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{"sheet":"EUR 6M","index":0,"n_rows":68,"n_cols":25,"rows_kept":68,"cut":false,"hidden":false,"merged":[[0,23,0,24]]}
["Tenor","Stamp ","Start Date","Maturity","t(ACT/360)","MEt.Values","NSS","DFNSS","Zero Cpn","Forward Rate",null,null,null,null,null,null,null,null,null,null,"Squared Residuals","Days(t)","(t/365)","NSS Parameters"]
["O/N","2013-08-02","2013-08-02","2013-08-05",{"$f":"(D2-C2)/365","v":8.21917808219178E-3},4.36E-2,{"$f":"($Y$2)+($Y$3)*(((1-EXP(-E2/$Y$6))/(E2/$Y$6)))+($Y$4)*((((1-EXP(-E2/$Y$6))/(E2/$Y$6))-(EXP(-E2/$Y$6))))+($Y$5)*((((1-EXP(-E2/$Y$7))/(E2/$Y$7))-(EXP(-E2/$Y$7))))","v":0.12789819732863883},{"$f":"EXP(-G2/100*E2)","v":0.99998948787465047},{"$f":"-100*LN(H2)/((D2-C2)/365)","v":0.12789819732802607},{"$f":"I2","v":0.12789819732802607},null,null,null,null,null,null,null,null,null,null,{"$f":"IF(F2>0,POWER(F2-G2,2),\"\")","v":7.1061860728581306E-3},3,8.21917808219178E-3,"β0",3.0140006015451348]
["T/N","2013-08-02","2013-08-05","2013-08-06",{"$f":"(D3-C3)/365","v":2.7397260273972603E-3},4.36E-2,{"$f":"($Y$2)+($Y$3)*(((1-EXP(-E3/$Y$6))/(E3/$Y$6)))+($Y$4)*((((1-EXP(-E3/$Y$6))/(E3/$Y$6))-(EXP(-E3/$Y$6))))+($Y$5)*((((1-EXP(-E3/$Y$7))/(E3/$Y$7))-(EXP(-E3/$Y$7))))","v":0.12705499878356163},{"$f":"$H$2*EXP(-G3/100*E3)","v":0.99998600695843043},{"$f":"-100*LN(H3)/((D3-C3)/365)","v":0.51074959076780468},{"$f":"36500*(LN(H2)-LN(H3))/((D3-D2))","v":0.12705499878372642},null,null,null,null,null,null,null,null,null,null,{"$f":"IF(F3>0,POWER(F3-G3,2),\"\")","v":6.9647368219642736E-3},4,1.0958904109589041E-2,"β1",-2.8873658525877937]
["1 WeeE","2013-08-02","2013-08-06","2013-08-13",{"$f":"(D4-$C$4)/365","v":1.9178082191780823E-2},0.105,0.12959533095488771,{"$f":"$H$2*EXP(-G4/100*E4)","v":0.99996463454568285},{"$f":"-100*LN(H4)/((D4-C4)/365)","v":0.1844088440956298},{"$f":"36500*(LN(H3)-LN(H4))/((D4-D3))","v":0.11144461684308628},null,null,null,null,null,null,null,null,null,null,6.0493030478045754E-4,7,3.0136986301369864E-2,"β2",-1.2172770241577187]
[" 1 Month","2013-08-02","2013-08-06","2013-09-06",{"$f":"(D5-$C$4)/365","v":8.4931506849315067E-2},0.129,0.14007176126768658,0.99987053114369862,0.15244900617028043,0.14312738677538686,null,null,null,null,null,null,null,null,null,null,1.2258389756864476E-4,31,9.5890410958904104E-2,"β3",-1.0325636166739049]
[" 2 Months","2013-08-02","2013-08-06","2013-10-07",0.16986301369863013,0.18,0.15431477728189336,0.99972740124991732,0.16050339973322067,0.16855779329616091,null,null,null,null,null,null,null,null,null,null,6.5973066607874129E-4,62,0.18082191780821918,"τ1",2.0991398724597206]
[" 3 Months","2013-08-02","2013-08-06","2013-11-06",0.25205479452054796,0.22800000000000001,0.16881069874294727,0.99956408739707092,0.1729812921340543,0.19876893642911053,null,null,null,null,null,null,null,null,null,null,3.5033733832981451E-3,92,0.26301369863013696,"τ2",2.1109214511647636]
[" 6 Months","2013-08-02","2013-08-06","2014-02-06",0.50410958904109593,0.34100000000000003,0.21711356266542378,0.99889560782130937,0.21919885936099673,0.26541642658793918,null,null,null,null,null,null,null,null,null,null,1.5347849355453887E-2,184,0.51506849315068493,null,{"$f":"U68","v":0.10743813098987699}]
[" 1 Year","2013-08-02","2013-08-06","2014-08-06",1,0.42299999999999999,0.32513683075686628,0.99674343366437479,0.32618804881710001,0.43495053975590109,null,null,null,null,null,null,null,null,null,null,9.5771998943102316E-3,365,1.010958904109589]
[null,null,"2013-08-06",{"$f":"AddMonths(D9,6)","v":"2015-02-06"},1.5041095890410958,null,0.44601426388738452,0.99330346688985383,0.44671316114054166,0.68579830243432527,null,null,null,null,null,null,null,null,null,null,""]
[" 2 Years","2013-08-02","2013-08-06","2015-08-06",2,0.56999999999999995,0.56995034294323799,0.98865532268430378,0.57047595197335199,0.94586695842204216,null,null,null,null,null,null,null,null,null,null,2.4658232862609886E-9,730,2.010958904109589]
[null,null,"2013-08-06",{"$f":"AddMonths(D11,6)","v":"2016-02-08"},2.5095890410958903,null,0.69816769690637004,0.9826211330614163,0.69858657746530184,1.2013863441810186,null,null,null,null,null,null,null,null,null,null,""]
[" 3 Years","2013-08-02","2013-08-06","2016-08-08",3.0082191780821916,0.751,0.82152392102367222,0.9755793763413062,0.82187336965024971,1.4423717303173504,null,null,null,null,null,null,null,null,null,null,4.9736234365531564E-3,1098,3.0191780821917806]
[null,null,"2013-08-06",{"$f":"AddMonths(D13,6)","v":"2017-02-08"},3.5123287671232877,null,0.94211920776532732,0.96744100165846425,0.94241850151882223,1.6617584732128037,null,null,null,null,null,null,null,null,null,null,""]
[" 4 Years","2013-08-02","2013-08-06","2017-08-07",4.0054794520547947,0.97799999999999998,1.0548562211310801,0.95861805146099788,1.0551186661324363,1.8577942829916221,null,null,null,null,null,null,null,null,null,null,5.9068787265494907E-3,1462,4.0164383561643833]
