|-----------------------------------------------------------------|
| 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 01:02:50 EST 2020
| Setup Time => Mon Jan 27 01:02:50 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
Printing the Zero Coupon Bond Price in Order (Left -> Right):
Date
Domestic Collateral Price (Par = 100)
Foreign Collateral Price (Par = 100)
Choice Collateral Price (Par = 100)
-------------------------------------------------------------
-------------------------------------------------------------
26-FEB-2020 => 99.75 | 102.78 | 99.75
27-MAR-2020 => 99.51 | 102.56 | 99.51
26-APR-2020 => 99.26 | 102.34 | 99.26
26-MAY-2020 => 99.02 | 102.12 | 99.02
25-JUN-2020 => 98.78 | 101.91 | 98.78
25-JUL-2020 => 98.53 | 101.69 | 98.53
24-AUG-2020 => 98.29 | 101.47 | 98.29
23-SEP-2020 => 98.05 | 101.26 | 98.05
23-OCT-2020 => 97.81 | 101.04 | 97.81
22-NOV-2020 => 97.57 | 100.82 | 97.57
22-DEC-2020 => 97.33 | 100.61 | 97.33
21-JAN-2021 => 97.09 | 100.39 | 97.09
20-FEB-2021 => 96.85 | 100.18 | 96.85
22-MAR-2021 => 96.61 | 99.97 | 96.61
21-APR-2021 => 96.37 | 99.75 | 96.37
21-MAY-2021 => 96.13 | 99.54 | 96.13
20-JUN-2021 => 95.90 | 99.33 | 95.90
20-JUL-2021 => 95.66 | 99.12 | 95.66
19-AUG-2021 => 95.43 | 98.90 | 95.43
18-SEP-2021 => 95.19 | 98.69 | 95.19
18-OCT-2021 => 94.96 | 98.48 | 94.96
17-NOV-2021 => 94.72 | 98.27 | 94.72
17-DEC-2021 => 94.49 | 98.06 | 94.49
16-JAN-2022 => 94.26 | 97.85 | 94.26
15-FEB-2022 => 94.03 | 97.65 | 94.03
17-MAR-2022 => 93.79 | 97.44 | 93.79
16-APR-2022 => 93.56 | 97.23 | 93.56
16-MAY-2022 => 93.33 | 97.02 | 93.33
15-JUN-2022 => 93.10 | 96.81 | 93.10
15-JUL-2022 => 92.87 | 96.61 | 92.87
14-AUG-2022 => 92.65 | 96.40 | 92.65
13-SEP-2022 => 92.42 | 96.20 | 92.42
13-OCT-2022 => 92.19 | 95.99 | 92.19
12-NOV-2022 => 91.96 | 95.79 | 91.96
12-DEC-2022 => 91.74 | 95.58 | 91.74
11-JAN-2023 => 91.51 | 95.38 | 91.51
10-FEB-2023 => 91.29 | 95.17 | 91.29
12-MAR-2023 => 91.06 | 94.97 | 91.06
11-APR-2023 => 90.84 | 94.77 | 90.84
11-MAY-2023 => 90.61 | 94.57 | 90.61
10-JUN-2023 => 90.39 | 94.37 | 90.39
10-JUL-2023 => 90.17 | 94.16 | 90.17
09-AUG-2023 => 89.95 | 93.96 | 89.95
08-SEP-2023 => 89.73 | 93.76 | 89.73
08-OCT-2023 => 89.50 | 93.56 | 89.50
07-NOV-2023 => 89.28 | 93.36 | 89.28
07-DEC-2023 => 89.06 | 93.16 | 89.06
06-JAN-2024 => 88.85 | 92.97 | 88.85
05-FEB-2024 => 88.63 | 92.77 | 88.63
06-MAR-2024 => 88.41 | 92.57 | 88.41
05-APR-2024 => 88.19 | 92.37 | 88.19
05-MAY-2024 => 87.97 | 92.17 | 87.97
04-JUN-2024 => 87.76 | 91.98 | 87.76
04-JUL-2024 => 87.54 | 91.78 | 87.54
03-AUG-2024 => 87.33 | 91.59 | 87.33
02-SEP-2024 => 87.11 | 91.39 | 87.11
02-OCT-2024 => 86.90 | 91.20 | 86.90
01-NOV-2024 => 86.68 | 91.00 | 86.68
01-DEC-2024 => 86.47 | 90.81 | 86.47
31-DEC-2024 => 86.26 | 90.61 | 86.26
