|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 07:30:39 EST 2020
| Setup Time => Mon Jan 27 07:30:39 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
ctd::accrued => 6.195054945054903E-7
ctd::accrued01 => 4.505494505494505E-5
ctd::assetswapspread => -0.001458050266251716
ctd::asw => -0.001458050266251716
ctd::bondbasis => 0.006177757277489843
ctd::cleancouponpv => 0.12074599038451538
ctd::cleandv01 => 9.232030969023755E-4
ctd::cleanindexcouponpv => NaN
ctd::cleanprice => 1.0567098729202953
ctd::cleanpv => 1.0567098729202953
ctd::convexity => 7.211191256323358E-7
ctd::creditbasis => NaN
ctd::creditrisklessparpv => 0.9359638825357799
ctd::creditrisklessprincipalpv => 0.0
ctd::creditriskyparpv => NaN
ctd::creditriskyprincipalpv => 0.0
ctd::defaultexposure => NaN
ctd::defaultexposurenorec => NaN
ctd::dirtycouponpv => 0.12074537087902087
ctd::dirtydv01 => 8.781481518474304E-4
ctd::dirtyindexcouponpv => 0.12074537087902171
ctd::dirtyprice => 1.0567092534148008
ctd::dirtypv => 1.0567092534148008
ctd::discountmargin => 0.008047563295093003
ctd::duration => 8.051311934284783E-4
ctd::dv01 => 9.232030969023755E-4
ctd::expectedrecovery => 0.0
ctd::fairaccrued => 6.195054945054903E-7
ctd::fairaccrued01 => 4.505494505494505E-5
ctd::fairassetswapspread => -0.014636285952326697
ctd::fairasw => -0.014636285952326697
ctd::fairbondbasis => -7.219881464707685E-4
ctd::faircleancouponpv => 0.12074599038451538
ctd::faircleandv01 => 9.232030969023755E-4
ctd::faircleanindexcouponpv => NaN
ctd::faircleanprice => 1.0567098729202953
ctd::faircleanpv => 1.0567098729202953
ctd::fairconvexity => 7.209087824929647E-7
ctd::faircreditbasis => NaN
ctd::faircreditrisklessparpv => 0.9359638825357799
ctd::faircreditrisklessprincipalpv => 0.0
ctd::faircreditriskyparpv => NaN
ctd::faircreditriskyprincipalpv => 0.0
ctd::fairdefaultexposure => NaN
ctd::fairdefaultexposurenorec => NaN
ctd::fairdirtycouponpv => 0.12074537087902087
ctd::fairdirtydv01 => 8.781481518474304E-4
ctd::fairdirtyindexcouponpv => 0.12074537087902171
ctd::fairdirtyprice => 1.0567092534148008
ctd::fairdirtypv => 1.0567092534148008
ctd::fairdiscountmargin => 0.0011478178711323908
ctd::fairduration => 8.095881317968899E-4
ctd::fairdv01 => 9.232030969023755E-4
ctd::fairexpectedrecovery => 0.0
ctd::fairfirstcouponrate => 0.013749999999999908
ctd::fairfirstindexrate => NaN
ctd::fairgspread => -0.00834768674149216
ctd::fairispread => -0.008503455756827885
ctd::fairlossoninstantaneousdefault => NaN
ctd::fairmacaulayduration => 8.127476037946467
ctd::fairmodifiedduration => 8.095881317968899E-4
ctd::fairoas => -0.008346984605634163
ctd::fairoaspread => -0.008346984605634163
ctd::fairoptionadjustedspread => -0.008346984605634163
ctd::fairparpv => 0.9359638825357799
ctd::fairparspread => 137.49999999999915
ctd::fairpecs => NaN
ctd::fairprice => 1.0567098729202953
ctd::fairprincipalpv => 0.0
ctd::fairpv => 1.0567098729202953
ctd::fairrecoverypv => 0.0
ctd::fairrisklesscleancouponpv => 0.12074599038451538
ctd::fairrisklesscleandv01 => 9.232030969023755E-4
ctd::fairrisklesscleanindexcouponpv => NaN
ctd::fairrisklesscleanpv => 1.0567098729202953
ctd::fairrisklessdirtycouponpv => 0.12074537087902087
ctd::fairrisklessdirtydv01 => 8.781481518474304E-4
ctd::fairrisklessdirtyindexcouponpv => 0.12074537087902171
ctd::fairrisklessdirtypv => 1.0567092534148008
ctd::fairtsyspread => -0.009868124497990106
ctd::fairworkoutdate => 2458908.0
ctd::fairworkoutfactor => 1.0
ctd::fairworkouttype => 3.0
ctd::fairworkoutyield => 0.0069118755020098925
ctd::fairyield => 0.0069118755020098925
ctd::fairyield01 => 8.605154784488978E-4
ctd::fairyieldbasis => -7.219881464707685E-4
ctd::fairyieldspread => -7.219881464707685E-4
ctd::fairzspread => -7.223375330282753E-4
ctd::firstcouponrate => 0.013749999999999908
ctd::firstindexrate => NaN
ctd::gspread => -0.0014479413175315491
ctd::ispread => -0.0016037103328672732
ctd::lossoninstantaneousdefault => NaN
ctd::macaulayduration => 8.110542101497296
ctd::marketassetswapspread => -0.001458050266251716
ctd::marketasw => -0.001458050266251716
ctd::marketbondbasis => 0.006177757277489843
ctd::marketconvexity => 7.211191256323358E-7
ctd::marketcreditbasis => NaN
ctd::marketdiscountmargin => 0.008047563295093003
ctd::marketduration => 8.051311934284783E-4
ctd::marketgspread => -0.0014479413175315491
ctd::marketinputtype=cleanprice => 0.99909375
ctd::marketispread => -0.0016037103328672732
ctd::marketmacaulayduration => 8.110542101497296
ctd::marketmodifiedduration => 8.051311934284783E-4
ctd::marketoas => -0.0014464865192215877
ctd::marketoaspread => -0.0014464865192215877
ctd::marketoptionadjustedspread => -0.0014464865192215877
ctd::marketparspread => 68.38134690978316
ctd::marketpecs => NaN
ctd::marketprice => 0.9990937537732474
ctd::markettsyspread => -0.0029683790740294962
ctd::marketworkoutdate => 2458908.0
ctd::marketworkoutfactor => 1.0
ctd::marketworkouttype => 3.0
ctd::marketworkoutyield => 0.013811620925970504
ctd::marketyield => 0.013811620925970504
ctd::marketyield01 => 8.09393148205162E-4
ctd::marketyieldbasis => 0.006177757277489843
ctd::marketyieldspread => 0.006177757277489843
ctd::marketzspread => 0.006180803579145206
ctd::modifiedduration => 8.051311934284783E-4
ctd::oas => -0.0014464865192215877
ctd::oaspread => -0.0014464865192215877
ctd::optionadjustedspread => -0.0014464865192215877
ctd::parpv => 0.9359638825357799
ctd::parspread => 68.38134690978316
ctd::pecs => NaN
ctd::price => 0.9990937537732474
ctd::principalpv => 0.0
ctd::pv => 1.0567098729202953
ctd::recoverypv => 0.0
ctd::risklesscleancouponpv => 0.12074599038451538
ctd::risklesscleandv01 => 9.232030969023755E-4
ctd::risklesscleanindexcouponpv => NaN
ctd::risklesscleanpv => 1.0567098729202953
ctd::risklessdirtycouponpv => 0.12074537087902087
ctd::risklessdirtydv01 => 8.781481518474304E-4
ctd::risklessdirtyindexcouponpv => 0.12074537087902171
ctd::risklessdirtypv => 1.0567092534148008
ctd::tsyspread => -0.0029683790740294962
ctd::workoutdate => 2458908.0
ctd::workoutfactor => 1.0
ctd::workouttype => 3.0
ctd::workoutyield => 0.013811620925970504
ctd::yield => 0.013811620925970504
ctd::yield01 => 8.09393148205162E-4
ctd::yieldbasis => 0.006177757277489843
ctd::yieldspread => 0.006177757277489843
ctd::zspread => 0.006180803579145206
ctdconversionfactor => 0.8317
ctdforwardprice => 0.9990937499999999
ctdspotprice => 0.99909375
ctdtreasuryyield => 0.00692
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 07:30:39 EST 2020
| Setup Time => Mon Jan 27 07:30:39 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
ctd::accrued => 6.195054945054903E-7
ctd::accrued01 => 4.505494505494505E-5
ctd::assetswapspread => -0.001449246257362083
ctd::asw => -0.001449246257362083
ctd::bondbasis => 0.006228523878632546
ctd::cleancouponpv => 0.1207699215391307
ctd::cleandv01 => 9.233771416632141E-4
ctd::cleanindexcouponpv => NaN
ctd::cleanprice => 1.0571442231275918
ctd::cleanpv => 1.0571442231275918
ctd::convexity => 7.211191256323358E-7
ctd::creditbasis => NaN
ctd::creditrisklessparpv => 0.9363743015884611
ctd::creditrisklessprincipalpv => 0.0
ctd::creditriskyparpv => NaN
ctd::creditriskyprincipalpv => 0.0
ctd::defaultexposure => NaN
ctd::defaultexposurenorec => NaN
ctd::dirtycouponpv => 0.1207693020336362
ctd::dirtydv01 => 8.78322196608269E-4
ctd::dirtyindexcouponpv => 0.120769302033637
ctd::dirtyprice => 1.0571436036220974
ctd::dirtypv => 1.0571436036220974
ctd::discountmargin => 0.00796745481324629
ctd::duration => 8.051311934284783E-4
ctd::dv01 => 9.233771416632141E-4
ctd::expectedrecovery => 0.0
ctd::fairaccrued => 6.195054945054903E-7
ctd::fairaccrued01 => 4.505494505494505E-5
ctd::fairassetswapspread => -0.014724194381913663
ctd::fairasw => -0.014724194381913663
ctd::fairbondbasis => -7.216633632460756E-4
ctd::faircleancouponpv => 0.1207699215391307
ctd::faircleandv01 => 9.233771416632141E-4
ctd::faircleanindexcouponpv => NaN
ctd::faircleanprice => 1.0571442231275918
ctd::faircleanpv => 1.0571442231275918
ctd::fairconvexity => 7.208407962752773E-7
ctd::faircreditbasis => NaN
ctd::faircreditrisklessparpv => 0.9363743015884611
ctd::faircreditrisklessprincipalpv => 0.0
ctd::faircreditriskyparpv => NaN
ctd::faircreditriskyprincipalpv => 0.0
ctd::fairdefaultexposure => NaN
ctd::fairdefaultexposurenorec => NaN
ctd::fairdirtycouponpv => 0.1207693020336362
ctd::fairdirtydv01 => 8.78322196608269E-4
ctd::fairdirtyindexcouponpv => 0.120769302033637
ctd::fairdirtyprice => 1.0571436036220974
ctd::fairdirtypv => 1.0571436036220974
ctd::fairdiscountmargin => 0.001017267571367669
ctd::fairduration => 8.096206476269174E-4
ctd::fairdv01 => 9.233771416632141E-4
ctd::fairexpectedrecovery => 0.0
ctd::fairfirstcouponrate => 0.013749999999999908
ctd::fairfirstindexrate => NaN
ctd::fairgspread => -0.00839812855941017
ctd::fairispread => -0.008545052441991536
ctd::fairlossoninstantaneousdefault => NaN
ctd::fairmacaulayduration => 8.127597694676284
ctd::fairmodifiedduration => 8.096206476269174E-4
ctd::fairoas => -0.008397431739903023
ctd::fairoaspread => -0.008397431739903023
ctd::fairoptionadjustedspread => -0.008397431739903023
ctd::fairparpv => 0.9363743015884611
ctd::fairparspread => 137.49999999999915
ctd::fairpecs => NaN
ctd::fairprice => 1.0571442231275918
ctd::fairprincipalpv => 0.0
ctd::fairpv => 1.0571442231275918
ctd::fairrecoverypv => 0.0
ctd::fairrisklesscleancouponpv => 0.1207699215391307
ctd::fairrisklesscleandv01 => 9.233771416632141E-4
ctd::fairrisklesscleanindexcouponpv => NaN
ctd::fairrisklesscleanpv => 1.0571442231275918
ctd::fairrisklessdirtycouponpv => 0.1207693020336362
ctd::fairrisklessdirtydv01 => 8.78322196608269E-4
ctd::fairrisklessdirtyindexcouponpv => 0.120769302033637
ctd::fairrisklessdirtypv => 1.0571436036220974
ctd::fairtsyspread => -0.009918566315908118
ctd::fairworkoutdate => 2458908.0
ctd::fairworkoutfactor => 1.0
ctd::fairworkouttype => 3.0
ctd::fairworkoutyield => 0.006861433684091882
ctd::fairyield => 0.006861433684091882
ctd::fairyield01 => 8.609016360805466E-4
ctd::fairyieldbasis => -7.216633632460756E-4
ctd::fairyieldspread => -7.216633632460756E-4
ctd::fairzspread => -7.220109241037095E-4
ctd::firstcouponrate => 0.013749999999999908
ctd::firstindexrate => NaN
ctd::gspread => -0.0014479413175315491
ctd::ispread => -0.001594865200112915
ctd::lossoninstantaneousdefault => NaN
ctd::macaulayduration => 8.110542101497296
ctd::marketassetswapspread => -0.001449246257362083
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ctd::marketbondbasis => 0.006228523878632546
ctd::marketconvexity => 7.211191256323358E-7
ctd::marketcreditbasis => NaN
ctd::marketdiscountmargin => 0.00796745481324629
ctd::marketduration => 8.051311934284783E-4
ctd::marketgspread => -0.0014479413175315491
ctd::marketinputtype=cleanprice => 0.99909375
ctd::marketispread => -0.001594865200112915
ctd::marketmacaulayduration => 8.110542101497296
ctd::marketmodifiedduration => 8.051311934284783E-4
ctd::marketoas => -0.0014464865192215877
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ctd::marketoptionadjustedspread => -0.0014464865192215877
ctd::marketparspread => 67.92398182157089
ctd::marketpecs => NaN
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ctd::markettsyspread => -0.0029683790740294962
ctd::marketworkoutdate => 2458908.0
ctd::marketworkoutfactor => 1.0
ctd::marketworkouttype => 3.0
ctd::marketworkoutyield => 0.013811620925970504
ctd::marketyield => 0.013811620925970504
ctd::marketyield01 => 8.09393148205162E-4
ctd::marketyieldbasis => 0.006228523878632546
ctd::marketyieldspread => 0.006228523878632546
ctd::marketzspread => 0.006231581486678167
ctd::modifiedduration => 8.051311934284783E-4
ctd::oas => -0.0014464865192215877
ctd::oaspread => -0.0014464865192215877
ctd::optionadjustedspread => -0.0014464865192215877
ctd::parpv => 0.9363743015884611
ctd::parspread => 67.92398182157089
ctd::pecs => NaN
ctd::price => 0.9990937537732474
ctd::principalpv => 0.0
ctd::pv => 1.0571442231275918
ctd::recoverypv => 0.0
ctd::risklesscleancouponpv => 0.1207699215391307
ctd::risklesscleandv01 => 9.233771416632141E-4
ctd::risklesscleanindexcouponpv => NaN
ctd::risklesscleanpv => 1.0571442231275918
ctd::risklessdirtycouponpv => 0.1207693020336362
ctd::risklessdirtydv01 => 8.78322196608269E-4
ctd::risklessdirtyindexcouponpv => 0.120769302033637
ctd::risklessdirtypv => 1.0571436036220974
ctd::tsyspread => -0.0029683790740294962
ctd::workoutdate => 2458908.0
ctd::workoutfactor => 1.0
ctd::workouttype => 3.0
ctd::workoutyield => 0.013811620925970504
ctd::yield => 0.013811620925970504
ctd::yield01 => 8.09393148205162E-4
ctd::yieldbasis => 0.006228523878632546
ctd::yieldspread => 0.006228523878632546
ctd::zspread => 0.006231581486678167
ctdconversionfactor => 0.8317
ctdforwardprice => 0.9990937499999999
ctdspotprice => 0.99909375
ctdtreasuryyield => 0.00692
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 07:30:39 EST 2020
| Setup Time => Mon Jan 27 07:30:39 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
ctd::accrued => 6.195054945054903E-7
ctd::accrued01 => 4.505494505494505E-5