[null,null,"2013-08-06",{"$f":"AddMonths(D15,6)","v":"2018-02-07"},4.5095890410958903,null,1.1640015221451212,0.94885223617707226,1.1642346294306538,2.0312321204197503,null,null,null,null,null,null,null,null,null,null,""]
[" 5 Years","2013-08-02","2013-08-06","2018-08-06",5.0027397260273974,1.2050000000000001,1.2644515036810007,0.93869212412187542,1.2646616321541593,2.1830107792813274,null,null,null,null,null,null,null,null,null,null,3.5344812899320284E-3,1826,5.0136986301369859]
[null,null,"2013-08-06",{"$f":"AddMonths(D17,6)","v":"2019-02-06"},5.506849315068493,null,1.3605687968989053,0.92780380492564862,1.3607596897307386,2.3144284567678768,null,null,null,null,null,null,null,null,null,null,""]
[" 6 Years","2013-08-02","2013-08-06","2019-08-06",6.0027397260273974,1.405,1.4487262739217213,0.91670113145390719,1.4489013969669,2.4277126209706825,null,null,null,null,null,null,null,null,null,null,1.9119870310773987E-3,2191,6.0136986301369859]
[null,null,"2013-08-06",{"$f":"AddMonths(D19,6)","v":"2020-02-06"},6.506849315068493,null,1.5320574550666313,0.90510965017962985,1.5322190106843094,2.524332552286725,null,null,null,null,null,null,null,null,null,null,""]
[" 7 Years","2013-08-02","2013-08-06","2020-08-06",7.0054794520547947,1.581,1.6085359480300001,0.89342206954447867,1.6086860045775107,2.6065382600519773,null,null,null,null,null,null,null,null,null,null,7.5822843391086894E-4,2557,7.0164383561643833]
[null,null,"2013-08-06",{"$f":"AddMonths(D21,6)","v":"2021-02-08"},7.515068493150685,null,1.6809340732020015,0.88132056076621113,1.6810739545698421,2.6762136757009771,null,null,null,null,null,null,null,null,null,null,""]
[" 8 Years","2013-08-02","2013-08-06","2021-08-06",8.0054794520547947,1.7829999999999999,1.7454627852479874,0.86958153543855654,1.7455940975655726,2.7343022106230532,null,null,null,null,null,null,null,null,null,null,1.4090424913387085E-3,2922,8.0164383561643842]
[null,null,"2013-08-06",{"$f":"AddMonths(D23,6)","v":"2022-02-07"},8.5123287671232877,null,1.8072267078601176,0.85740268683631438,1.8073502014526457,2.7827628260906327,null,null,null,null,null,null,null,null,null,null,""]
[" 9 Years","2013-08-02","2013-08-06","2022-08-08",9.0109589041095894,1.881,1.8634661431553776,0.8454158178500697,1.8635828031103749,2.8235536456958936,null,null,null,null,null,null,null,null,null,null,3.074361358477113E-4,3289,9.0219178082191789]
[null,null,"2013-08-06",{"$f":"AddMonths(D25,6)","v":"2023-02-08"},9.5150684931506841,null,1.9161224455104744,0.83332556796151147,1.9162329248056038,2.8573538501078177,null,null,null,null,null,null,null,null,null,null,""]
["10 Years","2013-08-02","2013-08-06","2023-08-07",10.008219178082191,2.0089999999999999,1.9638760466402505,0.82155242174408094,1.9639810821157453,2.8852552506608644,null,null,null,null,null,null,null,null,null,null,2.0361711668128385E-3,3653,10.019178082191781]
[null,null,"2013-08-06",{"$f":"AddMonths(D27,6)","v":"2024-02-07"},10.512328767123288,null,2.0091670877105425,0.80959531933328543,2.0092670863011035,2.9083419411332398,null,null,null,null,null,null,null,null,null,null,""]
["11 Years","2013-08-02","2013-08-06","2024-08-06",11.008219178082191,null,2.0505343702074956,0.79792726685759396,2.0506298641328278,2.9274750494385002,null,null,null,null,null,null,null,null,null,null,"",4018,11.019178082191781]
[null,null,"2013-08-06",{"$f":"AddMonths(D29,6)","v":"2025-02-06"},11.512328767123288,null,2.0896244876817445,0.78617571685329979,2.0897158000548961,2.943233683396588,null,null,null,null,null,null,null,null,null,null,""]
["12 Years","2013-08-02","2013-08-06","2025-08-06",12.008219178082191,2.2130000000000001,2.1254106289680998,0.77473481766194119,2.1254981705131564,2.9562027045772994,null,null,null,null,null,null,null,null,null,null,7.6718979177638836E-3,4383,12.019178082191781]
[null,null,"2013-08-06",{"$f":"AddMonths(D31,6)","v":"2026-02-06"},12.512328767123288,null,2.1593112530132723,0.7632339811565082,2.1593952675943937,2.9668462268719056,null,null,null,null,null,null,null,null,null,null,""]
["13 Years","2013-08-02","2013-08-06","2026-08-06",13.008219178082191,null,2.1904283745471114,0.7520546866400345,2.1905091863819863,2.9755769604313538,null,null,null,null,null,null,null,null,null,null,"",4748,13.019178082191781]
[null,null,"2013-08-06",{"$f":"AddMonths(D33,6)","v":"2027-02-08"},13.517808219178082,null,2.2202971755679686,0.74071004965851772,2.2203749409899354,2.9827545263584452,null,null,null,null,null,null,null,null,null,null,""]
["14 Years","2013-08-02","2013-08-06","2027-08-06",14.008219178082191,null,2.2471943080197017,0.72993308297028148,2.2472693509674779,2.9885934785048804,null,null,null,null,null,null,null,null,null,null,"",5113,14.019178082191781]
[null,null,"2013-08-06",{"$f":"AddMonths(D35,6)","v":"2028-02-07"},14.515068493150684,null,2.2732489683839776,0.71894231284580878,2.2733213909192704,2.9933434464517816,null,null,null,null,null,null,null,null,null,null,""]