|-----------------------------------------------------------------|
| 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 01:02:50 EST 2020
| Setup Time => Mon Jan 27 01:02:50 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
calctime => 6.3E-5
domesticcollateraldf => 0.9801584195676876
foreigncurrencydomesticcollateraldf => 1.0462449440909702
parforward => 1.1741667627644052
price => 0.16944868513223887
spotfx => 1.1
|-----------------------------------------------------------------|
| 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 01:02:50 EST 2020
| Setup Time => Mon Jan 27 01:02:50 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
Printing the Domestic Collateralized Foreign Forex Output in Order (Left -> Right):
Price (%)
Price Difference (%)
Par Forward (abs)
Par Forward Difference (abs)
-------------------------------------------------------------
-------------------------------------------------------------
[ 10%, 10%,-99%] = 21.21 | 01.07 | 1.2221 | 0.0121
[ 10%, 10%,-50%] = 20.68 | 00.54 | 1.2161 | 0.0061
[ 10%, 10%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 10%, 10%, 50%] = 19.60 | -00.54 | 1.2040 | -0.0060
[ 10%, 10%, 99%] = 19.07 | -01.06 | 1.1981 | -0.0119
[ 10%, 15%,-99%] = 21.75 | 01.62 | 1.2281 | 0.0181
[ 10%, 15%,-50%] = 20.95 | 00.81 | 1.2191 | 0.0091
[ 10%, 15%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 10%, 15%, 50%] = 19.33 | -00.81 | 1.2009 | -0.0091
[ 10%, 15%, 99%] = 18.55 | -01.59 | 1.1921 | -0.0179
[ 10%, 20%,-99%] = 22.30 | 02.16 | 1.2342 | 0.0242
[ 10%, 20%,-50%] = 21.22 | 01.09 | 1.2222 | 0.0122
[ 10%, 20%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 10%, 20%, 50%] = 19.06 | -01.07 | 1.1979 | -0.0121
[ 10%, 20%, 99%] = 18.02 | -02.12 | 1.1862 | -0.0238
[ 10%, 25%,-99%] = 22.85 | 02.71 | 1.2404 | 0.0304
[ 10%, 25%,-50%] = 21.50 | 01.36 | 1.2253 | 0.0153
[ 10%, 25%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 10%, 25%, 50%] = 18.80 | -01.34 | 1.1949 | -0.0151
[ 10%, 25%, 99%] = 17.50 | -02.64 | 1.1804 | -0.0296
[ 10%, 30%,-99%] = 23.39 | 03.26 | 1.2466 | 0.0366
[ 10%, 30%,-50%] = 21.77 | 01.63 | 1.2283 | 0.0183
[ 10%, 30%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 10%, 30%, 50%] = 18.53 | -01.61 | 1.1919 | -0.0181
[ 10%, 30%, 99%] = 16.98 | -03.16 | 1.1745 | -0.0355
[ 20%, 10%,-99%] = 22.30 | 02.16 | 1.2342 | 0.0242
[ 20%, 10%,-50%] = 21.22 | 01.09 | 1.2222 | 0.0122
[ 20%, 10%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 20%, 10%, 50%] = 19.06 | -01.07 | 1.1979 | -0.0121
[ 20%, 10%, 99%] = 18.02 | -02.12 | 1.1862 | -0.0238
[ 20%, 15%,-99%] = 23.39 | 03.26 | 1.2466 | 0.0366
[ 20%, 15%,-50%] = 21.77 | 01.63 | 1.2283 | 0.0183
[ 20%, 15%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 20%, 15%, 50%] = 18.53 | -01.61 | 1.1919 | -0.0181
