 | 29-JUL-2023 | -1.0000 | 0.4959 | 6M | INR | INR-MIFOR-6M | 0.9493 | 2.43% ||
| [29-JUL-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | -1.0000 | 0.5041 | 6M | INR | INR-MIFOR-6M | 0.9353 | 2.97% ||
| [29-JAN-2024 - 29-JUL-2024] => 29-JUL-2024 | 29-JUL-2024 | -1.0000 | 0.4986 | 6M | INR | INR-MIFOR-6M | 0.9190 | 3.55% ||
| [29-JUL-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | -1.0000 | 0.5041 | 6M | INR | INR-MIFOR-6M | 0.9009 | 3.99% ||
|-----------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JUL-2020] => 29-JUL-2020 | 29-JUL-2020 | 1.0000 | 0.4986 | 6M | INR | 0.9987 | 2.06% ||
| [29-JUL-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | 1.0000 | 0.5041 | 6M | INR | 0.9966 | 2.06% ||
| [29-JAN-2021 - 29-JUL-2021] => 29-JUL-2021 | 29-JUL-2021 | 1.0000 | 0.4959 | 6M | INR | 0.9928 | 2.06% ||
| [29-JUL-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | 1.0000 | 0.5041 | 6M | INR | 0.9862 | 2.06% ||
| [29-JAN-2022 - 29-JUL-2022] => 29-JUL-2022 | 29-JUL-2022 | 1.0000 | 0.4959 | 6M | INR | 0.9704 | 2.06% ||
| [29-JUL-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | 1.0000 | 0.5041 | 6M | INR | 0.9607 | 2.06% ||
| [29-JAN-2023 - 29-JUL-2023] => 29-JUL-2023 | 29-JUL-2023 | 1.0000 | 0.4959 | 6M | INR | 0.9493 | 2.06% ||
| [29-JUL-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | 1.0000 | 0.5041 | 6M | INR | 0.9353 | 2.06% ||
| [29-JAN-2024 - 29-JUL-2024] => 29-JUL-2024 | 29-JUL-2024 | 1.0000 | 0.4986 | 6M | INR | 0.9190 | 2.06% ||
| [29-JUL-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | 1.0000 | 0.5041 | 6M | INR | 0.9009 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:33 EST 2020
| Setup Time => Mon Jan 27 01:00:33 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 3.373E-4 ||
| calibfloatingpv => 0.09908261771402382 ||
| calibswaprate => 0.020599999999999914 ||
| cleanfixeddv01 => 4.8098358113604005E-4 ||
| cleanfloatingdv01 => -4.8766390865181833E-4 ||
| cleanfloatingpv => -0.09908261771402409 ||
| cleanprice => 99.99999999999997 ||
| cleanpv => -2.0816681711721685E-16 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.8766390865181833E-4 ||
| derivedcleanpv => -0.09908261771402409 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.8766390865181833E-4 ||
| deriveddirtypv => -0.09908261771402409 ||
| deriveddv01 => -4.8766390865181833E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => -4.2686533373508993E-13 ||
| derivedpv => -0.09908261771402409 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.8098358113604005E-4 ||
| dirtyfixedpv => 0.09908261771402388 ||
| dirtyfloatingdv01 => -4.8766390865181833E-4 ||
| dirtyfloatingpv => -0.09908261771402409 ||
| dirtyprice => 99.99999999999997 ||
| dirtypv => -2.0816681711721685E-16 ||
| fairpremium => 0.020599999999999966 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@calctime => 6.1000000000000005E-5 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@dirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@dirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@dirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@dv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@parrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@price => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@pv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@rate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@totalcoupon => 0.20599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjustedpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjustedupfront => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@upfront => 0.09908261771402388 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@calctime => 7.230000000000001E-5 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cleandv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cleanprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cleanpv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@cv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@dirtydv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@dirtyprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@dirtypv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@dv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@fairpremium => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@parrate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@price => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@pv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@rate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@totalcoupon => 0.20706221112864656 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => -4.8766390865181833E-4 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.90826177140241 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedpv => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.02031780821917805 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedupfront => -0.09908261771402409 ||
| floatstream::jpy::jpy-libor-6m::{29-jan-2020->29-jan-2025}@upfront => -0.09908261771402409 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.020599999999999966 ||
| parrate => 0.020599999999999966 ||
| parswaprate => 0.020599999999999966 ||
| price => 99.99999999999997 ||
| pv => -2.0816681711721685E-16 ||
| rate => 0.020599999999999966 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.8098358113604005E-4 ||
| referencecleanpv => 0.09908261771402388 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.8098358113604005E-4 ||
| referencedirtypv => 0.09908261771402388 ||
| referencedv01 => 4.8098358113604005E-4 ||
| referenceparbasisspread => 4.3279401892585506E-13 ||
| referencepv => 0.09908261771402388 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.020599999999999966 ||
| upfront => -2.0816681711721685E-16 ||
|------------------------------||
|-----------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|-----------------------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JUL-2020] => 29-JUL-2020 | 29-JUL-2020 | -1.0000 | 0.5056 | 6M | JPY | JPY-LIBOR-6M | 0.9987 | 0.26% ||
| [29-JUL-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | -1.0000 | 0.5111 | 6M | JPY | JPY-LIBOR-6M | 0.9966 | 0.41% ||
| [29-JAN-2021 - 29-JUL-2021] => 29-JUL-2021 | 29-JUL-2021 | -1.0000 | 0.5028 | 6M | JPY | JPY-LIBOR-6M | 0.9927 | 0.77% ||
| [29-JUL-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | -1.0000 | 0.5111 | 6M | JPY | JPY-LIBOR-6M | 0.9860 | 1.34% ||
| [29-JAN-2022 - 29-JUL-2022] => 29-JUL-2022 | 29-JUL-2022 | -1.0000 | 0.5028 | 6M | JPY | JPY-LIBOR-6M | 0.9704 | 3.20% ||
| [29-JUL-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | -1.0000 | 0.5111 | 6M | JPY | JPY-LIBOR-6M | 0.9607 | 1.96% ||
| [29-JAN-2023 - 29-JUL-2023] => 29-JUL-2023 | 29-JUL-2023 | -1.0000 | 0.5028 | 6M | JPY | JPY-LIBOR-6M | 0.9493 | 2.40% ||
| [29-JUL-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | -1.0000 | 0.5111 | 6M | JPY | JPY-LIBOR-6M | 0.9353 | 2.93% ||
| [29-JAN-2024 - 29-JUL-2024] => 29-JUL-2024 | 29-JUL-2024 | -1.0000 | 0.5056 | 6M | JPY | JPY-LIBOR-6M | 0.9190 | 3.50% ||
| [29-JUL-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | -1.0000 | 0.5111 | 6M | JPY | JPY-LIBOR-6M | 0.9009 | 3.94% ||
|-----------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JUL-2020] => 29-JUL-2020 | 29-JUL-2020 | 1.0000 | 0.4986 | 6M | JPY | 0.9987 | 2.06% ||
| [29-JUL-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | 1.0000 | 0.5041 | 6M | JPY | 0.9966 | 2.06% ||
| [29-JAN-2021 - 29-JUL-2021] => 29-JUL-2021 | 29-JUL-2021 | 1.0000 | 0.4959 | 6M | JPY | 0.9927 | 2.06% ||
| [29-JUL-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | 1.0000 | 0.5041 | 6M | JPY | 0.9860 | 2.06% ||
| [29-JAN-2022 - 29-JUL-2022] => 29-JUL-2022 | 29-JUL-2022 | 1.0000 | 0.4959 | 6M | JPY | 0.9704 | 2.06% ||
| [29-JUL-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | 1.0000 | 0.5041 | 6M | JPY | 0.9607 | 2.06% ||
| [29-JAN-2023 - 29-JUL-2023] => 29-JUL-2023 | 29-JUL-2023 | 1.0000 | 0.4959 | 6M | JPY | 0.9493 | 2.06% ||
| [29-JUL-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | 1.0000 | 0.5041 | 6M | JPY | 0.9353 | 2.06% ||
| [29-JAN-2024 - 29-JUL-2024] => 29-JUL-2024 | 29-JUL-2024 | 1.0000 | 0.4986 | 6M | JPY | 0.9190 | 2.06% ||
| [29-JUL-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | 1.0000 | 0.5041 | 6M | JPY | 0.9009 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:33 EST 2020
| Setup Time => Mon Jan 27 01:00:33 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 3.6500000000000004E-4 ||
| calibfloatingpv => 0.09908261771402382 ||
| calibswaprate => 0.020599999999999914 ||
| cleanfixeddv01 => 4.8098358113604005E-4 ||
| cleanfloatingdv01 => -4.8218453562408895E-4 ||
| cleanfloatingpv => -0.09908261771402375 ||
| cleanprice => 100.00000000000003 ||
| cleanpv => 1.249000902703301E-16 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.8218453562408895E-4 ||
| derivedcleanpv => -0.09908261771402375 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.8218453562408895E-4 ||
| deriveddirtypv => -0.09908261771402375 ||
| deriveddv01 => -4.8218453562408895E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => 2.590296474536923E-13 ||
| derivedpv => -0.09908261771402375 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.8098358113604005E-4 ||
| dirtyfixedpv => 0.09908261771402388 ||
| dirtyfloatingdv01 => -4.8218453562408895E-4 ||
| dirtyfloatingpv => -0.09908261771402375 ||
| dirtyprice => 100.00000000000003 ||
| dirtypv => 1.249000902703301E-16 ||
| fairpremium => 0.0205999999999999 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@calctime => 6.09E-5 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@cv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@dirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@dirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@dirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@dv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@parrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@price => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@pv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@rate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@totalcoupon => 0.20599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => 4.8098358113604005E-4 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.90826177140238 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjustedpv => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.020599999999999924 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@unadjustedupfront => 0.09908261771402388 ||
| fixedstream::jpy/jpy::6::{29-jan-2020->29-jan-2025}@upfront => 0.09908261771402388 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@calctime => 9.810000000000001E-5 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cleandv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cleanprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cleanpv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@cv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@dirtydv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@dirtyprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@dirtypv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@dv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@fairpremium => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@parrate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@price => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@pv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@rate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@totalcoupon => 0.41857763915490553 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => -4.8218453562408895E-4 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.90826177140238 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@unadjustedpv => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.020548692542738153 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@unadjustedupfront => -0.09908261771402375 ||
| floatstream::jpy::jpy-tibor-3m::{29-jan-2020->29-jan-2025}@upfront => -0.09908261771402375 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.0205999999999999 ||
| parrate => 0.0205999999999999 ||
| parswaprate => 0.0205999999999999 ||
| price => 100.00000000000003 ||
| pv => 1.249000902703301E-16 ||
| rate => 0.0205999999999999 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.8098358113604005E-4 ||
| referencecleanpv => 0.09908261771402388 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.8098358113604005E-4 ||
| referencedirtypv => 0.09908261771402388 ||
| referencedv01 => 4.8098358113604005E-4 ||
| referenceparbasisspread => -2.5967641135551303E-13 ||
| referencepv => 0.09908261771402388 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.0205999999999999 ||
| upfront => 1.249000902703301E-16 ||
|------------------------------||
|-----------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|-----------------------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-APR-2020] => 29-APR-2020 | 29-APR-2020 | -1.0000 | 0.2493 | 3M | JPY | JPY-TIBOR-3M | 0.9994 | 0.24% ||
| [29-APR-2020 - 29-JUL-2020] => 29-JUL-2020 | 29-JUL-2020 | -1.0000 | 0.2493 | 3M | JPY | JPY-TIBOR-3M | 0.9987 | 0.29% ||
| [29-JUL-2020 - 29-OCT-2020] => 29-OCT-2020 | 29-OCT-2020 | -1.0000 | 0.2521 | 3M | JPY | JPY-TIBOR-3M | 0.9978 | 0.37% ||
| [29-OCT-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | -1.0000 | 0.2521 | 3M | JPY | JPY-TIBOR-3M | 0.9966 | 0.47% ||
| [29-JAN-2021 - 29-APR-2021] => 29-APR-2021 | 29-APR-2021 | -1.0000 | 0.2466 | 3M | JPY | JPY-TIBOR-3M | 0.9950 | 0.65% ||
| [29-APR-2021 - 29-JUL-2021] => 29-JUL-2021 | 29-JUL-2021 | -1.0000 | 0.2493 | 3M | JPY | JPY-TIBOR-3M | 0.9927 | 0.91% ||
| [29-JUL-2021 - 29-OCT-2021] => 29-OCT-2021 | 29-OCT-2021 | -1.0000 | 0.2521 | 3M | JPY | JPY-TIBOR-3M | 0.9897 | 1.20% ||
| [29-OCT-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | -1.0000 | 0.2521 | 3M | JPY | JPY-TIBOR-3M | 0.9860 | 1.51% ||
| [29-JAN-2022 - 29-APR-2022] => 29-APR-2022 | 29-APR-2022 | -1.0000 | 0.2466 | 3M | JPY | JPY-TIBOR-3M | 0.9745 | 4.78% ||
| [29-APR-2022 - 29-JUL-2022] => 29-JUL-2022 | 29-JUL-2022 | -1.0000 | 0.2493 | 3M | JPY | JPY-TIBOR-3M | 0.9704 | 1.71% ||
| [29-JUL-2022 - 29-OCT-2022] => 29-OCT-2022 | 29-OCT-2022 | -1.0000 | 0.2521 | 3M | JPY | JPY-TIBOR-3M | 0.9658 | 1.89% ||
| [29-OCT-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | -1.0000 | 0.2521 | 3M | JPY | JPY-TIBOR-3M | 0.9607 | 2.09% ||
| [29-JAN-2023 - 29-APR-2023] => 29-APR-2023 | 29-APR-2023 | -1.0000 | 0.2466 | 3M | JPY | JPY-TIBOR-3M | 0.9553 | 2.31% ||
| [29-APR-2023 - 29-JUL-2023] => 29-JUL-2023 | 29-JUL-2023 | -1.0000 | 0.2493 | 3M | JPY | JPY-TIBOR-3M | 0.9493 | 2.55% ||
| [29-JUL-2023 - 29-OCT-2023] => 29-OCT-2023 | 29-OCT-2023 | -1.0000 | 0.2521 | 3M | JPY | JPY-TIBOR-3M | 0.9426 | 2.81% ||
| [29-OCT-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | -1.0000 | 0.2521 | 3M | JPY | JPY-TIBOR-3M | 0.9353 | 3.10% ||
| [29-JAN-2024 - 29-APR-2024] => 29-APR-2024 | 29-APR-2024 | -1.0000 | 0.2493 | 3M | JPY | JPY-TIBOR-3M | 0.9274 | 3.40% ||
| [29-APR-2024 - 29-JUL-2024] => 29-JUL-2024 | 29-JUL-2024 | -1.0000 | 0.2493 | 3M | JPY | JPY-TIBOR-3M | 0.9190 | 3.67% ||
| [29-JUL-2024 - 29-OCT-2024] => 29-OCT-2024 | 29-OCT-2024 | -1.0000 | 0.2521 | 3M | JPY | JPY-TIBOR-3M | 0.9101 | 3.89% ||
| [29-OCT-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | -1.0000 | 0.2521 | 3M | JPY | JPY-TIBOR-3M | 0.9009 | 4.06% ||
|-----------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JUL-2020] => 29-JUL-2020 | 29-JUL-2020 | 1.0000 | 0.4986 | 6M | JPY | 0.9987 | 2.06% ||
| [29-JUL-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | 1.0000 | 0.5041 | 6M | JPY | 0.9966 | 2.06% ||
| [29-JAN-2021 - 29-JUL-2021] => 29-JUL-2021 | 29-JUL-2021 | 1.0000 | 0.4959 | 6M | JPY | 0.9927 | 2.06% ||
| [29-JUL-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | 1.0000 | 0.5041 | 6M | JPY | 0.9860 | 2.06% ||
| [29-JAN-2022 - 29-JUL-2022] => 29-JUL-2022 | 29-JUL-2022 | 1.0000 | 0.4959 | 6M | JPY | 0.9704 | 2.06% ||
| [29-JUL-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | 1.0000 | 0.5041 | 6M | JPY | 0.9607 | 2.06% ||
| [29-JAN-2023 - 29-JUL-2023] => 29-JUL-2023 | 29-JUL-2023 | 1.0000 | 0.4959 | 6M | JPY | 0.9493 | 2.06% ||
| [29-JUL-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | 1.0000 | 0.5041 | 6M | JPY | 0.9353 | 2.06% ||
| [29-JAN-2024 - 29-JUL-2024] => 29-JUL-2024 | 29-JUL-2024 | 1.0000 | 0.4986 | 6M | JPY | 0.9190 | 2.06% ||
| [29-JUL-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | 1.0000 | 0.5041 | 6M | JPY | 0.9009 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:33 EST 2020
| Setup Time => Mon Jan 27 01:00:33 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 3.754E-4 ||
| calibfloatingpv => 0.0993274705462539 ||
| calibswaprate => 0.020600000000000018 ||
| cleanfixeddv01 => 4.82172187117737E-4 ||
| cleanfloatingdv01 => -4.82172187117737E-4 ||
| cleanfloatingpv => -0.09932747054625367 ||
| cleanprice => 100.00000000000009 ||
| cleanpv => 8.465450562766819E-16 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.82172187117737E-4 ||
| derivedcleanpv => -0.09932747054625367 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.82172187117737E-4 ||
| deriveddirtypv => -0.09932747054625367 ||
| deriveddv01 => -4.82172187117737E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => 1.755690350654697E-12 ||
| derivedpv => -0.09932747054625367 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.82172187117737E-4 ||
| dirtyfixedpv => 0.09932747054625451 ||
| dirtyfloatingdv01 => -4.82172187117737E-4 ||
| dirtyfloatingpv => -0.09932747054625367 ||
| dirtyprice => 100.00000000000009 ||
| dirtypv => 8.465450562766819E-16 ||
| fairpremium => 0.02059999999999997 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@accrualcoupon => NaN ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@accrued => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@accrued01 => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@calctime => 6.950000000000001E-5 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cleandv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cleanprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cleanpv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@compoundingadjustedcleandv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@compoundingadjustedcleanprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@compoundingadjustedcleanpv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtydv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtyprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtypv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@compoundingadjustedfairpremium => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@compoundingadjustedparrate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@compoundingadjustedprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@compoundingadjustedpv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@compoundingadjustedrate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@compoundingadjustedupfront => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@compoundingadjustmentpremiumupfront => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleandv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleanpv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtydv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtypv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedparrate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedpv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedrate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedupfront => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleandv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleanpv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtydv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtypv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedparrate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedpv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedrate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedupfront => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleandv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleanprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleanpv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtydv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtypv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedparrate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedpv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedrate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedupfront => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleandv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleanpv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtydv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtypv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedparrate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedpv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedrate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedupfront => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cumulativecouponamount => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@cv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@dirtydv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@dirtyprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@dirtypv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@dv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@fairpremium => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@fixing01 => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleandv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleanpv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtypv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedpv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedrate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedupfront => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleandv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleanpv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtydv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtypv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedparrate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedpv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedrate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedupfront => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleandv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleanpv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtydv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtypv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedparrate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedpv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedrate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedupfront => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@parrate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@price => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@pv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@rate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@resetdate => -2.147483648E9 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@resetrate => NaN ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@totalcoupon => 0.41200000000000275 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@unadjustedcleandv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@unadjustedcleanprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@unadjustedcleanpv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@unadjusteddirtydv01 => 4.82172187117737E-4 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@unadjusteddirtyprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@unadjusteddirtypv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@unadjustedfairpremium => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@unadjustedparrate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@unadjustedprice => 109.93274705462545 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@unadjustedpv => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@unadjustedrate => 0.020600000000000146 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@unadjustedupfront => 0.09932747054625451 ||