["15 Years","2013-08-02","2013-08-06","2028-08-07",15.013698630136986,2.411,2.2972943111882294,0.70827746899033295,2.2973643284495409,2.9972515978746541,null,null,null,null,null,null,null,null,null,null,1.2928983668159231E-2,5480,15.024657534246575]
[null,null,"2013-08-06",{"$f":"AddMonths(D37,6)","v":"2029-02-07"},15.517808219178082,null,2.3201360454714175,0.69764508891223309,2.3202037881606805,3.0004224795576815,null,null,null,null,null,null,null,null,null,null,""]
["16 Years","2013-08-02","2013-08-06","2029-08-06",16.010958904109589,null,2.3411685154395014,0.6873896021244873,2.3412341715982943,3.0029902371018768,null,null,null,null,null,null,null,null,null,null,"",5844,16.021917808219179]
[null,null,{"$f":"C39","v":"2013-08-06"},{"$f":"AddMonths(D39,6)","v":"2030-02-06"},16.515068493150686,null,2.3614338194909181,0.67705489418421183,2.3614974715466555,3.0050774981674238,null,null,null,null,null,null,null,null,null,null,""]
["17 Years","2013-08-02",{"$f":"C40","v":"2013-08-06"},"2030-08-06",17.010958904109589,null,2.3802464345795542,0.66703467028243346,2.3803082310994426,3.0067792730011065,null,null,null,null,null,null,null,null,null,null,"",6209,17.021917808219179]
[null,null,"2013-08-06",{"$f":"AddMonths(D41,6)","v":"2031-02-06"},17.515068493150686,null,2.3983187057808806,0.65699578490871158,2.3983787237054828,3.0081596399603887,null,null,null,null,null,null,null,null,null,null,""]
["18 Years","2013-08-02","2013-08-06","2031-08-06",18.010958904109589,null,2.4151401139458168,0.64726440456045253,2.4151984794146313,3.0092796852079182,null,null,null,null,null,null,null,null,null,null,"",6574,18.021917808219179]
[null,null,"2013-08-06",{"$f":"AddMonths(D43,6)","v":"2032-02-06"},18.515068493150686,null,2.4313414432302078,0.63751654732573515,2.4313982195829733,3.0101867623366867,null,null,null,null,null,null,null,null,null,null,""]
["19 Years","2013-08-02","2013-08-06","2032-08-06",19.013698630136986,null,2.4465408555339518,0.62801676480870039,2.446596142939137,3.0109234288784332,null,null,null,null,null,null,null,null,null,null,"",6940,19.024657534246575]
[null,null,"2013-08-06",{"$f":"AddMonths(D45,6)","v":"2033-02-07"},19.520547945205479,null,2.4612104987840864,0.61850358701439578,2.4612643506566458,3.0115203590864477,null,null,null,null,null,null,null,null,null,null,""]
["20 Years","2013-08-02","2013-08-06","2033-08-08",20.019178082191782,2.5190000000000001,2.4749294254287686,0.60928384185971118,2.4749819359791974,3.0120027899527138,null,null,null,null,null,null,null,null,null,null,1.9422155430384796E-3,7307,20.030136986301368]
[null,null,"2013-08-06",{"$f":"AddMonths(D47,6)","v":"2034-02-08"},20.523287671232875,null,2.4881309929425091,0.60010130671159556,2.4881822136863323,3.0123910680669455,null,null,null,null,null,null,null,null,null,null,""]
["21 Years","2013-08-02","2013-08-06","2034-08-07",21.016438356164382,null,2.5004400770629234,0.59125140692044609,2.5004900959120926,3.0127031278741661,null,null,null,null,null,null,null,null,null,null,"",7671,21.027397260273972]
[null,null,"2013-08-06",{"$f":"AddMonths(D49,6)","v":"2035-02-07"},21.520547945205479,null,2.5124455184610035,0.58233898370498693,2.5124943656401233,3.0129549802255617,null,null,null,null,null,null,null,null,null,null,""]
["22 Years","2013-08-02","2013-08-06","2035-08-06",22.013698630136986,null,2.5236624852478924,0.57374974266313261,2.5237102381529311,3.0131584525312904,null,null,null,null,null,null,null,null,null,null,"",8035,22.024657534246575]
[null,null,"2013-08-06",{"$f":"AddMonths(D51,6)","v":"2036-02-06"},22.517808219178082,null,2.5346245782071586,0.56510008960729119,2.5346712620606668,3.0133224962925111,null,null,null,null,null,null,null,null,null,null,""]
["23 Years","2013-08-02","2013-08-06","2036-08-06",23.016438356164382,null,2.5449980137767083,0.55667237311503981,2.5450436862671242,3.0134555244697094,null,null,null,null,null,null,null,null,null,null,"",8401,23.027397260273972]
[null,null,"2013-08-06",{"$f":"AddMonths(D53,6)","v":"2037-02-06"},23.520547945205479,null,2.5550406324804236,0.54827950899152822,2.5550853260846149,3.0135625875342971,null,null,null,null,null,null,null,null,null,null,""]
["24 Years","2013-08-02","2013-08-06","2037-08-06",24.016438356164382,null,2.5645099501220816,0.54014672493451366,2.5645537208946099,3.0136485797001673,null,null,null,null,null,null,null,null,null,null,"",8766,24.027397260273972]
[null,null,"2013-08-06",{"$f":"AddMonths(D55,6)","v":"2038-02-08"},24.526027397260275,null,2.5738433630192157,0.53191475334288951,2.5738862243453973,3.0137180805260786,null,null,null,null,null,null,null,null,null,null,""]
["25 Years","2013-08-02","2013-08-06","2038-08-06",25.016438356164382,2.5310000000000001,2.5824675591414104,0.52411093073984338,2.5825095802335123,3.0137737249843601,null,null,null,null,null,null,null,null,null,null,2.6489096439745578E-3,9131,25.027397260273972]