[ 20%, 15%, 99%] = 16.98 | -03.16 | 1.1745 | -0.0355
[ 20%, 20%,-99%] = 24.50 | 04.36 | 1.2590 | 0.0490
[ 20%, 20%,-50%] = 22.32 | 02.18 | 1.2345 | 0.0245
[ 20%, 20%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 20%, 20%, 50%] = 18.00 | -02.14 | 1.1860 | -0.0240
[ 20%, 20%, 99%] = 15.94 | -04.19 | 1.1629 | -0.0471
[ 20%, 25%,-99%] = 25.62 | 05.48 | 1.2715 | 0.0615
[ 20%, 25%,-50%] = 22.87 | 02.74 | 1.2407 | 0.0307
[ 20%, 25%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 20%, 25%, 50%] = 17.47 | -02.67 | 1.1801 | -0.0299
[ 20%, 25%, 99%] = 14.92 | -05.22 | 1.1514 | -0.0586
[ 20%, 30%,-99%] = 26.75 | 06.61 | 1.2842 | 0.0742
[ 20%, 30%,-50%] = 23.43 | 03.29 | 1.2469 | 0.0369
[ 20%, 30%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 20%, 30%, 50%] = 16.94 | -03.19 | 1.1742 | -0.0358
[ 20%, 30%, 99%] = 13.91 | -06.23 | 1.1401 | -0.0699
[ 30%, 10%,-99%] = 23.39 | 03.26 | 1.2466 | 0.0366
[ 30%, 10%,-50%] = 21.77 | 01.63 | 1.2283 | 0.0183
[ 30%, 10%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 30%, 10%, 50%] = 18.53 | -01.61 | 1.1919 | -0.0181
[ 30%, 10%, 99%] = 16.98 | -03.16 | 1.1745 | -0.0355
[ 30%, 15%,-99%] = 25.06 | 04.92 | 1.2652 | 0.0552
[ 30%, 15%,-50%] = 22.60 | 02.46 | 1.2376 | 0.0276
[ 30%, 15%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 30%, 15%, 50%] = 17.73 | -02.40 | 1.1830 | -0.0270
[ 30%, 15%, 99%] = 15.43 | -04.71 | 1.1572 | -0.0528
[ 30%, 20%,-99%] = 26.75 | 06.61 | 1.2842 | 0.0742
[ 30%, 20%,-50%] = 23.43 | 03.29 | 1.2469 | 0.0369
[ 30%, 20%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 30%, 20%, 50%] = 16.94 | -03.19 | 1.1742 | -0.0358
[ 30%, 20%, 99%] = 13.91 | -06.23 | 1.1401 | -0.0699
[ 30%, 25%,-99%] = 28.47 | 08.33 | 1.3035 | 0.0935
[ 30%, 25%,-50%] = 24.27 | 04.13 | 1.2563 | 0.0463
[ 30%, 25%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 30%, 25%, 50%] = 16.16 | -03.98 | 1.1654 | -0.0446
[ 30%, 25%, 99%] = 12.41 | -07.73 | 1.1232 | -0.0868
[ 30%, 30%,-99%] = 30.21 | 10.07 | 1.3230 | 0.1130
[ 30%, 30%,-50%] = 25.11 | 04.97 | 1.2658 | 0.0558
[ 30%, 30%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 30%, 30%, 50%] = 15.38 | -04.75 | 1.1567 | -0.0533
[ 30%, 30%, 99%] = 10.93 | -09.21 | 1.1066 | -0.1034
[ 40%, 10%,-99%] = 24.50 | 04.36 | 1.2590 | 0.0490
[ 40%, 10%,-50%] = 22.32 | 02.18 | 1.2345 | 0.0245
[ 40%, 10%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 40%, 10%, 50%] = 18.00 | -02.14 | 1.1860 | -0.0240
[ 40%, 10%, 99%] = 15.94 | -04.19 | 1.1629 | -0.0471
[ 40%, 15%,-99%] = 26.75 | 06.61 | 1.2842 | 0.0742
[ 40%, 15%,-50%] = 23.43 | 03.29 | 1.2469 | 0.0369
[ 40%, 15%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 40%, 15%, 50%] = 16.94 | -03.19 | 1.1742 | -0.0358
[ 40%, 15%, 99%] = 13.91 | -06.23 | 1.1401 | -0.0699
