Class org.drip.coverage.xva.Netting

1

tests

0

failures

0

ignored

17.590s

duration

100%

successful

Tests

Test Duration Result
codeCoverageTest 17.590s passed

Standard output

	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 01:02:32 EST 2020
	|    Setup Time     => Mon Jan 27 01:02:32 EST 2020
	|    Setup Duration => 0 ms
	|-----------------------------------------------------------------|


	|--------------------------------------------------------------------------------------------------------------------------------------------------------------||
	|                                                       PATH VERTEX EXPOSURES AND NUMERAIRE REALIZATIONS                                                       ||
	|--------------------------------------------------------------------------------------------------------------------------------------------------------------||
	|    L -> R:                                                                                                                                                   ||
	|            - Path #1 Gross Exposure                                                                                                                          ||
	|            - Path #1 Positive Exposure                                                                                                                       ||
	|            - Path #1 Negative Exposure                                                                                                                       ||
	|            - Path #2 Gross Exposure                                                                                                                          ||
	|            - Path #2 Positive Exposure                                                                                                                       ||
	|            - Path #2 Negative Exposure                                                                                                                       ||
	|            - Collateral Numeraire                                                                                                                            ||
	|            - Bank Survival Probability                                                                                                                       ||
	|            - Bank Recovery Rate                                                                                                                              ||
	|            - Bank Funding Spread                                                                                                                             ||
	|            - Counter Party Survival Probability                                                                                                              ||
	|            - Counter Party Recovery Rate                                                                                                                     ||
	|--------------------------------------------------------------------------------------------------------------------------------------------------------------||
	| 27-JAN-2020 =>  1.000000 |  1.000000 |  0.000000 |  1.000000 |  1.000000 |  0.000000 |  0.000000 |  1.000000 |  0.400000 |  0.025000 |  1.000000 |  0.300000 ||
0 | 0.9801986733067553
	| 27-JUL-2020 =>  0.886200 |  0.886200 |  0.000000 |  0.930832 |  0.930832 |  0.000000 |  0.000000 |  0.992528 |  0.400000 |  0.025000 |  0.985112 |  0.300000 ||
1 | 0.9821610323583008
	| 27-JAN-2021 =>  0.964408 |  0.964408 |  0.000000 |  0.857606 |  0.857606 |  0.000000 |  0.000000 |  0.985112 |  0.400000 |  0.025000 |  0.970446 |  0.300000 ||
2 | 0.9841273200552851
	| 27-JUL-2021 =>  0.940332 |  0.940332 |  0.000000 |  0.920064 |  0.920064 |  0.000000 |  0.000000 |  0.977751 |  0.400000 |  0.025000 |  0.955997 |  0.300000 ||
3 | 0.9860975442628619
	| 27-JAN-2022 =>  1.011177 |  1.011177 |  0.000000 |  1.024328 |  1.024328 |  0.000000 |  0.000000 |  0.970446 |  0.400000 |  0.025000 |  0.941765 |  0.300000 ||
4 | 0.9880717128619305
	| 27-JUL-2022 =>  0.886812 |  0.886812 |  0.000000 |  1.121407 |  1.121407 |  0.000000 |  0.000000 |  0.963194 |  0.400000 |  0.025000 |  0.927743 |  0.300000 ||
5 | 0.9900498337491681
	| 27-JAN-2023 =>  1.029551 |  1.029551 |  0.000000 |  1.159711 |  1.159711 |  0.000000 |  0.000000 |  0.955997 |  0.400000 |  0.025000 |  0.913931 |  0.300000 ||
6 | 0.9920319148370607
	| 27-JUL-2023 =>  1.230075 |  1.230075 |  0.000000 |  1.193492 |  1.193492 |  0.000000 |  0.000000 |  0.948854 |  0.400000 |  0.025000 |  0.900325 |  0.300000 ||
7 | 0.9940179640539353
	| 27-JAN-2024 =>  1.034342 |  1.034342 |  0.000000 |  1.350254 |  1.350254 |  0.000000 |  0.000000 |  0.941765 |  0.400000 |  0.025000 |  0.886920 |  0.300000 ||
8 | 0.9960079893439915
	| 27-JUL-2024 =>  1.193350 |  1.193350 |  0.000000 |  1.529258 |  1.529258 |  0.000000 |  0.000000 |  0.934728 |  0.400000 |  0.025000 |  0.873716 |  0.300000 ||
9 | 0.9980019986673331
	| 27-JAN-2025 =>  1.186608 |  1.186608 |  0.000000 |  1.383763 |  1.383763 |  0.000000 |  0.000000 |  0.927743 |  0.400000 |  0.025000 |  0.860708 |  0.300000 ||
10 | 1.0
	|--------------------------------------------------------------------------------------------------------------------------------------------------------------||

