{"text_format":"1","workbook":"xlsx","n_sheets":3,"sheets":["Instructions","Bootstrapping","Graphics"],"not_rendered":{"charts":7,"images":0,"macros":1,"external_links":0,"defined_names":0,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

{"sheet":"Instructions","index":0,"n_rows":25,"n_cols":7,"rows_kept":25,"cut":false,"hidden":false,"merged":[]}
[]
[]
[]
[null,"Setup Data"]
[null,"Parameter","Value",null,"Instructions",null,"Interpolate Methods"]
[null,"Calendar","SWE",null,"Input",null,"Linear on discount factors"]
[null,"Days per Year","360/365",null,"Headings",null,"Clamped Cubic"]
[null,"Days per Month","Act",null,"Calculated Value",null,"Monotonic Preserving Cubic"]
[null,"Interpolation","Linear/Cubic",null,"Intrapolation Value",null,"Monotonic Cubic on Log.zero rates"]
[null,"Discounting","Continuous",null,"Generatot"]
[null,"Spot Days",2,null,"Deposits"]
[null,"ForwardCalc","Continuous",null,"FRA:s"]
[null,"Debug",false,null,"Swaps"]
[null,"Start day","2012-04-03"]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[null,null,null,null,null,null,"By JING LI & SIMEI DENG "]

{"sheet":"Bootstrapping","index":1,"n_rows":71,"n_cols":28,"rows_kept":71,"cut":false,"hidden":false,"merged":[[22,3,22,4],[22,6,22,7]]}
[]
[]
[]
[null,"Deposit",null,null,"Short Fut",null,null,"Swap",null,null,null,null,null,null,null,null,null,"Swaps"]
[null,"Cash",null,null,"OMX STIBOR FRA 3M",null,null,"SEK STIBOR A 3M",null,null,null,null,null,null,null,null,null,"Interpolate data"]
[null,"Maturity","Bid","Ask","Maturity","Bid","Ask","Maturity","Bid","Ask",null,null,null,null,null,null,null,"Maturity(T)","Zerorate","Log-Discounts","Log-Zerorate"]
[null,"O/N",1.4,1.6,"jun-12",2.12,2.14,"4Y",2.2625000000000002,2.3125,null,null,null,null,null,null,null,{"$f":"D42","v":"2016-04-05"},{"$f":"S42","v":2.2629999833849932},{"$f":"LN(R42)","v":-9.0705999334034115E-2},0.81669135930937342]
[null,"T/N",1.6279999999999999,1.6279999999999999,{"$f":"NextIMMDate(E7)","v":"sep-12"},2.0074999999999998,2.0274999999999999,"5Y",2.35,2.4,null,null,null,null,null,null,null,"2017-04-05",2.3551712476677853,-0.11795213810237566,0.85661344145641094]
[null,"1W",1.7450000000000001,1.7450000000000001,{"$f":"NextIMMDate(E8)","v":"dec-12"},2.01125,2.03125,"6Y",2.4350000000000001,2.4849999999999999,null,null,null,null,null,null,null,"2018-04-05",2.4423456040592688,-0.14674147697813633,0.89295889067858991]
[null,"1M",1.99,1.99,{"$f":"NextIMMDate(E9)","v":"mar-13"},2.0350000000000001,2.0550000000000002,"7Y",2.5049999999999999,2.5550000000000002,null,null,null,null,null,null,null,"2019-04-05",2.5146400286325172,-0.17623148474635558,0.92212966353927694]
[null,"2M",2.1,2.1,"jun-13",2.0575000000000001,2.0874999999999999,"8Y",2.5575000000000001,2.6074999999999999,null,null,null,null,null,null,null,"2020-04-06",2.5672729662295768,-0.20573351852661678,0.94284423290475938]
[null,"3M",2.2549999999999999,2.2549999999999999,"sep-13",2.0987499999999999,2.1287500000000001,"9Y",2.5975000000000001,2.6475,null,null,null,null,null,null,null,"2021-04-06",2.6089535595261295,-0.23516321125591688,0.95894920589119614]