[ 40%, 20%,-99%] = 29.04 | 08.91 | 1.3099 | 0.0999
[ 40%, 20%,-50%] = 24.55 | 04.41 | 1.2595 | 0.0495
[ 40%, 20%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 40%, 20%, 50%] = 15.90 | -04.24 | 1.1625 | -0.0475
[ 40%, 20%, 99%] = 11.91 | -08.23 | 1.1177 | -0.0923
[ 40%, 25%,-99%] = 31.38 | 11.24 | 1.3362 | 0.1262
[ 40%, 25%,-50%] = 25.68 | 05.54 | 1.2722 | 0.0622
[ 40%, 25%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 40%, 25%, 50%] = 14.87 | -05.27 | 1.1509 | -0.0591
[ 40%, 25%, 99%] = 09.96 | -10.18 | 1.0957 | -0.1143
[ 40%, 30%,-99%] = 33.77 | 13.63 | 1.3630 | 0.1530
[ 40%, 30%,-50%] = 26.82 | 06.68 | 1.2850 | 0.0750
[ 40%, 30%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 40%, 30%, 50%] = 13.85 | -06.29 | 1.1394 | -0.0706
[ 40%, 30%, 99%] = 08.04 | -12.10 | 1.0742 | -0.1358
[ 50%, 10%,-99%] = 25.62 | 05.48 | 1.2715 | 0.0615
[ 50%, 10%,-50%] = 22.87 | 02.74 | 1.2407 | 0.0307
[ 50%, 10%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 50%, 10%, 50%] = 17.47 | -02.67 | 1.1801 | -0.0299
[ 50%, 10%, 99%] = 14.92 | -05.22 | 1.1514 | -0.0586
[ 50%, 15%,-99%] = 28.47 | 08.33 | 1.3035 | 0.0935
[ 50%, 15%,-50%] = 24.27 | 04.13 | 1.2563 | 0.0463
[ 50%, 15%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 50%, 15%, 50%] = 16.16 | -03.98 | 1.1654 | -0.0446
[ 50%, 15%, 99%] = 12.41 | -07.73 | 1.1232 | -0.0868
[ 50%, 20%,-99%] = 31.38 | 11.24 | 1.3362 | 0.1262
[ 50%, 20%,-50%] = 25.68 | 05.54 | 1.2722 | 0.0622
[ 50%, 20%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 50%, 20%, 50%] = 14.87 | -05.27 | 1.1509 | -0.0591
[ 50%, 20%, 99%] = 09.96 | -10.18 | 1.0957 | -0.1143
[ 50%, 25%,-99%] = 34.37 | 14.23 | 1.3697 | 0.1597
[ 50%, 25%,-50%] = 27.11 | 06.97 | 1.2882 | 0.0782
[ 50%, 25%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 50%, 25%, 50%] = 13.59 | -06.55 | 1.1365 | -0.0735
[ 50%, 25%, 99%] = 07.56 | -12.57 | 1.0689 | -0.1411
[ 50%, 30%,-99%] = 37.44 | 17.30 | 1.4041 | 0.1941
[ 50%, 30%,-50%] = 28.55 | 08.42 | 1.3044 | 0.0944
[ 50%, 30%, 00%] = 20.14 | 00.00 | 1.2100 | 0.0000
[ 50%, 30%, 50%] = 12.33 | -07.81 | 1.1224 | -0.0876
[ 50%, 30%, 99%] = 05.23 | -14.91 | 1.0427 | -0.1673
|-----------------------------------------------------------------|
| 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 01:02:50 EST 2020
| Setup Time => Mon Jan 27 01:02:50 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
calctime => 6.280000000000001E-5
domesticcurrencyforeigncollateraldf => 0.9840259038385731
foreigncollateraldf => 0.9801584195676876
parforward => 0.0027543612063056556
price => -0.9970599555244575
spotfx => 0.0027652292950034224
|-----------------------------------------------------------------|
| 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 01:02:50 EST 2020