	|---------------------------------------------------------------------------------------------------------------------------------||
	|               PERIOD UNILATERAL CREDIT, BILATERAL CREDIT, CREDIT, & CONTRA LIABILITY CREDIT VALUATION ADJUSTMENTS               ||
	|---------------------------------------------------------------------------------------------------------------------------------||
	|    - Forward Period                                                                                                             ||
	|    - Path #1 Period Unilateral Credit Adjustments                                                                               ||
	|    - Path #1 Period Bilateral Credit Adjustments                                                                                ||
	|    - Path #1 Period Credit Adjustments                                                                                          ||
	|    - Path #1 Period Contra-Liability Credit Adjustments                                                                         ||
	|    - Path #2 Period Unilateral Credit Adjustments                                                                               ||
	|    - Path #2 Period Bilateral Credit Adjustments                                                                                ||
	|    - Path #2 Period Credit Adjustments                                                                                          ||
	|    - Path #2 Period Contra-Liability Credit Adjustments                                                                         ||
	|---------------------------------------------------------------------------------------------------------------------------------||
	| [27-JAN-2020 -> 27-JUL-2020] => -0.009819 | -0.009785 | -0.009785 | -0.000034 ||| -0.010052 | -0.010015 | -0.010015 | -0.000036 ||
	| [27-JUL-2020 -> 27-JAN-2021] => -0.009471 | -0.009363 | -0.009363 | -0.000107 ||| -0.009153 | -0.009052 | -0.009052 | -0.000101 ||
	| [27-JAN-2021 -> 27-JUL-2021] => -0.009584 | -0.009407 | -0.009407 | -0.000177 ||| -0.008944 | -0.008777 | -0.008777 | -0.000167 ||
	| [27-JUL-2021 -> 27-JAN-2022] => -0.009653 | -0.009402 | -0.009402 | -0.000251 ||| -0.009618 | -0.009367 | -0.009367 | -0.000251 ||
	| [27-JAN-2022 -> 27-JUL-2022] => -0.009231 | -0.008927 | -0.008927 | -0.000304 ||| -0.010435 | -0.010087 | -0.010087 | -0.000348 ||
	| [27-JUL-2022 -> 27-JAN-2023] => -0.009162 | -0.008790 | -0.008790 | -0.000373 ||| -0.010907 | -0.010466 | -0.010466 | -0.000441 ||
	| [27-JAN-2023 -> 27-JUL-2023] => -0.010621 | -0.010113 | -0.010113 | -0.000509 ||| -0.011062 | -0.010535 | -0.010535 | -0.000527 ||
	| [27-JUL-2023 -> 27-JAN-2024] => -0.010466 | -0.009897 | -0.009897 | -0.000569 ||| -0.011755 | -0.011110 | -0.011110 | -0.000645 ||
	| [27-JAN-2024 -> 27-JUL-2024] => -0.010121 | -0.009494 | -0.009494 | -0.000628 ||| -0.013083 | -0.012272 | -0.012272 | -0.000811 ||
	| [27-JUL-2024 -> 27-JAN-2025] => -0.010632 | -0.009901 | -0.009901 | -0.000731 ||| -0.013013 | -0.012121 | -0.012121 | -0.000893 ||
	|---------------------------------------------------------------------------------------------------------------------------------||