ctd::assetswapspread => -0.001449246257362083
ctd::asw => -0.001449246257362083
ctd::bondbasis => 0.006228523878632546
ctd::cleancouponpv => 0.1207699215391307
ctd::cleandv01 => 9.233771416632141E-4
ctd::cleanindexcouponpv => NaN
ctd::cleanprice => 1.0571442231275918
ctd::cleanpv => 1.0571442231275918
ctd::convexity => 7.211191256323358E-7
ctd::creditbasis => NaN
ctd::creditrisklessparpv => 0.9363743015884611
ctd::creditrisklessprincipalpv => 0.0
ctd::creditriskyparpv => NaN
ctd::creditriskyprincipalpv => 0.0
ctd::defaultexposure => NaN
ctd::defaultexposurenorec => NaN
ctd::dirtycouponpv => 0.1207693020336362
ctd::dirtydv01 => 8.78322196608269E-4
ctd::dirtyindexcouponpv => 0.120769302033637
ctd::dirtyprice => 1.0571436036220974
ctd::dirtypv => 1.0571436036220974
ctd::discountmargin => 0.00796745481324629
ctd::duration => 8.051311934284783E-4
ctd::dv01 => 9.233771416632141E-4
ctd::expectedrecovery => 0.0
ctd::fairaccrued => 6.195054945054903E-7
ctd::fairaccrued01 => 4.505494505494505E-5
ctd::fairassetswapspread => -0.014724194381913663
ctd::fairasw => -0.014724194381913663
ctd::fairbondbasis => -7.216633632460756E-4
ctd::faircleancouponpv => 0.1207699215391307
ctd::faircleandv01 => 9.233771416632141E-4
ctd::faircleanindexcouponpv => NaN
ctd::faircleanprice => 1.0571442231275918
ctd::faircleanpv => 1.0571442231275918
ctd::fairconvexity => 7.208407962752773E-7
ctd::faircreditbasis => NaN
ctd::faircreditrisklessparpv => 0.9363743015884611
ctd::faircreditrisklessprincipalpv => 0.0
ctd::faircreditriskyparpv => NaN
ctd::faircreditriskyprincipalpv => 0.0
ctd::fairdefaultexposure => NaN
ctd::fairdefaultexposurenorec => NaN
ctd::fairdirtycouponpv => 0.1207693020336362
ctd::fairdirtydv01 => 8.78322196608269E-4
ctd::fairdirtyindexcouponpv => 0.120769302033637
ctd::fairdirtyprice => 1.0571436036220974
ctd::fairdirtypv => 1.0571436036220974
ctd::fairdiscountmargin => 0.001017267571367669
ctd::fairduration => 8.096206476269174E-4
ctd::fairdv01 => 9.233771416632141E-4
ctd::fairexpectedrecovery => 0.0
ctd::fairfirstcouponrate => 0.013749999999999908
ctd::fairfirstindexrate => NaN
ctd::fairgspread => -0.00839812855941017
ctd::fairispread => -0.008545052441991536
ctd::fairlossoninstantaneousdefault => NaN
ctd::fairmacaulayduration => 8.127597694676284
ctd::fairmodifiedduration => 8.096206476269174E-4
ctd::fairoas => -0.008397431739903023
ctd::fairoaspread => -0.008397431739903023
ctd::fairoptionadjustedspread => -0.008397431739903023
ctd::fairparpv => 0.9363743015884611
ctd::fairparspread => 137.49999999999915
ctd::fairpecs => NaN
ctd::fairprice => 1.0571442231275918
ctd::fairprincipalpv => 0.0
ctd::fairpv => 1.0571442231275918
ctd::fairrecoverypv => 0.0
ctd::fairrisklesscleancouponpv => 0.1207699215391307
ctd::fairrisklesscleandv01 => 9.233771416632141E-4
ctd::fairrisklesscleanindexcouponpv => NaN
ctd::fairrisklesscleanpv => 1.0571442231275918
ctd::fairrisklessdirtycouponpv => 0.1207693020336362
ctd::fairrisklessdirtydv01 => 8.78322196608269E-4
ctd::fairrisklessdirtyindexcouponpv => 0.120769302033637
ctd::fairrisklessdirtypv => 1.0571436036220974
ctd::fairtsyspread => -0.009918566315908118
ctd::fairworkoutdate => 2458908.0
ctd::fairworkoutfactor => 1.0
ctd::fairworkouttype => 3.0
ctd::fairworkoutyield => 0.006861433684091882
ctd::fairyield => 0.006861433684091882
ctd::fairyield01 => 8.609016360805466E-4
ctd::fairyieldbasis => -7.216633632460756E-4
ctd::fairyieldspread => -7.216633632460756E-4
ctd::fairzspread => -7.220109241037095E-4
ctd::firstcouponrate => 0.013749999999999908
ctd::firstindexrate => NaN
ctd::gspread => -0.0014479413175315491
ctd::ispread => -0.001594865200112915
ctd::lossoninstantaneousdefault => NaN
ctd::macaulayduration => 8.110542101497296
ctd::marketassetswapspread => -0.001449246257362083
ctd::marketasw => -0.001449246257362083
ctd::marketbondbasis => 0.006228523878632546
ctd::marketconvexity => 7.211191256323358E-7
ctd::marketcreditbasis => NaN
ctd::marketdiscountmargin => 0.00796745481324629
ctd::marketduration => 8.051311934284783E-4
ctd::marketgspread => -0.0014479413175315491
ctd::marketinputtype=cleanprice => 0.99909375
ctd::marketispread => -0.001594865200112915
ctd::marketmacaulayduration => 8.110542101497296
ctd::marketmodifiedduration => 8.051311934284783E-4
ctd::marketoas => -0.0014464865192215877
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ctd::marketoptionadjustedspread => -0.0014464865192215877
ctd::marketparspread => 67.92398182157089
ctd::marketpecs => NaN
ctd::marketprice => 0.9990937537732474
ctd::markettsyspread => -0.0029683790740294962
ctd::marketworkoutdate => 2458908.0
ctd::marketworkoutfactor => 1.0
ctd::marketworkouttype => 3.0
ctd::marketworkoutyield => 0.013811620925970504
ctd::marketyield => 0.013811620925970504
ctd::marketyield01 => 8.09393148205162E-4
ctd::marketyieldbasis => 0.006228523878632546
ctd::marketyieldspread => 0.006228523878632546
ctd::marketzspread => 0.006231581486678167
ctd::modifiedduration => 8.051311934284783E-4
ctd::oas => -0.0014464865192215877
ctd::oaspread => -0.0014464865192215877
ctd::optionadjustedspread => -0.0014464865192215877
ctd::parpv => 0.9363743015884611
ctd::parspread => 67.92398182157089
ctd::pecs => NaN
ctd::price => 0.9990937537732474
ctd::principalpv => 0.0
ctd::pv => 1.0571442231275918
ctd::recoverypv => 0.0
ctd::risklesscleancouponpv => 0.1207699215391307
ctd::risklesscleandv01 => 9.233771416632141E-4
ctd::risklesscleanindexcouponpv => NaN
ctd::risklesscleanpv => 1.0571442231275918
ctd::risklessdirtycouponpv => 0.1207693020336362
ctd::risklessdirtydv01 => 8.78322196608269E-4
ctd::risklessdirtyindexcouponpv => 0.120769302033637
ctd::risklessdirtypv => 1.0571436036220974
ctd::tsyspread => -0.0029683790740294962
ctd::workoutdate => 2458908.0
ctd::workoutfactor => 1.0
ctd::workouttype => 3.0
ctd::workoutyield => 0.013811620925970504
ctd::yield => 0.013811620925970504
ctd::yield01 => 8.09393148205162E-4
ctd::yieldbasis => 0.006228523878632546
ctd::yieldspread => 0.006228523878632546
ctd::zspread => 0.006231581486678167
ctdconversionfactor => 0.8317
ctdforwardprice => 0.9990937499999999
ctdspotprice => 0.99909375
ctdtreasuryyield => 0.00692
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 07:30:39 EST 2020
| Setup Time => Mon Jan 27 07:30:39 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
ctd::accrued => 6.195054945054903E-7
ctd::accrued01 => 4.505494505494505E-5
ctd::assetswapspread => -0.0014492248268724735
ctd::asw => -0.0014492248268724735
ctd::bondbasis => 0.006197092442989806
ctd::cleancouponpv => 0.12075743660094566
ctd::cleandv01 => 9.232863421127776E-4
ctd::cleanindexcouponpv => NaN
ctd::cleanprice => 1.0568752781237112
ctd::cleanpv => 1.0568752781237112
ctd::convexity => 7.211191256323358E-7
ctd::creditbasis => NaN
ctd::creditrisklessparpv => 0.9361178415227656
ctd::creditrisklessprincipalpv => 0.0
ctd::creditriskyparpv => NaN
ctd::creditriskyprincipalpv => 0.0
ctd::defaultexposure => NaN
ctd::defaultexposurenorec => NaN
ctd::dirtycouponpv => 0.12075681709545116
ctd::dirtydv01 => 8.782313970578325E-4
ctd::dirtyindexcouponpv => 0.12075681709545197
ctd::dirtyprice => 1.0568746586182167
ctd::dirtypv => 1.0568746586182167
ctd::discountmargin => 0.007967027927364922
ctd::duration => 8.051311934284783E-4
ctd::dv01 => 9.232863421127776E-4
ctd::expectedrecovery => 0.0
ctd::fairaccrued => 6.195054945054903E-7
ctd::fairaccrued01 => 4.505494505494505E-5
ctd::fairassetswapspread => -0.01466403715241986
ctd::fairasw => -0.01466403715241986
ctd::fairbondbasis => -7.218644326974413E-4
ctd::faircleancouponpv => 0.12075743660094566
ctd::faircleandv01 => 9.232863421127776E-4
ctd::faircleanindexcouponpv => NaN
ctd::faircleanprice => 1.0568752781237112
ctd::faircleanpv => 1.0568752781237112
ctd::fairconvexity => 7.208800592757835E-7
ctd::faircreditbasis => NaN
ctd::faircreditrisklessparpv => 0.9361178415227656
ctd::faircreditrisklessprincipalpv => 0.0
ctd::faircreditriskyparpv => NaN
ctd::faircreditriskyprincipalpv => 0.0
ctd::fairdefaultexposure => NaN
ctd::fairdefaultexposurenorec => NaN
ctd::fairdirtycouponpv => 0.12075681709545116
ctd::fairdirtydv01 => 8.782313970578325E-4
ctd::fairdirtyindexcouponpv => 0.12075681709545197
ctd::fairdirtyprice => 1.0568746586182167
ctd::fairdirtypv => 1.0568746586182167
ctd::fairdiscountmargin => 0.0010480710516776745
ctd::fairduration => 8.096005174754675E-4
ctd::fairdv01 => 9.232863421127776E-4
ctd::fairexpectedrecovery => 0.0
ctd::fairfirstcouponrate => 0.013749999999999908
ctd::fairfirstindexrate => NaN
ctd::fairgspread => -0.008366898193218796
ctd::fairispread => -0.008513822075800162
ctd::fairlossoninstantaneousdefault => NaN
ctd::fairmacaulayduration => 8.127522376195946
ctd::fairmodifiedduration => 8.096005174754675E-4
ctd::fairoas => -0.008366198082666528
ctd::fairoaspread => -0.008366198082666528
ctd::fairoptionadjustedspread => -0.008366198082666528
ctd::fairparpv => 0.9361178415227656
ctd::fairparspread => 137.4999999999991
ctd::fairpecs => NaN
ctd::fairprice => 1.0568752781237112
ctd::fairprincipalpv => 0.0
ctd::fairpv => 1.0568752781237112
ctd::fairrecoverypv => 0.0
ctd::fairrisklesscleancouponpv => 0.12075743660094566
ctd::fairrisklesscleandv01 => 9.232863421127776E-4
ctd::fairrisklesscleanindexcouponpv => NaN
ctd::fairrisklesscleanpv => 1.0568752781237112
ctd::fairrisklessdirtycouponpv => 0.12075681709545116
ctd::fairrisklessdirtydv01 => 8.782313970578325E-4
ctd::fairrisklessdirtyindexcouponpv => 0.12075681709545197
ctd::fairrisklessdirtypv => 1.0568746586182167
ctd::fairtsyspread => -0.009887335949716743
ctd::fairworkoutdate => 2458908.0
ctd::fairworkoutfactor => 1.0
ctd::fairworkouttype => 3.0
ctd::fairworkoutyield => 0.0068926640502832565
ctd::fairyield => 0.0068926640502832565
ctd::fairyield01 => 8.606625300839887E-4
ctd::fairyieldbasis => -7.218644326974413E-4
ctd::fairyieldspread => -7.218644326974413E-4
ctd::fairzspread => -7.222139367522311E-4
ctd::firstcouponrate => 0.013749999999999908
ctd::firstindexrate => NaN
ctd::gspread => -0.0014479413175315491
ctd::ispread => -0.001594865200112915
ctd::lossoninstantaneousdefault => NaN
ctd::macaulayduration => 8.110542101497296
ctd::marketassetswapspread => -0.0014492248268724735
ctd::marketasw => -0.0014492248268724735
ctd::marketbondbasis => 0.006197092442989806
ctd::marketconvexity => 7.211191256323358E-7
ctd::marketcreditbasis => NaN
ctd::marketdiscountmargin => 0.007967027927364922
ctd::marketduration => 8.051311934284783E-4
ctd::marketgspread => -0.0014479413175315491
ctd::marketinputtype=cleanprice => 0.99909375
ctd::marketispread => -0.001594865200112915
ctd::marketmacaulayduration => 8.110542101497296
ctd::marketmodifiedduration => 8.051311934284783E-4
ctd::marketoas => -0.0014464865192215877
ctd::marketoaspread => -0.0014464865192215877
ctd::marketoptionadjustedspread => -0.0014464865192215877
ctd::marketparspread => 68.20843044896839
ctd::marketpecs => NaN
ctd::marketprice => 0.9990937537732474
ctd::markettsyspread => -0.0029683790740294962
ctd::marketworkoutdate => 2458908.0
ctd::marketworkoutfactor => 1.0
ctd::marketworkouttype => 3.0
ctd::marketworkoutyield => 0.013811620925970504
ctd::marketyield => 0.013811620925970504
ctd::marketyield01 => 8.09393148205162E-4
ctd::marketyieldbasis => 0.006197092442989806
ctd::marketyieldspread => 0.006197092442989806
ctd::marketzspread => 0.006200150150787073
ctd::modifiedduration => 8.051311934284783E-4
ctd::oas => -0.0014464865192215877
ctd::oaspread => -0.0014464865192215877
ctd::optionadjustedspread => -0.0014464865192215877
ctd::parpv => 0.9361178415227656
ctd::parspread => 68.20843044896839
ctd::pecs => NaN
ctd::price => 0.9990937537732474
ctd::principalpv => 0.0
ctd::pv => 1.0568752781237112
ctd::recoverypv => 0.0
ctd::risklesscleancouponpv => 0.12075743660094566
ctd::risklesscleandv01 => 9.232863421127776E-4
ctd::risklesscleanindexcouponpv => NaN
ctd::risklesscleanpv => 1.0568752781237112
ctd::risklessdirtycouponpv => 0.12075681709545116
ctd::risklessdirtydv01 => 8.782313970578325E-4
ctd::risklessdirtyindexcouponpv => 0.12075681709545197
ctd::risklessdirtypv => 1.0568746586182167
ctd::tsyspread => -0.0029683790740294962
ctd::workoutdate => 2458908.0
ctd::workoutfactor => 1.0
ctd::workouttype => 3.0
ctd::workoutyield => 0.013811620925970504
ctd::yield => 0.013811620925970504
ctd::yield01 => 8.09393148205162E-4
ctd::yieldbasis => 0.006197092442989806
ctd::yieldspread => 0.006197092442989806
ctd::zspread => 0.006200150150787073
ctdconversionfactor => 0.8317
ctdforwardprice => 0.9990937499999999
ctdspotprice => 0.99909375
ctdtreasuryyield => 0.00692
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 07:30:40 EST 2020
| Setup Time => Mon Jan 27 07:30:40 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
ctd::accrued => 6.195054945054903E-7
ctd::accrued01 => 4.505494505494505E-5
ctd::assetswapspread => -0.001458050266251716
ctd::asw => -0.001458050266251716
ctd::bondbasis => 0.006177757277489843
ctd::cleancouponpv => 0.12074599038451538
ctd::cleandv01 => 9.232030969023755E-4
ctd::cleanindexcouponpv => NaN