[null,null,"2013-08-06",{"$f":"AddMonths(D57,6)","v":"2039-02-07"},25.523287671232875,null,2.5910334553102459,0.51616570329392764,2.5910746419345458,3.0138183089190536,null,null,null,null,null,null,null,null,null,null,""]
["26 Years","2013-08-02","2013-08-06","2039-08-08",26.021917808219179,null,2.5991355215259473,0.50846676663315293,2.5991759189350847,3.0138544713363014,null,null,null,null,null,null,null,null,null,null,"",9498,26.032876712328768]
[null,null,"2013-08-06",{"$f":"AddMonths(D59,6)","v":"2040-02-08"},26.526027397260275,null,2.6070175306157748,0.5007998811066523,2.6070571602988961,3.0138834128721785,null,null,null,null,null,null,null,null,null,null,""]
["27 Years","2013-08-02","2013-08-06","2040-08-06",27.019178082191782,null,2.6144440184853415,0.49341148524847928,2.6144829248524055,3.0139065493361694,null,null,null,null,null,null,null,null,null,null,"",9862,27.030136986301368]
[null,null,"2013-08-06",{"$f":"AddMonths(D61,6)","v":"2041-02-06"},27.523287671232875,null,2.6217608136110142,0.485971507685174,2.6217990073788808,3.0139251262707005,null,null,null,null,null,null,null,null,null,null,""]
["28 Years","2013-08-02","2013-08-06","2041-08-06",28.019178082191782,null,2.6287017005026736,0.47876226362232877,2.6287392183076981,3.013940096710479,null,null,null,null,null,null,null,null,null,null,"",10227,28.030136986301368]
[null,null,"2013-08-06",{"$f":"AddMonths(D63,6)","v":"2042-02-06"},28.523287671232875,null,2.6355104676057319,0.4715431123698467,2.6355473223355355,3.013952104361028,null,null,null,null,null,null,null,null,null,null,""]
["29 Years","2013-08-02","2013-08-06","2042-08-06",29.019178082191782,null,2.6419775825115233,0.46454785942989074,2.6420138074541204,3.0139617443026721,null,null,null,null,null,null,null,null,null,null,"",10592,29.030136986301368]
[null,null,"2013-08-06",{"$f":"AddMonths(D65,6)","v":"2043-02-06"},29.523287671232875,null,2.648329337116377,0.45754300400491676,2.648364943518752,3.0139694717610079,null,null,null,null,null,null,null,null,null,null,""]
["30 Years","2013-08-02","2013-08-06","2043-08-06",30.019178082191782,2.5219999999999998,{"$f":"($Y$2)+($Y$3)*(((1-EXP(-E67/$Y$6))/(E67/$Y$6)))+($Y$4)*((((1-EXP(-E67/$Y$6))/(E67/$Y$6))-(EXP(-E67/$Y$6))))+($Y$5)*((((1-EXP(-E67/$Y$7))/(E67/$Y$7))-(EXP(-E67/$Y$7))))","v":2.65436949287046},0.45075540889450222,2.6544045110863932,3.0139756719090758,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(F67>0,POWER(F67-G67,2),\"\")","v":1.752168264278281E-2},10957,30.030136986301368]
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{"sheet":"EUR 3M","index":1,"n_rows":127,"n_cols":27,"rows_kept":127,"cut":false,"hidden":false,"merged":[[0,25,0,26]]}
["Instrument","Tenor","Start Date","Maturity","Mkt.Values","NSS","DFNSS","Zero Cpn","Forward Rate",null,null,null,null,null,null,null,null,null,null,null,null,"Squared Residuals","Days ","t(ACT/360)","t(ACT/365)","NSS Parameters"]
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["M. Mkt.","T/N","2013-08-05","2013-08-06",4.36E-2,{"$f":"($AA$2)+($AA$3)*(((1-EXP(-X3/$AA$6))/(X3/$AA$6)))+($AA$4)*((((1-EXP(-X3/$AA$6))/(X3/$AA$6))-(EXP(-X3/$AA$6))))+($AA$5)*((((1-EXP(-X3/$AA$7))/(X3/$AA$7))-(EXP(-X3/$AA$7))))","v":9.7041689991809524E-2},{"$f":"$G$2*EXP(-F3/100*X3)","v":0.9999891121887442},{"$f":"-100*LN(G3)/((D3-C3)/365)","v":0.39740727428831346},{"$f":"36500*(LN(G2)-LN(G3))/(D3-D2)","v":9.8389491242134058E-2},null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E3>0,POWER(E3-F3,2),\"\")","v":2.856014229180674E-3},{"$f":"D3-C3","v":1},{"$f":"W3/360","v":2.7777777777777779E-3},1.0958904109589041E-2,"β1",141.6978874566293]
["M. Mkt.","1W","2013-08-06","2013-08-13",0.105,0.10083717952991821,{"$f":"$G$2*EXP(-F4/100*X4)","v":0.99997220088902072},{"$f":"-100*LN(G4)/((D4-$C$4)/365)","v":0.14495452206184173},{"$f":"36500*(LN(G3)-LN(G4))/(D4-D3)","v":8.8182054306368385E-2},null,null,null,null,null,null,null,null,null,null,null,null,1.7329074266131981E-5,7,1.9444444444444445E-2,3.0136986301369864E-2,"β2",210.74320627708829]
["M. Mkt.","1M","2013-08-06","2013-09-06",0.129,0.11598662920817134,0.99989193619613337,{"$f":"-100*LN(G5)/((D5-$C$4)/365)","v":0.12724328955084216},0.12207751340180062,null,null,null,null,null,null,null,null,null,null,null,null,1.6934781936561949E-4,31,8.611111111111111E-2,9.5890410958904104E-2,"β3",-206.35142026306889]
["M. Mkt.","2M","2013-08-06","2013-10-07",0.18,0.13547777722228294,0.99975851405584737,{"$f":"-100*LN(G6)/((D6-$C$4)/365)","v":0.14218228048556153},0.15712127142028087,null,null,null,null,null,null,null,null,null,null,null,null,1.9822283210686677E-3,62,0.17222222222222222,0.18082191780821918,"τ1",87.952528201590496]
["M. Mkt.","3M","2013-08-06","2013-11-06",0.22800000000000001,0.15425774982225726,0.99959767443706893,0.15965041186379972,0.19575121671215864,null,null,null,null,null,null,null,null,null,null,null,null,5.4379194612768E-3,92,0.25555555555555554,0.26301369863013696,"τ2",626.61594339005842]