| fixedstream::krw/krw::3::{28-jan-2020->28-jan-2025}@upfront => 0.09932747054625451 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@accrualcoupon => NaN ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@accrued => 0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@accrued01 => 0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@calctime => 9.71E-5 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cleandv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cleanprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cleanpv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedcleandv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedcleanprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedcleanpv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtydv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtyprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtypv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedfairpremium => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedparrate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedpv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedrate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedupfront => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedparrate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedpv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedrate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedupfront => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedparrate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedpv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedrate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedupfront => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleanprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleanpv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtypv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedfairpremium => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedparrate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedpv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedrate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedupfront => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedparrate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedpv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedrate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedupfront => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@cv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@dirtydv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@dirtyprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@dirtypv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@dv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@fairpremium => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@fixing01 => 0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedparrate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedpv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedrate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedupfront => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedparrate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedpv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedrate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedupfront => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedparrate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedpv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedrate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedupfront => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@parrate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@price => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@pv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@rate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@resetrate => NaN ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@totalcoupon => 0.4196943247735654 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@unadjustedcleandv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@unadjustedcleanprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@unadjustedcleanpv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@unadjusteddirtydv01 => -4.82172187117737E-4 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@unadjusteddirtyprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@unadjusteddirtypv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@unadjustedfairpremium => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@unadjustedparrate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@unadjustedprice => 109.93274705462537 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@unadjustedpv => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@unadjustedrate => 0.02059999999999997 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@unadjustedupfront => -0.09932747054625367 ||
| floatstream::krw::krw-libor-3m::{28-jan-2020->28-jan-2025}@upfront => -0.09932747054625367 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.02059999999999997 ||
| parrate => 0.02059999999999997 ||
| parswaprate => 0.02059999999999997 ||
| price => 100.00000000000009 ||
| pv => 8.465450562766819E-16 ||
| rate => 0.02059999999999997 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.82172187117737E-4 ||
| referencecleanpv => 0.09932747054625451 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.82172187117737E-4 ||
| referencedirtypv => 0.09932747054625451 ||
| referencedv01 => 4.82172187117737E-4 ||
| referenceparbasisspread => -1.755690350654697E-12 ||
| referencepv => 0.09932747054625451 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.02059999999999997 ||
| upfront => 8.465450562766819E-16 ||
|------------------------------||
|-----------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|-----------------------------------------------------------------------------------------------------------------------||
| [28-JAN-2020 - 28-APR-2020] => 28-APR-2020 | 28-APR-2020 | -1.0000 | 0.2493 | 3M | KRW | KRW-LIBOR-3M | 0.9994 | 0.24% ||
| [28-APR-2020 - 28-JUL-2020] => 28-JUL-2020 | 28-JUL-2020 | -1.0000 | 0.2493 | 3M | KRW | KRW-LIBOR-3M | 0.9987 | 0.28% ||
| [28-JUL-2020 - 28-OCT-2020] => 28-OCT-2020 | 28-OCT-2020 | -1.0000 | 0.2521 | 3M | KRW | KRW-LIBOR-3M | 0.9978 | 0.36% ||
| [28-OCT-2020 - 28-JAN-2021] => 28-JAN-2021 | 28-JAN-2021 | -1.0000 | 0.2521 | 3M | KRW | KRW-LIBOR-3M | 0.9966 | 0.46% ||
| [28-JAN-2021 - 28-APR-2021] => 28-APR-2021 | 28-APR-2021 | -1.0000 | 0.2466 | 3M | KRW | KRW-LIBOR-3M | 0.9951 | 0.64% ||
| [28-APR-2021 - 28-JUL-2021] => 28-JUL-2021 | 28-JUL-2021 | -1.0000 | 0.2493 | 3M | KRW | KRW-LIBOR-3M | 0.9928 | 0.89% ||
| [28-JUL-2021 - 28-OCT-2021] => 28-OCT-2021 | 28-OCT-2021 | -1.0000 | 0.2521 | 3M | KRW | KRW-LIBOR-3M | 0.9899 | 1.18% ||
| [28-OCT-2021 - 28-JAN-2022] => 28-JAN-2022 | 28-JAN-2022 | -1.0000 | 0.2521 | 3M | KRW | KRW-LIBOR-3M | 0.9862 | 1.48% ||
| [28-JAN-2022 - 28-APR-2022] => 28-APR-2022 | 28-APR-2022 | -1.0000 | 0.2466 | 3M | KRW | KRW-LIBOR-3M | 0.9745 | 4.88% ||
| [28-APR-2022 - 28-JUL-2022] => 28-JUL-2022 | 28-JUL-2022 | -1.0000 | 0.2493 | 3M | KRW | KRW-LIBOR-3M | 0.9704 | 1.71% ||
| [28-JUL-2022 - 28-OCT-2022] => 28-OCT-2022 | 28-OCT-2022 | -1.0000 | 0.2521 | 3M | KRW | KRW-LIBOR-3M | 0.9658 | 1.89% ||
| [28-OCT-2022 - 28-JAN-2023] => 28-JAN-2023 | 28-JAN-2023 | -1.0000 | 0.2521 | 3M | KRW | KRW-LIBOR-3M | 0.9607 | 2.09% ||
| [28-JAN-2023 - 28-APR-2023] => 28-APR-2023 | 28-APR-2023 | -1.0000 | 0.2466 | 3M | KRW | KRW-LIBOR-3M | 0.9552 | 2.31% ||
| [28-APR-2023 - 28-JUL-2023] => 28-JUL-2023 | 28-JUL-2023 | -1.0000 | 0.2493 | 3M | KRW | KRW-LIBOR-3M | 0.9492 | 2.55% ||
| [28-JUL-2023 - 28-OCT-2023] => 28-OCT-2023 | 28-OCT-2023 | -1.0000 | 0.2521 | 3M | KRW | KRW-LIBOR-3M | 0.9425 | 2.82% ||
| [28-OCT-2023 - 28-JAN-2024] => 28-JAN-2024 | 28-JAN-2024 | -1.0000 | 0.2521 | 3M | KRW | KRW-LIBOR-3M | 0.9352 | 3.11% ||
| [28-JAN-2024 - 28-APR-2024] => 28-APR-2024 | 28-APR-2024 | -1.0000 | 0.2493 | 3M | KRW | KRW-LIBOR-3M | 0.9273 | 3.41% ||
| [28-APR-2024 - 28-JUL-2024] => 28-JUL-2024 | 28-JUL-2024 | -1.0000 | 0.2493 | 3M | KRW | KRW-LIBOR-3M | 0.9189 | 3.68% ||
| [28-JUL-2024 - 28-OCT-2024] => 28-OCT-2024 | 28-OCT-2024 | -1.0000 | 0.2521 | 3M | KRW | KRW-LIBOR-3M | 0.9099 | 3.90% ||
| [28-OCT-2024 - 28-JAN-2025] => 28-JAN-2025 | 28-JAN-2025 | -1.0000 | 0.2521 | 3M | KRW | KRW-LIBOR-3M | 0.9007 | 4.07% ||
|-----------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [28-JAN-2020 - 28-APR-2020] => 28-APR-2020 | 28-APR-2020 | 1.0000 | 0.2493 | 3M | KRW | 0.9994 | 2.06% ||
| [28-APR-2020 - 28-JUL-2020] => 28-JUL-2020 | 28-JUL-2020 | 1.0000 | 0.2493 | 3M | KRW | 0.9987 | 2.06% ||
| [28-JUL-2020 - 28-OCT-2020] => 28-OCT-2020 | 28-OCT-2020 | 1.0000 | 0.2521 | 3M | KRW | 0.9978 | 2.06% ||
| [28-OCT-2020 - 28-JAN-2021] => 28-JAN-2021 | 28-JAN-2021 | 1.0000 | 0.2521 | 3M | KRW | 0.9966 | 2.06% ||
| [28-JAN-2021 - 28-APR-2021] => 28-APR-2021 | 28-APR-2021 | 1.0000 | 0.2466 | 3M | KRW | 0.9951 | 2.06% ||
| [28-APR-2021 - 28-JUL-2021] => 28-JUL-2021 | 28-JUL-2021 | 1.0000 | 0.2493 | 3M | KRW | 0.9928 | 2.06% ||
| [28-JUL-2021 - 28-OCT-2021] => 28-OCT-2021 | 28-OCT-2021 | 1.0000 | 0.2521 | 3M | KRW | 0.9899 | 2.06% ||
| [28-OCT-2021 - 28-JAN-2022] => 28-JAN-2022 | 28-JAN-2022 | 1.0000 | 0.2521 | 3M | KRW | 0.9862 | 2.06% ||
| [28-JAN-2022 - 28-APR-2022] => 28-APR-2022 | 28-APR-2022 | 1.0000 | 0.2466 | 3M | KRW | 0.9745 | 2.06% ||
| [28-APR-2022 - 28-JUL-2022] => 28-JUL-2022 | 28-JUL-2022 | 1.0000 | 0.2493 | 3M | KRW | 0.9704 | 2.06% ||
| [28-JUL-2022 - 28-OCT-2022] => 28-OCT-2022 | 28-OCT-2022 | 1.0000 | 0.2521 | 3M | KRW | 0.9658 | 2.06% ||
| [28-OCT-2022 - 28-JAN-2023] => 28-JAN-2023 | 28-JAN-2023 | 1.0000 | 0.2521 | 3M | KRW | 0.9607 | 2.06% ||
| [28-JAN-2023 - 28-APR-2023] => 28-APR-2023 | 28-APR-2023 | 1.0000 | 0.2466 | 3M | KRW | 0.9552 | 2.06% ||
| [28-APR-2023 - 28-JUL-2023] => 28-JUL-2023 | 28-JUL-2023 | 1.0000 | 0.2493 | 3M | KRW | 0.9492 | 2.06% ||
| [28-JUL-2023 - 28-OCT-2023] => 28-OCT-2023 | 28-OCT-2023 | 1.0000 | 0.2521 | 3M | KRW | 0.9425 | 2.06% ||
| [28-OCT-2023 - 28-JAN-2024] => 28-JAN-2024 | 28-JAN-2024 | 1.0000 | 0.2521 | 3M | KRW | 0.9352 | 2.06% ||
| [28-JAN-2024 - 28-APR-2024] => 28-APR-2024 | 28-APR-2024 | 1.0000 | 0.2493 | 3M | KRW | 0.9273 | 2.06% ||
| [28-APR-2024 - 28-JUL-2024] => 28-JUL-2024 | 28-JUL-2024 | 1.0000 | 0.2493 | 3M | KRW | 0.9189 | 2.06% ||
| [28-JUL-2024 - 28-OCT-2024] => 28-OCT-2024 | 28-OCT-2024 | 1.0000 | 0.2521 | 3M | KRW | 0.9099 | 2.06% ||
| [28-OCT-2024 - 28-JAN-2025] => 28-JAN-2025 | 28-JAN-2025 | 1.0000 | 0.2521 | 3M | KRW | 0.9007 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:33 EST 2020
| Setup Time => Mon Jan 27 01:00:33 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 3.7590000000000003E-4 ||
| calibfloatingpv => 0.09932753251899584 ||
| calibswaprate => 0.020600000000000035 ||
| cleanfixeddv01 => 4.821724879562897E-4 ||
| cleanfloatingdv01 => -4.821724879562897E-4 ||
| cleanfloatingpv => -0.099327532518996 ||
| cleanprice => 100.00000000000004 ||
| cleanpv => 3.608224830031759E-16 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.821724879562897E-4 ||
| derivedcleanpv => -0.099327532518996 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.821724879562897E-4 ||
| deriveddirtypv => -0.099327532518996 ||
| deriveddv01 => -4.821724879562897E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => 7.483265678067585E-13 ||
| derivedpv => -0.099327532518996 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.821724879562897E-4 ||
| dirtyfixedpv => 0.09932753251899636 ||
| dirtyfloatingdv01 => -4.821724879562897E-4 ||
| dirtyfloatingpv => -0.099327532518996 ||
| dirtyprice => 100.00000000000004 ||
| dirtypv => 3.608224830031759E-16 ||
| fairpremium => 0.020600000000000066 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@accrualcoupon => NaN ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@accrued => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@accrued01 => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@calctime => 7.04E-5 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cleandv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cleanprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cleanpv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@compoundingadjustedcleandv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@compoundingadjustedcleanprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@compoundingadjustedcleanpv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtydv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtyprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtypv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@compoundingadjustedfairpremium => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@compoundingadjustedparrate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@compoundingadjustedprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@compoundingadjustedpv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@compoundingadjustedrate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@compoundingadjustedupfront => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@compoundingadjustmentpremiumupfront => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleandv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleanpv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtydv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtypv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedparrate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedpv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedrate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedupfront => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleandv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleanpv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtydv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtypv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedparrate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedpv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedrate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedupfront => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleandv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleanprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleanpv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtydv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtypv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedfairpremium => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedparrate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedpv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedrate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedupfront => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleandv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleanpv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtydv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtypv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedparrate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedpv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedrate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedupfront => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cumulativecouponamount => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@cv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@dirtydv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@dirtyprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@dirtypv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@dv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@fairpremium => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@fixing01 => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleandv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleanpv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtypv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedparrate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedpv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedrate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedupfront => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleandv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleanpv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtydv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtypv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedparrate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedpv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedrate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedupfront => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleandv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleanpv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtydv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtypv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedparrate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedpv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedrate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedupfront => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@parrate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@price => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@pv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@rate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@resetdate => -2.147483648E9 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@resetrate => NaN ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@totalcoupon => 0.41200000000000275 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@unadjustedcleandv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@unadjustedcleanprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@unadjustedcleanpv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@unadjusteddirtydv01 => 4.821724879562897E-4 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@unadjusteddirtyprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@unadjusteddirtypv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@unadjustedfairpremium => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@unadjustedparrate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@unadjustedprice => 109.93275325189964 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@unadjustedpv => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@unadjustedrate => 0.02060000000000014 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@unadjustedupfront => 0.09932753251899636 ||