ctd::cleanprice => 1.0567098729202953
ctd::cleanpv => 1.0567098729202953
ctd::convexity => 7.211191256323358E-7
ctd::creditbasis => NaN
ctd::creditrisklessparpv => 0.9359638825357799
ctd::creditrisklessprincipalpv => 0.0
ctd::creditriskyparpv => NaN
ctd::creditriskyprincipalpv => 0.0
ctd::defaultexposure => NaN
ctd::defaultexposurenorec => NaN
ctd::dirtycouponpv => 0.12074537087902087
ctd::dirtydv01 => 8.781481518474304E-4
ctd::dirtyindexcouponpv => 0.12074537087902171
ctd::dirtyprice => 1.0567092534148008
ctd::dirtypv => 1.0567092534148008
ctd::discountmargin => 0.008047563295093003
ctd::duration => 8.051311934284783E-4
ctd::dv01 => 9.232030969023755E-4
ctd::expectedrecovery => 0.0
ctd::fairaccrued => 6.195054945054903E-7
ctd::fairaccrued01 => 4.505494505494505E-5
ctd::fairassetswapspread => -0.014636285952326697
ctd::fairasw => -0.014636285952326697
ctd::fairbondbasis => -7.219881464707685E-4
ctd::faircleancouponpv => 0.12074599038451538
ctd::faircleandv01 => 9.232030969023755E-4
ctd::faircleanindexcouponpv => NaN
ctd::faircleanprice => 1.0567098729202953
ctd::faircleanpv => 1.0567098729202953
ctd::fairconvexity => 7.209087824929647E-7
ctd::faircreditbasis => NaN
ctd::faircreditrisklessparpv => 0.9359638825357799
ctd::faircreditrisklessprincipalpv => 0.0
ctd::faircreditriskyparpv => NaN
ctd::faircreditriskyprincipalpv => 0.0
ctd::fairdefaultexposure => NaN
ctd::fairdefaultexposurenorec => NaN
ctd::fairdirtycouponpv => 0.12074537087902087
ctd::fairdirtydv01 => 8.781481518474304E-4
ctd::fairdirtyindexcouponpv => 0.12074537087902171
ctd::fairdirtyprice => 1.0567092534148008
ctd::fairdirtypv => 1.0567092534148008
ctd::fairdiscountmargin => 0.0011478178711323908
ctd::fairduration => 8.095881317968899E-4
ctd::fairdv01 => 9.232030969023755E-4
ctd::fairexpectedrecovery => 0.0
ctd::fairfirstcouponrate => 0.013749999999999908
ctd::fairfirstindexrate => NaN
ctd::fairgspread => -0.00834768674149216
ctd::fairispread => -0.008503455756827885
ctd::fairlossoninstantaneousdefault => NaN
ctd::fairmacaulayduration => 8.127476037946467
ctd::fairmodifiedduration => 8.095881317968899E-4
ctd::fairoas => -0.008346984605634163
ctd::fairoaspread => -0.008346984605634163
ctd::fairoptionadjustedspread => -0.008346984605634163
ctd::fairparpv => 0.9359638825357799
ctd::fairparspread => 137.49999999999915
ctd::fairpecs => NaN
ctd::fairprice => 1.0567098729202953
ctd::fairprincipalpv => 0.0
ctd::fairpv => 1.0567098729202953
ctd::fairrecoverypv => 0.0
ctd::fairrisklesscleancouponpv => 0.12074599038451538
ctd::fairrisklesscleandv01 => 9.232030969023755E-4
ctd::fairrisklesscleanindexcouponpv => NaN
ctd::fairrisklesscleanpv => 1.0567098729202953
ctd::fairrisklessdirtycouponpv => 0.12074537087902087
ctd::fairrisklessdirtydv01 => 8.781481518474304E-4
ctd::fairrisklessdirtyindexcouponpv => 0.12074537087902171
ctd::fairrisklessdirtypv => 1.0567092534148008
ctd::fairtsyspread => -0.009868124497990106
ctd::fairworkoutdate => 2458908.0
ctd::fairworkoutfactor => 1.0
ctd::fairworkouttype => 3.0
ctd::fairworkoutyield => 0.0069118755020098925
ctd::fairyield => 0.0069118755020098925
ctd::fairyield01 => 8.605154784488978E-4
ctd::fairyieldbasis => -7.219881464707685E-4
ctd::fairyieldspread => -7.219881464707685E-4
ctd::fairzspread => -7.223375330282753E-4
ctd::firstcouponrate => 0.013749999999999908
ctd::firstindexrate => NaN
ctd::gspread => -0.0014479413175315491
ctd::ispread => -0.0016037103328672732
ctd::lossoninstantaneousdefault => NaN
ctd::macaulayduration => 8.110542101497296
ctd::marketassetswapspread => -0.001458050266251716
ctd::marketasw => -0.001458050266251716
ctd::marketbondbasis => 0.006177757277489843
ctd::marketconvexity => 7.211191256323358E-7
ctd::marketcreditbasis => NaN
ctd::marketdiscountmargin => 0.008047563295093003
ctd::marketduration => 8.051311934284783E-4
ctd::marketgspread => -0.0014479413175315491
ctd::marketinputtype=cleanprice => 0.99909375
ctd::marketispread => -0.0016037103328672732
ctd::marketmacaulayduration => 8.110542101497296
ctd::marketmodifiedduration => 8.051311934284783E-4
ctd::marketoas => -0.0014464865192215877
ctd::marketoaspread => -0.0014464865192215877
ctd::marketoptionadjustedspread => -0.0014464865192215877
ctd::marketparspread => 68.38134690978316
ctd::marketpecs => NaN
ctd::marketprice => 0.9990937537732474
ctd::markettsyspread => -0.0029683790740294962
ctd::marketworkoutdate => 2458908.0
ctd::marketworkoutfactor => 1.0
ctd::marketworkouttype => 3.0
ctd::marketworkoutyield => 0.013811620925970504
ctd::marketyield => 0.013811620925970504
ctd::marketyield01 => 8.09393148205162E-4
ctd::marketyieldbasis => 0.006177757277489843
ctd::marketyieldspread => 0.006177757277489843
ctd::marketzspread => 0.006180803579145206
ctd::modifiedduration => 8.051311934284783E-4
ctd::oas => -0.0014464865192215877
ctd::oaspread => -0.0014464865192215877
ctd::optionadjustedspread => -0.0014464865192215877
ctd::parpv => 0.9359638825357799
ctd::parspread => 68.38134690978316
ctd::pecs => NaN
ctd::price => 0.9990937537732474
ctd::principalpv => 0.0
ctd::pv => 1.0567098729202953
ctd::recoverypv => 0.0
ctd::risklesscleancouponpv => 0.12074599038451538
ctd::risklesscleandv01 => 9.232030969023755E-4
ctd::risklesscleanindexcouponpv => NaN
ctd::risklesscleanpv => 1.0567098729202953
ctd::risklessdirtycouponpv => 0.12074537087902087
ctd::risklessdirtydv01 => 8.781481518474304E-4
ctd::risklessdirtyindexcouponpv => 0.12074537087902171
ctd::risklessdirtypv => 1.0567092534148008
ctd::tsyspread => -0.0029683790740294962
ctd::workoutdate => 2458908.0
ctd::workoutfactor => 1.0
ctd::workouttype => 3.0
ctd::workoutyield => 0.013811620925970504
ctd::yield => 0.013811620925970504
ctd::yield01 => 8.09393148205162E-4
ctd::yieldbasis => 0.006177757277489843
ctd::yieldspread => 0.006177757277489843
ctd::zspread => 0.006180803579145206
ctdconversionfactor => 0.8317
ctdforwardprice => 0.9990937499999999
ctdspotprice => 0.99909375
ctdtreasuryyield => 0.00692
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 07:30:40 EST 2020
| Setup Time => Mon Jan 27 07:30:40 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
ctd::accrued => 6.195054945054903E-7
ctd::accrued01 => 4.505494505494505E-5
ctd::assetswapspread => -0.001449246257362083
ctd::asw => -0.001449246257362083
ctd::bondbasis => 0.006228523878632546
ctd::cleancouponpv => 0.1207699215391307
ctd::cleandv01 => 9.233771416632141E-4
ctd::cleanindexcouponpv => NaN
ctd::cleanprice => 1.0571442231275918
ctd::cleanpv => 1.0571442231275918
ctd::convexity => 7.211191256323358E-7
ctd::creditbasis => NaN
ctd::creditrisklessparpv => 0.9363743015884611
ctd::creditrisklessprincipalpv => 0.0
ctd::creditriskyparpv => NaN
ctd::creditriskyprincipalpv => 0.0
ctd::defaultexposure => NaN
ctd::defaultexposurenorec => NaN
ctd::dirtycouponpv => 0.1207693020336362
ctd::dirtydv01 => 8.78322196608269E-4
ctd::dirtyindexcouponpv => 0.120769302033637
ctd::dirtyprice => 1.0571436036220974
ctd::dirtypv => 1.0571436036220974
ctd::discountmargin => 0.00796745481324629
ctd::duration => 8.051311934284783E-4
ctd::dv01 => 9.233771416632141E-4
ctd::expectedrecovery => 0.0
ctd::fairaccrued => 6.195054945054903E-7
ctd::fairaccrued01 => 4.505494505494505E-5
ctd::fairassetswapspread => -0.014724194381913663
ctd::fairasw => -0.014724194381913663
ctd::fairbondbasis => -7.216633632460756E-4
ctd::faircleancouponpv => 0.1207699215391307
ctd::faircleandv01 => 9.233771416632141E-4
ctd::faircleanindexcouponpv => NaN
ctd::faircleanprice => 1.0571442231275918
ctd::faircleanpv => 1.0571442231275918
ctd::fairconvexity => 7.208407962752773E-7
ctd::faircreditbasis => NaN
ctd::faircreditrisklessparpv => 0.9363743015884611
ctd::faircreditrisklessprincipalpv => 0.0
ctd::faircreditriskyparpv => NaN
ctd::faircreditriskyprincipalpv => 0.0
ctd::fairdefaultexposure => NaN
ctd::fairdefaultexposurenorec => NaN
ctd::fairdirtycouponpv => 0.1207693020336362
ctd::fairdirtydv01 => 8.78322196608269E-4
ctd::fairdirtyindexcouponpv => 0.120769302033637
ctd::fairdirtyprice => 1.0571436036220974
ctd::fairdirtypv => 1.0571436036220974
ctd::fairdiscountmargin => 0.001017267571367669
ctd::fairduration => 8.096206476269174E-4
ctd::fairdv01 => 9.233771416632141E-4
ctd::fairexpectedrecovery => 0.0
ctd::fairfirstcouponrate => 0.013749999999999908
ctd::fairfirstindexrate => NaN
ctd::fairgspread => -0.00839812855941017
ctd::fairispread => -0.008545052441991536
ctd::fairlossoninstantaneousdefault => NaN
ctd::fairmacaulayduration => 8.127597694676284
ctd::fairmodifiedduration => 8.096206476269174E-4
ctd::fairoas => -0.008397431739903023
ctd::fairoaspread => -0.008397431739903023
ctd::fairoptionadjustedspread => -0.008397431739903023
ctd::fairparpv => 0.9363743015884611
ctd::fairparspread => 137.49999999999915
ctd::fairpecs => NaN
ctd::fairprice => 1.0571442231275918
ctd::fairprincipalpv => 0.0
ctd::fairpv => 1.0571442231275918
ctd::fairrecoverypv => 0.0
ctd::fairrisklesscleancouponpv => 0.1207699215391307
ctd::fairrisklesscleandv01 => 9.233771416632141E-4
ctd::fairrisklesscleanindexcouponpv => NaN
ctd::fairrisklesscleanpv => 1.0571442231275918
ctd::fairrisklessdirtycouponpv => 0.1207693020336362
ctd::fairrisklessdirtydv01 => 8.78322196608269E-4
ctd::fairrisklessdirtyindexcouponpv => 0.120769302033637
ctd::fairrisklessdirtypv => 1.0571436036220974
ctd::fairtsyspread => -0.009918566315908118
ctd::fairworkoutdate => 2458908.0
ctd::fairworkoutfactor => 1.0
ctd::fairworkouttype => 3.0
ctd::fairworkoutyield => 0.006861433684091882
ctd::fairyield => 0.006861433684091882
ctd::fairyield01 => 8.609016360805466E-4
ctd::fairyieldbasis => -7.216633632460756E-4
ctd::fairyieldspread => -7.216633632460756E-4
ctd::fairzspread => -7.220109241037095E-4
ctd::firstcouponrate => 0.013749999999999908
ctd::firstindexrate => NaN
ctd::gspread => -0.0014479413175315491
ctd::ispread => -0.001594865200112915
ctd::lossoninstantaneousdefault => NaN
ctd::macaulayduration => 8.110542101497296
ctd::marketassetswapspread => -0.001449246257362083
ctd::marketasw => -0.001449246257362083
ctd::marketbondbasis => 0.006228523878632546
ctd::marketconvexity => 7.211191256323358E-7
ctd::marketcreditbasis => NaN
ctd::marketdiscountmargin => 0.00796745481324629
ctd::marketduration => 8.051311934284783E-4
ctd::marketgspread => -0.0014479413175315491
ctd::marketinputtype=cleanprice => 0.99909375
ctd::marketispread => -0.001594865200112915
ctd::marketmacaulayduration => 8.110542101497296
ctd::marketmodifiedduration => 8.051311934284783E-4
ctd::marketoas => -0.0014464865192215877
ctd::marketoaspread => -0.0014464865192215877
ctd::marketoptionadjustedspread => -0.0014464865192215877
ctd::marketparspread => 67.92398182157089
ctd::marketpecs => NaN
ctd::marketprice => 0.9990937537732474
ctd::markettsyspread => -0.0029683790740294962
ctd::marketworkoutdate => 2458908.0
ctd::marketworkoutfactor => 1.0
ctd::marketworkouttype => 3.0
ctd::marketworkoutyield => 0.013811620925970504
ctd::marketyield => 0.013811620925970504
ctd::marketyield01 => 8.09393148205162E-4
ctd::marketyieldbasis => 0.006228523878632546
ctd::marketyieldspread => 0.006228523878632546
ctd::marketzspread => 0.006231581486678167
ctd::modifiedduration => 8.051311934284783E-4
ctd::oas => -0.0014464865192215877
ctd::oaspread => -0.0014464865192215877
ctd::optionadjustedspread => -0.0014464865192215877
ctd::parpv => 0.9363743015884611
ctd::parspread => 67.92398182157089
ctd::pecs => NaN
ctd::price => 0.9990937537732474
ctd::principalpv => 0.0
ctd::pv => 1.0571442231275918
ctd::recoverypv => 0.0
ctd::risklesscleancouponpv => 0.1207699215391307
ctd::risklesscleandv01 => 9.233771416632141E-4
ctd::risklesscleanindexcouponpv => NaN
ctd::risklesscleanpv => 1.0571442231275918
ctd::risklessdirtycouponpv => 0.1207693020336362
ctd::risklessdirtydv01 => 8.78322196608269E-4
ctd::risklessdirtyindexcouponpv => 0.120769302033637
ctd::risklessdirtypv => 1.0571436036220974
ctd::tsyspread => -0.0029683790740294962
ctd::workoutdate => 2458908.0
ctd::workoutfactor => 1.0
ctd::workouttype => 3.0
ctd::workoutyield => 0.013811620925970504
ctd::yield => 0.013811620925970504
ctd::yield01 => 8.09393148205162E-4
ctd::yieldbasis => 0.006228523878632546
ctd::yieldspread => 0.006228523878632546
ctd::zspread => 0.006231581486678167
ctdconversionfactor => 0.8317
ctdforwardprice => 0.9990937499999999
ctdspotprice => 0.99909375
ctdtreasuryyield => 0.00692
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 07:30:40 EST 2020
| Setup Time => Mon Jan 27 07:30:40 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
ctd::accrued => 6.195054945054903E-7
ctd::accrued01 => 4.505494505494505E-5
ctd::assetswapspread => -0.001449219060156987
ctd::asw => -0.001449219060156987
ctd::bondbasis => 0.006191082843155054
ctd::cleancouponpv => 0.12075407794962205
ctd::cleandv01 => 9.232619155576968E-4
ctd::cleanindexcouponpv => NaN
ctd::cleanprice => 1.0568238651708373
ctd::cleanpv => 1.0568238651708373
ctd::convexity => 7.211191256323358E-7
ctd::creditbasis => NaN
ctd::creditrisklessparpv => 0.9360697872212154
ctd::creditrisklessprincipalpv => 0.0
ctd::creditriskyparpv => NaN