| Setup Time => Mon Jan 27 01:02:50 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
Printing the Foreign Collateralized Forex Output in Order (Left -> Right):
Price (%)
Price Difference (%)
Par Forward (abs)
Par Forward Difference (abs)
-------------------------------------------------------------
-------------------------------------------------------------
[ 10%, 10%,-99%] = -1.00 | -0.01 | 0.0027 | -0.0000
[ 10%, 10%,-50%] = -1.00 | -0.01 | 0.0027 | -0.0000
[ 10%, 10%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 10%, 10%, 50%] = -0.99 | 0.00 | 0.0028 | 0.0000
[ 10%, 10%, 99%] = -0.98 | 0.01 | 0.0028 | 0.0000
[ 10%, 15%,-99%] = -1.01 | -0.01 | 0.0027 | -0.0000
[ 10%, 15%,-50%] = -1.00 | -0.01 | 0.0027 | -0.0000
[ 10%, 15%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 10%, 15%, 50%] = -0.99 | 0.01 | 0.0028 | 0.0000
[ 10%, 15%, 99%] = -0.98 | 0.01 | 0.0028 | 0.0000
[ 10%, 20%,-99%] = -1.01 | -0.02 | 0.0027 | -0.0001
[ 10%, 20%,-50%] = -1.00 | -0.01 | 0.0027 | -0.0000
[ 10%, 20%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 10%, 20%, 50%] = -0.98 | 0.01 | 0.0028 | 0.0000
[ 10%, 20%, 99%] = -0.97 | 0.02 | 0.0028 | 0.0001
[ 10%, 25%,-99%] = -1.02 | -0.03 | 0.0027 | -0.0001
[ 10%, 25%,-50%] = -1.01 | -0.01 | 0.0027 | -0.0000
[ 10%, 25%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 10%, 25%, 50%] = -0.98 | 0.01 | 0.0028 | 0.0000
[ 10%, 25%, 99%] = -0.97 | 0.02 | 0.0028 | 0.0001
[ 10%, 30%,-99%] = -1.02 | -0.03 | 0.0027 | -0.0001
[ 10%, 30%,-50%] = -1.01 | -0.02 | 0.0027 | -0.0000
[ 10%, 30%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 10%, 30%, 50%] = -0.98 | 0.01 | 0.0028 | 0.0000
[ 10%, 30%, 99%] = -0.96 | 0.03 | 0.0028 | 0.0001
[ 20%, 10%,-99%] = -1.01 | -0.02 | 0.0027 | -0.0001
[ 20%, 10%,-50%] = -1.00 | -0.01 | 0.0027 | -0.0000
[ 20%, 10%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 20%, 10%, 50%] = -0.98 | 0.01 | 0.0028 | 0.0000
[ 20%, 10%, 99%] = -0.97 | 0.02 | 0.0028 | 0.0001
[ 20%, 15%,-99%] = -1.02 | -0.03 | 0.0027 | -0.0001
[ 20%, 15%,-50%] = -1.01 | -0.02 | 0.0027 | -0.0000
[ 20%, 15%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 20%, 15%, 50%] = -0.98 | 0.01 | 0.0028 | 0.0000
[ 20%, 15%, 99%] = -0.96 | 0.03 | 0.0028 | 0.0001
[ 20%, 20%,-99%] = -1.03 | -0.04 | 0.0026 | -0.0001
[ 20%, 20%,-50%] = -1.01 | -0.02 | 0.0027 | -0.0001
[ 20%, 20%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 20%, 20%, 50%] = -0.97 | 0.02 | 0.0028 | 0.0001
[ 20%, 20%, 99%] = -0.95 | 0.04 | 0.0028 | 0.0001
[ 20%, 25%,-99%] = -1.04 | -0.05 | 0.0026 | -0.0001
[ 20%, 25%,-50%] = -1.02 | -0.03 | 0.0027 | -0.0001
[ 20%, 25%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 20%, 25%, 50%] = -0.97 | 0.02 | 0.0028 | 0.0001
[ 20%, 25%, 99%] = -0.94 | 0.05 | 0.0029 | 0.0001
[ 20%, 30%,-99%] = -1.05 | -0.06 | 0.0026 | -0.0002