| fixedstream::myr/myr::3::{28-jan-2020->28-jan-2025}@upfront => 0.09932753251899636 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@accrualcoupon => NaN ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@accrued => 0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@accrued01 => 0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@calctime => 9.77E-5 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cleandv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cleanprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cleanpv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedcleandv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedcleanprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedcleanpv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtydv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtyprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtypv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedfairpremium => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedparrate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedpv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedrate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedupfront => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedparrate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedpv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedrate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedupfront => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedparrate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedpv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedrate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedupfront => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleanprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleanpv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtypv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedparrate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedpv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedrate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedupfront => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedparrate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedpv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedrate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedupfront => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@cv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@dirtydv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@dirtyprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@dirtypv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@dv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@fairpremium => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@fixing01 => 0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedpv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedrate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedupfront => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedparrate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedpv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedrate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedupfront => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedparrate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedpv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedrate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedupfront => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@parrate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@price => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@pv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@rate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@resetrate => NaN ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@totalcoupon => 0.4196947484630295 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@unadjustedcleandv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@unadjustedcleanprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@unadjustedcleanpv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@unadjusteddirtydv01 => -4.821724879562897E-4 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@unadjusteddirtyprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@unadjusteddirtypv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@unadjustedfairpremium => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@unadjustedparrate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@unadjustedprice => 109.9327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@unadjustedpv => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@unadjustedrate => 0.020600000000000066 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@unadjustedupfront => -0.099327532518996 ||
| floatstream::myr::myr-libor-3m::{28-jan-2020->28-jan-2025}@upfront => -0.099327532518996 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.020600000000000066 ||
| parrate => 0.020600000000000066 ||
| parswaprate => 0.020600000000000066 ||
| price => 100.00000000000004 ||
| pv => 3.608224830031759E-16 ||
| rate => 0.020600000000000066 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.821724879562897E-4 ||
| referencecleanpv => 0.09932753251899636 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.821724879562897E-4 ||
| referencedirtypv => 0.09932753251899636 ||
| referencedv01 => 4.821724879562897E-4 ||
| referenceparbasisspread => -7.483265678067585E-13 ||
| referencepv => 0.09932753251899636 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.020600000000000066 ||
| upfront => 3.608224830031759E-16 ||
|------------------------------||
|-----------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|-----------------------------------------------------------------------------------------------------------------------||
| [28-JAN-2020 - 28-APR-2020] => 28-APR-2020 | 28-APR-2020 | -1.0000 | 0.2493 | 3M | MYR | MYR-LIBOR-3M | 0.9994 | 0.24% ||
| [28-APR-2020 - 28-JUL-2020] => 28-JUL-2020 | 28-JUL-2020 | -1.0000 | 0.2493 | 3M | MYR | MYR-LIBOR-3M | 0.9987 | 0.28% ||
| [28-JUL-2020 - 28-OCT-2020] => 28-OCT-2020 | 28-OCT-2020 | -1.0000 | 0.2521 | 3M | MYR | MYR-LIBOR-3M | 0.9978 | 0.36% ||
| [28-OCT-2020 - 28-JAN-2021] => 28-JAN-2021 | 28-JAN-2021 | -1.0000 | 0.2521 | 3M | MYR | MYR-LIBOR-3M | 0.9966 | 0.46% ||
| [28-JAN-2021 - 28-APR-2021] => 28-APR-2021 | 28-APR-2021 | -1.0000 | 0.2466 | 3M | MYR | MYR-LIBOR-3M | 0.9951 | 0.64% ||
| [28-APR-2021 - 28-JUL-2021] => 28-JUL-2021 | 28-JUL-2021 | -1.0000 | 0.2493 | 3M | MYR | MYR-LIBOR-3M | 0.9928 | 0.89% ||
| [28-JUL-2021 - 28-OCT-2021] => 28-OCT-2021 | 28-OCT-2021 | -1.0000 | 0.2521 | 3M | MYR | MYR-LIBOR-3M | 0.9899 | 1.18% ||
| [28-OCT-2021 - 28-JAN-2022] => 28-JAN-2022 | 28-JAN-2022 | -1.0000 | 0.2521 | 3M | MYR | MYR-LIBOR-3M | 0.9862 | 1.48% ||
| [28-JAN-2022 - 28-APR-2022] => 28-APR-2022 | 28-APR-2022 | -1.0000 | 0.2466 | 3M | MYR | MYR-LIBOR-3M | 0.9745 | 4.88% ||
| [28-APR-2022 - 28-JUL-2022] => 28-JUL-2022 | 28-JUL-2022 | -1.0000 | 0.2493 | 3M | MYR | MYR-LIBOR-3M | 0.9704 | 1.71% ||
| [28-JUL-2022 - 28-OCT-2022] => 28-OCT-2022 | 28-OCT-2022 | -1.0000 | 0.2521 | 3M | MYR | MYR-LIBOR-3M | 0.9658 | 1.89% ||
| [28-OCT-2022 - 28-JAN-2023] => 28-JAN-2023 | 28-JAN-2023 | -1.0000 | 0.2521 | 3M | MYR | MYR-LIBOR-3M | 0.9607 | 2.09% ||
| [28-JAN-2023 - 28-APR-2023] => 28-APR-2023 | 28-APR-2023 | -1.0000 | 0.2466 | 3M | MYR | MYR-LIBOR-3M | 0.9552 | 2.31% ||
| [28-APR-2023 - 28-JUL-2023] => 28-JUL-2023 | 28-JUL-2023 | -1.0000 | 0.2493 | 3M | MYR | MYR-LIBOR-3M | 0.9492 | 2.55% ||
| [28-JUL-2023 - 28-OCT-2023] => 28-OCT-2023 | 28-OCT-2023 | -1.0000 | 0.2521 | 3M | MYR | MYR-LIBOR-3M | 0.9425 | 2.82% ||
| [28-OCT-2023 - 28-JAN-2024] => 28-JAN-2024 | 28-JAN-2024 | -1.0000 | 0.2521 | 3M | MYR | MYR-LIBOR-3M | 0.9352 | 3.11% ||
| [28-JAN-2024 - 28-APR-2024] => 28-APR-2024 | 28-APR-2024 | -1.0000 | 0.2493 | 3M | MYR | MYR-LIBOR-3M | 0.9273 | 3.41% ||
| [28-APR-2024 - 28-JUL-2024] => 28-JUL-2024 | 28-JUL-2024 | -1.0000 | 0.2493 | 3M | MYR | MYR-LIBOR-3M | 0.9189 | 3.68% ||
| [28-JUL-2024 - 28-OCT-2024] => 28-OCT-2024 | 28-OCT-2024 | -1.0000 | 0.2521 | 3M | MYR | MYR-LIBOR-3M | 0.9099 | 3.90% ||
| [28-OCT-2024 - 28-JAN-2025] => 28-JAN-2025 | 28-JAN-2025 | -1.0000 | 0.2521 | 3M | MYR | MYR-LIBOR-3M | 0.9007 | 4.07% ||
|-----------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [28-JAN-2020 - 28-APR-2020] => 28-APR-2020 | 28-APR-2020 | 1.0000 | 0.2493 | 3M | MYR | 0.9994 | 2.06% ||
| [28-APR-2020 - 28-JUL-2020] => 28-JUL-2020 | 28-JUL-2020 | 1.0000 | 0.2493 | 3M | MYR | 0.9987 | 2.06% ||
| [28-JUL-2020 - 28-OCT-2020] => 28-OCT-2020 | 28-OCT-2020 | 1.0000 | 0.2521 | 3M | MYR | 0.9978 | 2.06% ||
| [28-OCT-2020 - 28-JAN-2021] => 28-JAN-2021 | 28-JAN-2021 | 1.0000 | 0.2521 | 3M | MYR | 0.9966 | 2.06% ||
| [28-JAN-2021 - 28-APR-2021] => 28-APR-2021 | 28-APR-2021 | 1.0000 | 0.2466 | 3M | MYR | 0.9951 | 2.06% ||
| [28-APR-2021 - 28-JUL-2021] => 28-JUL-2021 | 28-JUL-2021 | 1.0000 | 0.2493 | 3M | MYR | 0.9928 | 2.06% ||
| [28-JUL-2021 - 28-OCT-2021] => 28-OCT-2021 | 28-OCT-2021 | 1.0000 | 0.2521 | 3M | MYR | 0.9899 | 2.06% ||
| [28-OCT-2021 - 28-JAN-2022] => 28-JAN-2022 | 28-JAN-2022 | 1.0000 | 0.2521 | 3M | MYR | 0.9862 | 2.06% ||
| [28-JAN-2022 - 28-APR-2022] => 28-APR-2022 | 28-APR-2022 | 1.0000 | 0.2466 | 3M | MYR | 0.9745 | 2.06% ||
| [28-APR-2022 - 28-JUL-2022] => 28-JUL-2022 | 28-JUL-2022 | 1.0000 | 0.2493 | 3M | MYR | 0.9704 | 2.06% ||
| [28-JUL-2022 - 28-OCT-2022] => 28-OCT-2022 | 28-OCT-2022 | 1.0000 | 0.2521 | 3M | MYR | 0.9658 | 2.06% ||
| [28-OCT-2022 - 28-JAN-2023] => 28-JAN-2023 | 28-JAN-2023 | 1.0000 | 0.2521 | 3M | MYR | 0.9607 | 2.06% ||
| [28-JAN-2023 - 28-APR-2023] => 28-APR-2023 | 28-APR-2023 | 1.0000 | 0.2466 | 3M | MYR | 0.9552 | 2.06% ||
| [28-APR-2023 - 28-JUL-2023] => 28-JUL-2023 | 28-JUL-2023 | 1.0000 | 0.2493 | 3M | MYR | 0.9492 | 2.06% ||
| [28-JUL-2023 - 28-OCT-2023] => 28-OCT-2023 | 28-OCT-2023 | 1.0000 | 0.2521 | 3M | MYR | 0.9425 | 2.06% ||
| [28-OCT-2023 - 28-JAN-2024] => 28-JAN-2024 | 28-JAN-2024 | 1.0000 | 0.2521 | 3M | MYR | 0.9352 | 2.06% ||
| [28-JAN-2024 - 28-APR-2024] => 28-APR-2024 | 28-APR-2024 | 1.0000 | 0.2493 | 3M | MYR | 0.9273 | 2.06% ||
| [28-APR-2024 - 28-JUL-2024] => 28-JUL-2024 | 28-JUL-2024 | 1.0000 | 0.2493 | 3M | MYR | 0.9189 | 2.06% ||
| [28-JUL-2024 - 28-OCT-2024] => 28-OCT-2024 | 28-OCT-2024 | 1.0000 | 0.2521 | 3M | MYR | 0.9099 | 2.06% ||
| [28-OCT-2024 - 28-JAN-2025] => 28-JAN-2025 | 28-JAN-2025 | 1.0000 | 0.2521 | 3M | MYR | 0.9007 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:33 EST 2020
| Setup Time => Mon Jan 27 01:00:33 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 3.3840000000000004E-4 ||
| calibfloatingpv => 0.0984786455540978 ||
| calibswaprate => 0.020599999999999983 ||
| cleanfixeddv01 => 4.780516774470771E-4 ||
| cleanfloatingdv01 => -4.8775095752631785E-4 ||
| cleanfloatingpv => -0.09847864555409774 ||
| cleanprice => 99.99999999999999 ||
| cleanpv => -8.326672684688674E-17 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.8775095752631785E-4 ||
| derivedcleanpv => -0.09847864555409774 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.8775095752631785E-4 ||
| deriveddirtypv => -0.09847864555409774 ||
| deriveddv01 => -4.8775095752631785E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => -1.7071566044520553E-13 ||
| derivedpv => -0.09847864555409774 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.780516774470771E-4 ||
| dirtyfixedpv => 0.09847864555409766 ||
| dirtyfloatingdv01 => -4.8775095752631785E-4 ||
| dirtyfloatingpv => -0.09847864555409774 ||
| dirtyprice => 99.99999999999999 ||
| dirtypv => -8.326672684688674E-17 ||
| fairpremium => 0.020599999999999972 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@calctime => 5.7E-5 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cleandv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cleanprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cleanpv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@cv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@dirtydv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@dirtyprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@dirtypv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@dv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@fairpremium => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@parrate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@price => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@pv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@rate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@totalcoupon => 0.10299999999999976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => 4.780516774470771E-4 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.84786455540976 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@unadjustedpv => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.020599999999999955 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@unadjustedupfront => 0.09847864555409766 ||
| fixedstream::nok/nok::12::{29-jan-2020->29-jan-2025}@upfront => 0.09847864555409766 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@calctime => 7.33E-5 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cleandv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cleanprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cleanpv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@cv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@dirtydv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@dirtyprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@dirtypv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@dv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@fairpremium => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@parrate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@price => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@pv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@rate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@totalcoupon => 0.205721517071781 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => -4.8775095752631785E-4 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.84786455540979 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@unadjustedpv => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.020190354121198028 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@unadjustedupfront => -0.09847864555409774 ||
| floatstream::nok::nok-nibor-6m::{29-jan-2020->29-jan-2025}@upfront => -0.09847864555409774 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.020599999999999972 ||
| parrate => 0.020599999999999972 ||
| parswaprate => 0.020599999999999972 ||
| price => 99.99999999999999 ||
| pv => -8.326672684688674E-17 ||
| rate => 0.020599999999999972 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.780516774470771E-4 ||
| referencecleanpv => 0.09847864555409766 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.780516774470771E-4 ||
| referencedirtypv => 0.09847864555409766 ||
| referencedv01 => 4.780516774470771E-4 ||
| referenceparbasisspread => 1.7417934247517583E-13 ||
| referencepv => 0.09847864555409766 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.020599999999999972 ||
| upfront => -8.326672684688674E-17 ||
|------------------------------||
|-----------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|-----------------------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JUL-2020] => 29-JUL-2020 | 29-JUL-2020 | -1.0000 | 0.5056 | 6M | NOK | NOK-NIBOR-6M | 0.9987 | 0.26% ||
| [29-JUL-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | -1.0000 | 0.5111 | 6M | NOK | NOK-NIBOR-6M | 0.9966 | 0.41% ||
| [29-JAN-2021 - 29-JUL-2021] => 29-JUL-2021 | 29-JUL-2021 | -1.0000 | 0.5028 | 6M | NOK | NOK-NIBOR-6M | 0.9927 | 0.77% ||
| [29-JUL-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | -1.0000 | 0.5111 | 6M | NOK | NOK-NIBOR-6M | 0.9860 | 1.34% ||
| [29-JAN-2022 - 29-JUL-2022] => 29-JUL-2022 | 29-JUL-2022 | -1.0000 | 0.5028 | 6M | NOK | NOK-NIBOR-6M | 0.9704 | 3.19% ||
| [29-JUL-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | -1.0000 | 0.5111 | 6M | NOK | NOK-NIBOR-6M | 0.9608 | 1.95% ||
| [29-JAN-2023 - 29-JUL-2023] => 29-JUL-2023 | 29-JUL-2023 | -1.0000 | 0.5028 | 6M | NOK | NOK-NIBOR-6M | 0.9495 | 2.38% ||
| [29-JUL-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | -1.0000 | 0.5111 | 6M | NOK | NOK-NIBOR-6M | 0.9356 | 2.90% ||
| [29-JAN-2024 - 29-JUL-2024] => 29-JUL-2024 | 29-JUL-2024 | -1.0000 | 0.5056 | 6M | NOK | NOK-NIBOR-6M | 0.9195 | 3.47% ||
| [29-JUL-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | -1.0000 | 0.5111 | 6M | NOK | NOK-NIBOR-6M | 0.9015 | 3.90% ||
|-----------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | 1.0000 | 1.0000 | 1Y | NOK | 0.9966 | 2.06% ||
| [29-JAN-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | 1.0000 | 1.0000 | 1Y | NOK | 0.9860 | 2.06% ||
| [29-JAN-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | 1.0000 | 1.0000 | 1Y | NOK | 0.9608 | 2.06% ||
| [29-JAN-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | 1.0000 | 1.0000 | 1Y | NOK | 0.9356 | 2.06% ||
| [29-JAN-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | 1.0000 | 1.0000 | 1Y | NOK | 0.9015 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:33 EST 2020
| Setup Time => Mon Jan 27 01:00:33 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 5.121E-4 ||
| calibfloatingpv => 0.09908743479237969 ||
| calibswaprate => 0.020599999999999986 ||
| cleanfixeddv01 => 4.810069650115523E-4 ||
| cleanfloatingdv01 => -4.8220479663692805E-4 ||
| cleanfloatingpv => -0.09908743479237957 ||
| cleanprice => 99.99999999999997 ||
| cleanpv => -1.8041124150158794E-16 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.8220479663692805E-4 ||
| derivedcleanpv => -0.09908743479237957 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.8220479663692805E-4 ||
| deriveddirtypv => -0.09908743479237957 ||
| deriveddv01 => -4.8220479663692805E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => -3.741382142190241E-13 ||
| derivedpv => -0.09908743479237957 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.810069650115523E-4 ||
| dirtyfixedpv => 0.09908743479237939 ||
| dirtyfloatingdv01 => -4.8220479663692805E-4 ||
| dirtyfloatingpv => -0.09908743479237957 ||
| dirtyprice => 99.99999999999997 ||
| dirtypv => -1.8041124150158794E-16 ||
| fairpremium => 0.020599999999999955 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@accrualcoupon => NaN ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@accrued => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@accrued01 => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@calctime => 7.76E-5 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cleandv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cleanprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cleanpv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@compoundingadjustedcleandv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@compoundingadjustedcleanprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@compoundingadjustedcleanpv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtydv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtyprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtypv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@compoundingadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@compoundingadjustedparrate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@compoundingadjustedprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@compoundingadjustedpv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@compoundingadjustedrate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@compoundingadjustedupfront => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@compoundingadjustmentpremiumupfront => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleandv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleanpv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtydv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtypv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedpv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedupfront => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleandv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleanpv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtydv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtypv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedpv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedupfront => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleandv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleanprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleanpv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtydv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtypv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedpv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedupfront => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleandv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleanpv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtydv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtypv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedpv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedupfront => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cumulativecouponamount => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@cv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@dirtydv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@dirtyprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@dirtypv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@dv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@fairpremium => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@fixing01 => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleandv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleanpv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtypv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedpv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedupfront => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleandv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleanpv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtydv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtypv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedpv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedupfront => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleandv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleanpv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtydv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtypv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedpv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedupfront => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@parrate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@price => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@pv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@rate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@resetdate => -2.147483648E9 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@resetrate => NaN ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@totalcoupon => 0.20599999999999924 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@unadjustedcleandv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@unadjustedcleanprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@unadjustedcleanpv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@unadjusteddirtydv01 => 4.810069650115523E-4 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@unadjusteddirtyprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@unadjusteddirtypv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@unadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@unadjustedparrate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@unadjustedprice => 109.90874347923794 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@unadjustedpv => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@unadjustedrate => 0.02059999999999992 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@unadjustedupfront => 0.09908743479237939 ||