[null,null,null,null,"dec-13",2.1437499999999998,2.1737500000000001,"10Y",2.6349999999999998,2.6850000000000001,null,null,null,null,null,null,null,"2022-04-05",2.649218542180916,-0.26521217953778264,0.97426470676655019]
[null,null,null,null,"mar-14",2.19875,2.2287499999999998,"12Y",2.69,2.75,null,null,null,null,null,null,null,{"$f":"D50","v":"2024-04-05"},{"$f":"S50","v":2.7124184146060806},{"$f":"LN(R50)","v":-0.32586177391911408},{"$f":"LN(S50)","v":0.99784064084966029},null,null,"Year","Maturity","T","DF","Zero Rate"]
[null,null,null,null,"jun-14",2.2483330000000001,2.2883330000000002,"15Y",2.7549999999999999,2.8149999999999999,null,null,null,null,null,null,null,{"$f":"D53","v":"2027-04-05"},{"$f":"S53","v":2.7829422906329544},{"$f":"LN(R53)","v":-0.41782256856626276},{"$f":"LN(S53)","v":1.0235087459410244},null,null,1,{"$f":"AddYears($B$26,X15)","v":"2013-04-05"},{"$f":"DAYS360(B26,Y15,0)/360","v":1},{"$f":"EXP(-(AB15/100)*(Y15-$B$24)/365)","v":0.97908710503613161},{"$f":"IPOLr(Y15,$D$24:$D$41,$P$24:$P$41,0)","v":2.1019491633714122}]
[null,null,null,null,"sep-14",2.306667,2.3466670000000001,"20Y",2.7250000000000001,2.8050000000000002,null,null,null,null,null,null,null,{"$f":"D58","v":"2032-04-05"},{"$f":"S58","v":2.7496388120548838},{"$f":"LN(R58)","v":-0.55045509040232976},{"$f":"LN(S58)","v":1.0114695619815348},null,null,2,{"$f":"AddYears($B$26,X16)","v":"2014-04-07"},{"$f":"DAYS360(Y15,Y16,0)/360","v":1.0055555555555555},{"$f":"EXP(-(AB16/100)*(Y16-$B$24)/365)","v":0.95835523073444906},{"$f":"IPOLr(Y16,$D$24:$D$41,$P$24:$P$41,0)","v":2.1152478616484447}]
[null,null,null,null,"dec-14",2.3616670000000002,2.4016670000000002,"25Y",2.6749999999999998,2.7549999999999999,null,null,null,null,null,null,null,{"$f":"D63","v":"2037-04-07"},{"$f":"S63","v":2.6796545028620624},{"$f":"LN(R63)","v":-0.67064777763410788},{"$f":"LN(S63)","v":0.98568786936976094},null,null,3,{"$f":"AddYears($B$26,X17)","v":"2015-04-07"},{"$f":"DAYS360(Y16,Y17,0)/360","v":1},{"$f":"EXP(-(AB17/100)*(Y17-$B$24)/365)","v":0.93624147945326974},{"$f":"IPOLr(Y17,$D$24:$D$41,$P$24:$P$41,0)","v":2.188068552502255}]
[null,null,null,null,"mar-15",2.4166669999999999,2.4566669999999999,"30Y",2.625,2.7250000000000001,null,null,null,null,null,null,null,{"$f":"D68","v":"2042-04-08"},{"$f":"S68","v":2.6240224635173051},{"$f":"LN(R68)","v":-0.78806943137196439},{"$f":"LN(S68)","v":0.96470843183685517},null,null,null,"Sum DF",null,{"$f":"AA17*Z17+AA16*Z16+AA15*Z15","v":2.879008010950153}]
[]
[]
[]
[]
[null,"Start date","Generator","Maturity",null,"Quote","Quotes",null,null,"Days","t","t(365)","t cpn","T(form 0)","DF(linear)","Zero(linear)","Forw(linear)","DF(cubic)","Zero(cubic)","Forw(cubic)","DF(monot)","Zero(monot)","Forw(monot)","DF(mo-logZ)","Zero(mo-logZ)","Forw(mo-logZ)"]