[ 20%, 30%,-50%] = -1.02 | -0.03 | 0.0027 | -0.0001
[ 20%, 30%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 20%, 30%, 50%] = -0.96 | 0.03 | 0.0028 | 0.0001
[ 20%, 30%, 99%] = -0.94 | 0.06 | 0.0029 | 0.0002
[ 30%, 10%,-99%] = -1.02 | -0.03 | 0.0027 | -0.0001
[ 30%, 10%,-50%] = -1.01 | -0.02 | 0.0027 | -0.0000
[ 30%, 10%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 30%, 10%, 50%] = -0.98 | 0.01 | 0.0028 | 0.0000
[ 30%, 10%, 99%] = -0.96 | 0.03 | 0.0028 | 0.0001
[ 30%, 15%,-99%] = -1.04 | -0.05 | 0.0026 | -0.0001
[ 30%, 15%,-50%] = -1.02 | -0.02 | 0.0027 | -0.0001
[ 30%, 15%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 30%, 15%, 50%] = -0.97 | 0.02 | 0.0028 | 0.0001
[ 30%, 15%, 99%] = -0.95 | 0.04 | 0.0029 | 0.0001
[ 30%, 20%,-99%] = -1.05 | -0.06 | 0.0026 | -0.0002
[ 30%, 20%,-50%] = -1.02 | -0.03 | 0.0027 | -0.0001
[ 30%, 20%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 30%, 20%, 50%] = -0.96 | 0.03 | 0.0028 | 0.0001
[ 30%, 20%, 99%] = -0.94 | 0.06 | 0.0029 | 0.0002
[ 30%, 25%,-99%] = -1.07 | -0.08 | 0.0025 | -0.0002
[ 30%, 25%,-50%] = -1.03 | -0.04 | 0.0026 | -0.0001
[ 30%, 25%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 30%, 25%, 50%] = -0.96 | 0.04 | 0.0028 | 0.0001
[ 30%, 25%, 99%] = -0.92 | 0.07 | 0.0029 | 0.0002
[ 30%, 30%,-99%] = -1.09 | -0.09 | 0.0025 | -0.0002
[ 30%, 30%,-50%] = -1.04 | -0.05 | 0.0026 | -0.0001
[ 30%, 30%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 30%, 30%, 50%] = -0.95 | 0.04 | 0.0029 | 0.0001
[ 30%, 30%, 99%] = -0.91 | 0.09 | 0.0030 | 0.0003
[ 40%, 10%,-99%] = -1.03 | -0.04 | 0.0026 | -0.0001
[ 40%, 10%,-50%] = -1.01 | -0.02 | 0.0027 | -0.0001
[ 40%, 10%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 40%, 10%, 50%] = -0.97 | 0.02 | 0.0028 | 0.0001
[ 40%, 10%, 99%] = -0.95 | 0.04 | 0.0028 | 0.0001
[ 40%, 15%,-99%] = -1.05 | -0.06 | 0.0026 | -0.0002
[ 40%, 15%,-50%] = -1.02 | -0.03 | 0.0027 | -0.0001
[ 40%, 15%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 40%, 15%, 50%] = -0.96 | 0.03 | 0.0028 | 0.0001
[ 40%, 15%, 99%] = -0.94 | 0.06 | 0.0029 | 0.0002
[ 40%, 20%,-99%] = -1.08 | -0.08 | 0.0025 | -0.0002
[ 40%, 20%,-50%] = -1.03 | -0.04 | 0.0026 | -0.0001
[ 40%, 20%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 40%, 20%, 50%] = -0.95 | 0.04 | 0.0028 | 0.0001
[ 40%, 20%, 99%] = -0.92 | 0.08 | 0.0030 | 0.0002
[ 40%, 25%,-99%] = -1.10 | -0.10 | 0.0025 | -0.0003
[ 40%, 25%,-50%] = -1.04 | -0.05 | 0.0026 | -0.0001
[ 40%, 25%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 40%, 25%, 50%] = -0.94 | 0.05 | 0.0029 | 0.0001
[ 40%, 25%, 99%] = -0.90 | 0.09 | 0.0030 | 0.0003
[ 40%, 30%,-99%] = -1.12 | -0.13 | 0.0024 | -0.0003
[ 40%, 30%,-50%] = -1.05 | -0.06 | 0.0026 | -0.0002