| fixedstream::nzd/nzd::6::{28-jan-2020->28-jan-2025}@upfront => 0.09908743479237939 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@accrualcoupon => NaN ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@accrued => 0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@accrued01 => 0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@calctime => 1.259E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cleandv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cleanprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cleanpv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedcleandv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedcleanprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedcleanpv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtydv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtyprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@compoundingadjusteddirtypv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedfairpremium => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedparrate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedpv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedrate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@compoundingadjustedupfront => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjusteddv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedparrate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedpv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedrate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustedupfront => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjusteddv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedparrate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedpv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedrate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustedupfront => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleanprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedcleanpv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddirtypv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjusteddv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedfairpremium => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedparrate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedpv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedrate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustedupfront => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjusteddv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedparrate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedpv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedrate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustedupfront => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@cv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@dirtydv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@dirtyprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@dirtypv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@dv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@fairpremium => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@fixing01 => 0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedparrate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedpv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedrate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustedupfront => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjusteddv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedparrate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedpv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedrate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustedupfront => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjusteddv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedparrate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedpv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedrate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustedupfront => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@parrate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@price => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@pv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@rate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@resetrate => NaN ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@totalcoupon => 0.418621571908443 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@unadjustedcleandv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@unadjustedcleanprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@unadjustedcleanpv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@unadjusteddirtydv01 => -4.8220479663692805E-4 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@unadjusteddirtyprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@unadjusteddirtypv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@unadjustedfairpremium => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@unadjustedparrate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@unadjustedprice => 109.90874347923796 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@unadjustedpv => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@unadjustedrate => 0.02054882810860685 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@unadjustedupfront => -0.09908743479237957 ||
| floatstream::nzd::nzd-bbr-3m::{28-jan-2020->28-jan-2025}@upfront => -0.09908743479237957 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.020599999999999955 ||
| parrate => 0.020599999999999955 ||
| parswaprate => 0.020599999999999955 ||
| price => 99.99999999999997 ||
| pv => -1.8041124150158794E-16 ||
| rate => 0.020599999999999955 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.810069650115523E-4 ||
| referencecleanpv => 0.09908743479237939 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.810069650115523E-4 ||
| referencedirtypv => 0.09908743479237939 ||
| referencedv01 => 4.810069650115523E-4 ||
| referenceparbasisspread => 3.7506991504219697E-13 ||
| referencepv => 0.09908743479237939 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.020599999999999955 ||
| upfront => -1.8041124150158794E-16 ||
|------------------------------||
|---------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|---------------------------------------------------------------------------------------------------------------------||
| [28-JAN-2020 - 28-APR-2020] => 28-APR-2020 | 28-APR-2020 | -1.0000 | 0.2493 | 3M | NZD | NZD-BBR-3M | 0.9994 | 0.24% ||
| [28-APR-2020 - 28-JUL-2020] => 28-JUL-2020 | 28-JUL-2020 | -1.0000 | 0.2493 | 3M | NZD | NZD-BBR-3M | 0.9987 | 0.28% ||
| [28-JUL-2020 - 28-OCT-2020] => 28-OCT-2020 | 28-OCT-2020 | -1.0000 | 0.2521 | 3M | NZD | NZD-BBR-3M | 0.9978 | 0.36% ||
| [28-OCT-2020 - 28-JAN-2021] => 28-JAN-2021 | 28-JAN-2021 | -1.0000 | 0.2521 | 3M | NZD | NZD-BBR-3M | 0.9966 | 0.46% ||
| [28-JAN-2021 - 28-APR-2021] => 28-APR-2021 | 28-APR-2021 | -1.0000 | 0.2466 | 3M | NZD | NZD-BBR-3M | 0.9951 | 0.64% ||
| [28-APR-2021 - 28-JUL-2021] => 28-JUL-2021 | 28-JUL-2021 | -1.0000 | 0.2493 | 3M | NZD | NZD-BBR-3M | 0.9928 | 0.89% ||
| [28-JUL-2021 - 28-OCT-2021] => 28-OCT-2021 | 28-OCT-2021 | -1.0000 | 0.2521 | 3M | NZD | NZD-BBR-3M | 0.9899 | 1.18% ||
| [28-OCT-2021 - 28-JAN-2022] => 28-JAN-2022 | 28-JAN-2022 | -1.0000 | 0.2521 | 3M | NZD | NZD-BBR-3M | 0.9862 | 1.48% ||
| [28-JAN-2022 - 28-APR-2022] => 28-APR-2022 | 28-APR-2022 | -1.0000 | 0.2466 | 3M | NZD | NZD-BBR-3M | 0.9745 | 4.87% ||
| [28-APR-2022 - 28-JUL-2022] => 28-JUL-2022 | 28-JUL-2022 | -1.0000 | 0.2493 | 3M | NZD | NZD-BBR-3M | 0.9704 | 1.71% ||
| [28-JUL-2022 - 28-OCT-2022] => 28-OCT-2022 | 28-OCT-2022 | -1.0000 | 0.2521 | 3M | NZD | NZD-BBR-3M | 0.9658 | 1.89% ||
| [28-OCT-2022 - 28-JAN-2023] => 28-JAN-2023 | 28-JAN-2023 | -1.0000 | 0.2521 | 3M | NZD | NZD-BBR-3M | 0.9607 | 2.09% ||
| [28-JAN-2023 - 28-APR-2023] => 28-APR-2023 | 28-APR-2023 | -1.0000 | 0.2466 | 3M | NZD | NZD-BBR-3M | 0.9553 | 2.31% ||
| [28-APR-2023 - 28-JUL-2023] => 28-JUL-2023 | 28-JUL-2023 | -1.0000 | 0.2493 | 3M | NZD | NZD-BBR-3M | 0.9493 | 2.55% ||
| [28-JUL-2023 - 28-OCT-2023] => 28-OCT-2023 | 28-OCT-2023 | -1.0000 | 0.2521 | 3M | NZD | NZD-BBR-3M | 0.9426 | 2.81% ||
| [28-OCT-2023 - 28-JAN-2024] => 28-JAN-2024 | 28-JAN-2024 | -1.0000 | 0.2521 | 3M | NZD | NZD-BBR-3M | 0.9353 | 3.10% ||
| [28-JAN-2024 - 28-APR-2024] => 28-APR-2024 | 28-APR-2024 | -1.0000 | 0.2493 | 3M | NZD | NZD-BBR-3M | 0.9274 | 3.40% ||
| [28-APR-2024 - 28-JUL-2024] => 28-JUL-2024 | 28-JUL-2024 | -1.0000 | 0.2493 | 3M | NZD | NZD-BBR-3M | 0.9190 | 3.67% ||
| [28-JUL-2024 - 28-OCT-2024] => 28-OCT-2024 | 28-OCT-2024 | -1.0000 | 0.2521 | 3M | NZD | NZD-BBR-3M | 0.9101 | 3.89% ||
| [28-OCT-2024 - 28-JAN-2025] => 28-JAN-2025 | 28-JAN-2025 | -1.0000 | 0.2521 | 3M | NZD | NZD-BBR-3M | 0.9009 | 4.06% ||
|---------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [28-JAN-2020 - 28-JUL-2020] => 28-JUL-2020 | 28-JUL-2020 | 1.0000 | 0.4986 | 6M | NZD | 0.9987 | 2.06% ||
| [28-JUL-2020 - 28-JAN-2021] => 28-JAN-2021 | 28-JAN-2021 | 1.0000 | 0.5041 | 6M | NZD | 0.9966 | 2.06% ||
| [28-JAN-2021 - 28-JUL-2021] => 28-JUL-2021 | 28-JUL-2021 | 1.0000 | 0.4959 | 6M | NZD | 0.9928 | 2.06% ||
| [28-JUL-2021 - 28-JAN-2022] => 28-JAN-2022 | 28-JAN-2022 | 1.0000 | 0.5041 | 6M | NZD | 0.9862 | 2.06% ||
| [28-JAN-2022 - 28-JUL-2022] => 28-JUL-2022 | 28-JUL-2022 | 1.0000 | 0.4959 | 6M | NZD | 0.9704 | 2.06% ||
| [28-JUL-2022 - 28-JAN-2023] => 28-JAN-2023 | 28-JAN-2023 | 1.0000 | 0.5041 | 6M | NZD | 0.9607 | 2.06% ||
| [28-JAN-2023 - 28-JUL-2023] => 28-JUL-2023 | 28-JUL-2023 | 1.0000 | 0.4959 | 6M | NZD | 0.9493 | 2.06% ||
| [28-JUL-2023 - 28-JAN-2024] => 28-JAN-2024 | 28-JAN-2024 | 1.0000 | 0.5041 | 6M | NZD | 0.9353 | 2.06% ||
| [28-JAN-2024 - 28-JUL-2024] => 28-JUL-2024 | 28-JUL-2024 | 1.0000 | 0.4986 | 6M | NZD | 0.9190 | 2.06% ||
| [28-JUL-2024 - 28-JAN-2025] => 28-JAN-2025 | 28-JAN-2025 | 1.0000 | 0.5041 | 6M | NZD | 0.9009 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:33 EST 2020
| Setup Time => Mon Jan 27 01:00:33 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 5.009E-4 ||
| calibfloatingpv => 0.09822890998278977 ||
| calibswaprate => 0.020600000000000035 ||
| cleanfixeddv01 => 4.7683936884849326E-4 ||
| cleanfloatingdv01 => -4.811345603086088E-4 ||
| cleanfloatingpv => -0.09822890998278971 ||
| cleanprice => 100.00000000000003 ||
| cleanpv => 2.220446049250313E-16 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.811345603086088E-4 ||
| derivedcleanpv => -0.09822890998278971 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.811345603086088E-4 ||
| deriveddirtypv => -0.09822890998278971 ||
| deriveddv01 => -4.811345603086088E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => 4.615020895248259E-13 ||
| derivedpv => -0.09822890998278971 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.7683936884849326E-4 ||
| dirtyfixedpv => 0.09822890998278994 ||
| dirtyfloatingdv01 => -4.811345603086088E-4 ||
| dirtyfloatingpv => -0.09822890998278971 ||
| dirtyprice => 100.00000000000003 ||
| dirtypv => 2.220446049250313E-16 ||
| fairpremium => 0.020600000000000025 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@calctime => 8.0E-5 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cleandv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cleanprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cleanpv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@cv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@dirtydv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@dirtyprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@dirtypv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@dv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@fairpremium => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@parrate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@price => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@pv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@rate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@totalcoupon => 0.10300000000000034 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => 4.7683936884849326E-4 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.822890998279 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@unadjustedpv => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.02060000000000007 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@unadjustedupfront => 0.09822890998278994 ||
| fixedstream::pln/pln::12::{29-jan-2020->29-jan-2025}@upfront => 0.09822890998278994 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@calctime => 1.071E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cleandv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cleanprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cleanpv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@cv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@dirtydv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@dirtyprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@dirtypv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@dv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@fairpremium => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@parrate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@price => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@pv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@rate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@totalcoupon => 0.20802438284253982 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => -4.811345603086088E-4 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.82289099827898 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@unadjustedpv => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.020416099379721102 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@unadjustedupfront => -0.09822890998278971 ||
| floatstream::pln::pln-wibor-6m::{29-jan-2020->29-jan-2025}@upfront => -0.09822890998278971 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.020600000000000025 ||
| parrate => 0.020600000000000025 ||
| parswaprate => 0.020600000000000025 ||
| price => 100.00000000000003 ||
| pv => 2.220446049250313E-16 ||
| rate => 0.020600000000000025 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.7683936884849326E-4 ||
| referencecleanpv => 0.09822890998278994 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.7683936884849326E-4 ||
| referencedirtypv => 0.09822890998278994 ||
| referencedv01 => 4.7683936884849326E-4 ||
| referenceparbasisspread => -4.656591284843802E-13 ||
| referencepv => 0.09822890998278994 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.020600000000000025 ||
| upfront => 2.220446049250313E-16 ||
|------------------------------||
|-----------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|-----------------------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JUL-2020] => 29-JUL-2020 | 29-JUL-2020 | -1.0000 | 0.4986 | 6M | PLN | PLN-WIBOR-6M | 0.9987 | 0.26% ||
| [29-JUL-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | -1.0000 | 0.5041 | 6M | PLN | PLN-WIBOR-6M | 0.9966 | 0.41% ||
| [29-JAN-2021 - 29-JUL-2021] => 29-JUL-2021 | 29-JUL-2021 | -1.0000 | 0.4959 | 6M | PLN | PLN-WIBOR-6M | 0.9928 | 0.77% ||
| [29-JUL-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | -1.0000 | 0.5041 | 6M | PLN | PLN-WIBOR-6M | 0.9862 | 1.34% ||
| [29-JAN-2022 - 29-JUL-2022] => 29-JUL-2022 | 29-JUL-2022 | -1.0000 | 0.4959 | 6M | PLN | PLN-WIBOR-6M | 0.9705 | 3.25% ||
| [29-JUL-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | -1.0000 | 0.5041 | 6M | PLN | PLN-WIBOR-6M | 0.9610 | 1.97% ||
| [29-JAN-2023 - 29-JUL-2023] => 29-JUL-2023 | 29-JUL-2023 | -1.0000 | 0.4959 | 6M | PLN | PLN-WIBOR-6M | 0.9496 | 2.41% ||
| [29-JUL-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | -1.0000 | 0.5041 | 6M | PLN | PLN-WIBOR-6M | 0.9358 | 2.93% ||
| [29-JAN-2024 - 29-JUL-2024] => 29-JUL-2024 | 29-JUL-2024 | -1.0000 | 0.4986 | 6M | PLN | PLN-WIBOR-6M | 0.9197 | 3.51% ||
| [29-JUL-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | -1.0000 | 0.5041 | 6M | PLN | PLN-WIBOR-6M | 0.9018 | 3.94% ||
|-----------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | 1.0000 | 0.9975 | 1Y | PLN | 0.9966 | 2.06% ||
| [29-JAN-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | 1.0000 | 0.9973 | 1Y | PLN | 0.9862 | 2.06% ||
| [29-JAN-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | 1.0000 | 0.9973 | 1Y | PLN | 0.9610 | 2.06% ||
| [29-JAN-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | 1.0000 | 0.9971 | 1Y | PLN | 0.9358 | 2.06% ||
| [29-JAN-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | 1.0000 | 0.9975 | 1Y | PLN | 0.9018 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:34 EST 2020
| Setup Time => Mon Jan 27 01:00:34 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 4.999000000000001E-4 ||
| calibfloatingpv => 0.09847864215739854 ||
| calibswaprate => 0.020599999999999993 ||
| cleanfixeddv01 => 4.7805166095824555E-4 ||
| cleanfloatingdv01 => -4.877509405389769E-4 ||
| cleanfloatingpv => -0.09847864215739827 ||
| cleanprice => 100.0 ||
| cleanpv => 6.938893903907228E-17 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.877509405389769E-4 ||
| derivedcleanpv => -0.09847864215739827 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.877509405389769E-4 ||
| deriveddirtypv => -0.09847864215739827 ||
| deriveddv01 => -4.877509405389769E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => 1.422630553257279E-13 ||
| derivedpv => -0.09847864215739827 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.7805166095824555E-4 ||
| dirtyfixedpv => 0.09847864215739834 ||
| dirtyfloatingdv01 => -4.877509405389769E-4 ||
| dirtyfloatingpv => -0.09847864215739827 ||
| dirtyprice => 100.0 ||
| dirtypv => 6.938893903907228E-17 ||
| fairpremium => 0.020599999999999938 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@calctime => 7.86E-5 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cleandv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cleanprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cleanpv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@cv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@dirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@dirtyprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@dirtypv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@dv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@fairpremium => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@parrate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@price => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@pv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@rate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@totalcoupon => 0.10299999999999976 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => 4.7805166095824555E-4 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.84786421573985 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@unadjustedpv => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.02059999999999995 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@unadjustedupfront => 0.09847864215739834 ||
| fixedstream::sek/sek::12::{29-jan-2020->29-jan-2025}@upfront => 0.09847864215739834 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@calctime => 1.082E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cleandv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cleanprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cleanpv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@cv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@dirtydv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@dirtyprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@dirtypv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@dv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@fairpremium => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@parrate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@price => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@pv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@rate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@totalcoupon => 0.20572150607502954 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => -4.877509405389769E-4 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.84786421573982 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@unadjustedpv => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.020190354127985265 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@unadjustedupfront => -0.09847864215739827 ||
| floatstream::sek::sek-stibor-6m::{29-jan-2020->29-jan-2025}@upfront => -0.09847864215739827 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.020599999999999938 ||
| parrate => 0.020599999999999938 ||
| parswaprate => 0.020599999999999938 ||
| price => 100.0 ||
| pv => 6.938893903907228E-17 ||
| rate => 0.020599999999999938 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.7805166095824555E-4 ||
| referencecleanpv => 0.09847864215739834 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.7805166095824555E-4 ||
| referencedirtypv => 0.09847864215739834 ||
| referencedv01 => 4.7805166095824555E-4 ||
| referenceparbasisspread => -1.451494570691031E-13 ||
| referencepv => 0.09847864215739834 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.020599999999999938 ||
| upfront => 6.938893903907228E-17 ||
|------------------------------||
|------------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|------------------------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JUL-2020] => 29-JUL-2020 | 29-JUL-2020 | -1.0000 | 0.5056 | 6M | SEK | SEK-STIBOR-6M | 0.9987 | 0.26% ||
| [29-JUL-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | -1.0000 | 0.5111 | 6M | SEK | SEK-STIBOR-6M | 0.9966 | 0.41% ||
| [29-JAN-2021 - 29-JUL-2021] => 29-JUL-2021 | 29-JUL-2021 | -1.0000 | 0.5028 | 6M | SEK | SEK-STIBOR-6M | 0.9927 | 0.77% ||
| [29-JUL-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | -1.0000 | 0.5111 | 6M | SEK | SEK-STIBOR-6M | 0.9860 | 1.34% ||
| [29-JAN-2022 - 29-JUL-2022] => 29-JUL-2022 | 29-JUL-2022 | -1.0000 | 0.5028 | 6M | SEK | SEK-STIBOR-6M | 0.9704 | 3.19% ||
| [29-JUL-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | -1.0000 | 0.5111 | 6M | SEK | SEK-STIBOR-6M | 0.9608 | 1.95% ||
| [29-JAN-2023 - 29-JUL-2023] => 29-JUL-2023 | 29-JUL-2023 | -1.0000 | 0.5028 | 6M | SEK | SEK-STIBOR-6M | 0.9495 | 2.38% ||
| [29-JUL-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | -1.0000 | 0.5111 | 6M | SEK | SEK-STIBOR-6M | 0.9356 | 2.90% ||
| [29-JAN-2024 - 29-JUL-2024] => 29-JUL-2024 | 29-JUL-2024 | -1.0000 | 0.5056 | 6M | SEK | SEK-STIBOR-6M | 0.9195 | 3.47% ||
| [29-JUL-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | -1.0000 | 0.5111 | 6M | SEK | SEK-STIBOR-6M | 0.9015 | 3.90% ||