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[null,null,"2013-08-06","2016-05-09",null,0.68863501658981696,0.98091365170187361,0.69849633102881614,1.2070063670076436,null,null,null,null,null,null,null,null,null,null,null,null,"",1007,2.7972222222222221]
["Swap","3Y","2013-08-06","2016-08-08",0.621,0.73777356130985872,0.9777411802053616,0.74829274582080485,1.2993365886288559,null,null,null,null,null,null,null,null,null,null,null,null,1.3636064620987333E-2,1098,3.05,3.0191780821917806]
[null,null,"2013-08-06","2016-11-08",null,0.78672664353816357,0.97432156735354325,0.79790467792413222,1.3900123023747135,null,null,null,null,null,null,null,null,null,null,null,null,"",1190,3.3055555555555554]
[null,null,"2013-08-06","2017-02-08",null,0.83495318056976919,0.97069613226334217,0.8467829957226316,1.4790134107249586,null,null,null,null,null,null,null,null,null,null,null,null,"",1282,3.5611111111111109]
[null,null,"2013-08-06","2017-05-08",null,0.88091841728357057,0.96700027224528406,0.89337149725839571,1.5644553058971566,null,null,null,null,null,null,null,null,null,null,null,null,"",1371,3.8083333333333331]
["Swap","4Y","2013-08-06","2017-08-07",0.84799999999999998,0.92721902336857875,0.9630368644742654,0.94030159188720042,1.6473473032728199,null,null,null,null,null,null,null,null,null,null,null,null,6.2756536634714305E-3,1462,4.0611111111111109,4.0164383561643833]
[null,null,"2013-08-06","2017-11-07",null,0.97331424185535964,0.9588477999734506,0.98702491335026965,1.7295194348612164,null,null,null,null,null,null,null,null,null,null,null,null,"",1554,4.3166666666666664]
[null,null,"2013-08-06","2018-02-07",null,1.0186942000734485,0.95448327821903356,1.0330243939247048,1.8100156201494051,null,null,null,null,null,null,null,null,null,null,null,null,"",1646,4.572222222222222]
[null,null,"2013-08-06","2018-05-07",null,1.0619163846929045,0.9501013057182699,1.0768375679127382,1.8871351452644545,null,null,null,null,null,null,null,null,null,null,null,null,"",1735,4.8194444444444446]
["Swap","5Y","2013-08-06","2018-08-06",1.077,1.1054231448184839,0.94546566026644341,1.120939999683533,1.9617940559728595,null,null,null,null,null,null,null,null,null,null,null,null,8.0787516137251149E-4,1826,5.072222222222222,5.0136986301369859]
[null,null,"2013-08-06","2018-11-06",null,1.1487049288039302,0.94062696858703498,1.1648150647515707,2.035639725775888,null,null,null,null,null,null,null,null,null,null,null,null,"",1918,5.3277777777777775]
[null,null,"2013-08-06","2019-02-06",null,1.1912825891352803,0.93564282723815095,1.2079769457172389,2.1078083336754077,null,null,null,null,null,null,null,null,null,null,null,null,"",2010,5.583333333333333]
[null,null,"2013-08-06","2019-05-06",null,1.2318044179452396,0.93068981317044197,1.249055269896211,2.1767792204550167,null,null,null,null,null,null,null,null,null,null,null,null,"",2099,5.8305555555555557]
["Swap","6Y","2013-08-06","2019-08-06",1.2809999999999999,1.2730049311187233,0.92544119573033978,1.2908220306449447,2.2437397568579058,null,null,null,null,null,null,null,null,null,null,null,null,6.3921126416358379E-5,2191,6.0861111111111112,6.0136986301369859]
[null,null,"2013-08-06","2019-11-06",null,1.3135095768724878,0.92006901884612757,1.3318837412540232,2.3097773058680588,null,null,null,null,null,null,null,null,null,null,null,null,"",2283,6.3416666666666668]
[null,null,"2013-08-06","2020-02-06",null,1.3533211191052845,0.91458049534092667,1.3722431479839656,2.3737705997715555,null,null,null,null,null,null,null,null,null,null,null,null,"",2375,6.5972222222222223]
[null,null,"2013-08-06","2020-05-06",null,1.3915991731444952,0.90910554530735155,1.4110482448268273,2.4350716337356748,null,null,null,null,null,null,null,null,null,null,null,null,"",2465,6.8472222222222223]
["Swap","7Y","2013-08-06","2020-08-06",1.4610000000000001,1.4300476818638348,0.90340772819957149,1.4500263960846296,2.4943866444594418,null,null,null,null,null,null,null,null,null,null,null,null,9.5804599800238606E-4,2557,7.1027777777777779,7.0164383561643833]
[null,null,"2013-08-06","2020-11-06",null,1.4678112640384524,0.89761445725114897,1.4883104110898411,2.5523563498759891,null,null,null,null,null,null,null,null,null,null,null,null,"",2649,7.3583333333333334]
[null,null,"2013-08-06","2021-02-08",null,1.5056912079487255,0.89160372699195489,1.5267125970593034,2.6089188803902181,null,null,null,null,null,null,null,null,null,null,null,null,"",2743,7.6194444444444445]
[null,null,"2013-08-06","2021-05-10",null,1.5416864987239167,0.8857033716440309,1.5632043220682417,2.6631691759090979,null,null,null,null,null,null,null,null,null,null,null,null,"",2834,7.8722222222222218]
["Swap","8Y","2013-08-06","2021-08-06",1.6220000000000001,1.5758653754560308,0.87992734984764809,1.5978547278186721,2.713755294826846,null,null,null,null,null,null,null,null,null,null,null,null,2.1284035818130171E-3,2922,8.1166666666666671,8.0164383561643842]