ctd::creditriskyprincipalpv => 0.0
ctd::defaultexposure => NaN
ctd::defaultexposurenorec => NaN
ctd::dirtycouponpv => 0.12075345844412755
ctd::dirtydv01 => 8.782069705027517E-4
ctd::dirtyindexcouponpv => 0.12075345844412835
ctd::dirtyprice => 1.0568232456653428
ctd::dirtypv => 1.0568232456653428
ctd::discountmargin => 0.00796745481324629
ctd::duration => 8.051311934284783E-4
ctd::dv01 => 9.232619155576968E-4
ctd::expectedrecovery => 0.0
ctd::fairaccrued => 6.195054945054903E-7
ctd::fairaccrued01 => 4.505494505494505E-5
ctd::fairassetswapspread => -0.014652640439207991
ctd::fairasw => -0.014652640439207991
ctd::fairbondbasis => -7.219028823618277E-4
ctd::faircleancouponpv => 0.12075407794962205
ctd::faircleandv01 => 9.232619155576968E-4
ctd::faircleanindexcouponpv => NaN
ctd::faircleanprice => 1.0568238651708373
ctd::faircleanpv => 1.0568238651708373
ctd::fairconvexity => 7.208886073161613E-7
ctd::faircreditbasis => NaN
ctd::faircreditrisklessparpv => 0.9360697872212154
ctd::faircreditrisklessprincipalpv => 0.0
ctd::faircreditriskyparpv => NaN
ctd::faircreditriskyprincipalpv => 0.0
ctd::fairdefaultexposure => NaN
ctd::fairdefaultexposurenorec => NaN
ctd::fairdirtycouponpv => 0.12075345844412755
ctd::fairdirtydv01 => 8.782069705027517E-4
ctd::fairdirtyindexcouponpv => 0.12075345844412835
ctd::fairdirtyprice => 1.0568232456653428
ctd::fairdirtypv => 1.0568232456653428
ctd::fairdiscountmargin => 0.0010544690877294085
ctd::fairduration => 8.095966680695385E-4
ctd::fairdv01 => 9.232619155576968E-4
ctd::fairexpectedrecovery => 0.0
ctd::fairfirstcouponrate => 0.013749999999999908
ctd::fairfirstindexrate => NaN
ctd::fairgspread => -0.00836092704304843
ctd::fairispread => -0.008507850925629796
ctd::fairlossoninstantaneousdefault => NaN
ctd::fairmacaulayduration => 8.127507974189369
ctd::fairmodifiedduration => 8.095966680695385E-4
ctd::fairoas => -0.00836022630307343
ctd::fairoaspread => -0.00836022630307343
ctd::fairoptionadjustedspread => -0.00836022630307343
ctd::fairparpv => 0.9360697872212154
ctd::fairparspread => 137.49999999999895
ctd::fairpecs => NaN
ctd::fairprice => 1.0568238651708373
ctd::fairprincipalpv => 0.0
ctd::fairpv => 1.0568238651708373
ctd::fairrecoverypv => 0.0
ctd::fairrisklesscleancouponpv => 0.12075407794962205
ctd::fairrisklesscleandv01 => 9.232619155576968E-4
ctd::fairrisklesscleanindexcouponpv => NaN
ctd::fairrisklesscleanpv => 1.0568238651708373
ctd::fairrisklessdirtycouponpv => 0.12075345844412755
ctd::fairrisklessdirtydv01 => 8.782069705027517E-4
ctd::fairrisklessdirtyindexcouponpv => 0.12075345844412835
ctd::fairrisklessdirtypv => 1.0568232456653428
ctd::fairtsyspread => -0.009881364799546377
ctd::fairworkoutdate => 2458908.0
ctd::fairworkoutfactor => 1.0
ctd::fairworkouttype => 3.0
ctd::fairworkoutyield => 0.006898635200453622
ctd::fairyield => 0.006898635200453622
ctd::fairyield01 => 8.606168218028287E-4
ctd::fairyieldbasis => -7.219028823618277E-4
ctd::fairyieldspread => -7.219028823618277E-4
ctd::fairzspread => -7.222523072455965E-4
ctd::firstcouponrate => 0.013749999999999908
ctd::firstindexrate => NaN
ctd::gspread => -0.0014479413175315491
ctd::ispread => -0.001594865200112915
ctd::lossoninstantaneousdefault => NaN
ctd::macaulayduration => 8.110542101497296
ctd::marketassetswapspread => -0.001449219060156987
ctd::marketasw => -0.001449219060156987
ctd::marketbondbasis => 0.006191082843155054
ctd::marketconvexity => 7.211191256323358E-7
ctd::marketcreditbasis => NaN
ctd::marketdiscountmargin => 0.00796745481324629
ctd::marketduration => 8.051311934284783E-4
ctd::marketgspread => -0.0014479413175315491
ctd::marketinputtype=cleanprice => 0.99909375
ctd::marketispread => -0.001594865200112915
ctd::marketmacaulayduration => 8.110542101497296
ctd::marketmodifiedduration => 8.051311934284783E-4
ctd::marketoas => -0.0014464865192215877
ctd::marketoaspread => -0.0014464865192215877
ctd::marketoptionadjustedspread => -0.0014464865192215877
ctd::marketparspread => 68.26228342145183
ctd::marketpecs => NaN
ctd::marketprice => 0.9990937537732474
ctd::markettsyspread => -0.0029683790740294962
ctd::marketworkoutdate => 2458908.0
ctd::marketworkoutfactor => 1.0
ctd::marketworkouttype => 3.0
ctd::marketworkoutyield => 0.013811620925970504
ctd::marketyield => 0.013811620925970504
ctd::marketyield01 => 8.09393148205162E-4
ctd::marketyieldbasis => 0.006191082843155054
ctd::marketyieldspread => 0.006191082843155054
ctd::marketzspread => 0.006194136620250279
ctd::modifiedduration => 8.051311934284783E-4
ctd::oas => -0.0014464865192215877
ctd::oaspread => -0.0014464865192215877
ctd::optionadjustedspread => -0.0014464865192215877
ctd::parpv => 0.9360697872212154
ctd::parspread => 68.26228342145183
ctd::pecs => NaN
ctd::price => 0.9990937537732474
ctd::principalpv => 0.0
ctd::pv => 1.0568238651708373
ctd::recoverypv => 0.0
ctd::risklesscleancouponpv => 0.12075407794962205
ctd::risklesscleandv01 => 9.232619155576968E-4
ctd::risklesscleanindexcouponpv => NaN
ctd::risklesscleanpv => 1.0568238651708373
ctd::risklessdirtycouponpv => 0.12075345844412755
ctd::risklessdirtydv01 => 8.782069705027517E-4
ctd::risklessdirtyindexcouponpv => 0.12075345844412835
ctd::risklessdirtypv => 1.0568232456653428
ctd::tsyspread => -0.0029683790740294962
ctd::workoutdate => 2458908.0
ctd::workoutfactor => 1.0
ctd::workouttype => 3.0
ctd::workoutyield => 0.013811620925970504
ctd::yield => 0.013811620925970504
ctd::yield01 => 8.09393148205162E-4
ctd::yieldbasis => 0.006191082843155054
ctd::yieldspread => 0.006191082843155054
ctd::zspread => 0.006194136620250279
ctdconversionfactor => 0.8317
ctdforwardprice => 0.9990937499999999
ctdspotprice => 0.99909375
ctdtreasuryyield => 0.00692
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 07:30:40 EST 2020
| Setup Time => Mon Jan 27 07:30:40 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|------------------------------------------------------------------------------------------------------------------------------------||
| CODE | tsy::18-nov-2016 | tsy::18-nov-2017 | tsy::18-nov-2018 | tsy::18-nov-2020 | tsy::18-nov-2022 | tsy::18-nov-2025 | tsy::18-nov-2045 ||
|------------------------------------------------------------------------------------------------------------------------------------||
| CN1 | -0.00000 | -0.00000 | 2.85023 | 5.04128 | -0.00000 | -0.00000 | -0.00000 ||
| DU1 | -0.00000 | -0.00000 | 2.85023 | 5.04128 | -0.00000 | -0.00000 | -0.00000 ||
| FV1 | -0.00000 | -0.00000 | 2.85023 | 5.04128 | -0.00000 | -0.00000 | -0.00000 ||
| G1 | -0.00000 | -0.00000 | 2.85023 | 5.04128 | -0.00000 | -0.00000 | -0.00000 ||
| JB1 | -0.00000 | -0.00000 | 2.85023 | 5.04128 | -0.00000 | -0.00000 | -0.00000 ||
| OE1 | -0.00000 | -0.00000 | 2.85023 | 5.04128 | -0.00000 | -0.00000 | -0.00000 ||
| RX1 | -0.00000 | -0.00000 | 2.85023 | 5.04128 | -0.00000 | -0.00000 | -0.00000 ||
| TU1 | -0.00000 | -0.00000 | 2.85023 | 5.04128 | -0.00000 | -0.00000 | -0.00000 ||
| TY1 | -0.00000 | -0.00000 | 2.85023 | 5.04128 | -0.00000 | -0.00000 | -0.00000 ||
| UB1 | -0.00000 | -0.00000 | 2.85023 | 5.04128 | -0.00000 | -0.00000 | -0.00000 ||
| ULTRA | -0.00000 | -0.00000 | 2.85023 | 5.04128 | -0.00000 | -0.00000 | -0.00000 ||
| US1 | -0.00000 | -0.00000 | 2.85023 | 5.04128 | -0.00000 | -0.00000 | -0.00000 ||
| YM1 | -0.00000 | -0.00000 | 2.85023 | 5.04128 | -0.00000 | -0.00000 | -0.00000 ||
|------------------------------------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 07:30:40 EST 2020
| Setup Time => Mon Jan 27 07:30:40 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
ctd::accrued => 6.195054945054903E-7
ctd::accrued01 => 4.505494505494505E-5
ctd::assetswapspread => -0.001449246257362083
ctd::asw => -0.001449246257362083
ctd::bondbasis => 0.006228523878632546
ctd::cleancouponpv => 0.1207699215391307
ctd::cleandv01 => 9.233771416632141E-4
ctd::cleanindexcouponpv => NaN
ctd::cleanprice => 1.0571442231275918
ctd::cleanpv => 1.0571442231275918
ctd::convexity => 7.211191256323358E-7
ctd::creditbasis => NaN
ctd::creditrisklessparpv => 0.9363743015884611
ctd::creditrisklessprincipalpv => 0.0
ctd::creditriskyparpv => NaN
ctd::creditriskyprincipalpv => 0.0
ctd::defaultexposure => NaN
ctd::defaultexposurenorec => NaN
ctd::dirtycouponpv => 0.1207693020336362
ctd::dirtydv01 => 8.78322196608269E-4
ctd::dirtyindexcouponpv => 0.120769302033637
ctd::dirtyprice => 1.0571436036220974
ctd::dirtypv => 1.0571436036220974
ctd::discountmargin => 0.00796745481324629
ctd::duration => 8.051311934284783E-4
ctd::dv01 => 9.233771416632141E-4
ctd::expectedrecovery => 0.0
ctd::fairaccrued => 6.195054945054903E-7
ctd::fairaccrued01 => 4.505494505494505E-5
ctd::fairassetswapspread => -0.014724194381913663
ctd::fairasw => -0.014724194381913663
ctd::fairbondbasis => -7.216633632460756E-4
ctd::faircleancouponpv => 0.1207699215391307
ctd::faircleandv01 => 9.233771416632141E-4
ctd::faircleanindexcouponpv => NaN
ctd::faircleanprice => 1.0571442231275918
ctd::faircleanpv => 1.0571442231275918
ctd::fairconvexity => 7.208407962752773E-7
ctd::faircreditbasis => NaN
ctd::faircreditrisklessparpv => 0.9363743015884611
ctd::faircreditrisklessprincipalpv => 0.0
ctd::faircreditriskyparpv => NaN
ctd::faircreditriskyprincipalpv => 0.0
ctd::fairdefaultexposure => NaN
ctd::fairdefaultexposurenorec => NaN
ctd::fairdirtycouponpv => 0.1207693020336362
ctd::fairdirtydv01 => 8.78322196608269E-4
ctd::fairdirtyindexcouponpv => 0.120769302033637
ctd::fairdirtyprice => 1.0571436036220974
ctd::fairdirtypv => 1.0571436036220974
ctd::fairdiscountmargin => 0.001017267571367669
ctd::fairduration => 8.096206476269174E-4
ctd::fairdv01 => 9.233771416632141E-4
ctd::fairexpectedrecovery => 0.0
ctd::fairfirstcouponrate => 0.013749999999999908
ctd::fairfirstindexrate => NaN
ctd::fairgspread => -0.00839812855941017
ctd::fairispread => -0.008545052441991536
ctd::fairlossoninstantaneousdefault => NaN
ctd::fairmacaulayduration => 8.127597694676284
ctd::fairmodifiedduration => 8.096206476269174E-4
ctd::fairoas => -0.008397431739903023
ctd::fairoaspread => -0.008397431739903023
ctd::fairoptionadjustedspread => -0.008397431739903023
ctd::fairparpv => 0.9363743015884611
ctd::fairparspread => 137.49999999999915
ctd::fairpecs => NaN
ctd::fairprice => 1.0571442231275918
ctd::fairprincipalpv => 0.0
ctd::fairpv => 1.0571442231275918
ctd::fairrecoverypv => 0.0
ctd::fairrisklesscleancouponpv => 0.1207699215391307
ctd::fairrisklesscleandv01 => 9.233771416632141E-4
ctd::fairrisklesscleanindexcouponpv => NaN
ctd::fairrisklesscleanpv => 1.0571442231275918
ctd::fairrisklessdirtycouponpv => 0.1207693020336362
ctd::fairrisklessdirtydv01 => 8.78322196608269E-4
ctd::fairrisklessdirtyindexcouponpv => 0.120769302033637
ctd::fairrisklessdirtypv => 1.0571436036220974
ctd::fairtsyspread => -0.009918566315908118
ctd::fairworkoutdate => 2458908.0
ctd::fairworkoutfactor => 1.0
ctd::fairworkouttype => 3.0
ctd::fairworkoutyield => 0.006861433684091882
ctd::fairyield => 0.006861433684091882
ctd::fairyield01 => 8.609016360805466E-4
ctd::fairyieldbasis => -7.216633632460756E-4
ctd::fairyieldspread => -7.216633632460756E-4
ctd::fairzspread => -7.220109241037095E-4
ctd::firstcouponrate => 0.013749999999999908
ctd::firstindexrate => NaN
ctd::gspread => -0.0014479413175315491
ctd::ispread => -0.001594865200112915
ctd::lossoninstantaneousdefault => NaN
ctd::macaulayduration => 8.110542101497296
ctd::marketassetswapspread => -0.001449246257362083
ctd::marketasw => -0.001449246257362083
ctd::marketbondbasis => 0.006228523878632546
ctd::marketconvexity => 7.211191256323358E-7
ctd::marketcreditbasis => NaN
ctd::marketdiscountmargin => 0.00796745481324629
ctd::marketduration => 8.051311934284783E-4
ctd::marketgspread => -0.0014479413175315491
ctd::marketinputtype=cleanprice => 0.99909375
ctd::marketispread => -0.001594865200112915
ctd::marketmacaulayduration => 8.110542101497296
ctd::marketmodifiedduration => 8.051311934284783E-4
ctd::marketoas => -0.0014464865192215877
ctd::marketoaspread => -0.0014464865192215877
ctd::marketoptionadjustedspread => -0.0014464865192215877
ctd::marketparspread => 67.92398182157089
ctd::marketpecs => NaN
ctd::marketprice => 0.9990937537732474
ctd::markettsyspread => -0.0029683790740294962
ctd::marketworkoutdate => 2458908.0
ctd::marketworkoutfactor => 1.0
ctd::marketworkouttype => 3.0
ctd::marketworkoutyield => 0.013811620925970504
ctd::marketyield => 0.013811620925970504
ctd::marketyield01 => 8.09393148205162E-4
ctd::marketyieldbasis => 0.006228523878632546
ctd::marketyieldspread => 0.006228523878632546
ctd::marketzspread => 0.006231581486678167
ctd::modifiedduration => 8.051311934284783E-4
ctd::oas => -0.0014464865192215877
ctd::oaspread => -0.0014464865192215877
ctd::optionadjustedspread => -0.0014464865192215877
ctd::parpv => 0.9363743015884611
ctd::parspread => 67.92398182157089
ctd::pecs => NaN
ctd::price => 0.9990937537732474
ctd::principalpv => 0.0
ctd::pv => 1.0571442231275918
ctd::recoverypv => 0.0
ctd::risklesscleancouponpv => 0.1207699215391307
ctd::risklesscleandv01 => 9.233771416632141E-4
ctd::risklesscleanindexcouponpv => NaN