[null,"2012-04-03","CASH",{"$f":"NextWorkDay(B24)","v":"2012-04-04"},{"$f":"B7","v":"O/N"},{"$f":"(G24+H24)/2","v":1.5},{"$f":"C7","v":1.4},1.6,null,{"$f":"D24-B24","v":1},{"$f":"J24/360","v":2.7777777777777779E-3},{"$f":"J24/365","v":2.7397260273972603E-3},null,{"$f":"(D24-B24)/365","v":2.7397260273972603E-3},{"$f":"1/(1+(F24/100)*K24)","v":0.99995833506937204},{"$f":"-100*LN(O24)/((D24-$B$24)/365)","v":1.5208016501881907},{"$f":"P24","v":1.5208016501881907},{"$f":"O24","v":0.99995833506937204},{"$f":"-100*LN(R24)/((D24-$B$24)/365)","v":1.5208016501881907},{"$f":"Q24","v":1.5208016501881907},{"$f":"R24","v":0.99995833506937204},{"$f":"-100*LN(U24)/((D24-$B$24)/365)","v":1.5208016501881907},{"$f":"T24","v":1.5208016501881907},0.99995833506937204,{"$f":"-100*LN(X24)/((D24-$B$24)/365)","v":1.5208016501881907},{"$f":"W24","v":1.5208016501881907}]
[null,{"$f":"NextWorkDay(B24)","v":"2012-04-04"},"CASH",{"$f":"NextWorkDay(B25)","v":"2012-04-05"},"T/N",1.6279999999999999,1.6279999999999999,1.6279999999999999,null,{"$f":"D25-B25","v":1},{"$f":"J25/360","v":2.7777777777777779E-3},{"$f":"J25/365","v":2.7397260273972603E-3},{"$f":"DAYS360(D24,D25,0)/360","v":2.7777777777777779E-3},{"$f":"(D25-B24)/365","v":5.4794520547945206E-3},{"$f":"$O$24*(1/(1+(F25/100)*K25))","v":0.9999131167762022},1.5856877201378348,{"$f":"forwardRate(N24,P24,N25,P25)","v":1.6505737900874788},0.9999131167762022,1.5856877201378348,{"$f":"Q25","v":1.6505737900874788},0.9999131167762022,{"$f":"-100*LN(U25)/((D25-$B$24)/365)","v":1.5856877201378348},1.6505737900874788,0.9999131167762022,{"$f":"-100*LN(X25)/((D25-$B$24)/365)","v":1.5856877201378348},1.6505737900874788]
[null,{"$f":"NextWorkDay(B25)","v":"2012-04-05"},"CASH",{"$f":"AddDays(B26,7)","v":"2012-04-12"},"1W",1.7450000000000001,1.7450000000000001,1.7450000000000001,null,{"$f":"D26-B26","v":7},1.9444444444444445E-2,1.9178082191780823E-2,{"$f":"DAYS360(D25,D26,0)/360","v":1.9444444444444445E-2},{"$f":"(D26-B24)/365","v":2.4657534246575342E-2},{"$f":"$O$25*(1/(1+(F26/100)*K26))","v":0.99957395577981745},1.7282141780513656,{"$f":"forwardRate(N25,P25,N26,P26)","v":1.7689360231695173},0.99957395577981745,1.7282141780513656,{"$f":"Q26","v":1.7689360231695173},0.99957395577981745,1.7282141780513656,1.7689360231695173,0.99957395577981745,{"$f":"V26","v":1.7282141780513656},1.7689360231695173]
[null,{"$f":"$B$26","v":"2012-04-05"},"CASH",{"$f":"AddMonths(B27,1)","v":"2012-05-07"},"1M",1.99,1.99,1.99,null,32,8.8888888888888892E-2,8.7671232876712329E-2,{"$f":"DAYS360(D26,D27,0)/360","v":6.9444444444444448E-2},{"$f":"(D27-B24)/365","v":9.3150684931506855E-2},{"$f":"$O$25*(1/(1+(F27/100)*K27))","v":0.99814750474558545},1.9905524550394202,2.0849942347551198,0.99814750474558545,1.9905524550394202,{"$f":"Q27","v":2.0849942347551198},0.99814750474558545,1.9905524550394202,2.0849942347551198,0.99814750474558545,1.9905524550394202,2.0849942347551198]
[null,{"$f":"$B$26","v":"2012-04-05"},"CASH",{"$f":"AddMonths(B28,2)","v":"2012-06-05"},"2M",2.1,2.1,2.1,null,61,0.16944444444444445,0.16712328767123288,{"$f":"DAYS360(D27,D28,0)/360","v":7.7777777777777779E-2},{"$f":"(D28-B24)/365","v":0.17260273972602741},{"$f":"$O$25*(1/(1+(F28/100)*K28))","v":0.99636770834733301},2.108254160784016,2.2462492640707832,0.99636770834733301,2.108254160784016,{"$f":"Q28","v":2.2462492640707832},0.99636770834733301,2.108254160784016,{"$f":"T28","v":2.2462492640707832},{"$f":"U28","v":0.99636770834733301},2.108254160784016,2.2462492640707832]