|------------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | 1.0000 | 1.0000 | 1Y | SEK | 0.9966 | 2.06% ||
| [29-JAN-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | 1.0000 | 1.0000 | 1Y | SEK | 0.9860 | 2.06% ||
| [29-JAN-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | 1.0000 | 1.0000 | 1Y | SEK | 0.9608 | 2.06% ||
| [29-JAN-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | 1.0000 | 1.0000 | 1Y | SEK | 0.9356 | 2.06% ||
| [29-JAN-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | 1.0000 | 1.0000 | 1Y | SEK | 0.9015 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:34 EST 2020
| Setup Time => Mon Jan 27 01:00:34 EST 2020
| Setup Duration => 2 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 3.418E-4 ||
| calibfloatingpv => 0.09908492956632764 ||
| calibswaprate => 0.020599999999999966 ||
| cleanfixeddv01 => 4.809948037200379E-4 ||
| cleanfloatingdv01 => -4.809948037200379E-4 ||
| cleanfloatingpv => -0.09908492956632729 ||
| cleanprice => 100.00000000000003 ||
| cleanpv => 1.6653345369377348E-16 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.809948037200379E-4 ||
| derivedcleanpv => -0.09908492956632729 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.809948037200379E-4 ||
| deriveddirtypv => -0.09908492956632729 ||
| deriveddv01 => -4.809948037200379E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => 3.4622713677111564E-13 ||
| derivedpv => -0.09908492956632729 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.809948037200379E-4 ||
| dirtyfixedpv => 0.09908492956632746 ||
| dirtyfloatingdv01 => -4.809948037200379E-4 ||
| dirtyfloatingpv => -0.09908492956632729 ||
| dirtyprice => 100.00000000000003 ||
| dirtypv => 1.6653345369377348E-16 ||
| fairpremium => 0.020599999999999896 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@accrualcoupon => NaN ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@accrued => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@accrued01 => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@calctime => 6.21E-5 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cleandv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cleanprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cleanpv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@compoundingadjustedcleandv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@compoundingadjustedcleanprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@compoundingadjustedcleanpv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@compoundingadjusteddirtydv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@compoundingadjusteddirtyprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@compoundingadjusteddirtypv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@compoundingadjustedfairpremium => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@compoundingadjustedparrate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@compoundingadjustedprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@compoundingadjustedpv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@compoundingadjustedrate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@compoundingadjustedupfront => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@compoundingadjustmentpremiumupfront => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustedcleandv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustedcleanpv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjusteddirtydv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjusteddirtypv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjusteddv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustedparrate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustedprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustedpv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustedrate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustedupfront => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustedcleandv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustedcleanpv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjusteddirtydv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjusteddirtypv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjusteddv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustedparrate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustedprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustedpv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustedrate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustedupfront => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustedcleandv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustedcleanprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustedcleanpv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfxconvexityadjusteddirtydv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfxconvexityadjusteddirtypv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfxconvexityadjusteddv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustedparrate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustedprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustedpv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustedrate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustedupfront => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustedcleandv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustedcleanpv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjusteddirtydv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjusteddirtypv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjusteddv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustedparrate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustedprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustedpv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustedrate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustedupfront => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cumulativecouponamount => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@cv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@dirtydv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@dirtyprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@dirtypv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@dv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@fairpremium => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@fixing01 => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustedcleandv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustedcleanpv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjusteddirtypv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjusteddv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustedprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustedpv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustedrate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustedupfront => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustedcleandv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustedcleanpv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjusteddirtydv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjusteddirtypv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjusteddv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustedparrate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustedprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustedpv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustedrate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustedupfront => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustedcleandv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustedcleanpv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjusteddirtydv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjusteddirtypv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjusteddv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustedparrate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustedprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustedpv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustedrate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustedupfront => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@parrate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@price => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@pv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@rate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@resetdate => -2.147483648E9 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@resetrate => NaN ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@totalcoupon => 0.20599999999999924 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@unadjustedcleandv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@unadjustedcleanprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@unadjustedcleanpv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@unadjusteddirtydv01 => 4.809948037200379E-4 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@unadjusteddirtyprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@unadjusteddirtypv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@unadjustedfairpremium => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@unadjustedparrate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@unadjustedprice => 109.90849295663274 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@unadjustedpv => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@unadjustedrate => 0.020599999999999927 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@unadjustedupfront => 0.09908492956632746 ||
| fixedstream::sgd/sgd::6::{30-jan-2020->30-jan-2025}@upfront => 0.09908492956632746 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@accrualcoupon => NaN ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@accrued => 0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@accrued01 => 0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@calctime => 7.290000000000001E-5 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cleandv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cleanprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cleanpv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@compoundingadjustedcleandv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@compoundingadjustedcleanprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@compoundingadjustedcleanpv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@compoundingadjusteddirtydv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@compoundingadjusteddirtyprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@compoundingadjusteddirtypv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@compoundingadjustedfairpremium => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@compoundingadjustedparrate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@compoundingadjustedprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@compoundingadjustedpv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@compoundingadjustedrate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@compoundingadjustedupfront => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjusteddv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustedparrate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustedprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustedpv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustedrate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustedupfront => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjusteddv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustedparrate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustedprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustedpv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustedrate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustedupfront => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustedcleanprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustedcleanpv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfxconvexityadjusteddirtypv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfxconvexityadjusteddv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustedparrate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustedprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustedpv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustedrate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustedupfront => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjusteddv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustedparrate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustedprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustedpv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustedrate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustedupfront => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@cv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@dirtydv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@dirtyprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@dirtypv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@dv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@fairpremium => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@fixing01 => 0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustedprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustedpv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustedrate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustedupfront => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjusteddv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustedparrate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustedprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustedpv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustedrate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustedupfront => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjusteddv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustedparrate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustedprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustedpv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustedrate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustedupfront => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@parrate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@price => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@pv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@rate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@resetrate => NaN ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@totalcoupon => 0.209951374904361 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@unadjustedcleandv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@unadjustedcleanprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@unadjustedcleanpv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@unadjusteddirtydv01 => -4.809948037200379E-4 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@unadjusteddirtyprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@unadjusteddirtypv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@unadjustedfairpremium => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@unadjustedparrate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@unadjustedprice => 109.90849295663271 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@unadjustedpv => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@unadjustedrate => 0.020599999999999896 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@unadjustedupfront => -0.09908492956632729 ||
| floatstream::sgd::sgd-sibor-6m::{30-jan-2020->30-jan-2025}@upfront => -0.09908492956632729 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.020599999999999896 ||
| parrate => 0.020599999999999896 ||
| parswaprate => 0.020599999999999896 ||
| price => 100.00000000000003 ||
| pv => 1.6653345369377348E-16 ||
| rate => 0.020599999999999896 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.809948037200379E-4 ||
| referencecleanpv => 0.09908492956632746 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.809948037200379E-4 ||
| referencedirtypv => 0.09908492956632746 ||
| referencedv01 => 4.809948037200379E-4 ||
| referenceparbasisspread => -3.4622713677111564E-13 ||
| referencepv => 0.09908492956632746 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.020599999999999896 ||
| upfront => 1.6653345369377348E-16 ||
|------------------------------||
|-----------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|-----------------------------------------------------------------------------------------------------------------------||
| [30-JAN-2020 - 30-JUL-2020] => 30-JUL-2020 | 30-JUL-2020 | -1.0000 | 0.4986 | 6M | SGD | SGD-SIBOR-6M | 0.9987 | 0.26% ||
| [30-JUL-2020 - 30-JAN-2021] => 30-JAN-2021 | 30-JAN-2021 | -1.0000 | 0.5041 | 6M | SGD | SGD-SIBOR-6M | 0.9966 | 0.41% ||
| [30-JAN-2021 - 30-JUL-2021] => 30-JUL-2021 | 30-JUL-2021 | -1.0000 | 0.4959 | 6M | SGD | SGD-SIBOR-6M | 0.9928 | 0.77% ||
| [30-JUL-2021 - 30-JAN-2022] => 30-JAN-2022 | 30-JAN-2022 | -1.0000 | 0.5041 | 6M | SGD | SGD-SIBOR-6M | 0.9861 | 1.34% ||
| [30-JAN-2022 - 30-JUL-2022] => 30-JUL-2022 | 30-JUL-2022 | -1.0000 | 0.4959 | 6M | SGD | SGD-SIBOR-6M | 0.9704 | 3.27% ||
| [30-JUL-2022 - 30-JAN-2023] => 30-JAN-2023 | 30-JAN-2023 | -1.0000 | 0.5041 | 6M | SGD | SGD-SIBOR-6M | 0.9607 | 1.99% ||
| [30-JAN-2023 - 30-JUL-2023] => 30-JUL-2023 | 30-JUL-2023 | -1.0000 | 0.4959 | 6M | SGD | SGD-SIBOR-6M | 0.9493 | 2.43% ||
| [30-JUL-2023 - 30-JAN-2024] => 30-JAN-2024 | 30-JAN-2024 | -1.0000 | 0.5041 | 6M | SGD | SGD-SIBOR-6M | 0.9353 | 2.97% ||
| [30-JAN-2024 - 30-JUL-2024] => 30-JUL-2024 | 30-JUL-2024 | -1.0000 | 0.4986 | 6M | SGD | SGD-SIBOR-6M | 0.9190 | 3.55% ||
| [30-JUL-2024 - 30-JAN-2025] => 30-JAN-2025 | 30-JAN-2025 | -1.0000 | 0.5041 | 6M | SGD | SGD-SIBOR-6M | 0.9009 | 3.99% ||
|-----------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [30-JAN-2020 - 30-JUL-2020] => 30-JUL-2020 | 30-JUL-2020 | 1.0000 | 0.4986 | 6M | SGD | 0.9987 | 2.06% ||
| [30-JUL-2020 - 30-JAN-2021] => 30-JAN-2021 | 30-JAN-2021 | 1.0000 | 0.5041 | 6M | SGD | 0.9966 | 2.06% ||
| [30-JAN-2021 - 30-JUL-2021] => 30-JUL-2021 | 30-JUL-2021 | 1.0000 | 0.4959 | 6M | SGD | 0.9928 | 2.06% ||
| [30-JUL-2021 - 30-JAN-2022] => 30-JAN-2022 | 30-JAN-2022 | 1.0000 | 0.5041 | 6M | SGD | 0.9861 | 2.06% ||
| [30-JAN-2022 - 30-JUL-2022] => 30-JUL-2022 | 30-JUL-2022 | 1.0000 | 0.4959 | 6M | SGD | 0.9704 | 2.06% ||
| [30-JUL-2022 - 30-JAN-2023] => 30-JAN-2023 | 30-JAN-2023 | 1.0000 | 0.5041 | 6M | SGD | 0.9607 | 2.06% ||
| [30-JAN-2023 - 30-JUL-2023] => 30-JUL-2023 | 30-JUL-2023 | 1.0000 | 0.4959 | 6M | SGD | 0.9493 | 2.06% ||
| [30-JUL-2023 - 30-JAN-2024] => 30-JAN-2024 | 30-JAN-2024 | 1.0000 | 0.5041 | 6M | SGD | 0.9353 | 2.06% ||
| [30-JAN-2024 - 30-JUL-2024] => 30-JUL-2024 | 30-JUL-2024 | 1.0000 | 0.4986 | 6M | SGD | 0.9190 | 2.06% ||
| [30-JUL-2024 - 30-JAN-2025] => 30-JAN-2025 | 30-JAN-2025 | 1.0000 | 0.5041 | 6M | SGD | 0.9009 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:34 EST 2020
| Setup Time => Mon Jan 27 01:00:34 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 3.395E-4 ||
| calibfloatingpv => 0.09908613534812638 ||
| calibswaprate => 0.020599999999999983 ||
| cleanfixeddv01 => 4.810006570297401E-4 ||
| cleanfloatingdv01 => -4.810006570297401E-4 ||
| cleanfloatingpv => -0.09908613534812627 ||
| cleanprice => 99.99999999999997 ||
| cleanpv => -1.942890293094024E-16 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.810006570297401E-4 ||
| derivedcleanpv => -0.09908613534812627 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.810006570297401E-4 ||
| deriveddirtypv => -0.09908613534812627 ||
| deriveddv01 => -4.810006570297401E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => -4.0392674411126544E-13 ||
| derivedpv => -0.09908613534812627 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.810006570297401E-4 ||
| dirtyfixedpv => 0.09908613534812608 ||
| dirtyfloatingdv01 => -4.810006570297401E-4 ||
| dirtyfloatingpv => -0.09908613534812627 ||
| dirtyprice => 99.99999999999997 ||
| dirtypv => -1.942890293094024E-16 ||
| fairpremium => 0.020599999999999962 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@calctime => 6.13E-5 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cleandv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cleanprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cleanpv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@cv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@dirtydv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@dirtyprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@dirtypv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@dv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@fairpremium => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@parrate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@price => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@pv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@rate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@totalcoupon => 0.20599999999999924 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => 4.810006570297401E-4 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.9086135348126 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@unadjustedpv => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.02059999999999992 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@unadjustedupfront => 0.09908613534812608 ||
| fixedstream::thb/thb::6::{29-jan-2020->29-jan-2025}@upfront => 0.09908613534812608 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@calctime => 7.26E-5 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cleandv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cleanprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cleanpv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@cv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@dirtydv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@dirtyprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@dirtypv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@dv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@fairpremium => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@parrate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@price => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@pv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@rate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@totalcoupon => 0.20995468245095578 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => -4.810006570297401E-4 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.90861353481263 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedpv => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.020599999999999962 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@unadjustedupfront => -0.09908613534812627 ||