ctd::risklesscleanpv => 1.0571442231275918
ctd::risklessdirtycouponpv => 0.1207693020336362
ctd::risklessdirtydv01 => 8.78322196608269E-4
ctd::risklessdirtyindexcouponpv => 0.120769302033637
ctd::risklessdirtypv => 1.0571436036220974
ctd::tsyspread => -0.0029683790740294962
ctd::workoutdate => 2458908.0
ctd::workoutfactor => 1.0
ctd::workouttype => 3.0
ctd::workoutyield => 0.013811620925970504
ctd::yield => 0.013811620925970504
ctd::yield01 => 8.09393148205162E-4
ctd::yieldbasis => 0.006228523878632546
ctd::yieldspread => 0.006228523878632546
ctd::zspread => 0.006231581486678167
ctdconversionfactor => 0.8317
ctdforwardprice => 0.9990937499999999
ctdspotprice => 0.99909375
ctdtreasuryyield => 0.00692
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 07:30:41 EST 2020
| Setup Time => Mon Jan 27 07:30:41 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
ctd::accrued => 6.195054945054903E-7
ctd::accrued01 => 4.505494505494505E-5
ctd::assetswapspread => -0.001449246257362083
ctd::asw => -0.001449246257362083
ctd::bondbasis => 0.006228523878632546
ctd::cleancouponpv => 0.1207699215391307
ctd::cleandv01 => 9.233771416632141E-4
ctd::cleanindexcouponpv => NaN
ctd::cleanprice => 1.0571442231275918
ctd::cleanpv => 1.0571442231275918
ctd::convexity => 7.211191256323358E-7
ctd::creditbasis => NaN
ctd::creditrisklessparpv => 0.9363743015884611
ctd::creditrisklessprincipalpv => 0.0
ctd::creditriskyparpv => NaN
ctd::creditriskyprincipalpv => 0.0
ctd::defaultexposure => NaN
ctd::defaultexposurenorec => NaN
ctd::dirtycouponpv => 0.1207693020336362
ctd::dirtydv01 => 8.78322196608269E-4
ctd::dirtyindexcouponpv => 0.120769302033637
ctd::dirtyprice => 1.0571436036220974
ctd::dirtypv => 1.0571436036220974
ctd::discountmargin => 0.00796745481324629
ctd::duration => 8.051311934284783E-4
ctd::dv01 => 9.233771416632141E-4
ctd::expectedrecovery => 0.0
ctd::fairaccrued => 6.195054945054903E-7
ctd::fairaccrued01 => 4.505494505494505E-5
ctd::fairassetswapspread => -0.014724194381913663
ctd::fairasw => -0.014724194381913663
ctd::fairbondbasis => -7.216633632460756E-4
ctd::faircleancouponpv => 0.1207699215391307
ctd::faircleandv01 => 9.233771416632141E-4
ctd::faircleanindexcouponpv => NaN
ctd::faircleanprice => 1.0571442231275918
ctd::faircleanpv => 1.0571442231275918
ctd::fairconvexity => 7.208407962752773E-7
ctd::faircreditbasis => NaN
ctd::faircreditrisklessparpv => 0.9363743015884611
ctd::faircreditrisklessprincipalpv => 0.0
ctd::faircreditriskyparpv => NaN
ctd::faircreditriskyprincipalpv => 0.0
ctd::fairdefaultexposure => NaN
ctd::fairdefaultexposurenorec => NaN
ctd::fairdirtycouponpv => 0.1207693020336362
ctd::fairdirtydv01 => 8.78322196608269E-4
ctd::fairdirtyindexcouponpv => 0.120769302033637
ctd::fairdirtyprice => 1.0571436036220974
ctd::fairdirtypv => 1.0571436036220974
ctd::fairdiscountmargin => 0.001017267571367669
ctd::fairduration => 8.096206476269174E-4
ctd::fairdv01 => 9.233771416632141E-4
ctd::fairexpectedrecovery => 0.0
ctd::fairfirstcouponrate => 0.013749999999999908
ctd::fairfirstindexrate => NaN
ctd::fairgspread => -0.00839812855941017
ctd::fairispread => -0.008545052441991536
ctd::fairlossoninstantaneousdefault => NaN
ctd::fairmacaulayduration => 8.127597694676284
ctd::fairmodifiedduration => 8.096206476269174E-4
ctd::fairoas => -0.008397431739903023
ctd::fairoaspread => -0.008397431739903023
ctd::fairoptionadjustedspread => -0.008397431739903023
ctd::fairparpv => 0.9363743015884611
ctd::fairparspread => 137.49999999999915
ctd::fairpecs => NaN
ctd::fairprice => 1.0571442231275918
ctd::fairprincipalpv => 0.0
ctd::fairpv => 1.0571442231275918
ctd::fairrecoverypv => 0.0
ctd::fairrisklesscleancouponpv => 0.1207699215391307
ctd::fairrisklesscleandv01 => 9.233771416632141E-4
ctd::fairrisklesscleanindexcouponpv => NaN
ctd::fairrisklesscleanpv => 1.0571442231275918
ctd::fairrisklessdirtycouponpv => 0.1207693020336362
ctd::fairrisklessdirtydv01 => 8.78322196608269E-4
ctd::fairrisklessdirtyindexcouponpv => 0.120769302033637
ctd::fairrisklessdirtypv => 1.0571436036220974
ctd::fairtsyspread => -0.009918566315908118
ctd::fairworkoutdate => 2458908.0
ctd::fairworkoutfactor => 1.0
ctd::fairworkouttype => 3.0
ctd::fairworkoutyield => 0.006861433684091882
ctd::fairyield => 0.006861433684091882
ctd::fairyield01 => 8.609016360805466E-4
ctd::fairyieldbasis => -7.216633632460756E-4
ctd::fairyieldspread => -7.216633632460756E-4
ctd::fairzspread => -7.220109241037095E-4
ctd::firstcouponrate => 0.013749999999999908
ctd::firstindexrate => NaN
ctd::gspread => -0.0014479413175315491
ctd::ispread => -0.001594865200112915
ctd::lossoninstantaneousdefault => NaN
ctd::macaulayduration => 8.110542101497296
ctd::marketassetswapspread => -0.001449246257362083
ctd::marketasw => -0.001449246257362083
ctd::marketbondbasis => 0.006228523878632546
ctd::marketconvexity => 7.211191256323358E-7
ctd::marketcreditbasis => NaN
ctd::marketdiscountmargin => 0.00796745481324629
ctd::marketduration => 8.051311934284783E-4
ctd::marketgspread => -0.0014479413175315491
ctd::marketinputtype=cleanprice => 0.99909375
ctd::marketispread => -0.001594865200112915
ctd::marketmacaulayduration => 8.110542101497296
ctd::marketmodifiedduration => 8.051311934284783E-4
ctd::marketoas => -0.0014464865192215877
ctd::marketoaspread => -0.0014464865192215877
ctd::marketoptionadjustedspread => -0.0014464865192215877
ctd::marketparspread => 67.92398182157089
ctd::marketpecs => NaN
ctd::marketprice => 0.9990937537732474
ctd::markettsyspread => -0.0029683790740294962
ctd::marketworkoutdate => 2458908.0
ctd::marketworkoutfactor => 1.0
ctd::marketworkouttype => 3.0
ctd::marketworkoutyield => 0.013811620925970504
ctd::marketyield => 0.013811620925970504
ctd::marketyield01 => 8.09393148205162E-4
ctd::marketyieldbasis => 0.006228523878632546
ctd::marketyieldspread => 0.006228523878632546
ctd::marketzspread => 0.006231581486678167
ctd::modifiedduration => 8.051311934284783E-4
ctd::oas => -0.0014464865192215877
ctd::oaspread => -0.0014464865192215877
ctd::optionadjustedspread => -0.0014464865192215877
ctd::parpv => 0.9363743015884611
ctd::parspread => 67.92398182157089
ctd::pecs => NaN
ctd::price => 0.9990937537732474
ctd::principalpv => 0.0
ctd::pv => 1.0571442231275918
ctd::recoverypv => 0.0
ctd::risklesscleancouponpv => 0.1207699215391307
ctd::risklesscleandv01 => 9.233771416632141E-4
ctd::risklesscleanindexcouponpv => NaN
ctd::risklesscleanpv => 1.0571442231275918
ctd::risklessdirtycouponpv => 0.1207693020336362
ctd::risklessdirtydv01 => 8.78322196608269E-4
ctd::risklessdirtyindexcouponpv => 0.120769302033637
ctd::risklessdirtypv => 1.0571436036220974
ctd::tsyspread => -0.0029683790740294962
ctd::workoutdate => 2458908.0
ctd::workoutfactor => 1.0
ctd::workouttype => 3.0
ctd::workoutyield => 0.013811620925970504
ctd::yield => 0.013811620925970504
ctd::yield01 => 8.09393148205162E-4
ctd::yieldbasis => 0.006228523878632546
ctd::yieldspread => 0.006228523878632546
ctd::zspread => 0.006231581486678167
ctdconversionfactor => 0.8317
ctdforwardprice => 0.9990937499999999
ctdspotprice => 0.99909375
ctdtreasuryyield => 0.00692
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 07:30:41 EST 2020
| Setup Time => Mon Jan 27 07:30:41 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
ctd::accrued => 6.195054945054903E-7
ctd::accrued01 => 4.505494505494505E-5
ctd::assetswapspread => -0.001449246257362083
ctd::asw => -0.001449246257362083
ctd::bondbasis => 0.006228523878632546
ctd::cleancouponpv => 0.1207699215391307
ctd::cleandv01 => 9.233771416632141E-4
ctd::cleanindexcouponpv => NaN
ctd::cleanprice => 1.0571442231275918
ctd::cleanpv => 1.0571442231275918
ctd::convexity => 7.211191256323358E-7
ctd::creditbasis => NaN
ctd::creditrisklessparpv => 0.9363743015884611
ctd::creditrisklessprincipalpv => 0.0
ctd::creditriskyparpv => NaN
ctd::creditriskyprincipalpv => 0.0
ctd::defaultexposure => NaN
ctd::defaultexposurenorec => NaN
ctd::dirtycouponpv => 0.1207693020336362
ctd::dirtydv01 => 8.78322196608269E-4
ctd::dirtyindexcouponpv => 0.120769302033637
ctd::dirtyprice => 1.0571436036220974
ctd::dirtypv => 1.0571436036220974
ctd::discountmargin => 0.00796745481324629
ctd::duration => 8.051311934284783E-4
ctd::dv01 => 9.233771416632141E-4
ctd::expectedrecovery => 0.0
ctd::fairaccrued => 6.195054945054903E-7
ctd::fairaccrued01 => 4.505494505494505E-5
ctd::fairassetswapspread => -0.014724194381913663
ctd::fairasw => -0.014724194381913663
ctd::fairbondbasis => -7.216633632460756E-4
ctd::faircleancouponpv => 0.1207699215391307
ctd::faircleandv01 => 9.233771416632141E-4
ctd::faircleanindexcouponpv => NaN
ctd::faircleanprice => 1.0571442231275918
ctd::faircleanpv => 1.0571442231275918
ctd::fairconvexity => 7.208407962752773E-7
ctd::faircreditbasis => NaN
ctd::faircreditrisklessparpv => 0.9363743015884611
ctd::faircreditrisklessprincipalpv => 0.0
ctd::faircreditriskyparpv => NaN
ctd::faircreditriskyprincipalpv => 0.0
ctd::fairdefaultexposure => NaN
ctd::fairdefaultexposurenorec => NaN
ctd::fairdirtycouponpv => 0.1207693020336362
ctd::fairdirtydv01 => 8.78322196608269E-4
ctd::fairdirtyindexcouponpv => 0.120769302033637
ctd::fairdirtyprice => 1.0571436036220974
ctd::fairdirtypv => 1.0571436036220974
ctd::fairdiscountmargin => 0.001017267571367669
ctd::fairduration => 8.096206476269174E-4
ctd::fairdv01 => 9.233771416632141E-4
ctd::fairexpectedrecovery => 0.0
ctd::fairfirstcouponrate => 0.013749999999999908
ctd::fairfirstindexrate => NaN
ctd::fairgspread => -0.00839812855941017
ctd::fairispread => -0.008545052441991536
ctd::fairlossoninstantaneousdefault => NaN
ctd::fairmacaulayduration => 8.127597694676284
ctd::fairmodifiedduration => 8.096206476269174E-4
ctd::fairoas => -0.008397431739903023
ctd::fairoaspread => -0.008397431739903023
ctd::fairoptionadjustedspread => -0.008397431739903023
ctd::fairparpv => 0.9363743015884611
ctd::fairparspread => 137.49999999999915
ctd::fairpecs => NaN
ctd::fairprice => 1.0571442231275918
ctd::fairprincipalpv => 0.0
ctd::fairpv => 1.0571442231275918
ctd::fairrecoverypv => 0.0
ctd::fairrisklesscleancouponpv => 0.1207699215391307
ctd::fairrisklesscleandv01 => 9.233771416632141E-4
ctd::fairrisklesscleanindexcouponpv => NaN
ctd::fairrisklesscleanpv => 1.0571442231275918
ctd::fairrisklessdirtycouponpv => 0.1207693020336362
ctd::fairrisklessdirtydv01 => 8.78322196608269E-4
ctd::fairrisklessdirtyindexcouponpv => 0.120769302033637
ctd::fairrisklessdirtypv => 1.0571436036220974
ctd::fairtsyspread => -0.009918566315908118
ctd::fairworkoutdate => 2458908.0
ctd::fairworkoutfactor => 1.0
ctd::fairworkouttype => 3.0
ctd::fairworkoutyield => 0.006861433684091882
ctd::fairyield => 0.006861433684091882
ctd::fairyield01 => 8.609016360805466E-4
ctd::fairyieldbasis => -7.216633632460756E-4
ctd::fairyieldspread => -7.216633632460756E-4
ctd::fairzspread => -7.220109241037095E-4
ctd::firstcouponrate => 0.013749999999999908
ctd::firstindexrate => NaN
ctd::gspread => -0.0014479413175315491
ctd::ispread => -0.001594865200112915
ctd::lossoninstantaneousdefault => NaN
ctd::macaulayduration => 8.110542101497296
ctd::marketassetswapspread => -0.001449246257362083
ctd::marketasw => -0.001449246257362083
ctd::marketbondbasis => 0.006228523878632546
ctd::marketconvexity => 7.211191256323358E-7
ctd::marketcreditbasis => NaN
ctd::marketdiscountmargin => 0.00796745481324629
ctd::marketduration => 8.051311934284783E-4
ctd::marketgspread => -0.0014479413175315491
ctd::marketinputtype=cleanprice => 0.99909375
ctd::marketispread => -0.001594865200112915
ctd::marketmacaulayduration => 8.110542101497296
ctd::marketmodifiedduration => 8.051311934284783E-4
ctd::marketoas => -0.0014464865192215877
ctd::marketoaspread => -0.0014464865192215877
ctd::marketoptionadjustedspread => -0.0014464865192215877
ctd::marketparspread => 67.92398182157089
ctd::marketpecs => NaN
ctd::marketprice => 0.9990937537732474
ctd::markettsyspread => -0.0029683790740294962
ctd::marketworkoutdate => 2458908.0
ctd::marketworkoutfactor => 1.0
ctd::marketworkouttype => 3.0
ctd::marketworkoutyield => 0.013811620925970504
ctd::marketyield => 0.013811620925970504
ctd::marketyield01 => 8.09393148205162E-4
ctd::marketyieldbasis => 0.006228523878632546
ctd::marketyieldspread => 0.006228523878632546
ctd::marketzspread => 0.006231581486678167
ctd::modifiedduration => 8.051311934284783E-4
ctd::oas => -0.0014464865192215877
ctd::oaspread => -0.0014464865192215877
ctd::optionadjustedspread => -0.0014464865192215877
ctd::parpv => 0.9363743015884611
ctd::parspread => 67.92398182157089
ctd::pecs => NaN
ctd::price => 0.9990937537732474
ctd::principalpv => 0.0
ctd::pv => 1.0571442231275918
ctd::recoverypv => 0.0
ctd::risklesscleancouponpv => 0.1207699215391307
ctd::risklesscleandv01 => 9.233771416632141E-4
ctd::risklesscleanindexcouponpv => NaN
ctd::risklesscleanpv => 1.0571442231275918
ctd::risklessdirtycouponpv => 0.1207693020336362
ctd::risklessdirtydv01 => 8.78322196608269E-4
ctd::risklessdirtyindexcouponpv => 0.120769302033637
ctd::risklessdirtypv => 1.0571436036220974
ctd::tsyspread => -0.0029683790740294962