[ 40%, 30%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 40%, 30%, 50%] = -0.94 | 0.06 | 0.0029 | 0.0002
[ 40%, 30%, 99%] = -0.88 | 0.11 | 0.0031 | 0.0003
[ 50%, 10%,-99%] = -1.04 | -0.05 | 0.0026 | -0.0001
[ 50%, 10%,-50%] = -1.02 | -0.03 | 0.0027 | -0.0001
[ 50%, 10%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 50%, 10%, 50%] = -0.97 | 0.02 | 0.0028 | 0.0001
[ 50%, 10%, 99%] = -0.94 | 0.05 | 0.0029 | 0.0001
[ 50%, 15%,-99%] = -1.07 | -0.08 | 0.0025 | -0.0002
[ 50%, 15%,-50%] = -1.03 | -0.04 | 0.0026 | -0.0001
[ 50%, 15%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 50%, 15%, 50%] = -0.96 | 0.04 | 0.0028 | 0.0001
[ 50%, 15%, 99%] = -0.92 | 0.07 | 0.0029 | 0.0002
[ 50%, 20%,-99%] = -1.10 | -0.10 | 0.0025 | -0.0003
[ 50%, 20%,-50%] = -1.04 | -0.05 | 0.0026 | -0.0001
[ 50%, 20%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 50%, 20%, 50%] = -0.94 | 0.05 | 0.0029 | 0.0001
[ 50%, 20%, 99%] = -0.90 | 0.09 | 0.0030 | 0.0003
[ 50%, 25%,-99%] = -1.12 | -0.13 | 0.0024 | -0.0003
[ 50%, 25%,-50%] = -1.06 | -0.06 | 0.0026 | -0.0002
[ 50%, 25%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 50%, 25%, 50%] = -0.93 | 0.06 | 0.0029 | 0.0002
[ 50%, 25%, 99%] = -0.88 | 0.12 | 0.0031 | 0.0004
[ 50%, 30%,-99%] = -1.15 | -0.16 | 0.0024 | -0.0004
[ 50%, 30%,-50%] = -1.07 | -0.08 | 0.0025 | -0.0002
[ 50%, 30%, 00%] = -0.99 | 0.00 | 0.0027 | 0.0000
[ 50%, 30%, 50%] = -0.92 | 0.07 | 0.0030 | 0.0002
[ 50%, 30%, 99%] = -0.86 | 0.14 | 0.0032 | 0.0004
|-----------------------------------------------------------------|
| 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 01:02:50 EST 2020
| Setup Time => Mon Jan 27 01:02:50 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
[ 00%, 00%, 00%] = 0.90 | 90
Printing the Zero Coupon Bond Price in Order (Left -> Right):
Price (%)
Difference from Baseline (pt)
-------------------------------------------------------------
-------------------------------------------------------------
[ 10%, 10%,-99%] = 0.95 | 5
[ 10%, 10%,-50%] = 0.93 | 2
[ 10%, 10%, 00%] = 0.90 | 0
[ 10%, 10%, 50%] = 0.88 | -2
[ 10%, 10%, 99%] = 0.86 | -4
[ 10%, 15%,-99%] = 0.97 | 7
[ 10%, 15%,-50%] = 0.94 | 3
[ 10%, 15%, 00%] = 0.90 | 0
[ 10%, 15%, 50%] = 0.87 | -3
[ 10%, 15%, 99%] = 0.84 | -6
[ 10%, 20%,-99%] = 1.00 | 9
[ 10%, 20%,-50%] = 0.95 | 5
[ 10%, 20%, 00%] = 0.90 | 0
[ 10%, 20%, 50%] = 0.86 | -4
[ 10%, 20%, 99%] = 0.82 | -9
[ 10%, 25%,-99%] = 1.02 | 12
[ 10%, 25%,-50%] = 0.96 | 6
[ 10%, 25%, 00%] = 0.90 | 0
[ 10%, 25%, 50%] = 0.85 | -5
[ 10%, 25%, 99%] = 0.80 | -11
[ 10%, 30%,-99%] = 1.05 | 14
[ 10%, 30%,-50%] = 0.98 | 7
[ 10%, 30%, 00%] = 0.90 | 0
[ 10%, 30%, 50%] = 0.84 | -7
[ 10%, 30%, 99%] = 0.78 | -12
[ 20%, 10%,-99%] = 1.00 | 9
[ 20%, 10%,-50%] = 0.95 | 5
[ 20%, 10%, 00%] = 0.90 | 0
[ 20%, 10%, 50%] = 0.86 | -4
[ 20%, 10%, 99%] = 0.82 | -9