| floatstream::thb::thb-libor-6m::{29-jan-2020->29-jan-2025}@upfront => -0.09908613534812627 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.020599999999999962 ||
| parrate => 0.020599999999999962 ||
| parswaprate => 0.020599999999999962 ||
| price => 99.99999999999997 ||
| pv => -1.942890293094024E-16 ||
| rate => 0.020599999999999962 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.810006570297401E-4 ||
| referencecleanpv => 0.09908613534812608 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.810006570297401E-4 ||
| referencedirtypv => 0.09908613534812608 ||
| referencedv01 => 4.810006570297401E-4 ||
| referenceparbasisspread => 4.0392674411126544E-13 ||
| referencepv => 0.09908613534812608 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.020599999999999962 ||
| upfront => -1.942890293094024E-16 ||
|------------------------------||
|-----------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|-----------------------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JUL-2020] => 29-JUL-2020 | 29-JUL-2020 | -1.0000 | 0.4986 | 6M | THB | THB-LIBOR-6M | 0.9987 | 0.26% ||
| [29-JUL-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | -1.0000 | 0.5041 | 6M | THB | THB-LIBOR-6M | 0.9966 | 0.41% ||
| [29-JAN-2021 - 29-JUL-2021] => 29-JUL-2021 | 29-JUL-2021 | -1.0000 | 0.4959 | 6M | THB | THB-LIBOR-6M | 0.9928 | 0.77% ||
| [29-JUL-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | -1.0000 | 0.5041 | 6M | THB | THB-LIBOR-6M | 0.9862 | 1.34% ||
| [29-JAN-2022 - 29-JUL-2022] => 29-JUL-2022 | 29-JUL-2022 | -1.0000 | 0.4959 | 6M | THB | THB-LIBOR-6M | 0.9704 | 3.28% ||
| [29-JUL-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | -1.0000 | 0.5041 | 6M | THB | THB-LIBOR-6M | 0.9607 | 1.99% ||
| [29-JAN-2023 - 29-JUL-2023] => 29-JUL-2023 | 29-JUL-2023 | -1.0000 | 0.4959 | 6M | THB | THB-LIBOR-6M | 0.9493 | 2.43% ||
| [29-JUL-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | -1.0000 | 0.5041 | 6M | THB | THB-LIBOR-6M | 0.9353 | 2.97% ||
| [29-JAN-2024 - 29-JUL-2024] => 29-JUL-2024 | 29-JUL-2024 | -1.0000 | 0.4986 | 6M | THB | THB-LIBOR-6M | 0.9190 | 3.55% ||
| [29-JUL-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | -1.0000 | 0.5041 | 6M | THB | THB-LIBOR-6M | 0.9009 | 3.99% ||
|-----------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JUL-2020] => 29-JUL-2020 | 29-JUL-2020 | 1.0000 | 0.4986 | 6M | THB | 0.9987 | 2.06% ||
| [29-JUL-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | 1.0000 | 0.5041 | 6M | THB | 0.9966 | 2.06% ||
| [29-JAN-2021 - 29-JUL-2021] => 29-JUL-2021 | 29-JUL-2021 | 1.0000 | 0.4959 | 6M | THB | 0.9928 | 2.06% ||
| [29-JUL-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | 1.0000 | 0.5041 | 6M | THB | 0.9862 | 2.06% ||
| [29-JAN-2022 - 29-JUL-2022] => 29-JUL-2022 | 29-JUL-2022 | 1.0000 | 0.4959 | 6M | THB | 0.9704 | 2.06% ||
| [29-JUL-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | 1.0000 | 0.5041 | 6M | THB | 0.9607 | 2.06% ||
| [29-JAN-2023 - 29-JUL-2023] => 29-JUL-2023 | 29-JUL-2023 | 1.0000 | 0.4959 | 6M | THB | 0.9493 | 2.06% ||
| [29-JUL-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | 1.0000 | 0.5041 | 6M | THB | 0.9353 | 2.06% ||
| [29-JAN-2024 - 29-JUL-2024] => 29-JUL-2024 | 29-JUL-2024 | 1.0000 | 0.4986 | 6M | THB | 0.9190 | 2.06% ||
| [29-JUL-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | 1.0000 | 0.5041 | 6M | THB | 0.9009 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:34 EST 2020
| Setup Time => Mon Jan 27 01:00:34 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 3.7590000000000003E-4 ||
| calibfloatingpv => 0.0993207761779269 ||
| calibswaprate => 0.02060000000000005 ||
| cleanfixeddv01 => 4.8213969018411003E-4 ||
| cleanfloatingdv01 => -4.8213969018411003E-4 ||
| cleanfloatingpv => -0.09932077617792731 ||
| cleanprice => 100.00000000000011 ||
| cleanpv => 1.1518563880486E-15 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.8213969018411003E-4 ||
| derivedcleanpv => -0.09932077617792731 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.8213969018411003E-4 ||
| deriveddirtypv => -0.09932077617792731 ||
| deriveddv01 => -4.8213969018411003E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => 2.3890511640075755E-12 ||
| derivedpv => -0.09932077617792731 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.8213969018411003E-4 ||
| dirtyfixedpv => 0.09932077617792846 ||
| dirtyfloatingdv01 => -4.8213969018411003E-4 ||
| dirtyfloatingpv => -0.09932077617792731 ||
| dirtyprice => 100.00000000000011 ||
| dirtypv => 1.1518563880486E-15 ||
| fairpremium => 0.020600000000000132 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@accrualcoupon => NaN ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@accrued => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@accrued01 => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@calctime => 7.070000000000001E-5 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cleandv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cleanprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cleanpv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@compoundingadjustedcleandv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@compoundingadjustedcleanprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@compoundingadjustedcleanpv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@compoundingadjusteddirtydv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@compoundingadjusteddirtyprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@compoundingadjusteddirtypv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@compoundingadjustedfairpremium => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@compoundingadjustedparrate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@compoundingadjustedprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@compoundingadjustedpv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@compoundingadjustedrate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@compoundingadjustedupfront => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@compoundingadjustmentfactor => 1.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@compoundingadjustmentpremium => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@compoundingadjustmentpremiumupfront => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustedcleandv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustedcleanprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustedcleanpv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjusteddirtydv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjusteddirtyprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjusteddirtypv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjusteddv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustedfairpremium => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustedparrate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustedprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustedpv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustedrate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustedupfront => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustedcleandv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustedcleanprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustedcleanpv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjusteddirtydv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjusteddirtyprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjusteddirtypv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjusteddv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustedfairpremium => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustedparrate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustedprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustedpv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustedrate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustedupfront => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustedcleandv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustedcleanprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustedcleanpv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfxconvexityadjusteddirtydv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfxconvexityadjusteddirtyprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfxconvexityadjusteddirtypv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfxconvexityadjusteddv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustedfairpremium => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustedparrate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustedprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustedpv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustedrate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustedupfront => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustedcleandv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustedcleanprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustedcleanpv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjusteddirtydv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjusteddirtyprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjusteddirtypv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjusteddv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustedfairpremium => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustedparrate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustedprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustedpv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustedrate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustedupfront => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cumulativecouponamount => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@cv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@dirtydv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@dirtyprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@dirtypv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@dv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@fairpremium => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@fixing01 => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustedcleandv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustedcleanprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustedcleanpv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjusteddirtydv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjusteddirtyprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjusteddirtypv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjusteddv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustedfairpremium => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustedparrate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustedprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustedpv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustedrate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustedupfront => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustedcleandv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustedcleanprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustedcleanpv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjusteddirtydv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjusteddirtyprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjusteddirtypv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjusteddv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustedfairpremium => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustedparrate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustedprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustedpv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustedrate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustedupfront => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustedcleandv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustedcleanprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustedcleanpv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjusteddirtydv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjusteddirtyprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjusteddirtypv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjusteddv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustedfairpremium => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustedparrate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustedprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustedpv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustedrate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustedupfront => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@parrate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@price => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@pv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@rate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@resetdate => -2.147483648E9 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@resetrate => NaN ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@totalcoupon => 0.41200000000000725 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@unadjustedcleandv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@unadjustedcleanprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@unadjustedcleanpv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@unadjusteddirtydv01 => 4.8213969018411003E-4 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@unadjusteddirtyprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@unadjusteddirtypv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@unadjustedfairpremium => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@unadjustedparrate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@unadjustedprice => 109.93207761779284 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@unadjustedpv => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@unadjustedrate => 0.02060000000000037 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@unadjustedupfront => 0.09932077617792846 ||
| fixedstream::twd/twd::3::{03-feb-2020->03-feb-2025}@upfront => 0.09932077617792846 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@accrualcoupon => NaN ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@accrued => 0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@accrued01 => 0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@calctime => 9.920000000000001E-5 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cleandv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cleanprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cleanpv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@compoundingadjustedcleandv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@compoundingadjustedcleanprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@compoundingadjustedcleanpv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@compoundingadjusteddirtydv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@compoundingadjusteddirtyprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@compoundingadjusteddirtypv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@compoundingadjustedfairpremium => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@compoundingadjustedparrate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@compoundingadjustedprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@compoundingadjustedpv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@compoundingadjustedrate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@compoundingadjustedupfront => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustedcleandv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustedcleanprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustedcleanpv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjusteddirtydv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjusteddirtyprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjusteddirtypv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjusteddv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustedfairpremium => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustedparrate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustedprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustedpv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustedrate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustedupfront => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustedcleandv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustedcleanprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustedcleanpv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjusteddirtydv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjusteddirtyprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjusteddirtypv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjusteddv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustedfairpremium => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustedparrate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustedprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustedpv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustedrate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustedupfront => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustedcleandv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustedcleanprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustedcleanpv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfxconvexityadjusteddirtydv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfxconvexityadjusteddirtyprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfxconvexityadjusteddirtypv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfxconvexityadjusteddv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustedfairpremium => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustedparrate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustedprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustedpv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustedrate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustedupfront => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustedcleandv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustedcleanprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustedcleanpv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjusteddirtydv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjusteddirtyprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjusteddirtypv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjusteddv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustedfairpremium => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustedparrate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustedprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustedpv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustedrate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustedupfront => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cumulativecouponamount => 0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@cv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@dirtydv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@dirtyprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@dirtypv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@dv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@fairpremium => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@fixing01 => 0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustedcleandv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustedcleanprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustedcleanpv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjusteddirtyprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjusteddirtypv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjusteddv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustedfairpremium => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustedparrate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustedprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustedpv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustedrate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustedupfront => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustedcleandv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustedcleanprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustedcleanpv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjusteddirtydv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjusteddirtyprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjusteddirtypv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjusteddv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustedfairpremium => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustedparrate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustedprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustedpv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustedrate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustedupfront => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustedcleandv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustedcleanprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustedcleanpv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjusteddirtydv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjusteddirtyprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjusteddirtypv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjusteddv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustedfairpremium => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustedparrate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustedprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustedpv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustedrate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustedupfront => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@parrate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@price => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@pv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@rate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@resetdate => -2.147483648E9 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@resetrate => NaN ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@totalcoupon => 0.4199111857954852 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@unadjustedcleandv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@unadjustedcleanprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@unadjustedcleanpv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@unadjusteddirtydv01 => -4.8213969018411003E-4 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@unadjusteddirtyprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@unadjusteddirtypv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@unadjustedfairpremium => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@unadjustedparrate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@unadjustedprice => 109.93207761779273 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@unadjustedpv => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@unadjustedrate => 0.020600000000000132 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@unadjustedupfront => -0.09932077617792731 ||