ctd::workoutdate => 2458908.0
ctd::workoutfactor => 1.0
ctd::workouttype => 3.0
ctd::workoutyield => 0.013811620925970504
ctd::yield => 0.013811620925970504
ctd::yield01 => 8.09393148205162E-4
ctd::yieldbasis => 0.006228523878632546
ctd::yieldspread => 0.006228523878632546
ctd::zspread => 0.006231581486678167
ctdconversionfactor => 0.8317
ctdforwardprice => 0.9990937499999999
ctdspotprice => 0.99909375
ctdtreasuryyield => 0.00692
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 07:30:41 EST 2020
| Setup Time => Mon Jan 27 07:30:41 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
ctd::accrued => 6.195054945054903E-7
ctd::accrued01 => 4.505494505494505E-5
ctd::assetswapspread => -0.0014492248268724735
ctd::asw => -0.0014492248268724735
ctd::bondbasis => 0.006197092442989806
ctd::cleancouponpv => 0.12075743660094566
ctd::cleandv01 => 9.232863421127776E-4
ctd::cleanindexcouponpv => NaN
ctd::cleanprice => 1.0568752781237112
ctd::cleanpv => 1.0568752781237112
ctd::convexity => 7.211191256323358E-7
ctd::creditbasis => NaN
ctd::creditrisklessparpv => 0.9361178415227656
ctd::creditrisklessprincipalpv => 0.0
ctd::creditriskyparpv => NaN
ctd::creditriskyprincipalpv => 0.0
ctd::defaultexposure => NaN
ctd::defaultexposurenorec => NaN
ctd::dirtycouponpv => 0.12075681709545116
ctd::dirtydv01 => 8.782313970578325E-4
ctd::dirtyindexcouponpv => 0.12075681709545197
ctd::dirtyprice => 1.0568746586182167
ctd::dirtypv => 1.0568746586182167
ctd::discountmargin => 0.007967027927364922
ctd::duration => 8.051311934284783E-4
ctd::dv01 => 9.232863421127776E-4
ctd::expectedrecovery => 0.0
ctd::fairaccrued => 6.195054945054903E-7
ctd::fairaccrued01 => 4.505494505494505E-5
ctd::fairassetswapspread => -0.01466403715241986
ctd::fairasw => -0.01466403715241986
ctd::fairbondbasis => -7.218644326974413E-4
ctd::faircleancouponpv => 0.12075743660094566
ctd::faircleandv01 => 9.232863421127776E-4
ctd::faircleanindexcouponpv => NaN
ctd::faircleanprice => 1.0568752781237112
ctd::faircleanpv => 1.0568752781237112
ctd::fairconvexity => 7.208800592757835E-7
ctd::faircreditbasis => NaN
ctd::faircreditrisklessparpv => 0.9361178415227656
ctd::faircreditrisklessprincipalpv => 0.0
ctd::faircreditriskyparpv => NaN
ctd::faircreditriskyprincipalpv => 0.0
ctd::fairdefaultexposure => NaN
ctd::fairdefaultexposurenorec => NaN
ctd::fairdirtycouponpv => 0.12075681709545116
ctd::fairdirtydv01 => 8.782313970578325E-4
ctd::fairdirtyindexcouponpv => 0.12075681709545197
ctd::fairdirtyprice => 1.0568746586182167
ctd::fairdirtypv => 1.0568746586182167
ctd::fairdiscountmargin => 0.0010480710516776745
ctd::fairduration => 8.096005174754675E-4
ctd::fairdv01 => 9.232863421127776E-4
ctd::fairexpectedrecovery => 0.0
ctd::fairfirstcouponrate => 0.013749999999999908
ctd::fairfirstindexrate => NaN
ctd::fairgspread => -0.008366898193218796
ctd::fairispread => -0.008513822075800162
ctd::fairlossoninstantaneousdefault => NaN
ctd::fairmacaulayduration => 8.127522376195946
ctd::fairmodifiedduration => 8.096005174754675E-4
ctd::fairoas => -0.008366198082666528
ctd::fairoaspread => -0.008366198082666528
ctd::fairoptionadjustedspread => -0.008366198082666528
ctd::fairparpv => 0.9361178415227656
ctd::fairparspread => 137.4999999999991
ctd::fairpecs => NaN
ctd::fairprice => 1.0568752781237112
ctd::fairprincipalpv => 0.0
ctd::fairpv => 1.0568752781237112
ctd::fairrecoverypv => 0.0
ctd::fairrisklesscleancouponpv => 0.12075743660094566
ctd::fairrisklesscleandv01 => 9.232863421127776E-4
ctd::fairrisklesscleanindexcouponpv => NaN
ctd::fairrisklesscleanpv => 1.0568752781237112
ctd::fairrisklessdirtycouponpv => 0.12075681709545116
ctd::fairrisklessdirtydv01 => 8.782313970578325E-4
ctd::fairrisklessdirtyindexcouponpv => 0.12075681709545197
ctd::fairrisklessdirtypv => 1.0568746586182167
ctd::fairtsyspread => -0.009887335949716743
ctd::fairworkoutdate => 2458908.0
ctd::fairworkoutfactor => 1.0
ctd::fairworkouttype => 3.0
ctd::fairworkoutyield => 0.0068926640502832565
ctd::fairyield => 0.0068926640502832565
ctd::fairyield01 => 8.606625300839887E-4
ctd::fairyieldbasis => -7.218644326974413E-4
ctd::fairyieldspread => -7.218644326974413E-4
ctd::fairzspread => -7.222139367522311E-4
ctd::firstcouponrate => 0.013749999999999908
ctd::firstindexrate => NaN
ctd::gspread => -0.0014479413175315491
ctd::ispread => -0.001594865200112915
ctd::lossoninstantaneousdefault => NaN
ctd::macaulayduration => 8.110542101497296
ctd::marketassetswapspread => -0.0014492248268724735
ctd::marketasw => -0.0014492248268724735
ctd::marketbondbasis => 0.006197092442989806
ctd::marketconvexity => 7.211191256323358E-7
ctd::marketcreditbasis => NaN
ctd::marketdiscountmargin => 0.007967027927364922
ctd::marketduration => 8.051311934284783E-4
ctd::marketgspread => -0.0014479413175315491
ctd::marketinputtype=cleanprice => 0.99909375
ctd::marketispread => -0.001594865200112915
ctd::marketmacaulayduration => 8.110542101497296
ctd::marketmodifiedduration => 8.051311934284783E-4
ctd::marketoas => -0.0014464865192215877
ctd::marketoaspread => -0.0014464865192215877
ctd::marketoptionadjustedspread => -0.0014464865192215877
ctd::marketparspread => 68.20843044896839
ctd::marketpecs => NaN
ctd::marketprice => 0.9990937537732474
ctd::markettsyspread => -0.0029683790740294962
ctd::marketworkoutdate => 2458908.0
ctd::marketworkoutfactor => 1.0
ctd::marketworkouttype => 3.0
ctd::marketworkoutyield => 0.013811620925970504
ctd::marketyield => 0.013811620925970504
ctd::marketyield01 => 8.09393148205162E-4
ctd::marketyieldbasis => 0.006197092442989806
ctd::marketyieldspread => 0.006197092442989806
ctd::marketzspread => 0.006200150150787073
ctd::modifiedduration => 8.051311934284783E-4
ctd::oas => -0.0014464865192215877
ctd::oaspread => -0.0014464865192215877
ctd::optionadjustedspread => -0.0014464865192215877
ctd::parpv => 0.9361178415227656
ctd::parspread => 68.20843044896839
ctd::pecs => NaN
ctd::price => 0.9990937537732474
ctd::principalpv => 0.0
ctd::pv => 1.0568752781237112
ctd::recoverypv => 0.0
ctd::risklesscleancouponpv => 0.12075743660094566
ctd::risklesscleandv01 => 9.232863421127776E-4
ctd::risklesscleanindexcouponpv => NaN
ctd::risklesscleanpv => 1.0568752781237112
ctd::risklessdirtycouponpv => 0.12075681709545116
ctd::risklessdirtydv01 => 8.782313970578325E-4
ctd::risklessdirtyindexcouponpv => 0.12075681709545197
ctd::risklessdirtypv => 1.0568746586182167
ctd::tsyspread => -0.0029683790740294962
ctd::workoutdate => 2458908.0
ctd::workoutfactor => 1.0
ctd::workouttype => 3.0
ctd::workoutyield => 0.013811620925970504
ctd::yield => 0.013811620925970504
ctd::yield01 => 8.09393148205162E-4
ctd::yieldbasis => 0.006197092442989806
ctd::yieldspread => 0.006197092442989806
ctd::zspread => 0.006200150150787073
ctdconversionfactor => 0.8317
ctdforwardprice => 0.9990937499999999
ctdspotprice => 0.99909375
ctdtreasuryyield => 0.00692
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 07:30:41 EST 2020
| Setup Time => Mon Jan 27 07:30:41 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
ctd::accrued => 6.195054945054903E-7
ctd::accrued01 => 4.505494505494505E-5
ctd::assetswapspread => -0.0014492248268724735
ctd::asw => -0.0014492248268724735
ctd::bondbasis => 0.006197092442989806
ctd::cleancouponpv => 0.12075743660094566
ctd::cleandv01 => 9.232863421127776E-4
ctd::cleanindexcouponpv => NaN
ctd::cleanprice => 1.0568752781237112
ctd::cleanpv => 1.0568752781237112
ctd::convexity => 7.211191256323358E-7
ctd::creditbasis => NaN
ctd::creditrisklessparpv => 0.9361178415227656
ctd::creditrisklessprincipalpv => 0.0
ctd::creditriskyparpv => NaN
ctd::creditriskyprincipalpv => 0.0
ctd::defaultexposure => NaN
ctd::defaultexposurenorec => NaN
ctd::dirtycouponpv => 0.12075681709545116
ctd::dirtydv01 => 8.782313970578325E-4
ctd::dirtyindexcouponpv => 0.12075681709545197
ctd::dirtyprice => 1.0568746586182167
ctd::dirtypv => 1.0568746586182167
ctd::discountmargin => 0.007967027927364922
ctd::duration => 8.051311934284783E-4
ctd::dv01 => 9.232863421127776E-4
ctd::expectedrecovery => 0.0
ctd::fairaccrued => 6.195054945054903E-7
ctd::fairaccrued01 => 4.505494505494505E-5
ctd::fairassetswapspread => -0.01466403715241986
ctd::fairasw => -0.01466403715241986
ctd::fairbondbasis => -7.218644326974413E-4
ctd::faircleancouponpv => 0.12075743660094566
ctd::faircleandv01 => 9.232863421127776E-4
ctd::faircleanindexcouponpv => NaN
ctd::faircleanprice => 1.0568752781237112
ctd::faircleanpv => 1.0568752781237112
ctd::fairconvexity => 7.208800592757835E-7
ctd::faircreditbasis => NaN
ctd::faircreditrisklessparpv => 0.9361178415227656
ctd::faircreditrisklessprincipalpv => 0.0
ctd::faircreditriskyparpv => NaN
ctd::faircreditriskyprincipalpv => 0.0
ctd::fairdefaultexposure => NaN
ctd::fairdefaultexposurenorec => NaN
ctd::fairdirtycouponpv => 0.12075681709545116
ctd::fairdirtydv01 => 8.782313970578325E-4
ctd::fairdirtyindexcouponpv => 0.12075681709545197
ctd::fairdirtyprice => 1.0568746586182167
ctd::fairdirtypv => 1.0568746586182167
ctd::fairdiscountmargin => 0.0010480710516776745
ctd::fairduration => 8.096005174754675E-4
ctd::fairdv01 => 9.232863421127776E-4
ctd::fairexpectedrecovery => 0.0
ctd::fairfirstcouponrate => 0.013749999999999908
ctd::fairfirstindexrate => NaN
ctd::fairgspread => -0.008366898193218796
ctd::fairispread => -0.008513822075800162
ctd::fairlossoninstantaneousdefault => NaN
ctd::fairmacaulayduration => 8.127522376195946
ctd::fairmodifiedduration => 8.096005174754675E-4
ctd::fairoas => -0.008366198082666528
ctd::fairoaspread => -0.008366198082666528
ctd::fairoptionadjustedspread => -0.008366198082666528
ctd::fairparpv => 0.9361178415227656
ctd::fairparspread => 137.4999999999991
ctd::fairpecs => NaN
ctd::fairprice => 1.0568752781237112
ctd::fairprincipalpv => 0.0
ctd::fairpv => 1.0568752781237112
ctd::fairrecoverypv => 0.0
ctd::fairrisklesscleancouponpv => 0.12075743660094566
ctd::fairrisklesscleandv01 => 9.232863421127776E-4
ctd::fairrisklesscleanindexcouponpv => NaN
ctd::fairrisklesscleanpv => 1.0568752781237112
ctd::fairrisklessdirtycouponpv => 0.12075681709545116
ctd::fairrisklessdirtydv01 => 8.782313970578325E-4
ctd::fairrisklessdirtyindexcouponpv => 0.12075681709545197
ctd::fairrisklessdirtypv => 1.0568746586182167
ctd::fairtsyspread => -0.009887335949716743
ctd::fairworkoutdate => 2458908.0
ctd::fairworkoutfactor => 1.0
ctd::fairworkouttype => 3.0
ctd::fairworkoutyield => 0.0068926640502832565
ctd::fairyield => 0.0068926640502832565
ctd::fairyield01 => 8.606625300839887E-4
ctd::fairyieldbasis => -7.218644326974413E-4
ctd::fairyieldspread => -7.218644326974413E-4
ctd::fairzspread => -7.222139367522311E-4
ctd::firstcouponrate => 0.013749999999999908
ctd::firstindexrate => NaN
ctd::gspread => -0.0014479413175315491
ctd::ispread => -0.001594865200112915
ctd::lossoninstantaneousdefault => NaN
ctd::macaulayduration => 8.110542101497296
ctd::marketassetswapspread => -0.0014492248268724735
ctd::marketasw => -0.0014492248268724735
ctd::marketbondbasis => 0.006197092442989806
ctd::marketconvexity => 7.211191256323358E-7
ctd::marketcreditbasis => NaN
ctd::marketdiscountmargin => 0.007967027927364922
ctd::marketduration => 8.051311934284783E-4
ctd::marketgspread => -0.0014479413175315491
ctd::marketinputtype=cleanprice => 0.99909375
ctd::marketispread => -0.001594865200112915
ctd::marketmacaulayduration => 8.110542101497296
ctd::marketmodifiedduration => 8.051311934284783E-4
ctd::marketoas => -0.0014464865192215877
ctd::marketoaspread => -0.0014464865192215877
ctd::marketoptionadjustedspread => -0.0014464865192215877
ctd::marketparspread => 68.20843044896839
ctd::marketpecs => NaN
ctd::marketprice => 0.9990937537732474
ctd::markettsyspread => -0.0029683790740294962
ctd::marketworkoutdate => 2458908.0
ctd::marketworkoutfactor => 1.0
ctd::marketworkouttype => 3.0
ctd::marketworkoutyield => 0.013811620925970504
ctd::marketyield => 0.013811620925970504
ctd::marketyield01 => 8.09393148205162E-4
ctd::marketyieldbasis => 0.006197092442989806
ctd::marketyieldspread => 0.006197092442989806
ctd::marketzspread => 0.006200150150787073
ctd::modifiedduration => 8.051311934284783E-4
ctd::oas => -0.0014464865192215877
ctd::oaspread => -0.0014464865192215877
ctd::optionadjustedspread => -0.0014464865192215877
ctd::parpv => 0.9361178415227656
ctd::parspread => 68.20843044896839
ctd::pecs => NaN
ctd::price => 0.9990937537732474
ctd::principalpv => 0.0
ctd::pv => 1.0568752781237112
ctd::recoverypv => 0.0
ctd::risklesscleancouponpv => 0.12075743660094566
ctd::risklesscleandv01 => 9.232863421127776E-4
ctd::risklesscleanindexcouponpv => NaN
ctd::risklesscleanpv => 1.0568752781237112
ctd::risklessdirtycouponpv => 0.12075681709545116
ctd::risklessdirtydv01 => 8.782313970578325E-4
ctd::risklessdirtyindexcouponpv => 0.12075681709545197
ctd::risklessdirtypv => 1.0568746586182167
ctd::tsyspread => -0.0029683790740294962
ctd::workoutdate => 2458908.0
ctd::workoutfactor => 1.0
ctd::workouttype => 3.0
ctd::workoutyield => 0.013811620925970504
ctd::yield => 0.013811620925970504
ctd::yield01 => 8.09393148205162E-4
ctd::yieldbasis => 0.006197092442989806