[null,{"$f":"$B$26","v":"2012-04-05"},"CASH",{"$f":"AddMonths(B29,3)","v":"2012-07-05"},"3M",2.2549999999999999,2.2549999999999999,2.2549999999999999,null,91,0.25277777777777777,0.24931506849315069,{"$f":"DAYS360(D28,D29,0)/360","v":8.3333333333333329E-2},{"$f":"(D29-B24)/365","v":0.25479452054794521},{"$f":"$O$25*(1/(1+(F29/100)*K29))","v":0.99424577775331702},2.2649001854319755,2.5938568371926904,0.99424577775331702,2.2649001854319755,2.5938568371926904,0.99424577775331702,2.2649001854319755,2.5938568371926904,0.99424577775331702,2.2649001854319755,2.5938568371926904]
[null,{"$f":"D71","v":"2012-06-20"},"FRA",{"$f":"Next_IMMDate(E30,B24)","v":"2012-09-19"},"jun-12",2.13,{"$f":"F7","v":2.12},2.14,null,{"$f":"D30-B30","v":91},0.25277777777777777,0.24931506849315069,{"$f":"DAYS360(D71,D30,0)/360","v":0.24722222222222223},{"$f":"(D30-B24)/365","v":0.46301369863013697},{"$f":"(1/(1+(F30/100)*K30))*O71","v":0.99000784729372482},2.1689227241677118,2.0514766202522314,0.99000784729372482,2.1689227241677118,2.0514766202522314,0.99000784729372482,2.1689227241677118,2.0514766202522314,0.99000784729372482,2.1689227241677118,2.0514766202522314]
[null,{"$f":"D30","v":"2012-09-19"},"FRA",{"$f":"Next_IMMDate(E31,B25)","v":"2012-12-19"},"sep-12",2.0175000000000001,2.0074999999999998,2.0274999999999999,null,{"$f":"D31-B31","v":91},{"$f":"J31/360","v":0.25277777777777777},{"$f":"J31/365","v":0.24931506849315069},{"$f":"DAYS360(D30,D31,0)/360","v":0.25},{"$f":"(D31-B24)/365","v":0.71232876712328763},{"$f":"(1/(1+(F31/100)*K31))*O30","v":0.98498463088136134},2.123912692591134,2.040322633948918,0.98498463088136134,2.123912692591134,2.040322633948918,0.98498463088136134,2.123912692591134,2.040322633948918,0.98498463088136134,2.123912692591134,2.040322633948918]
[null,"2012-12-19","FRA",{"$f":"Next_IMMDate(E32,B26)","v":"2013-03-20"},"dec-12",2.0212500000000002,2.01125,2.03125,null,{"$f":"D32-B32","v":91},0.25277777777777777,0.24931506849315069,0.25277777777777777,{"$f":"(D32-B24)/365","v":0.9616438356164384},0.97997765960780892,2.1032219151029787,2.0441054079939636,0.97997765960780892,2.1032219151029787,2.0441054079939636,0.97997765960780892,2.1032219151029787,2.0441054079939636,0.97997765960780892,2.1032219151029787,2.0441054079939636]
[null,"2013-03-20","FRA",{"$f":"Next_IMMDate(E33,B27)","v":"2013-06-19"},"mar-13",2.0449999999999999,2.0350000000000001,2.0550000000000002,null,{"$f":"D33-B33","v":91},0.25277777777777777,0.24931506849315069,0.24722222222222223,{"$f":"(D33-B24)/365","v":1.210958904109589},0.97493790766539257,2.0959831396296948,2.0680621485184569,0.97493790766539257,2.0959831396296948,2.0680621485184569,0.97493790766539257,2.0959831396296948,2.0680621485184569,0.97493790766539257,2.0959831396296948,2.0680621485184569]
[null,"2013-06-19","FRA","2013-09-18","jun-13",2.0724999999999998,2.0575000000000001,2.0874999999999999,null,91,0.25277777777777777,0.24931506849315069,0.24722222222222223,{"$f":"(D34-B24)/365","v":1.4602739726027398},0.96985700194527125,2.0959518283154943,2.0957997447893773,0.96985700194527125,2.0959518283154943,2.0957997447893773,0.96985700194527125,2.0959518283154943,2.0957997447893773,0.96985700194527125,2.0959518283154943,2.0957997447893773]