| floatstream::twd::twd-libor-3m::{03-feb-2020->03-feb-2025}@upfront => -0.09932077617792731 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.020600000000000132 ||
| parrate => 0.020600000000000132 ||
| parswaprate => 0.020600000000000132 ||
| price => 100.00000000000011 ||
| pv => 1.1518563880486E-15 ||
| rate => 0.020600000000000132 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.8213969018411003E-4 ||
| referencecleanpv => 0.09932077617792846 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.8213969018411003E-4 ||
| referencedirtypv => 0.09932077617792846 ||
| referencedv01 => 4.8213969018411003E-4 ||
| referenceparbasisspread => -2.3890511640075755E-12 ||
| referencepv => 0.09932077617792846 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.020600000000000132 ||
| upfront => 1.1518563880486E-15 ||
|------------------------------||
|-----------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|-----------------------------------------------------------------------------------------------------------------------||
| [03-FEB-2020 - 03-MAY-2020] => 03-MAY-2020 | 03-MAY-2020 | -1.0000 | 0.2466 | 3M | TWD | TWD-LIBOR-3M | 0.9994 | 0.24% ||
| [03-MAY-2020 - 03-AUG-2020] => 03-AUG-2020 | 03-AUG-2020 | -1.0000 | 0.2521 | 3M | TWD | TWD-LIBOR-3M | 0.9987 | 0.29% ||
| [03-AUG-2020 - 03-NOV-2020] => 03-NOV-2020 | 03-NOV-2020 | -1.0000 | 0.2521 | 3M | TWD | TWD-LIBOR-3M | 0.9977 | 0.37% ||
| [03-NOV-2020 - 03-FEB-2021] => 03-FEB-2021 | 03-FEB-2021 | -1.0000 | 0.2521 | 3M | TWD | TWD-LIBOR-3M | 0.9966 | 0.47% ||
| [03-FEB-2021 - 03-MAY-2021] => 03-MAY-2021 | 03-MAY-2021 | -1.0000 | 0.2438 | 3M | TWD | TWD-LIBOR-3M | 0.9950 | 0.66% ||
| [03-MAY-2021 - 03-AUG-2021] => 03-AUG-2021 | 03-AUG-2021 | -1.0000 | 0.2521 | 3M | TWD | TWD-LIBOR-3M | 0.9927 | 0.91% ||
| [03-AUG-2021 - 03-NOV-2021] => 03-NOV-2021 | 03-NOV-2021 | -1.0000 | 0.2521 | 3M | TWD | TWD-LIBOR-3M | 0.9897 | 1.20% ||
| [03-NOV-2021 - 03-FEB-2022] => 03-FEB-2022 | 03-FEB-2022 | -1.0000 | 0.2521 | 3M | TWD | TWD-LIBOR-3M | 0.9860 | 1.50% ||
| [03-FEB-2022 - 03-MAY-2022] => 03-MAY-2022 | 03-MAY-2022 | -1.0000 | 0.2438 | 3M | TWD | TWD-LIBOR-3M | 0.9745 | 4.82% ||
| [03-MAY-2022 - 03-AUG-2022] => 03-AUG-2022 | 03-AUG-2022 | -1.0000 | 0.2521 | 3M | TWD | TWD-LIBOR-3M | 0.9703 | 1.71% ||
| [03-AUG-2022 - 03-NOV-2022] => 03-NOV-2022 | 03-NOV-2022 | -1.0000 | 0.2521 | 3M | TWD | TWD-LIBOR-3M | 0.9657 | 1.89% ||
| [03-NOV-2022 - 03-FEB-2023] => 03-FEB-2023 | 03-FEB-2023 | -1.0000 | 0.2521 | 3M | TWD | TWD-LIBOR-3M | 0.9607 | 2.09% ||
| [03-FEB-2023 - 03-MAY-2023] => 03-MAY-2023 | 03-MAY-2023 | -1.0000 | 0.2438 | 3M | TWD | TWD-LIBOR-3M | 0.9553 | 2.31% ||
| [03-MAY-2023 - 03-AUG-2023] => 03-AUG-2023 | 03-AUG-2023 | -1.0000 | 0.2521 | 3M | TWD | TWD-LIBOR-3M | 0.9492 | 2.55% ||
| [03-AUG-2023 - 03-NOV-2023] => 03-NOV-2023 | 03-NOV-2023 | -1.0000 | 0.2521 | 3M | TWD | TWD-LIBOR-3M | 0.9425 | 2.82% ||
| [03-NOV-2023 - 03-FEB-2024] => 03-FEB-2024 | 03-FEB-2024 | -1.0000 | 0.2521 | 3M | TWD | TWD-LIBOR-3M | 0.9351 | 3.11% ||
| [03-FEB-2024 - 03-MAY-2024] => 03-MAY-2024 | 03-MAY-2024 | -1.0000 | 0.2466 | 3M | TWD | TWD-LIBOR-3M | 0.9273 | 3.41% ||
| [03-MAY-2024 - 03-AUG-2024] => 03-AUG-2024 | 03-AUG-2024 | -1.0000 | 0.2521 | 3M | TWD | TWD-LIBOR-3M | 0.9188 | 3.68% ||
| [03-AUG-2024 - 03-NOV-2024] => 03-NOV-2024 | 03-NOV-2024 | -1.0000 | 0.2521 | 3M | TWD | TWD-LIBOR-3M | 0.9099 | 3.90% ||
| [03-NOV-2024 - 03-FEB-2025] => 03-FEB-2025 | 03-FEB-2025 | -1.0000 | 0.2521 | 3M | TWD | TWD-LIBOR-3M | 0.9006 | 4.07% ||
|-----------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [03-FEB-2020 - 03-MAY-2020] => 03-MAY-2020 | 03-MAY-2020 | 1.0000 | 0.2466 | 3M | TWD | 0.9994 | 2.06% ||
| [03-MAY-2020 - 03-AUG-2020] => 03-AUG-2020 | 03-AUG-2020 | 1.0000 | 0.2521 | 3M | TWD | 0.9987 | 2.06% ||
| [03-AUG-2020 - 03-NOV-2020] => 03-NOV-2020 | 03-NOV-2020 | 1.0000 | 0.2521 | 3M | TWD | 0.9977 | 2.06% ||
| [03-NOV-2020 - 03-FEB-2021] => 03-FEB-2021 | 03-FEB-2021 | 1.0000 | 0.2521 | 3M | TWD | 0.9966 | 2.06% ||
| [03-FEB-2021 - 03-MAY-2021] => 03-MAY-2021 | 03-MAY-2021 | 1.0000 | 0.2438 | 3M | TWD | 0.9950 | 2.06% ||
| [03-MAY-2021 - 03-AUG-2021] => 03-AUG-2021 | 03-AUG-2021 | 1.0000 | 0.2521 | 3M | TWD | 0.9927 | 2.06% ||
| [03-AUG-2021 - 03-NOV-2021] => 03-NOV-2021 | 03-NOV-2021 | 1.0000 | 0.2521 | 3M | TWD | 0.9897 | 2.06% ||
| [03-NOV-2021 - 03-FEB-2022] => 03-FEB-2022 | 03-FEB-2022 | 1.0000 | 0.2521 | 3M | TWD | 0.9860 | 2.06% ||
| [03-FEB-2022 - 03-MAY-2022] => 03-MAY-2022 | 03-MAY-2022 | 1.0000 | 0.2438 | 3M | TWD | 0.9745 | 2.06% ||
| [03-MAY-2022 - 03-AUG-2022] => 03-AUG-2022 | 03-AUG-2022 | 1.0000 | 0.2521 | 3M | TWD | 0.9703 | 2.06% ||
| [03-AUG-2022 - 03-NOV-2022] => 03-NOV-2022 | 03-NOV-2022 | 1.0000 | 0.2521 | 3M | TWD | 0.9657 | 2.06% ||
| [03-NOV-2022 - 03-FEB-2023] => 03-FEB-2023 | 03-FEB-2023 | 1.0000 | 0.2521 | 3M | TWD | 0.9607 | 2.06% ||
| [03-FEB-2023 - 03-MAY-2023] => 03-MAY-2023 | 03-MAY-2023 | 1.0000 | 0.2438 | 3M | TWD | 0.9553 | 2.06% ||
| [03-MAY-2023 - 03-AUG-2023] => 03-AUG-2023 | 03-AUG-2023 | 1.0000 | 0.2521 | 3M | TWD | 0.9492 | 2.06% ||
| [03-AUG-2023 - 03-NOV-2023] => 03-NOV-2023 | 03-NOV-2023 | 1.0000 | 0.2521 | 3M | TWD | 0.9425 | 2.06% ||
| [03-NOV-2023 - 03-FEB-2024] => 03-FEB-2024 | 03-FEB-2024 | 1.0000 | 0.2521 | 3M | TWD | 0.9351 | 2.06% ||
| [03-FEB-2024 - 03-MAY-2024] => 03-MAY-2024 | 03-MAY-2024 | 1.0000 | 0.2466 | 3M | TWD | 0.9273 | 2.06% ||
| [03-MAY-2024 - 03-AUG-2024] => 03-AUG-2024 | 03-AUG-2024 | 1.0000 | 0.2521 | 3M | TWD | 0.9188 | 2.06% ||
| [03-AUG-2024 - 03-NOV-2024] => 03-NOV-2024 | 03-NOV-2024 | 1.0000 | 0.2521 | 3M | TWD | 0.9099 | 2.06% ||
| [03-NOV-2024 - 03-FEB-2025] => 03-FEB-2025 | 03-FEB-2025 | 1.0000 | 0.2521 | 3M | TWD | 0.9006 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:34 EST 2020
| Setup Time => Mon Jan 27 01:00:34 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 3.64E-4 ||
| calibfloatingpv => 0.09898099652548731 ||
| calibswaprate => 0.020599999999999993 ||
| cleanfixeddv01 => 4.804902743955696E-4 ||
| cleanfloatingdv01 => -4.888915048003297E-4 ||
| cleanfloatingpv => -0.09898099652548738 ||
| cleanprice => 99.99999999999997 ||
| cleanpv => -2.7755575615628914E-16 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.888915048003297E-4 ||
| derivedcleanpv => -0.09898099652548738 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.888915048003297E-4 ||
| deriveddirtypv => -0.09898099652548738 ||
| deriveddv01 => -4.888915048003297E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => -5.677246453068292E-13 ||
| derivedpv => -0.09898099652548738 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.804902743955696E-4 ||
| dirtyfixedpv => 0.0989809965254871 ||
| dirtyfloatingdv01 => -4.888915048003297E-4 ||
| dirtyfloatingpv => -0.09898099652548738 ||
| dirtyprice => 99.99999999999997 ||
| dirtypv => -2.7755575615628914E-16 ||
| fairpremium => 0.020600000000000007 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@calctime => 6.13E-5 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cleandv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cleanprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cleanpv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@cv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@dirtydv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@dirtyprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@dirtypv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@dv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@fairpremium => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@parrate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@price => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@pv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@rate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@totalcoupon => 0.20599999999999952 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => 4.804902743955696E-4 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.89809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@unadjustedpv => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.02059999999999995 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@unadjustedupfront => 0.0989809965254871 ||
| fixedstream::usd/usd::6::{29-jan-2020->29-jan-2025}@upfront => 0.0989809965254871 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@accrualcoupon => NaN ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@accrued => 0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@accrued01 => 0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@calctime => 9.67E-5 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cleandv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cleanprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cleanpv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleandv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedcleanpv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtydv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtyprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjusteddirtypv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedfairpremium => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedparrate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedpv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedrate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustedupfront => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjusteddv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedparrate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedpv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedrate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustedupfront => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjusteddv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedparrate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedpv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedrate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustedupfront => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedcleanpv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddirtypv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjusteddv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedparrate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedpv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedrate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustedupfront => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjusteddv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedparrate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedpv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedrate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustedupfront => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@cv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@dirtydv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@dirtyprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@dirtypv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@dv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fairpremium => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fixing01 => 0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedpv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedrate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustedupfront => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjusteddv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedparrate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedpv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedrate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustedupfront => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjusteddv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedparrate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedpv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedrate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustedupfront => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@parrate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@price => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@pv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@rate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@resetrate => NaN ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@totalcoupon => 0.412397503306888 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjustedcleandv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjustedcleanprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjustedcleanpv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjusteddirtydv01 => -4.888915048003297E-4 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjusteddirtyprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjusteddirtypv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjustedfairpremium => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjustedparrate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjustedprice => 109.89809965254874 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjustedpv => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjustedrate => 0.020246004594805272 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@unadjustedupfront => -0.09898099652548738 ||
| floatstream::usd::usd-libor-3m::{29-jan-2020->29-jan-2025}@upfront => -0.09898099652548738 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.020600000000000007 ||
| parrate => 0.020600000000000007 ||
| parswaprate => 0.020600000000000007 ||
| price => 99.99999999999997 ||
| pv => -2.7755575615628914E-16 ||
| rate => 0.020600000000000007 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.804902743955696E-4 ||
| referencecleanpv => 0.0989809965254871 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.804902743955696E-4 ||
| referencedirtypv => 0.0989809965254871 ||
| referencedv01 => 4.804902743955696E-4 ||
| referenceparbasisspread => 5.77651142898655E-13 ||
| referencepv => 0.0989809965254871 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.020600000000000007 ||
| upfront => -2.7755575615628914E-16 ||
|------------------------------||
|-----------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|-----------------------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-APR-2020] => 29-APR-2020 | 29-APR-2020 | -1.0000 | 0.2528 | 3M | USD | USD-LIBOR-3M | 0.9994 | 0.24% ||
| [29-APR-2020 - 29-JUL-2020] => 29-JUL-2020 | 29-JUL-2020 | -1.0000 | 0.2528 | 3M | USD | USD-LIBOR-3M | 0.9987 | 0.28% ||
| [29-JUL-2020 - 29-OCT-2020] => 29-OCT-2020 | 29-OCT-2020 | -1.0000 | 0.2556 | 3M | USD | USD-LIBOR-3M | 0.9978 | 0.36% ||
| [29-OCT-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | -1.0000 | 0.2556 | 3M | USD | USD-LIBOR-3M | 0.9966 | 0.46% ||
| [29-JAN-2021 - 29-APR-2021] => 29-APR-2021 | 29-APR-2021 | -1.0000 | 0.2500 | 3M | USD | USD-LIBOR-3M | 0.9950 | 0.64% ||
| [29-APR-2021 - 29-JUL-2021] => 29-JUL-2021 | 29-JUL-2021 | -1.0000 | 0.2528 | 3M | USD | USD-LIBOR-3M | 0.9927 | 0.90% ||
| [29-JUL-2021 - 29-OCT-2021] => 29-OCT-2021 | 29-OCT-2021 | -1.0000 | 0.2556 | 3M | USD | USD-LIBOR-3M | 0.9897 | 1.18% ||
| [29-OCT-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | -1.0000 | 0.2556 | 3M | USD | USD-LIBOR-3M | 0.9860 | 1.49% ||
| [29-JAN-2022 - 29-APR-2022] => 29-APR-2022 | 29-APR-2022 | -1.0000 | 0.2500 | 3M | USD | USD-LIBOR-3M | 0.9745 | 4.72% ||
| [29-APR-2022 - 29-JUL-2022] => 29-JUL-2022 | 29-JUL-2022 | -1.0000 | 0.2528 | 3M | USD | USD-LIBOR-3M | 0.9704 | 1.68% ||
| [29-JUL-2022 - 29-OCT-2022] => 29-OCT-2022 | 29-OCT-2022 | -1.0000 | 0.2556 | 3M | USD | USD-LIBOR-3M | 0.9658 | 1.86% ||
| [29-OCT-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | -1.0000 | 0.2556 | 3M | USD | USD-LIBOR-3M | 0.9607 | 2.06% ||
| [29-JAN-2023 - 29-APR-2023] => 29-APR-2023 | 29-APR-2023 | -1.0000 | 0.2500 | 3M | USD | USD-LIBOR-3M | 0.9553 | 2.27% ||
| [29-APR-2023 - 29-JUL-2023] => 29-JUL-2023 | 29-JUL-2023 | -1.0000 | 0.2528 | 3M | USD | USD-LIBOR-3M | 0.9493 | 2.51% ||
| [29-JUL-2023 - 29-OCT-2023] => 29-OCT-2023 | 29-OCT-2023 | -1.0000 | 0.2556 | 3M | USD | USD-LIBOR-3M | 0.9426 | 2.77% ||
| [29-OCT-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | -1.0000 | 0.2556 | 3M | USD | USD-LIBOR-3M | 0.9353 | 3.05% ||
| [29-JAN-2024 - 29-APR-2024] => 29-APR-2024 | 29-APR-2024 | -1.0000 | 0.2528 | 3M | USD | USD-LIBOR-3M | 0.9275 | 3.35% ||
| [29-APR-2024 - 29-JUL-2024] => 29-JUL-2024 | 29-JUL-2024 | -1.0000 | 0.2528 | 3M | USD | USD-LIBOR-3M | 0.9191 | 3.61% ||
| [29-JUL-2024 - 29-OCT-2024] => 29-OCT-2024 | 29-OCT-2024 | -1.0000 | 0.2556 | 3M | USD | USD-LIBOR-3M | 0.9102 | 3.83% ||
| [29-OCT-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | -1.0000 | 0.2556 | 3M | USD | USD-LIBOR-3M | 0.9010 | 3.99% ||
|-----------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [29-JAN-2020 - 29-JUL-2020] => 29-JUL-2020 | 29-JUL-2020 | 1.0000 | 0.5000 | 6M | USD | 0.9987 | 2.06% ||
| [29-JUL-2020 - 29-JAN-2021] => 29-JAN-2021 | 29-JAN-2021 | 1.0000 | 0.5000 | 6M | USD | 0.9966 | 2.06% ||
| [29-JAN-2021 - 29-JUL-2021] => 29-JUL-2021 | 29-JUL-2021 | 1.0000 | 0.5000 | 6M | USD | 0.9927 | 2.06% ||
| [29-JUL-2021 - 29-JAN-2022] => 29-JAN-2022 | 29-JAN-2022 | 1.0000 | 0.5000 | 6M | USD | 0.9860 | 2.06% ||
| [29-JAN-2022 - 29-JUL-2022] => 29-JUL-2022 | 29-JUL-2022 | 1.0000 | 0.5000 | 6M | USD | 0.9704 | 2.06% ||
| [29-JUL-2022 - 29-JAN-2023] => 29-JAN-2023 | 29-JAN-2023 | 1.0000 | 0.5000 | 6M | USD | 0.9607 | 2.06% ||
| [29-JAN-2023 - 29-JUL-2023] => 29-JUL-2023 | 29-JUL-2023 | 1.0000 | 0.5000 | 6M | USD | 0.9493 | 2.06% ||
| [29-JUL-2023 - 29-JAN-2024] => 29-JAN-2024 | 29-JAN-2024 | 1.0000 | 0.5000 | 6M | USD | 0.9353 | 2.06% ||
| [29-JAN-2024 - 29-JUL-2024] => 29-JUL-2024 | 29-JUL-2024 | 1.0000 | 0.5000 | 6M | USD | 0.9191 | 2.06% ||
| [29-JUL-2024 - 29-JAN-2025] => 29-JAN-2025 | 29-JAN-2025 | 1.0000 | 0.5000 | 6M | USD | 0.9010 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 01:00:34 EST 2020
| Setup Time => Mon Jan 27 01:00:34 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
| accrued => 0.0 ||
| calctime => 3.754E-4 ||
| calibfloatingpv => 0.09932861212451882 ||
| calibswaprate => 0.020600000000000025 ||
| cleanfixeddv01 => 4.821777287597996E-4 ||
| cleanfloatingdv01 => -4.821777287597996E-4 ||
| cleanfloatingpv => -0.09932861212451925 ||
| cleanprice => 100.00000000000003 ||
| cleanpv => 1.5265566588595902E-16 ||
| cumulativeconvexityadjustmentpremium => 0.0 ||
| cumulativecouponamount => 0.0 ||
| cumulativecoupondcf => 0.0 ||
| derivedaccrued => 0.0 ||
| derivedaccrued01 => 0.0 ||
| derivedcleandv01 => -4.821777287597996E-4 ||
| derivedcleanpv => -0.09932861212451925 ||
| derivedcumulativeconvexityadjustmentfactor => 1.0 ||
| derivedcumulativeconvexityadjustmentpremium => -0.0 ||
| derivedcumulativecouponamount => 0.0 ||
| derivedcumulativecoupondcf => 0.0 ||
| deriveddirtydv01 => -4.821777287597996E-4 ||
| deriveddirtypv => -0.09932861212451925 ||
| deriveddv01 => -4.821777287597996E-4 ||
| derivedfixing01 => 0.0 ||
| derivedparbasisspread => 3.1659626063319396E-13 ||
| derivedpv => -0.09932861212451925 ||
| derivedresetdate => -2.147483648E9 ||
| derivedresetrate => NaN ||
| dirtyfixeddv01 => 4.821777287597996E-4 ||
| dirtyfixedpv => 0.0993286121245194 ||
| dirtyfloatingdv01 => -4.821777287597996E-4 ||
| dirtyfloatingpv => -0.09932861212451925 ||
| dirtyprice => 100.00000000000003 ||
| dirtypv => 1.5265566588595902E-16 ||
| fairpremium => 0.02060000000000011 ||
| fixedaccrued => 0.0 ||
| fixedaccrued01 => 0.0 ||
| fixeddv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@accrualcoupon => NaN ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@accrued => 0.0 ||
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| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@calctime => 7.21E-5 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cleandv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cleanprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cleanpv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@compoundingadjustedcleandv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@compoundingadjustedcleanprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@compoundingadjustedcleanpv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtydv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtyprice => 109.93286121245194 ||
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| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@compoundingadjustedparrate => 0.020600000000000143 ||
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| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@compoundingadjustedpv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@compoundingadjustedrate => 0.020600000000000143 ||
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| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedcleanpv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtydv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtypv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedparrate => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedpv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedrate => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedupfront => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