ctd::yieldspread => 0.006197092442989806
ctd::zspread => 0.006200150150787073
ctdconversionfactor => 0.8317
ctdforwardprice => 0.9990937499999999
ctdspotprice => 0.99909375
ctdtreasuryyield => 0.00692
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 07:30:41 EST 2020
| Setup Time => Mon Jan 27 07:30:41 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
ctd::accrued => 6.195054945054903E-7
ctd::accrued01 => 4.505494505494505E-5
ctd::assetswapspread => -0.001449246257362083
ctd::asw => -0.001449246257362083
ctd::bondbasis => 0.006228523878632546
ctd::cleancouponpv => 0.1207699215391307
ctd::cleandv01 => 9.233771416632141E-4
ctd::cleanindexcouponpv => NaN
ctd::cleanprice => 1.0571442231275918
ctd::cleanpv => 1.0571442231275918
ctd::convexity => 7.211191256323358E-7
ctd::creditbasis => NaN
ctd::creditrisklessparpv => 0.9363743015884611
ctd::creditrisklessprincipalpv => 0.0
ctd::creditriskyparpv => NaN
ctd::creditriskyprincipalpv => 0.0
ctd::defaultexposure => NaN
ctd::defaultexposurenorec => NaN
ctd::dirtycouponpv => 0.1207693020336362
ctd::dirtydv01 => 8.78322196608269E-4
ctd::dirtyindexcouponpv => 0.120769302033637
ctd::dirtyprice => 1.0571436036220974
ctd::dirtypv => 1.0571436036220974
ctd::discountmargin => 0.00796745481324629
ctd::duration => 8.051311934284783E-4
ctd::dv01 => 9.233771416632141E-4
ctd::expectedrecovery => 0.0
ctd::fairaccrued => 6.195054945054903E-7
ctd::fairaccrued01 => 4.505494505494505E-5
ctd::fairassetswapspread => -0.014724194381913663
ctd::fairasw => -0.014724194381913663
ctd::fairbondbasis => -7.216633632460756E-4
ctd::faircleancouponpv => 0.1207699215391307
ctd::faircleandv01 => 9.233771416632141E-4
ctd::faircleanindexcouponpv => NaN
ctd::faircleanprice => 1.0571442231275918
ctd::faircleanpv => 1.0571442231275918
ctd::fairconvexity => 7.208407962752773E-7
ctd::faircreditbasis => NaN
ctd::faircreditrisklessparpv => 0.9363743015884611
ctd::faircreditrisklessprincipalpv => 0.0
ctd::faircreditriskyparpv => NaN
ctd::faircreditriskyprincipalpv => 0.0
ctd::fairdefaultexposure => NaN
ctd::fairdefaultexposurenorec => NaN
ctd::fairdirtycouponpv => 0.1207693020336362
ctd::fairdirtydv01 => 8.78322196608269E-4
ctd::fairdirtyindexcouponpv => 0.120769302033637
ctd::fairdirtyprice => 1.0571436036220974
ctd::fairdirtypv => 1.0571436036220974
ctd::fairdiscountmargin => 0.001017267571367669
ctd::fairduration => 8.096206476269174E-4
ctd::fairdv01 => 9.233771416632141E-4
ctd::fairexpectedrecovery => 0.0
ctd::fairfirstcouponrate => 0.013749999999999908
ctd::fairfirstindexrate => NaN
ctd::fairgspread => -0.00839812855941017
ctd::fairispread => -0.008545052441991536
ctd::fairlossoninstantaneousdefault => NaN
ctd::fairmacaulayduration => 8.127597694676284
ctd::fairmodifiedduration => 8.096206476269174E-4
ctd::fairoas => -0.008397431739903023
ctd::fairoaspread => -0.008397431739903023
ctd::fairoptionadjustedspread => -0.008397431739903023
ctd::fairparpv => 0.9363743015884611
ctd::fairparspread => 137.49999999999915
ctd::fairpecs => NaN
ctd::fairprice => 1.0571442231275918
ctd::fairprincipalpv => 0.0
ctd::fairpv => 1.0571442231275918
ctd::fairrecoverypv => 0.0
ctd::fairrisklesscleancouponpv => 0.1207699215391307
ctd::fairrisklesscleandv01 => 9.233771416632141E-4
ctd::fairrisklesscleanindexcouponpv => NaN
ctd::fairrisklesscleanpv => 1.0571442231275918
ctd::fairrisklessdirtycouponpv => 0.1207693020336362
ctd::fairrisklessdirtydv01 => 8.78322196608269E-4
ctd::fairrisklessdirtyindexcouponpv => 0.120769302033637
ctd::fairrisklessdirtypv => 1.0571436036220974
ctd::fairtsyspread => -0.009918566315908118
ctd::fairworkoutdate => 2458908.0
ctd::fairworkoutfactor => 1.0
ctd::fairworkouttype => 3.0
ctd::fairworkoutyield => 0.006861433684091882
ctd::fairyield => 0.006861433684091882
ctd::fairyield01 => 8.609016360805466E-4
ctd::fairyieldbasis => -7.216633632460756E-4
ctd::fairyieldspread => -7.216633632460756E-4
ctd::fairzspread => -7.220109241037095E-4
ctd::firstcouponrate => 0.013749999999999908
ctd::firstindexrate => NaN
ctd::gspread => -0.0014479413175315491
ctd::ispread => -0.001594865200112915
ctd::lossoninstantaneousdefault => NaN
ctd::macaulayduration => 8.110542101497296
ctd::marketassetswapspread => -0.001449246257362083
ctd::marketasw => -0.001449246257362083
ctd::marketbondbasis => 0.006228523878632546
ctd::marketconvexity => 7.211191256323358E-7
ctd::marketcreditbasis => NaN
ctd::marketdiscountmargin => 0.00796745481324629
ctd::marketduration => 8.051311934284783E-4
ctd::marketgspread => -0.0014479413175315491
ctd::marketinputtype=cleanprice => 0.99909375
ctd::marketispread => -0.001594865200112915
ctd::marketmacaulayduration => 8.110542101497296
ctd::marketmodifiedduration => 8.051311934284783E-4
ctd::marketoas => -0.0014464865192215877
ctd::marketoaspread => -0.0014464865192215877
ctd::marketoptionadjustedspread => -0.0014464865192215877
ctd::marketparspread => 67.92398182157089
ctd::marketpecs => NaN
ctd::marketprice => 0.9990937537732474
ctd::markettsyspread => -0.0029683790740294962
ctd::marketworkoutdate => 2458908.0
ctd::marketworkoutfactor => 1.0
ctd::marketworkouttype => 3.0
ctd::marketworkoutyield => 0.013811620925970504
ctd::marketyield => 0.013811620925970504
ctd::marketyield01 => 8.09393148205162E-4
ctd::marketyieldbasis => 0.006228523878632546
ctd::marketyieldspread => 0.006228523878632546
ctd::marketzspread => 0.006231581486678167
ctd::modifiedduration => 8.051311934284783E-4
ctd::oas => -0.0014464865192215877
ctd::oaspread => -0.0014464865192215877
ctd::optionadjustedspread => -0.0014464865192215877
ctd::parpv => 0.9363743015884611
ctd::parspread => 67.92398182157089
ctd::pecs => NaN
ctd::price => 0.9990937537732474
ctd::principalpv => 0.0
ctd::pv => 1.0571442231275918
ctd::recoverypv => 0.0
ctd::risklesscleancouponpv => 0.1207699215391307
ctd::risklesscleandv01 => 9.233771416632141E-4
ctd::risklesscleanindexcouponpv => NaN
ctd::risklesscleanpv => 1.0571442231275918
ctd::risklessdirtycouponpv => 0.1207693020336362
ctd::risklessdirtydv01 => 8.78322196608269E-4
ctd::risklessdirtyindexcouponpv => 0.120769302033637
ctd::risklessdirtypv => 1.0571436036220974
ctd::tsyspread => -0.0029683790740294962
ctd::workoutdate => 2458908.0
ctd::workoutfactor => 1.0
ctd::workouttype => 3.0
ctd::workoutyield => 0.013811620925970504
ctd::yield => 0.013811620925970504
ctd::yield01 => 8.09393148205162E-4
ctd::yieldbasis => 0.006228523878632546
ctd::yieldspread => 0.006228523878632546
ctd::zspread => 0.006231581486678167
ctdconversionfactor => 0.8317
ctdforwardprice => 0.9990937499999999
ctdspotprice => 0.99909375
ctdtreasuryyield => 0.00692
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 07:30:41 EST 2020
| Setup Time => Mon Jan 27 07:30:41 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
ctd::accrued => 6.195054945054903E-7
ctd::accrued01 => 4.505494505494505E-5
ctd::assetswapspread => -0.0014492248268724735
ctd::asw => -0.0014492248268724735
ctd::bondbasis => 0.006197092442989806
ctd::cleancouponpv => 0.12075743660094566
ctd::cleandv01 => 9.232863421127776E-4
ctd::cleanindexcouponpv => NaN
ctd::cleanprice => 1.0568752781237112
ctd::cleanpv => 1.0568752781237112
ctd::convexity => 7.211191256323358E-7
ctd::creditbasis => NaN
ctd::creditrisklessparpv => 0.9361178415227656
ctd::creditrisklessprincipalpv => 0.0
ctd::creditriskyparpv => NaN
ctd::creditriskyprincipalpv => 0.0
ctd::defaultexposure => NaN
ctd::defaultexposurenorec => NaN
ctd::dirtycouponpv => 0.12075681709545116
ctd::dirtydv01 => 8.782313970578325E-4
ctd::dirtyindexcouponpv => 0.12075681709545197
ctd::dirtyprice => 1.0568746586182167
ctd::dirtypv => 1.0568746586182167
ctd::discountmargin => 0.007967027927364922
ctd::duration => 8.051311934284783E-4
ctd::dv01 => 9.232863421127776E-4
ctd::expectedrecovery => 0.0
ctd::fairaccrued => 6.195054945054903E-7
ctd::fairaccrued01 => 4.505494505494505E-5
ctd::fairassetswapspread => -0.01466403715241986
ctd::fairasw => -0.01466403715241986
ctd::fairbondbasis => -7.218644326974413E-4
ctd::faircleancouponpv => 0.12075743660094566
ctd::faircleandv01 => 9.232863421127776E-4
ctd::faircleanindexcouponpv => NaN
ctd::faircleanprice => 1.0568752781237112
ctd::faircleanpv => 1.0568752781237112
ctd::fairconvexity => 7.208800592757835E-7
ctd::faircreditbasis => NaN
ctd::faircreditrisklessparpv => 0.9361178415227656
ctd::faircreditrisklessprincipalpv => 0.0
ctd::faircreditriskyparpv => NaN
ctd::faircreditriskyprincipalpv => 0.0
ctd::fairdefaultexposure => NaN
ctd::fairdefaultexposurenorec => NaN
ctd::fairdirtycouponpv => 0.12075681709545116
ctd::fairdirtydv01 => 8.782313970578325E-4
ctd::fairdirtyindexcouponpv => 0.12075681709545197
ctd::fairdirtyprice => 1.0568746586182167
ctd::fairdirtypv => 1.0568746586182167
ctd::fairdiscountmargin => 0.0010480710516776745
ctd::fairduration => 8.096005174754675E-4
ctd::fairdv01 => 9.232863421127776E-4
ctd::fairexpectedrecovery => 0.0
ctd::fairfirstcouponrate => 0.013749999999999908
ctd::fairfirstindexrate => NaN
ctd::fairgspread => -0.008366898193218796
ctd::fairispread => -0.008513822075800162
ctd::fairlossoninstantaneousdefault => NaN
ctd::fairmacaulayduration => 8.127522376195946
ctd::fairmodifiedduration => 8.096005174754675E-4
ctd::fairoas => -0.008366198082666528
ctd::fairoaspread => -0.008366198082666528
ctd::fairoptionadjustedspread => -0.008366198082666528
ctd::fairparpv => 0.9361178415227656
ctd::fairparspread => 137.4999999999991
ctd::fairpecs => NaN
ctd::fairprice => 1.0568752781237112
ctd::fairprincipalpv => 0.0
ctd::fairpv => 1.0568752781237112
ctd::fairrecoverypv => 0.0
ctd::fairrisklesscleancouponpv => 0.12075743660094566
ctd::fairrisklesscleandv01 => 9.232863421127776E-4
ctd::fairrisklesscleanindexcouponpv => NaN
ctd::fairrisklesscleanpv => 1.0568752781237112
ctd::fairrisklessdirtycouponpv => 0.12075681709545116
ctd::fairrisklessdirtydv01 => 8.782313970578325E-4
ctd::fairrisklessdirtyindexcouponpv => 0.12075681709545197
ctd::fairrisklessdirtypv => 1.0568746586182167
ctd::fairtsyspread => -0.009887335949716743
ctd::fairworkoutdate => 2458908.0
ctd::fairworkoutfactor => 1.0
ctd::fairworkouttype => 3.0
ctd::fairworkoutyield => 0.0068926640502832565
ctd::fairyield => 0.0068926640502832565
ctd::fairyield01 => 8.606625300839887E-4
ctd::fairyieldbasis => -7.218644326974413E-4
ctd::fairyieldspread => -7.218644326974413E-4
ctd::fairzspread => -7.222139367522311E-4
ctd::firstcouponrate => 0.013749999999999908
ctd::firstindexrate => NaN
ctd::gspread => -0.0014479413175315491
ctd::ispread => -0.001594865200112915
ctd::lossoninstantaneousdefault => NaN
ctd::macaulayduration => 8.110542101497296
ctd::marketassetswapspread => -0.0014492248268724735
ctd::marketasw => -0.0014492248268724735
ctd::marketbondbasis => 0.006197092442989806
ctd::marketconvexity => 7.211191256323358E-7
ctd::marketcreditbasis => NaN
ctd::marketdiscountmargin => 0.007967027927364922
ctd::marketduration => 8.051311934284783E-4
ctd::marketgspread => -0.0014479413175315491
ctd::marketinputtype=cleanprice => 0.99909375
ctd::marketispread => -0.001594865200112915
ctd::marketmacaulayduration => 8.110542101497296
ctd::marketmodifiedduration => 8.051311934284783E-4
ctd::marketoas => -0.0014464865192215877
ctd::marketoaspread => -0.0014464865192215877
ctd::marketoptionadjustedspread => -0.0014464865192215877
ctd::marketparspread => 68.20843044896839
ctd::marketpecs => NaN
ctd::marketprice => 0.9990937537732474
ctd::markettsyspread => -0.0029683790740294962
ctd::marketworkoutdate => 2458908.0
ctd::marketworkoutfactor => 1.0
ctd::marketworkouttype => 3.0
ctd::marketworkoutyield => 0.013811620925970504
ctd::marketyield => 0.013811620925970504
ctd::marketyield01 => 8.09393148205162E-4
ctd::marketyieldbasis => 0.006197092442989806
ctd::marketyieldspread => 0.006197092442989806
ctd::marketzspread => 0.006200150150787073
ctd::modifiedduration => 8.051311934284783E-4
ctd::oas => -0.0014464865192215877
ctd::oaspread => -0.0014464865192215877
ctd::optionadjustedspread => -0.0014464865192215877
ctd::parpv => 0.9361178415227656
ctd::parspread => 68.20843044896839
ctd::pecs => NaN
ctd::price => 0.9990937537732474
ctd::principalpv => 0.0
ctd::pv => 1.0568752781237112
ctd::recoverypv => 0.0
ctd::risklesscleancouponpv => 0.12075743660094566
ctd::risklesscleandv01 => 9.232863421127776E-4
ctd::risklesscleanindexcouponpv => NaN
ctd::risklesscleanpv => 1.0568752781237112
ctd::risklessdirtycouponpv => 0.12075681709545116
ctd::risklessdirtydv01 => 8.782313970578325E-4
ctd::risklessdirtyindexcouponpv => 0.12075681709545197
ctd::risklessdirtypv => 1.0568746586182167
ctd::tsyspread => -0.0029683790740294962
ctd::workoutdate => 2458908.0
ctd::workoutfactor => 1.0
ctd::workouttype => 3.0
ctd::workoutyield => 0.013811620925970504
ctd::yield => 0.013811620925970504
ctd::yield01 => 8.09393148205162E-4
ctd::yieldbasis => 0.006197092442989806
ctd::yieldspread => 0.006197092442989806
ctd::zspread => 0.006200150150787073
ctdconversionfactor => 0.8317
ctdforwardprice => 0.9990937499999999
ctdspotprice => 0.99909375
ctdtreasuryyield => 0.00692
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 07:30:42 EST 2020