[null,null,"2013-08-06","2021-11-08",null,1.611693361019007,0.87368770814505536,1.634177134860429,2.7632630218393022,null,null,null,null,null,null,null,null,null,null,null,null,"",3016,8.3777777777777782]
[null,null,"2013-08-06","2022-02-08",null,1.6460803212214898,0.86751732746852406,1.6690387569730261,2.8118936731859807,null,null,null,null,null,null,null,null,null,null,null,null,"",3108,8.6333333333333329]
[null,null,"2013-08-06","2022-05-09",null,1.6790726402884228,0.86142626840457726,1.7024865951213994,2.8575519391785593,null,null,null,null,null,null,null,null,null,null,null,null,"",3198,8.8833333333333329]
["Swap","9Y","2013-08-06","2022-08-08",1.7689999999999999,1.7117834199358906,0.85521820892098588,1.7356491041549562,2.9010744216199593,null,null,null,null,null,null,null,null,null,null,null,null,3.273737034232635E-3,3289,9.1361111111111111,9.0219178082191789,null,"EUR"]
[null,null,"2013-08-06","2022-11-08",null,1.7441937965413401,0.84889730523773455,1.7685071510160422,2.9431823262998695,null,null,null,null,null,null,null,null,null,null,null,null,"",3381,9.3916666666666675]
[null,null,"2013-08-06","2023-02-08",null,1.7759433510366573,0.84253725859375206,1.8006953287477689,2.9836108603887159,null,null,null,null,null,null,null,null,null,null,null,null,"",3473,9.6472222222222221]
[null,null,"2013-08-06","2023-05-08",null,1.8060312345917604,0.83635262932134236,1.8311989483371403,3.0215255869201436,null,null,null,null,null,null,null,null,null,null,null,null,"",3562,9.8944444444444439]
["Swap","10Y","2013-08-06","2023-08-07",1.901,1.8361608693147409,0.83000171159175173,1.861744959012652,3.0574030911683856,null,null,null,null,null,null,null,null,null,null,null,null,4.2041128680201144E-3,3653,10.147222222222222,10.019178082191781]
[null,null,"2013-08-06","2023-11-07",null,1.865972134418407,0.8235581432586988,1.8919682585979658,3.0920303606104809,null,null,null,null,null,null,null,null,null,null,null,null,"",3745,10.402777777777779]
[null,null,"2013-08-06","2024-02-07",null,1.8951329969639985,0.81709673846772568,1.921532218685722,3.1249782026927595,null,null,null,null,null,null,null,null,null,null,null,null,"",3837,10.658333333333333]
[null,null,"2013-08-06","2024-05-07",null,1.9230330891058016,0.81076336293761231,1.9498180260851821,3.1557362815488377,null,null,null,null,null,null,null,null,null,null,null,null,"",3927,10.908333333333333]
["Swap","11Y","2013-08-06","2024-08-06",null,1.9506153664493255,0.80435180213047808,1.9777816660966514,3.1845202850531309,null,null,null,null,null,null,null,null,null,null,null,null,"",4018,11.161111111111111,11.019178082191781]
[null,null,"2013-08-06","2024-11-06",null,1.9778615696352655,0.79786644730817735,2.0054046229320357,3.2118072377643565,null,null,null,null,null,null,null,null,null,null,null,null,"",4110,11.416666666666666]
[null,null,"2013-08-06","2025-02-06",null,2.0044676803128576,0.79138230112574881,2.0323786700302349,3.2374149045258758,null,null,null,null,null,null,null,null,null,null,null,null,"",4202,11.672222222222222]
[null,null,"2013-08-06","2025-05-06",null,2.0295995022765543,0.78511491970429026,2.0578580691239874,3.2608292488087858,null,null,null,null,null,null,null,null,null,null,null,null,"",4291,11.919444444444444]
["Swap","12Y","2013-08-06","2025-08-06",2.113,2.054953814882527,0.77864595789103119,2.0835630622619528,3.2824774704685842,null,null,null,null,null,null,null,null,null,null,null,null,3.3693596066919382E-3,4383,12.175000000000001,12.019178082191781]
[null,null,"2013-08-06","2025-11-06",null,2.0796756569439641,0.77219093826469354,2.1086268606845087,3.3026989094460677,null,null,null,null,null,null,null,null,null,null,null,null,"",4475,12.430555555555555]
[null,null,"2013-08-06","2026-02-06",null,2.1037675799443933,0.76575386573778292,2.1330520476778472,3.3211250019733898,null,null,null,null,null,null,null,null,null,null,null,null,"",4567,12.686111111111112]
[null,null,"2013-08-06","2026-05-06",null,2.1264768477010501,0.75954741380584856,2.1560754703960061,3.3375133530233203,null,null,null,null,null,null,null,null,null,null,null,null,"",4656,12.933333333333334]
["Swap","13Y","2013-08-06","2026-08-06",null,2.1493368881697865,0.75315679460099116,2.1792517670234828,3.3521739093879681,null,null,null,null,null,null,null,null,null,null,null,null,"",4748,13.188888888888888,13.019178082191781]
[null,null,"2013-08-06","2026-11-06",null,2.1715745304900302,0.74679517846947185,2.2017970683916346,3.3653306650871118,null,null,null,null,null,null,null,null,null,null,null,null,"",4840,13.444444444444445]
[null,null,"2013-08-06","2027-02-08",null,2.1936553781351491,0.74032881356774372,2.2241834174656967,3.3768422421301625,null,null,null,null,null,null,null,null,null,null,null,null,"",4934,13.705555555555556]