[null,"2013-09-18","FRA","2013-12-18","sep-13",2.11375,2.0987499999999999,2.1287500000000001,null,91,0.25277777777777777,0.24931506849315069,0.25,{"$f":"(D35-B24)/365","v":1.7095890410958905},0.96470250934663337,2.1019967242020816,2.1374025429663788,0.96470250934663337,2.1019967242020816,2.1374025429663788,0.96470250934663337,2.1019967242020816,2.1374025429663788,0.96470250934663337,2.1019967242020816,2.1374025429663788]
[null,"2013-12-18","FRA","2014-03-19","dec-13",2.1587499999999999,2.1437499999999998,2.1737500000000001,null,91,0.25277777777777777,0.24931506849315069,0.25277777777777777,{"$f":"(D36-B24)/365","v":1.9589041095890412},0.95946685198353709,2.1122785493041549,2.1827824928612292,0.95946685198353709,2.1122785493041549,2.1827824928612292,0.95946685198353709,2.1122785493041549,2.1827824928612292,0.95946685198353709,2.1122785493041549,2.1827824928612292]
[null,"2014-03-19","FRA","2014-06-18","mar-14",2.2137500000000001,2.19875,2.2287499999999998,null,91,0.25277777777777777,0.24931506849315069,0.24722222222222223,{"$f":"(D37-B24)/365","v":2.2082191780821918},0.95412767938156451,2.1264999926373331,2.2382399045408761,0.95412767938156451,2.1264999926373331,2.2382399045408761,0.95412767938156451,2.1264999926373331,2.2382399045408761,0.95412767938156451,2.1264999926373331,2.2382399045408761]
[null,"2014-06-18","FRA","2014-09-17","jun-14",2.2683330000000002,2.2483330000000001,2.2883330000000002,null,91,0.25277777777777777,0.24931506849315069,{"$f":"DAYS360(D37,D38,0)/360","v":0.24722222222222223},{"$f":"(D38-B24)/365","v":2.4575342465753423},0.94868805222001928,2.1434186148250558,2.2932692684877423,0.94868805222001928,2.1434186148250558,2.2932692684877423,0.94868805222001928,2.1434186148250558,2.2932692684877423,0.94868805222001928,2.1434186148250558,2.2932692684877423]
[null,"2014-09-17","FRA","2014-12-17","sep-14",2.326667,2.306667,2.3466670000000001,null,91,0.25277777777777777,0.24931506849315069,0.25,{"$f":"(D39-B24)/365","v":2.7068493150684931},0.94314115882107663,2.1626366863039523,2.3520719623102182,0.94314115882107663,2.1626366863039523,2.3520719623102182,0.94314115882107663,2.1626366863039523,2.3520719623102182,0.94314115882107663,2.1626366863039523,2.3520719623102182]
[null,"2014-12-17","FRA","2015-03-18","dec-14",2.3816670000000002,2.3616670000000002,2.4016670000000002,null,91,0.25277777777777777,0.24931506849315069,{"$f":"DAYS360(D39,D40,0)/360","v":0.25277777777777777},{"$f":"(D40-B24)/365","v":2.956164383561644},0.93749712154096043,2.1832883129737404,2.4075059739600104,0.93749712154096043,2.1832883129737404,2.4075059739600104,0.93749712154096043,2.1832883129737404,2.4075059739600104,0.93749712154096043,2.1832883129737404,2.4075059739600104]
[null,"2015-03-18","FRA","2015-06-17","mar-15",2.4366669999999999,2.4166669999999999,2.4566669999999999,null,91,0.25277777777777777,0.24931506849315069,{"$f":"DAYS360(D40,D41,0)/360","v":0.24722222222222223},{"$f":"(D41-B24)/365","v":3.2054794520547945},0.93175809480912752,2.2050384028284822,2.4629323253918494,0.93175809480912752,2.2050384028284822,2.4629323253918494,0.93175809480912752,2.2050384028284822,2.4629323253918494,0.93175809480912752,2.2050384028284822,2.4629323253918494]