	|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------||
	|                             DEBT VALUATION, FUNDING VALUATION, FUNDING DEBT, FUNDING COST, FUNDING BENEFIT, & SYMMETRIC FUNDING VALUATION ADJUSTMENTS                              ||
	|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------||
	|  L -> R:                                                                                                                                                                           ||
	|          - Path #1 Debt Valuation Adjustment                                                                                                                                       ||
	|          - Path #1 Funding Valuation Adjustment                                                                                                                                    ||
	|          - Path #1 Funding Debt Adjustment                                                                                                                                         ||
	|          - Path #1 Funding Cost Adjustment                                                                                                                                         ||
	|          - Path #1 Funding Benefit Adjustment                                                                                                                                      ||
	|          - Path #1 Symmatric Funding Valuation Adjustment                                                                                                                          ||
	|          - Path #2 Debt Valuation Adjustment                                                                                                                                       ||
	|          - Path #2 Funding Valuation Adjustment                                                                                                                                    ||
	|          - Path #2 Funding Debt Adjustment                                                                                                                                         ||
	|          - Path #2 Funding Cost Adjustment                                                                                                                                         ||
	|          - Path #2 Funding Benefit Adjustment                                                                                                                                      ||
	|          - Path #2 Symmatric Funding Valuation Adjustment                                                                                                                          ||
	|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------||
	| [27-JAN-2020 -> 27-JUL-2020] =>  -0.000000 |  0.011615 |  0.000000 |  0.011655 |  0.000000 | -0.011737 ||  -0.000000 |  0.011886 |  0.000000 |  0.011929 |  0.000000 | -0.012015 || 
	| [27-JUL-2020 -> 27-JAN-2021] =>  -0.000000 |  0.011228 |  0.000000 |  0.011356 |  0.000000 | -0.011618 ||  -0.000000 |  0.010862 |  0.000000 |  0.010983 |  0.000000 | -0.011229 || 
	| [27-JAN-2021 -> 27-JUL-2021] =>  -0.000000 |  0.011100 |  0.000000 |  0.011309 |  0.000000 | -0.011740 ||  -0.000000 |  0.010354 |  0.000000 |  0.010551 |  0.000000 | -0.010956 || 
	| [27-JUL-2021 -> 27-JAN-2022] =>  -0.000000 |  0.011275 |  0.000000 |  0.011576 |  0.000000 | -0.012203 ||  -0.000000 |  0.011231 |  0.000000 |  0.011532 |  0.000000 | -0.012158 || 
	| [27-JAN-2022 -> 27-JUL-2022] =>  -0.000000 |  0.010539 |  0.000000 |  0.010897 |  0.000000 | -0.011652 ||  -0.000000 |  0.011898 |  0.000000 |  0.012308 |  0.000000 | -0.013172 || 
	| [27-JUL-2022 -> 27-JAN-2023] =>  -0.000000 |  0.010537 |  0.000000 |  0.010984 |  0.000000 | -0.011935 ||  -0.000000 |  0.012552 |  0.000000 |  0.013081 |  0.000000 | -0.014207 || 
	| [27-JAN-2023 -> 27-JUL-2023] =>  -0.000000 |  0.011924 |  0.000000 |  0.012524 |  0.000000 | -0.013815 ||  -0.000000 |  0.012429 |  0.000000 |  0.013051 |  0.000000 | -0.014388 || 
	| [27-JUL-2023 -> 27-JAN-2024] =>  -0.000000 |  0.011879 |  0.000000 |  0.012562 |  0.000000 | -0.014048 ||  -0.000000 |  0.013320 |  0.000000 |  0.014094 |  0.000000 | -0.015779 || 
	| [27-JAN-2024 -> 27-JUL-2024] =>  -0.000000 |  0.011258 |  0.000000 |  0.012002 |  0.000000 | -0.013641 ||  -0.000000 |  0.014554 |  0.000000 |  0.015515 |  0.000000 | -0.017632 || 
	| [27-JUL-2024 -> 27-JAN-2025] =>  -0.000000 |  0.011876 |  0.000000 |  0.012752 |  0.000000 | -0.014705 ||  -0.000000 |  0.014544 |  0.000000 |  0.015615 |  0.000000 | -0.017999 || 
	|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------||