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["T/N",{"$f":"C2","v":"2013-08-05"},"2013-08-06",{"$f":"C3-B3","v":1},{"$f":"D3/360","v":2.7777777777777779E-3},9.2999999999999999E-2,{"$f":"($W$2)+($W$3)*(((1-EXP(-E3/$W$6))/(E3/$W$6)))+($W$4)*((((1-EXP(-E3/$W$6))/(E3/$W$6))-(EXP(-E3/$W$6))))+($W$5)*((((1-EXP(-E3/$W$7))/(E3/$W$7))-(EXP(-E3/$W$7))))","v":1.4516608147124414E-2},{"$f":"$H$2*EXP(-G3/100*E3)","v":0.99999829201974821},{"$f":"-100*LN(H3)/((C3-B3)/365)","v":6.2341332429089763E-2},{"$f":"36500*(LN(H2)-LN(H3))/(C3-C2)","v":1.4718227705911443E-2},null,null,null,null,null,null,null,null,null,null,6.1596427967320188E-3,"β1",140.37597956990027,1.0958904109589041E-2]
["1 Week",{"$f":"C3","v":"2013-08-06"},"2013-08-13",7,1.9444444444444445E-2,9.7000000000000003E-2,1.7936598906695217E-2,{"$f":"$H$2*EXP(-G4/100*E4)","v":0.99999520759687877},{"$f":"-100*LN(H4)/((C4-$B$4)/365)","v":2.4989019010924464E-2},{"$f":"36500*(LN(H3)-LN(H4))/(C4-C3)","v":1.6083114378197358E-2},null,null,null,null,null,null,null,null,null,null,6.251021392440788E-3,"β2",211.1434979928793,3.0136986301369864E-2]
[" 1 Month",{"$f":"B4","v":"2013-08-06"},"2013-09-06",31,8.611111111111111E-2,0.10100000000000001,3.1589085839194599E-2,0.99997149395090401,{"$f":"-100*LN(H5)/((C5-$B$4)/365)","v":3.3564052327134275E-2},3.6065103711028793E-2,null,null,null,null,null,null,null,null,null,null,4.8178750046386975E-3,"β3",-205.75665580205003,9.5890410958904104E-2]
[" 2 Months",{"$f":"B5","v":"2013-08-06"},"2013-10-07",62,0.17222222222222222,0.105,4.915854224376176E-2,0.99991403701856951,5.0609414367188722E-2,6.7654776407243183E-2,null,null,null,null,null,null,null,null,null,null,3.1182684043417393E-3,"τ1",95.774607467371084,0.18082191780821918]
[" 3 Months",{"$f":"B6","v":"2013-08-06"},"2013-11-06",92,0.25555555555555554,0.106,6.6091548115877558E-2,0.99982980911855346,6.7527128726816904E-2,0.10249040507004849,null,null,null,null,null,null,null,null,null,null,1.5926845317873158E-3,"τ2",626.77604648972408,0.26301369863013696]
[" 6 Months","2013-08-06","2014-02-06",184,0.51111111111111107,0.113,0.11759283050487827,0.9993978466019926,0.11948488548321462,0.17144264223961234,null,null,null,null,null,null,null,null,null,null,2.1094092046540388E-5,null,{"$f":"U127","v":0.14408199378180508},0.51506849315068493]
["9 Months","2013-08-06","2014-05-06",273,0.7583333333333333,0.13,0.16680413924464954,0.99873456520684012,0.16929530700786014,0.27227415600263288,null,null,null,null,null,null,null,null,null,null,1.3545446655395521E-3,null,null,0.75890410958904109]
[" 1 Year","2013-08-06","2014-08-06",365,1.0138888888888888,0.15,0.21704534179529306,0.99780051906396827,0.22019033469085569,0.37121579727191861,null,null,null,null,null,null,null,null,null,null,4.4950778564476707E-3,null,null,1.010958904109589]
[null,"2013-08-06",{"$f":"AddMonths(C10,3)","v":"2014-11-06"},457,{"$f":"D11/360","v":1.2694444444444444},null,0.26664948757259677,0.9966194551036287,0.27045716078438947,0.46988532952503997,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06",{"$f":"AddMonths(C11,3)","v":"2015-02-06"},549,1.5249999999999999,null,0.31561887617711615,0.99519707848812811,0.32008921686121694,0.56663106063415292,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06",{"$f":"AddMonths(C12,3)","v":"2015-05-06"},638,1.7722222222222221,null,0.36238954816240232,0.99359693470578769,0.36749738069609239,0.659936503677515,null,null,null,null,null,null,null,null,null,null,""]
[" 2 Years","2013-08-06","2015-08-06",730,2.0277777777777777,0.255,0.41011680651766669,0.99171693300749664,0.4158781104046152,0.75138795338328479,null,null,null,null,null,null,null,null,null,null,2.406122366423924E-2,null,null,2.010958904109589]
[null,"2013-08-06",{"$f":"AddMonths(C14,3)","v":"2015-11-06"},822,2.2833333333333332,null,0.45721609026168464,0.98961324664363703,0.46362424938805458,0.84247948262621375,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06",{"$f":"AddMonths(C15,3)","v":"2016-02-08"},916,2.5444444444444443,null,0.50469303445523883,0.98723917999288124,0.51175465022278288,0.93263964475625927,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2016-05-09",1007,2.7972222222222221,null,0.5500347686465612,0.98473077551409849,0.55772143249362272,1.0204200320550429,null,null,null,null,null,null,null,null,null,null,""]
[" 3 Years","2013-08-06","2016-08-08",1098,3.05,0.42,0.59476877739322309,0.98202181848982273,0.60307282744784374,1.1049283738093891,null,null,null,null,null,null,null,null,null,null,3.0544125551521972E-2,null,null,3.0191780821917806]
[null,"2013-08-06","2016-11-08",1190,3.3055555555555554,null,0.63937881158804644,0.97908548010560004,0.64829909227583871,1.1880647312012562,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2017-02-08",1282,3.5611111111111109,null,0.68337216101850784,0.97595680892499359,0.69290058854024084,1.2698112467428344,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2017-05-08",1371,3.8083333333333331,null,0.72534620193711907,0.97275317232233716,0.73545519077733779,1.3484327196308008,null,null,null,null,null,null,null,null,null,null,""]