[null,{"$f":"$B$26","v":"2012-04-05"},"STIBOR 3M",{"$f":"PAddDate(E42,B42)","v":"2016-04-05"},{"$f":"H7","v":"4Y"},2.2875000000000001,{"$f":"I7","v":2.2625000000000002},2.3125,null,1461,4.0583333333333336,4.0027397260273974,{"$f":"DAYS360(Y17,D42,0)/360","v":0.99444444444444446},{"$f":"(D42-B24)/365","v":4.0082191780821921},{"$f":"(100*$O$25-F42*(AA15+AA16+AA17))/(100+F42)","v":0.9132861781771543},2.2629999833849932,2.494450663422938,0.9132861781771543,2.2629999833849932,2.494450663422938,0.9132861781771543,2.2629999833849932,2.494450663422938,0.9132861781771543,2.2629999833849932,2.494450663422938]
[null,"2012-04-05","STIBOR 3M",{"$f":"PAddDate(E43,B43)","v":"2017-04-05"},"5Y",2.375,2.35,2.4,null,1826,{"$f":"DAYS360(B43,D43,0)/360","v":5},5.0027397260273974,{"$f":"DAYS360(D42,D43,0)/360","v":1},{"$f":"(D43-B24)/365","v":5.0082191780821921},{"$f":"(100*$O$25-F43*(AA18)-F43*O42)/(100+F43)","v":0.88873858831201824},2.3551712476677853,2.7246138768341548,0.88873858831201824,2.3551712476677853,2.7246138768341548,0.88873858831201824,2.3551712476677853,2.7246138768341548,0.88873858831201824,2.3551712476677853,2.7246138768341548]
[null,"2012-04-05","STIBOR 3M",{"$f":"PAddDate(E44,B44)","v":"2018-04-05"},"6Y",2.46,2.4350000000000001,2.4849999999999999,null,2191,6,6.0027397260273974,{"$f":"DAYS360(D43,D44,0)/360","v":1},{"$f":"(D44-B24)/365","v":6.0082191780821921},{"$f":"(100*$O$25-F44*(AA18)-F44*SUM(O42:O43))/(100+F44)","v":0.86351718763536478},2.4423456040592688,2.8789338875760686,0.86351718763536478,2.4423456040592688,2.8789338875760686,0.86351718763536478,2.4423456040592688,2.8789338875760686,0.86351718763536478,2.4423456040592688,2.8789338875760686]
[null,"2012-04-05","STIBOR 3M",{"$f":"PAddDate(E45,B45)","v":"2019-04-05"},"7Y",2.5300000000000002,2.5049999999999999,2.5550000000000002,null,2556,7,7.0027397260273974,1,{"$f":"(D45-B24)/365","v":7.0082191780821921},{"$f":"(100*$O$25-F45*(AA18)-F45*(SUM(O42:O44)))/(100+F45)","v":0.83842387853292943},2.5146400286325172,2.9490007768219249,0.83842387853292943,2.5146400286325172,2.9490007768219249,0.83842387853292943,2.5146400286325172,2.9490007768219249,0.83842387853292943,2.5146400286325172,2.9490007768219249]
[null,"2012-04-05","STIBOR 3M",{"$f":"PAddDate(E46,B46)","v":"2020-04-06"},"8Y",2.5825,2.5575000000000001,2.6074999999999999,null,2923,8.0027777777777782,8.0082191780821912,1.0027777777777778,{"$f":"(D46-B24)/365","v":8.0136986301369859},{"$f":"(100*$O$25-F46*(AA18)-F46*(SUM(O42:O45)))/(100+F46)","v":0.81404997661885359},2.5672729662295768,2.9341259754210713,0.81404997661885359,2.5672729662295768,2.9341259754210713,0.81404997661885359,2.5672729662295768,2.9341259754210713,0.81404997661885359,2.5672729662295768,2.9341259754210713]