	|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
	|         DATE         => 27-JAN-2020 | 27-JUL-2020 | 27-JAN-2021 | 27-JUL-2021 | 27-JAN-2022 | 27-JUL-2022 | 27-JAN-2023 | 27-JUL-2023 | 27-JAN-2024 | 27-JUL-2024 | 27-JAN-2025 |
	|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
	|       EXPOSURE       =>    1.0000   |    0.9085   |    0.9110   |    0.9302   |    1.0178   |    1.0041   |    1.0946   |    1.2118   |    1.1923   |    1.3613   |    1.2852   |
	|  POSITIVE EXPOSURE   =>    1.0000   |    0.9085   |    0.9110   |    0.9302   |    1.0178   |    1.0041   |    1.0946   |    1.2118   |    1.1923   |    1.3613   |    1.2852   |
	|  NEGATIVE EXPOSURE   =>    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |
	|      EXPOSURE PV     =>    1.0000   |    0.9067   |    0.9074   |    0.9246   |    1.0096   |    0.9941   |    1.0816   |    1.1949   |    1.1734   |    1.3370   |    1.2597   |
	| POSITIVE EXPOSURE PV =>    1.0000   |    0.9067   |    0.9074   |    0.9246   |    1.0096   |    0.9941   |    1.0816   |    1.1949   |    1.1734   |    1.3370   |    1.2597   |
	| NEGATIVE EXPOSURE PV =>    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |
	|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|

	||-------------------||
	||  UCVA  => -10.34% ||
	|| FTDCVA => -09.94% ||
	||  CVA   => -09.94% ||
	||  CVACL =>  00.40% ||
	||  DVA   =>  00.00% ||
	||  FVA   => -12.31% ||
	||  FDA   =>  00.00% ||
	||  FCA   => -12.31% ||
	||  FBA   =>  00.00% ||
	||  SFVA  => -13.33% ||
	||-------------------||

	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 01:02:32 EST 2020
	|    Setup Time     => Mon Jan 27 01:02:32 EST 2020
	|    Finish Time    => Mon Jan 27 01:02:32 EST 2020
	|    Setup Duration => 0 ms
	|    Run Duration   => 15 ms
	|-----------------------------------------------------------------|


	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 01:02:32 EST 2020
	|    Setup Time     => Mon Jan 27 01:02:32 EST 2020
	|    Setup Duration => 0 ms
	|-----------------------------------------------------------------|


	|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
	|         DATE         => 27-JAN-2020 | 27-JUL-2020 | 27-JAN-2021 | 27-JUL-2021 | 27-JAN-2022 | 27-JUL-2022 | 27-JAN-2023 | 27-JUL-2023 | 27-JAN-2024 | 27-JUL-2024 | 27-JAN-2025 |
	|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
	|       EXPOSURE       =>    1.0000   |    1.0298   |    1.0616   |    1.0935   |    1.1262   |    1.1617   |    1.1972   |    1.2345   |    1.2698   |    1.3070   |    1.3488   |
	|  POSITIVE EXPOSURE   =>    1.0000   |    1.0298   |    1.0616   |    1.0935   |    1.1262   |    1.1617   |    1.1972   |    1.2345   |    1.2698   |    1.3070   |    1.3488   |
	|  NEGATIVE EXPOSURE   =>    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |
	|      EXPOSURE PV     =>    1.0000   |    1.0278   |    1.0574   |    1.0870   |    1.1172   |    1.1501   |    1.1829   |    1.2174   |    1.2496   |    1.2837   |    1.3221   |
	| POSITIVE EXPOSURE PV =>    1.0000   |    1.0278   |    1.0574   |    1.0870   |    1.1172   |    1.1501   |    1.1829   |    1.2174   |    1.2496   |    1.2837   |    1.3221   |
	| NEGATIVE EXPOSURE PV =>    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |
	|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|

	||-------------------||
	||  UCVA  => -11.21% ||
	|| FTDCVA => -10.79% ||
	||  CVA   => -10.79% ||
	||  CVACL =>  00.42% ||
	||  DVA   =>  00.00% ||
	||  FVA   => -13.35% ||
	||  FDA   =>  00.00% ||
	||  FCA   => -13.35% ||
	||  FBA   =>  00.00% ||
	||  SFVA  => -14.43% ||
	||-------------------||