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| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleandv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleanpv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtydv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtypv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedparrate => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedpv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedrate => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedupfront => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleandv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleanprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleanpv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtydv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtypv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedfairpremium => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedparrate => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedpv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedrate => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedupfront => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleandv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleanpv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtydv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtypv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedparrate => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedpv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedrate => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedupfront => 0.0993286121245194 ||
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| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cumulativecouponamount => 0.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cumulativecoupondcf => 0.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@cv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@dirtydv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@dirtyprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@dirtypv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@dv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@fairpremium => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@fixing01 => 0.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedcleandv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedcleanpv => 0.0993286121245194 ||
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| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddirtypv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedparrate => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedpv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedrate => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedupfront => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleandv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleanpv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtydv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtypv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedparrate => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedpv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedrate => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedupfront => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedcleandv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedcleanpv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddirtydv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddirtypv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddv01 => 4.821777287597996E-4 ||
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| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedparrate => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedpv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedrate => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedupfront => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => 0.0 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@parrate => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@price => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@pv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@rate => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@resetdate => -2.147483648E9 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@resetrate => NaN ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@totalcoupon => 0.41200000000000275 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@unadjustedcleandv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@unadjustedcleanprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@unadjustedcleanpv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@unadjusteddirtydv01 => 4.821777287597996E-4 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@unadjusteddirtyprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@unadjusteddirtypv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@unadjustedfairpremium => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@unadjustedparrate => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@unadjustedprice => 109.93286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@unadjustedpv => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@unadjustedrate => 0.020600000000000143 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@unadjustedupfront => 0.0993286121245194 ||
| fixedstream::zar/zar::3::{27-jan-2020->27-jan-2025}@upfront => 0.0993286121245194 ||
| fixing01 => 0.0 ||
| floataccrued => 0.0 ||
| floataccrued01 => 0.0 ||
| floatdv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@accrualcoupon => NaN ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@accrued => 0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@accrued01 => 0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@calctime => 9.77E-5 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cleandv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cleanprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cleanpv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@compoundingadjustedcleandv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@compoundingadjustedcleanprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@compoundingadjustedcleanpv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtydv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtyprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@compoundingadjusteddirtypv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@compoundingadjustedfairpremium => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@compoundingadjustedparrate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@compoundingadjustedprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@compoundingadjustedpv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@compoundingadjustedrate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@compoundingadjustedupfront => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@compoundingadjustmentfactor => 1.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@compoundingadjustmentpremium => 0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@compoundingadjustmentpremiumupfront => -0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedcleandv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedcleanprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedcleanpv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtydv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtyprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddirtypv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjusteddv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedfairpremium => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedparrate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedpv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedrate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustedupfront => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentfactor => 1.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentpremium => 0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditforwardconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleandv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleanprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedcleanpv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtydv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtyprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddirtypv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjusteddv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedfairpremium => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedparrate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedpv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedrate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustedupfront => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleandv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleanprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedcleanpv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtydv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtyprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddirtypv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjusteddv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedfairpremium => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedparrate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedpv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedrate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustedupfront => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentfactor => 1.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentpremium => 0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@creditfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleandv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleanprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedcleanpv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtydv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtyprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddirtypv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjusteddv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedfairpremium => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedparrate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedpv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedrate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustedupfront => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustmentfactor => 1.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustmentpremium => 0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cumulativeconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cumulativecouponamount => 0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cumulativecoupondcf => 0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@cv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@dirtydv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@dirtyprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@dirtypv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@dv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@fairpremium => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@fixing01 => 0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedcleandv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedcleanprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedcleanpv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddirtydv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddirtyprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddirtypv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjusteddv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedfairpremium => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedparrate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedpv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedrate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustedupfront => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustmentfactor => 1.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustmentpremium => 0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfundingconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleandv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleanprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedcleanpv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtydv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtyprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddirtypv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjusteddv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedfairpremium => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedparrate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedpv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedrate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustedupfront => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustmentfactor => 1.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustmentpremium => 0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@forwardfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedcleandv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedcleanprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedcleanpv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddirtydv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddirtyprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddirtypv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjusteddv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedfairpremium => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedparrate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedpv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedrate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustedupfront => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentfactor => 1.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentpremium => 0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@fundingfxconvexityadjustmentpremiumupfront => -0.0 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@parrate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@price => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@pv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@rate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@resetdate => -2.147483648E9 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@resetrate => NaN ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@totalcoupon => 0.41970120764536173 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@unadjustedcleandv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@unadjustedcleanprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@unadjustedcleanpv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@unadjusteddirtydv01 => -4.821777287597996E-4 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@unadjusteddirtyprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@unadjusteddirtypv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@unadjustedfairpremium => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@unadjustedparrate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@unadjustedprice => 109.93286121245191 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@unadjustedpv => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@unadjustedrate => 0.02060000000000011 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@unadjustedupfront => -0.09932861212451925 ||
| floatstream::zar::zar-jibar-3m::{27-jan-2020->27-jan-2025}@upfront => -0.09932861212451925 ||
| initialnotional => 1.0 ||
| parfixedcoupon => 0.02060000000000011 ||
| parrate => 0.02060000000000011 ||
| parswaprate => 0.02060000000000011 ||
| price => 100.00000000000003 ||
| pv => 1.5265566588595902E-16 ||
| rate => 0.02060000000000011 ||
| referenceaccrued => 0.0 ||
| referenceaccrued01 => 0.0 ||
| referencecleandv01 => 4.821777287597996E-4 ||
| referencecleanpv => 0.0993286121245194 ||
| referencecumulativeconvexityadjustmentfactor => 1.0 ||
| referencecumulativeconvexityadjustmentpremium => 0.0 ||
| referencecumulativecouponamount => 0.0 ||
| referencecumulativecoupondcf => 0.0 ||
| referencedirtydv01 => 4.821777287597996E-4 ||
| referencedirtypv => 0.0993286121245194 ||
| referencedv01 => 4.821777287597996E-4 ||
| referenceparbasisspread => -3.1659626063319396E-13 ||
| referencepv => 0.0993286121245194 ||
| resetdate => -2.147483648E9 ||
| resetrate => NaN ||
| swaprate => 0.02060000000000011 ||
| upfront => 1.5265566588595902E-16 ||
|------------------------------||
|-----------------------------------------------------------------------------------------------------------------------||
| Floating Stream Cash Flow Details ||
| -------- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Forward Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|-----------------------------------------------------------------------------------------------------------------------||
| [27-JAN-2020 - 27-APR-2020] => 27-APR-2020 | 27-APR-2020 | -1.0000 | 0.2493 | 3M | ZAR | ZAR-JIBAR-3M | 0.9994 | 0.24% ||
| [27-APR-2020 - 27-JUL-2020] => 27-JUL-2020 | 27-JUL-2020 | -1.0000 | 0.2493 | 3M | ZAR | ZAR-JIBAR-3M | 0.9987 | 0.28% ||
| [27-JUL-2020 - 27-OCT-2020] => 27-OCT-2020 | 27-OCT-2020 | -1.0000 | 0.2521 | 3M | ZAR | ZAR-JIBAR-3M | 0.9978 | 0.36% ||
| [27-OCT-2020 - 27-JAN-2021] => 27-JAN-2021 | 27-JAN-2021 | -1.0000 | 0.2521 | 3M | ZAR | ZAR-JIBAR-3M | 0.9966 | 0.46% ||
| [27-JAN-2021 - 27-APR-2021] => 27-APR-2021 | 27-APR-2021 | -1.0000 | 0.2466 | 3M | ZAR | ZAR-JIBAR-3M | 0.9951 | 0.64% ||
| [27-APR-2021 - 27-JUL-2021] => 27-JUL-2021 | 27-JUL-2021 | -1.0000 | 0.2493 | 3M | ZAR | ZAR-JIBAR-3M | 0.9929 | 0.89% ||
| [27-JUL-2021 - 27-OCT-2021] => 27-OCT-2021 | 27-OCT-2021 | -1.0000 | 0.2521 | 3M | ZAR | ZAR-JIBAR-3M | 0.9899 | 1.17% ||
| [27-OCT-2021 - 27-JAN-2022] => 27-JAN-2022 | 27-JAN-2022 | -1.0000 | 0.2521 | 3M | ZAR | ZAR-JIBAR-3M | 0.9863 | 1.48% ||
| [27-JAN-2022 - 27-APR-2022] => 27-APR-2022 | 27-APR-2022 | -1.0000 | 0.2466 | 3M | ZAR | ZAR-JIBAR-3M | 0.9745 | 4.89% ||
| [27-APR-2022 - 27-JUL-2022] => 27-JUL-2022 | 27-JUL-2022 | -1.0000 | 0.2493 | 3M | ZAR | ZAR-JIBAR-3M | 0.9704 | 1.71% ||
| [27-JUL-2022 - 27-OCT-2022] => 27-OCT-2022 | 27-OCT-2022 | -1.0000 | 0.2521 | 3M | ZAR | ZAR-JIBAR-3M | 0.9658 | 1.89% ||
| [27-OCT-2022 - 27-JAN-2023] => 27-JAN-2023 | 27-JAN-2023 | -1.0000 | 0.2521 | 3M | ZAR | ZAR-JIBAR-3M | 0.9607 | 2.09% ||
| [27-JAN-2023 - 27-APR-2023] => 27-APR-2023 | 27-APR-2023 | -1.0000 | 0.2466 | 3M | ZAR | ZAR-JIBAR-3M | 0.9552 | 2.31% ||
| [27-APR-2023 - 27-JUL-2023] => 27-JUL-2023 | 27-JUL-2023 | -1.0000 | 0.2493 | 3M | ZAR | ZAR-JIBAR-3M | 0.9492 | 2.55% ||
| [27-JUL-2023 - 27-OCT-2023] => 27-OCT-2023 | 27-OCT-2023 | -1.0000 | 0.2521 | 3M | ZAR | ZAR-JIBAR-3M | 0.9425 | 2.82% ||
| [27-OCT-2023 - 27-JAN-2024] => 27-JAN-2024 | 27-JAN-2024 | -1.0000 | 0.2521 | 3M | ZAR | ZAR-JIBAR-3M | 0.9352 | 3.11% ||
| [27-JAN-2024 - 27-APR-2024] => 27-APR-2024 | 27-APR-2024 | -1.0000 | 0.2493 | 3M | ZAR | ZAR-JIBAR-3M | 0.9273 | 3.41% ||
| [27-APR-2024 - 27-JUL-2024] => 27-JUL-2024 | 27-JUL-2024 | -1.0000 | 0.2493 | 3M | ZAR | ZAR-JIBAR-3M | 0.9189 | 3.68% ||
| [27-JUL-2024 - 27-OCT-2024] => 27-OCT-2024 | 27-OCT-2024 | -1.0000 | 0.2521 | 3M | ZAR | ZAR-JIBAR-3M | 0.9099 | 3.90% ||
| [27-OCT-2024 - 27-JAN-2025] => 27-JAN-2025 | 27-JAN-2025 | -1.0000 | 0.2521 | 3M | ZAR | ZAR-JIBAR-3M | 0.9007 | 4.07% ||
|-----------------------------------------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------||
| Fixed Stream Cash Flow Details ||
| ----- ------ ---- ---- ------- ||
| Start Date ||
| End Date ||
| Pay Date ||
| FX Fixing Date ||
| Base Notional ||
| Period DCF ||
| Tenor ||
| Funding Label ||
| Pay Discount Factor ||
| Coupon Rate ||
|--------------------------------------------------------------------------------------------------------||
| [27-JAN-2020 - 27-APR-2020] => 27-APR-2020 | 27-APR-2020 | 1.0000 | 0.2493 | 3M | ZAR | 0.9994 | 2.06% ||
| [27-APR-2020 - 27-JUL-2020] => 27-JUL-2020 | 27-JUL-2020 | 1.0000 | 0.2493 | 3M | ZAR | 0.9987 | 2.06% ||
| [27-JUL-2020 - 27-OCT-2020] => 27-OCT-2020 | 27-OCT-2020 | 1.0000 | 0.2521 | 3M | ZAR | 0.9978 | 2.06% ||
| [27-OCT-2020 - 27-JAN-2021] => 27-JAN-2021 | 27-JAN-2021 | 1.0000 | 0.2521 | 3M | ZAR | 0.9966 | 2.06% ||
| [27-JAN-2021 - 27-APR-2021] => 27-APR-2021 | 27-APR-2021 | 1.0000 | 0.2466 | 3M | ZAR | 0.9951 | 2.06% ||
| [27-APR-2021 - 27-JUL-2021] => 27-JUL-2021 | 27-JUL-2021 | 1.0000 | 0.2493 | 3M | ZAR | 0.9929 | 2.06% ||
| [27-JUL-2021 - 27-OCT-2021] => 27-OCT-2021 | 27-OCT-2021 | 1.0000 | 0.2521 | 3M | ZAR | 0.9899 | 2.06% ||
| [27-OCT-2021 - 27-JAN-2022] => 27-JAN-2022 | 27-JAN-2022 | 1.0000 | 0.2521 | 3M | ZAR | 0.9863 | 2.06% ||
| [27-JAN-2022 - 27-APR-2022] => 27-APR-2022 | 27-APR-2022 | 1.0000 | 0.2466 | 3M | ZAR | 0.9745 | 2.06% ||
| [27-APR-2022 - 27-JUL-2022] => 27-JUL-2022 | 27-JUL-2022 | 1.0000 | 0.2493 | 3M | ZAR | 0.9704 | 2.06% ||
| [27-JUL-2022 - 27-OCT-2022] => 27-OCT-2022 | 27-OCT-2022 | 1.0000 | 0.2521 | 3M | ZAR | 0.9658 | 2.06% ||
| [27-OCT-2022 - 27-JAN-2023] => 27-JAN-2023 | 27-JAN-2023 | 1.0000 | 0.2521 | 3M | ZAR | 0.9607 | 2.06% ||
| [27-JAN-2023 - 27-APR-2023] => 27-APR-2023 | 27-APR-2023 | 1.0000 | 0.2466 | 3M | ZAR | 0.9552 | 2.06% ||
| [27-APR-2023 - 27-JUL-2023] => 27-JUL-2023 | 27-JUL-2023 | 1.0000 | 0.2493 | 3M | ZAR | 0.9492 | 2.06% ||
| [27-JUL-2023 - 27-OCT-2023] => 27-OCT-2023 | 27-OCT-2023 | 1.0000 | 0.2521 | 3M | ZAR | 0.9425 | 2.06% ||
| [27-OCT-2023 - 27-JAN-2024] => 27-JAN-2024 | 27-JAN-2024 | 1.0000 | 0.2521 | 3M | ZAR | 0.9352 | 2.06% ||
| [27-JAN-2024 - 27-APR-2024] => 27-APR-2024 | 27-APR-2024 | 1.0000 | 0.2493 | 3M | ZAR | 0.9273 | 2.06% ||
| [27-APR-2024 - 27-JUL-2024] => 27-JUL-2024 | 27-JUL-2024 | 1.0000 | 0.2493 | 3M | ZAR | 0.9189 | 2.06% ||
| [27-JUL-2024 - 27-OCT-2024] => 27-OCT-2024 | 27-OCT-2024 | 1.0000 | 0.2521 | 3M | ZAR | 0.9099 | 2.06% ||
| [27-OCT-2024 - 27-JAN-2025] => 27-JAN-2025 | 27-JAN-2025 | 1.0000 | 0.2521 | 3M | ZAR | 0.9007 | 2.06% ||
|--------------------------------------------------------------------------------------------------------||