[ 20%, 15%,-99%] = 1.05 | 14
[ 20%, 15%,-50%] = 0.98 | 7
[ 20%, 15%, 00%] = 0.90 | 0
[ 20%, 15%, 50%] = 0.84 | -7
[ 20%, 15%, 99%] = 0.78 | -12
[ 20%, 20%,-99%] = 1.10 | 20
[ 20%, 20%,-50%] = 1.00 | 10
[ 20%, 20%, 00%] = 0.90 | 0
[ 20%, 20%, 50%] = 0.82 | -9
[ 20%, 20%, 99%] = 0.74 | -16
[ 20%, 25%,-99%] = 1.16 | 25
[ 20%, 25%,-50%] = 1.03 | 12
[ 20%, 25%, 00%] = 0.90 | 0
[ 20%, 25%, 50%] = 0.80 | -11
[ 20%, 25%, 99%] = 0.71 | -20
[ 20%, 30%,-99%] = 1.22 | 31
[ 20%, 30%,-50%] = 1.05 | 15
[ 20%, 30%, 00%] = 0.90 | 0
[ 20%, 30%, 50%] = 0.78 | -13
[ 20%, 30%, 99%] = 0.67 | -23
[ 30%, 10%,-99%] = 1.05 | 14
[ 30%, 10%,-50%] = 0.98 | 7
[ 30%, 10%, 00%] = 0.90 | 0
[ 30%, 10%, 50%] = 0.84 | -7
[ 30%, 10%, 99%] = 0.78 | -12
[ 30%, 15%,-99%] = 1.13 | 23
[ 30%, 15%,-50%] = 1.01 | 11
[ 30%, 15%, 00%] = 0.90 | 0
[ 30%, 15%, 50%] = 0.81 | -10
[ 30%, 15%, 99%] = 0.72 | -18
[ 30%, 20%,-99%] = 1.22 | 31
[ 30%, 20%,-50%] = 1.05 | 15
[ 30%, 20%, 00%] = 0.90 | 0
[ 30%, 20%, 50%] = 0.78 | -13
[ 30%, 20%, 99%] = 0.67 | -23
[ 30%, 25%,-99%] = 1.31 | 41
[ 30%, 25%,-50%] = 1.09 | 19
[ 30%, 25%, 00%] = 0.90 | 0
[ 30%, 25%, 50%] = 0.75 | -15
[ 30%, 25%, 99%] = 0.62 | -28
[ 30%, 30%,-99%] = 1.41 | 51
[ 30%, 30%,-50%] = 1.13 | 23
[ 30%, 30%, 00%] = 0.90 | 0
[ 30%, 30%, 50%] = 0.72 | -18
[ 30%, 30%, 99%] = 0.58 | -33
[ 40%, 10%,-99%] = 1.10 | 20
[ 40%, 10%,-50%] = 1.00 | 10
[ 40%, 10%, 00%] = 0.90 | 0
[ 40%, 10%, 50%] = 0.82 | -9
[ 40%, 10%, 99%] = 0.74 | -16
[ 40%, 15%,-99%] = 1.22 | 31
[ 40%, 15%,-50%] = 1.05 | 15
[ 40%, 15%, 00%] = 0.90 | 0
[ 40%, 15%, 50%] = 0.78 | -13
[ 40%, 15%, 99%] = 0.67 | -23
[ 40%, 20%,-99%] = 1.34 | 44
[ 40%, 20%,-50%] = 1.11 | 20
[ 40%, 20%, 00%] = 0.90 | 0
[ 40%, 20%, 50%] = 0.74 | -16
[ 40%, 20%, 99%] = 0.61 | -30
[ 40%, 25%,-99%] = 1.48 | 58
[ 40%, 25%,-50%] = 1.16 | 26
[ 40%, 25%, 00%] = 0.90 | 0
[ 40%, 25%, 50%] = 0.70 | -20
[ 40%, 25%, 99%] = 0.55 | -35
[ 40%, 30%,-99%] = 1.64 | 73
[ 40%, 30%,-50%] = 1.22 | 32
[ 40%, 30%, 00%] = 0.90 | 0
[ 40%, 30%, 50%] = 0.67 | -23
[ 40%, 30%, 99%] = 0.50 | -41
[ 50%, 10%,-99%] = 1.16 | 25
[ 50%, 10%,-50%] = 1.03 | 12
[ 50%, 10%, 00%] = 0.90 | 0
[ 50%, 10%, 50%] = 0.80 | -11
[ 50%, 10%, 99%] = 0.71 | -20
[ 50%, 15%,-99%] = 1.31 | 41
[ 50%, 15%,-50%] = 1.09 | 19
[ 50%, 15%, 00%] = 0.90 | 0
[ 50%, 15%, 50%] = 0.75 | -15
[ 50%, 15%, 99%] = 0.62 | -28
[ 50%, 20%,-99%] = 1.48 | 58
[ 50%, 20%,-50%] = 1.16 | 26
[ 50%, 20%, 00%] = 0.90 | 0
[ 50%, 20%, 50%] = 0.70 | -20
[ 50%, 20%, 99%] = 0.55 | -35
[ 50%, 25%,-99%] = 1.68 | 78
[ 50%, 25%,-50%] = 1.24 | 33
[ 50%, 25%, 00%] = 0.90 | 0
[ 50%, 25%, 50%] = 0.66 | -24
[ 50%, 25%, 99%] = 0.49 | -42
[ 50%, 30%,-99%] = 1.90 | 100
[ 50%, 30%,-50%] = 1.32 | 41
[ 50%, 30%, 00%] = 0.90 | 0
[ 50%, 30%, 50%] = 0.62 | -28
[ 50%, 30%, 99%] = 0.43 | -47