	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 01:02:32 EST 2020
	|    Setup Time     => Mon Jan 27 01:02:32 EST 2020
	|    Finish Time    => Mon Jan 27 01:02:33 EST 2020
	|    Setup Duration => 0 ms
	|    Run Duration   => 958 ms
	|-----------------------------------------------------------------|


	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 01:02:33 EST 2020
	|    Setup Time     => Mon Jan 27 01:02:33 EST 2020
	|    Setup Duration => 1 ms
	|-----------------------------------------------------------------|


	|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
	|         DATE         => 27-JAN-2020 | 27-JUL-2020 | 27-JAN-2021 | 27-JUL-2021 | 27-JAN-2022 | 27-JUL-2022 | 27-JAN-2023 | 27-JUL-2023 | 27-JAN-2024 | 27-JUL-2024 | 27-JAN-2025 |
	|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
	|       EXPOSURE       =>    1.0000   |    1.0310   |    1.0614   |    1.0916   |    1.1240   |    1.1565   |    1.1908   |    1.2274   |    1.2632   |    1.3007   |    1.3401   |
	|  POSITIVE EXPOSURE   =>    1.0000   |    1.0310   |    1.0614   |    1.0916   |    1.1240   |    1.1565   |    1.1908   |    1.2274   |    1.2632   |    1.3007   |    1.3401   |
	|  NEGATIVE EXPOSURE   =>    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |
	|      EXPOSURE PV     =>    1.0000   |    1.0287   |    1.0569   |    1.0846   |    1.1144   |    1.1443   |    1.1762   |    1.2100   |    1.2427   |    1.2772   |    1.3133   |
	| POSITIVE EXPOSURE PV =>    1.0000   |    1.0287   |    1.0569   |    1.0846   |    1.1144   |    1.1443   |    1.1762   |    1.2100   |    1.2427   |    1.2772   |    1.3133   |
	| NEGATIVE EXPOSURE PV =>    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |
	|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|

	||-------------------||
	||  UCVA  => -11.00% ||
	|| FTDCVA => -10.54% ||
	||  CVA   => -10.54% ||
	||  CVACL =>  00.46% ||
	||  DVA   =>  00.00% ||
	||  FVA   => -13.32% ||
	||  FDA   =>  00.00% ||
	||  FCA   => -13.32% ||
	||  FBA   =>  00.00% ||
	||  SFVA  => -14.43% ||
	||-------------------||

	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 01:02:33 EST 2020
	|    Setup Time     => Mon Jan 27 01:02:33 EST 2020
	|    Finish Time    => Mon Jan 27 01:02:39 EST 2020
	|    Setup Duration => 1 ms
	|    Run Duration   => 6 s 1 ms
	|-----------------------------------------------------------------|


	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 01:02:39 EST 2020
	|    Setup Time     => Mon Jan 27 01:02:39 EST 2020
	|    Setup Duration => 1 ms
	|-----------------------------------------------------------------|