| Setup Time => Mon Jan 27 07:30:42 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
ctd::accrued => 6.195054945054903E-7
ctd::accrued01 => 4.505494505494505E-5
ctd::assetswapspread => -0.0014492248268724735
ctd::asw => -0.0014492248268724735
ctd::bondbasis => 0.006197092442989806
ctd::cleancouponpv => 0.12075743660094566
ctd::cleandv01 => 9.232863421127776E-4
ctd::cleanindexcouponpv => NaN
ctd::cleanprice => 1.0568752781237112
ctd::cleanpv => 1.0568752781237112
ctd::convexity => 7.211191256323358E-7
ctd::creditbasis => NaN
ctd::creditrisklessparpv => 0.9361178415227656
ctd::creditrisklessprincipalpv => 0.0
ctd::creditriskyparpv => NaN
ctd::creditriskyprincipalpv => 0.0
ctd::defaultexposure => NaN
ctd::defaultexposurenorec => NaN
ctd::dirtycouponpv => 0.12075681709545116
ctd::dirtydv01 => 8.782313970578325E-4
ctd::dirtyindexcouponpv => 0.12075681709545197
ctd::dirtyprice => 1.0568746586182167
ctd::dirtypv => 1.0568746586182167
ctd::discountmargin => 0.007967027927364922
ctd::duration => 8.051311934284783E-4
ctd::dv01 => 9.232863421127776E-4
ctd::expectedrecovery => 0.0
ctd::fairaccrued => 6.195054945054903E-7
ctd::fairaccrued01 => 4.505494505494505E-5
ctd::fairassetswapspread => -0.01466403715241986
ctd::fairasw => -0.01466403715241986
ctd::fairbondbasis => -7.218644326974413E-4
ctd::faircleancouponpv => 0.12075743660094566
ctd::faircleandv01 => 9.232863421127776E-4
ctd::faircleanindexcouponpv => NaN
ctd::faircleanprice => 1.0568752781237112
ctd::faircleanpv => 1.0568752781237112
ctd::fairconvexity => 7.208800592757835E-7
ctd::faircreditbasis => NaN
ctd::faircreditrisklessparpv => 0.9361178415227656
ctd::faircreditrisklessprincipalpv => 0.0
ctd::faircreditriskyparpv => NaN
ctd::faircreditriskyprincipalpv => 0.0
ctd::fairdefaultexposure => NaN
ctd::fairdefaultexposurenorec => NaN
ctd::fairdirtycouponpv => 0.12075681709545116
ctd::fairdirtydv01 => 8.782313970578325E-4
ctd::fairdirtyindexcouponpv => 0.12075681709545197
ctd::fairdirtyprice => 1.0568746586182167
ctd::fairdirtypv => 1.0568746586182167
ctd::fairdiscountmargin => 0.0010480710516776745
ctd::fairduration => 8.096005174754675E-4
ctd::fairdv01 => 9.232863421127776E-4
ctd::fairexpectedrecovery => 0.0
ctd::fairfirstcouponrate => 0.013749999999999908
ctd::fairfirstindexrate => NaN
ctd::fairgspread => -0.008366898193218796
ctd::fairispread => -0.008513822075800162
ctd::fairlossoninstantaneousdefault => NaN
ctd::fairmacaulayduration => 8.127522376195946
ctd::fairmodifiedduration => 8.096005174754675E-4
ctd::fairoas => -0.008366198082666528
ctd::fairoaspread => -0.008366198082666528
ctd::fairoptionadjustedspread => -0.008366198082666528
ctd::fairparpv => 0.9361178415227656
ctd::fairparspread => 137.4999999999991
ctd::fairpecs => NaN
ctd::fairprice => 1.0568752781237112
ctd::fairprincipalpv => 0.0
ctd::fairpv => 1.0568752781237112
ctd::fairrecoverypv => 0.0
ctd::fairrisklesscleancouponpv => 0.12075743660094566
ctd::fairrisklesscleandv01 => 9.232863421127776E-4
ctd::fairrisklesscleanindexcouponpv => NaN
ctd::fairrisklesscleanpv => 1.0568752781237112
ctd::fairrisklessdirtycouponpv => 0.12075681709545116
ctd::fairrisklessdirtydv01 => 8.782313970578325E-4
ctd::fairrisklessdirtyindexcouponpv => 0.12075681709545197
ctd::fairrisklessdirtypv => 1.0568746586182167
ctd::fairtsyspread => -0.009887335949716743
ctd::fairworkoutdate => 2458908.0
ctd::fairworkoutfactor => 1.0
ctd::fairworkouttype => 3.0
ctd::fairworkoutyield => 0.0068926640502832565
ctd::fairyield => 0.0068926640502832565
ctd::fairyield01 => 8.606625300839887E-4
ctd::fairyieldbasis => -7.218644326974413E-4
ctd::fairyieldspread => -7.218644326974413E-4
ctd::fairzspread => -7.222139367522311E-4
ctd::firstcouponrate => 0.013749999999999908
ctd::firstindexrate => NaN
ctd::gspread => -0.0014479413175315491
ctd::ispread => -0.001594865200112915
ctd::lossoninstantaneousdefault => NaN
ctd::macaulayduration => 8.110542101497296
ctd::marketassetswapspread => -0.0014492248268724735
ctd::marketasw => -0.0014492248268724735
ctd::marketbondbasis => 0.006197092442989806
ctd::marketconvexity => 7.211191256323358E-7
ctd::marketcreditbasis => NaN
ctd::marketdiscountmargin => 0.007967027927364922
ctd::marketduration => 8.051311934284783E-4
ctd::marketgspread => -0.0014479413175315491
ctd::marketinputtype=cleanprice => 0.99909375
ctd::marketispread => -0.001594865200112915
ctd::marketmacaulayduration => 8.110542101497296
ctd::marketmodifiedduration => 8.051311934284783E-4
ctd::marketoas => -0.0014464865192215877
ctd::marketoaspread => -0.0014464865192215877
ctd::marketoptionadjustedspread => -0.0014464865192215877
ctd::marketparspread => 68.20843044896839
ctd::marketpecs => NaN
ctd::marketprice => 0.9990937537732474
ctd::markettsyspread => -0.0029683790740294962
ctd::marketworkoutdate => 2458908.0
ctd::marketworkoutfactor => 1.0
ctd::marketworkouttype => 3.0
ctd::marketworkoutyield => 0.013811620925970504
ctd::marketyield => 0.013811620925970504
ctd::marketyield01 => 8.09393148205162E-4
ctd::marketyieldbasis => 0.006197092442989806
ctd::marketyieldspread => 0.006197092442989806
ctd::marketzspread => 0.006200150150787073
ctd::modifiedduration => 8.051311934284783E-4
ctd::oas => -0.0014464865192215877
ctd::oaspread => -0.0014464865192215877
ctd::optionadjustedspread => -0.0014464865192215877
ctd::parpv => 0.9361178415227656
ctd::parspread => 68.20843044896839
ctd::pecs => NaN
ctd::price => 0.9990937537732474
ctd::principalpv => 0.0
ctd::pv => 1.0568752781237112
ctd::recoverypv => 0.0
ctd::risklesscleancouponpv => 0.12075743660094566
ctd::risklesscleandv01 => 9.232863421127776E-4
ctd::risklesscleanindexcouponpv => NaN
ctd::risklesscleanpv => 1.0568752781237112
ctd::risklessdirtycouponpv => 0.12075681709545116
ctd::risklessdirtydv01 => 8.782313970578325E-4
ctd::risklessdirtyindexcouponpv => 0.12075681709545197
ctd::risklessdirtypv => 1.0568746586182167
ctd::tsyspread => -0.0029683790740294962
ctd::workoutdate => 2458908.0
ctd::workoutfactor => 1.0
ctd::workouttype => 3.0
ctd::workoutyield => 0.013811620925970504
ctd::yield => 0.013811620925970504
ctd::yield01 => 8.09393148205162E-4
ctd::yieldbasis => 0.006197092442989806
ctd::yieldspread => 0.006197092442989806
ctd::zspread => 0.006200150150787073
ctdconversionfactor => 0.8317
ctdforwardprice => 0.9990937499999999
ctdspotprice => 0.99909375
ctdtreasuryyield => 0.00692
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 07:30:42 EST 2020
| Setup Time => Mon Jan 27 07:30:42 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
ctd::accrued => 6.195054945054903E-7
ctd::accrued01 => 4.505494505494505E-5
ctd::assetswapspread => -0.0014536311030754366
ctd::asw => -0.0014536311030754366
ctd::bondbasis => 0.006185132054546684
ctd::cleancouponpv => 0.12074721937736795
ctd::cleandv01 => 9.232120350322122E-4
ctd::cleanindexcouponpv => NaN
ctd::cleanprice => 1.0567729580621783
ctd::cleanpv => 1.0567729580621783
ctd::convexity => 7.211191256323358E-7
ctd::creditbasis => NaN
ctd::creditrisklessparpv => 0.9360257386848103
ctd::creditrisklessprincipalpv => 0.0
ctd::creditriskyparpv => NaN
ctd::creditriskyprincipalpv => 0.0
ctd::defaultexposure => NaN
ctd::defaultexposurenorec => NaN
ctd::dirtycouponpv => 0.12074659987187344
ctd::dirtydv01 => 8.781570899772671E-4
ctd::dirtyindexcouponpv => 0.12074659987187424
ctd::dirtyprice => 1.0567723385566838
ctd::dirtypv => 1.0567723385566838
ctd::discountmargin => 0.008047563295093003
ctd::duration => 8.051311934284783E-4
ctd::dv01 => 9.232120350322122E-4
ctd::expectedrecovery => 0.0
ctd::fairaccrued => 6.195054945054903E-7
ctd::fairaccrued01 => 4.505494505494505E-5
ctd::fairassetswapspread => -0.014646161842549462
ctd::fairasw => -0.014646161842549462
ctd::fairbondbasis => -7.219409575716191E-4
ctd::faircleancouponpv => 0.12074721937736795
ctd::faircleandv01 => 9.232120350322122E-4
ctd::faircleanindexcouponpv => NaN
ctd::faircleanprice => 1.0567729580621783
ctd::faircleanpv => 1.0567729580621783
ctd::fairconvexity => 7.2089739467652E-7
ctd::faircreditbasis => NaN
ctd::faircreditrisklessparpv => 0.9360257386848103
ctd::faircreditrisklessprincipalpv => 0.0
ctd::faircreditriskyparpv => NaN
ctd::faircreditriskyprincipalpv => 0.0
ctd::fairdefaultexposure => NaN
ctd::fairdefaultexposurenorec => NaN
ctd::fairdirtycouponpv => 0.12074659987187344
ctd::fairdirtydv01 => 8.781570899772671E-4
ctd::fairdirtyindexcouponpv => 0.12074659987187424
ctd::fairdirtyprice => 1.0567723385566838
ctd::fairdirtypv => 1.0567723385566838
ctd::fairdiscountmargin => 0.0011404902829746984
ctd::fairduration => 8.095928561547542E-4
ctd::fairdv01 => 9.232120350322122E-4
ctd::fairexpectedrecovery => 0.0
ctd::fairfirstcouponrate => 0.013749999999999908
ctd::fairfirstindexrate => NaN
ctd::fairgspread => -0.008355014329649853
ctd::fairispread => -0.008506362075112017
ctd::fairlossoninstantaneousdefault => NaN
ctd::fairmacaulayduration => 8.127493712703052
ctd::fairmodifiedduration => 8.095928561547542E-4
ctd::fairoas => -0.00835431296635326
ctd::fairoaspread => -0.00835431296635326
ctd::fairoptionadjustedspread => -0.00835431296635326
ctd::fairparpv => 0.9360257386848103
ctd::fairparspread => 137.4999999999992
ctd::fairpecs => NaN
ctd::fairprice => 1.0567729580621783
ctd::fairprincipalpv => 0.0
ctd::fairpv => 1.0567729580621783
ctd::fairrecoverypv => 0.0
ctd::fairrisklesscleancouponpv => 0.12074721937736795
ctd::fairrisklesscleandv01 => 9.232120350322122E-4
ctd::fairrisklesscleanindexcouponpv => NaN
ctd::fairrisklesscleanpv => 1.0567729580621783
ctd::fairrisklessdirtycouponpv => 0.12074659987187344
ctd::fairrisklessdirtydv01 => 8.781570899772671E-4
ctd::fairrisklessdirtyindexcouponpv => 0.12074659987187424
ctd::fairrisklessdirtypv => 1.0567723385566838
ctd::fairtsyspread => -0.0098754520861478
ctd::fairworkoutdate => 2458908.0
ctd::fairworkoutfactor => 1.0
ctd::fairworkouttype => 3.0
ctd::fairworkoutyield => 0.0069045479138522
ctd::fairyield => 0.0069045479138522
ctd::fairyield01 => 8.605715633969169E-4
ctd::fairyieldbasis => -7.219409575716191E-4
ctd::fairyieldspread => -7.219409575716191E-4
ctd::fairzspread => -7.222894483365249E-4
ctd::firstcouponrate => 0.013749999999999908
ctd::firstindexrate => NaN
ctd::gspread => -0.0014479413175315491
ctd::ispread => -0.001599289062993713
ctd::lossoninstantaneousdefault => NaN
ctd::macaulayduration => 8.110542101497296
ctd::marketassetswapspread => -0.0014536311030754366
ctd::marketasw => -0.0014536311030754366
ctd::marketbondbasis => 0.006185132054546684
ctd::marketconvexity => 7.211191256323358E-7
ctd::marketcreditbasis => NaN
ctd::marketdiscountmargin => 0.008047563295093003
ctd::marketduration => 8.051311934284783E-4
ctd::marketgspread => -0.0014479413175315491
ctd::marketinputtype=cleanprice => 0.99909375
ctd::marketispread => -0.001599289062993713
ctd::marketmacaulayduration => 8.110542101497296
ctd::marketmodifiedduration => 8.051311934284783E-4
ctd::marketoas => -0.0014464865192215877
ctd::marketoaspread => -0.0014464865192215877
ctd::marketoptionadjustedspread => -0.0014464865192215877
ctd::marketparspread => 68.31368385079223
ctd::marketpecs => NaN
ctd::marketprice => 0.9990937537732474
ctd::markettsyspread => -0.0029683790740294962
ctd::marketworkoutdate => 2458908.0
ctd::marketworkoutfactor => 1.0
ctd::marketworkouttype => 3.0
ctd::marketworkoutyield => 0.013811620925970504
ctd::marketyield => 0.013811620925970504
ctd::marketyield01 => 8.09393148205162E-4
ctd::marketyieldbasis => 0.006185132054546684
ctd::marketyieldspread => 0.006185132054546684
ctd::marketzspread => 0.006188174555628459
ctd::modifiedduration => 8.051311934284783E-4
ctd::oas => -0.0014464865192215877
ctd::oaspread => -0.0014464865192215877
ctd::optionadjustedspread => -0.0014464865192215877
ctd::parpv => 0.9360257386848103
ctd::parspread => 68.31368385079223
ctd::pecs => NaN
ctd::price => 0.9990937537732474
ctd::principalpv => 0.0
ctd::pv => 1.0567729580621783
ctd::recoverypv => 0.0
ctd::risklesscleancouponpv => 0.12074721937736795
ctd::risklesscleandv01 => 9.232120350322122E-4
ctd::risklesscleanindexcouponpv => NaN
ctd::risklesscleanpv => 1.0567729580621783
ctd::risklessdirtycouponpv => 0.12074659987187344
ctd::risklessdirtydv01 => 8.781570899772671E-4
ctd::risklessdirtyindexcouponpv => 0.12074659987187424
ctd::risklessdirtypv => 1.0567723385566838
ctd::tsyspread => -0.0029683790740294962
ctd::workoutdate => 2458908.0
ctd::workoutfactor => 1.0
ctd::workouttype => 3.0
ctd::workoutyield => 0.013811620925970504
ctd::yield => 0.013811620925970504
ctd::yield01 => 8.09393148205162E-4
ctd::yieldbasis => 0.006185132054546684
ctd::yieldspread => 0.006185132054546684
ctd::zspread => 0.006188174555628459
ctdconversionfactor => 0.8317
ctdforwardprice => 0.9990937499999999
ctdspotprice => 0.99909375
ctdtreasuryyield => 0.00692
tsy::18-nov-2016 => 4.3671342021475617E-10
tsy::18-nov-2017 => 4.3671342021475617E-10
tsy::18-nov-2018 => -2.8502307713062205
tsy::18-nov-2020 => -5.041281140906198
tsy::18-nov-2022 => 4.3671342021475617E-10
tsy::18-nov-2025 => 4.3671342021475617E-10
tsy::18-nov-2045 => 4.3671342021475617E-10