[null,"2012-04-05","STIBOR 3M",{"$f":"PAddDate(E47,B47)","v":"2021-04-06"},"9Y",2.6225000000000001,2.5975000000000001,2.6475,null,3288,9.0027777777777782,9.0082191780821912,1,{"$f":"(D47-B24)/365","v":9.0136986301369859},{"$f":"(100*$O$25-F47*(AA18)-F47*(SUM(O42:O46)))/(100+F47)","v":0.79044183009648272},2.6089535595261295,2.9429692729300108,0.79044183009648272,2.6089535595261295,2.9429692729300108,0.79044183009648272,2.6089535595261295,2.9429692729300108,0.79044183009648272,2.6089535595261295,2.9429692729300108]
[null,"2012-04-05","STIBOR 3M","2022-04-05","10Y",2.66,2.6349999999999998,2.6850000000000001,null,3652,10,10.005479452054795,0.99722222222222223,{"$f":"(D48-B24)/365","v":10.010958904109589},{"$f":"(100*$O$25-F48*(AA18)-F48*(SUM(O42:O47)))/(100+F48)","v":0.76704318184065023},2.649218542180916,3.0131520392530247,0.76704318184065023,2.649218542180916,3.0131520392530247,0.76704318184065023,2.649218542180916,3.0131520392530247,0.76704318184065023,2.649218542180916,3.0131520392530247]
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[null,"2012-04-05","STIBOR 3M","2030-04-05","18Y",null,null,null,null,6574,18,18.010958904109589,1,{"$f":"(D56-B24)/365","v":18.016438356164382},{"$f":"$O$53+(D56-$D$53)*($O$58-$O$53)/($D$58-$D$53)","v":0.60941295832122899},2.7489292767020257,{"$f":"forwardRate(N55,P55,N56,P56)","v":2.6460234052648035},{"$f":"EXP(-(S56/100)*(D56-$B$24)/365)","v":0.60575545367452044},{"$f":" cubic_ipolate(D56,R7:R18,S7:S18)","v":2.7823419159726939},2.6380851824144544,{"$f":"EXP(-(V56/100)*(D56-$B$24)/365)","v":0.60804881883987794},{"$f":"monotone_cubic(D56,R7:R18,S7:S18)","v":2.7613676813353893},2.5938057088300877,{"$f":"EXP(-(Y56/100)*(D56-$B$24)/365)","v":0.60805382609364755},{"$f":" monotone_log(D56,R7:R18,U7:U18)","v":2.7613219735241996},2.5937609004873265]
[null,"2012-04-05","STIBOR 3M","2031-04-07","19Y",null,null,null,null,6941,19.005555555555556,19.016438356164382,1.0055555555555555,{"$f":"(D57-B24)/365","v":19.021917808219179},{"$f":"$O$53+(D57-$D$53)*($O$58-$O$53)/($D$58-$D$53)","v":0.59298297955652424},2.7473022853462314,2.7181494375105286,{"$f":"EXP(-(S57/100)*(D57-$B$24)/365)","v":0.59066020839428579},{"$f":" cubic_ipolate(D57,R7:R18,S7:S18)","v":2.7679352614341202},2.5097931354241463,{"$f":"EXP(-(V57/100)*(D57-$B$24)/365)","v":0.59233178623912053},{"$f":" monotone_cubic(D57,R7:R18,S7:S18)","v":2.7530786151168241},2.6045530035274909,{"$f":"EXP(-(Y57/100)*(D57-$B$24)/365)","v":0.59233387468188248},{"$f":" monotone_log(D57,R7:R18,U7:U18)","v":2.7530600796950933},2.6050213499397707]
[null,"2012-04-05","STIBOR 3M","2032-04-05",{"$f":"H16","v":"20Y"},2.7650000000000001,{"$f":"I16","v":2.7250000000000001},{"$f":"J16","v":2.8050000000000002},null,7305,20,20.013698630136986,0.99444444444444446,{"$f":"(D58-B24)/365","v":20.019178082191782},{"$f":"(1*$O$25-(F58/100)*(AA18+2*O53+SUM(O42:O53)))/(1+3*F58/100)","v":0.57668730579534577},2.7496388120548838,2.7942061333136019,{"$f":"O58","v":0.57668730579534577},{"$f":"-100*LN(R58)/((D58-$B$24)/365)","v":2.7496388120548838},2.4006491196371971,{"$f":"R58","v":0.57668730579534577},{"$f":"-100*LN(U58)/((D58-$B$24)/365)","v":2.7496388120548838},2.6840274036508971,{"$f":"U58","v":0.57668730579534577},{"$f":"V58","v":2.7496388120548838},2.6843809515439658]
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