	|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
	|         DATE         => 27-JAN-2020 | 27-JUL-2020 | 27-JAN-2021 | 27-JUL-2021 | 27-JAN-2022 | 27-JUL-2022 | 27-JAN-2023 | 27-JUL-2023 | 27-JAN-2024 | 27-JUL-2024 | 27-JAN-2025 |
	|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
	|       EXPOSURE       =>    1.0000   |    1.0305   |    1.0621   |    1.0934   |    1.1263   |    1.1596   |    1.1931   |    1.2289   |    1.2662   |    1.3039   |    1.3425   |
	|  POSITIVE EXPOSURE   =>    1.0000   |    1.0305   |    1.0621   |    1.0934   |    1.1263   |    1.1596   |    1.1931   |    1.2289   |    1.2662   |    1.3039   |    1.3425   |
	|  NEGATIVE EXPOSURE   =>    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |
	|      EXPOSURE PV     =>    1.0000   |    1.0284   |    1.0578   |    1.0869   |    1.1173   |    1.1480   |    1.1789   |    1.2118   |    1.2461   |    1.2807   |    1.3159   |
	| POSITIVE EXPOSURE PV =>    1.0000   |    1.0284   |    1.0578   |    1.0869   |    1.1173   |    1.1480   |    1.1789   |    1.2118   |    1.2461   |    1.2807   |    1.3159   |
	| NEGATIVE EXPOSURE PV =>    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |
	|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|

	||-------------------||
	||  UCVA  => -11.19% ||
	|| FTDCVA => -10.77% ||
	||  CVA   => -10.77% ||
	||  CVACL =>  00.42% ||
	||  DVA   =>  00.00% ||
	||  FVA   => -13.32% ||
	||  FDA   =>  00.00% ||
	||  FCA   => -13.32% ||
	||  FBA   =>  00.00% ||
	||  SFVA  => -14.40% ||
	||-------------------||

	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 01:02:39 EST 2020
	|    Setup Time     => Mon Jan 27 01:02:39 EST 2020
	|    Finish Time    => Mon Jan 27 01:02:43 EST 2020
	|    Setup Duration => 1 ms
	|    Run Duration   => 3 s 569 ms
	|-----------------------------------------------------------------|


	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 01:02:43 EST 2020
	|    Setup Time     => Mon Jan 27 01:02:43 EST 2020
	|    Setup Duration => 1 ms
	|-----------------------------------------------------------------|


	|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
	|         DATE         => 27-JAN-2020 | 27-JUL-2020 | 27-JAN-2021 | 27-JUL-2021 | 27-JAN-2022 | 27-JUL-2022 | 27-JAN-2023 | 27-JUL-2023 | 27-JAN-2024 | 27-JUL-2024 | 27-JAN-2025 |
	|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
	|       EXPOSURE       =>    1.0000   |    1.0297   |    1.0606   |    1.0925   |    1.1254   |    1.1593   |    1.1941   |    1.2299   |    1.2675   |    1.3057   |    1.3452   |
	|  POSITIVE EXPOSURE   =>    1.0000   |    1.0297   |    1.0606   |    1.0925   |    1.1254   |    1.1593   |    1.1941   |    1.2299   |    1.2675   |    1.3057   |    1.3452   |
	|  NEGATIVE EXPOSURE   =>    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |
	|      EXPOSURE PV     =>    1.0000   |    1.0188   |    1.0566   |    1.0879   |    1.1051   |    1.1535   |    1.1802   |    1.2509   |    1.2678   |    1.2937   |    1.3238   |
	| POSITIVE EXPOSURE PV =>    1.0000   |    1.0188   |    1.0566   |    1.0879   |    1.1051   |    1.1535   |    1.1802   |    1.2509   |    1.2678   |    1.2937   |    1.3238   |
	| NEGATIVE EXPOSURE PV =>    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |    0.0000   |
	|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|

	||-------------------||
	||  UCVA  => -02.63% ||
	|| FTDCVA => -02.66% ||
	||  CVA   => -02.66% ||
	||  CVACL => -00.03% ||
	||  DVA   =>  00.00% ||
	||  FVA   => -12.82% ||
	||  FDA   =>  00.00% ||
	||  FCA   => -12.82% ||
	||  FBA   =>  00.00% ||
	||  SFVA  => -13.39% ||
	||-------------------||

	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 01:02:43 EST 2020
	|    Setup Time     => Mon Jan 27 01:02:43 EST 2020
	|    Finish Time    => Mon Jan 27 01:02:50 EST 2020
	|    Setup Duration => 1 ms
	|    Run Duration   => 7 s 11 ms
	|-----------------------------------------------------------------|