[" 4 Years","2013-08-06","2017-08-07",1462,4.0611111111111109,0.64,0.76767102695801592,0.96930372150694089,0.77836569849769444,1.4248525785483435,null,null,null,null,null,null,null,null,null,null,1.6299891124514423E-2,null,null,4.0164383561643833]
[null,"2013-08-06","2017-11-07",1554,4.3166666666666664,null,0.80985419363183597,0.96564403084894346,0.82113281404192462,1.5007580632339295,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2018-02-07",1646,4.572222222222222,null,0.85142948734085988,0.96181750219660833,0.86328382951467419,1.5752694604348123,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2018-05-07",1735,4.8194444444444446,null,0.89107268225378811,0.95796306347762794,0.90347614020488087,1.6468080884754457,null,null,null,null,null,null,null,null,null,null,""]
[" 5 Years","2013-08-06","2018-08-06",1826,5.072222222222222,0.86399999999999999,0.93102275773871357,0.95387289710644863,0.94397970993515667,1.7162180998475587,null,null,null,null,null,null,null,null,null,null,4.4920500549022911E-3,null,null,5.0136986301369859]
[null,"2013-08-06","2018-11-06",1918,5.3277777777777775,null,0.97081376338253622,0.94959081835722248,0.98432211743846565,1.7850312054932758,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2019-02-06",2010,5.583333333333333,null,1.0100056015102008,0.94516734344018893,1.0240571501736579,1.8524462021964674,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2019-05-06",2099,5.8305555555555557,null,1.047351321355549,0.94075954312225152,1.0619205559584364,1.9170379225584897,null,null,null,null,null,null,null,null,null,null,""]
[" 6 Years","2013-08-06","2019-08-06",2191,6.0861111111111112,1.0649999999999999,1.0853707301153244,0.93607640801195402,1.1004670593740506,1.9799139144759446,null,null,null,null,null,null,null,null,null,null,4.1496664543138527E-4,null,null,6.0136986301369859]
[null,"2013-08-06","2019-11-06",2283,6.3416666666666668,null,1.1227974313704003,0.93127061261467381,1.1384127000188564,2.0420963810272199,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2020-02-06",2375,6.5972222222222223,null,1.1596335888838891,0.92634836631032957,1.1757596627852889,2.1025326627392595,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2020-05-06",2465,6.8472222222222223,null,1.1950996061418204,0.92142634866505901,1.2117175315006192,2.1606057337107303,null,null,null,null,null,null,null,null,null,null,""]
[" 7 Years","2013-08-06","2020-08-06",2557,7.1027777777777779,1.244,1.2307738623680247,0.91629177155060881,1.2478865683907903,2.2169808720241773,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(F34>0,POWER(F34-G34,2),\"\")","v":1.7493071665995404E-4},null,null,7.0164383561643833]
[null,"2013-08-06","2020-11-06",2649,7.3583333333333334,null,1.2658639798412819,0.91105883956047473,1.2834634017727209,2.2722673469639849,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2021-02-08",2743,7.6194444444444445,null,1.3011158248022894,0.90561672600862975,1.3192042396105534,2.3264114676150065,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2021-05-10",2834,7.8722222222222218,null,1.3346659492052999,0.9002622455221555,1.353219780478274,2.3785453694909924,null,null,null,null,null,null,null,null,null,null,""]
[" 8 Years","2013-08-06","2021-08-06",2922,8.1166666666666671,1.4059999999999999,1.3665724159592956,0.89500906478728293,1.3855688865225191,2.4273571425383249,null,null,null,null,null,null,null,null,null,null,1.554534383286804E-3,null,null,8.0164383561643842]
[null,"2013-08-06","2021-11-08",3016,8.3777777777777782,null,1.4000725513822891,0.88932167317338207,1.4195337936389067,2.4753365446398097,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2022-02-08",3108,8.6333333333333329,null,1.4322801285731186,0.88368481635177198,1.4521882308859027,2.5226858693308869,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2022-05-09",3198,8.8833333333333329,null,1.463234590122964,0.87810832950673079,1.4835721842909915,2.5673647085467319,null,null,null,null,null,null,null,null,null,null,""]
[" 9 Years","2013-08-06","2022-08-08",3289,9.1361111111111111,1.5549999999999999,1.493978986936495,0.87241252748253939,1.5147431745972759,2.6101808339324188,null,null,null,null,null,null,null,null,null,null,3.7235640352964402E-3,null,null,9.0219178082191789]
[null,"2013-08-06","2022-11-08",3381,9.3916666666666675,null,1.5244970123988577,0.86660068217560426,1.5456846675241511,2.6518430396599415,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2023-02-08",3473,9.6472222222222221,null,1.554449810995671,0.86074022574108122,1.5760531040865313,2.6920931477539911,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2023-05-08",3562,9.8944444444444439,null,1.5828899647693908,0.85502935874334429,1.6048879173789135,2.7300936091142383,null,null,null,null,null,null,null,null,null,null,""]
["10 Years","2013-08-06","2023-08-07",3653,10.147222222222222,1.69,1.6114262610982315,0.84915265056462008,1.6338202181021095,2.7663131321243504,null,null,null,null,null,null,null,null,null,null,6.1738324450032796E-3,null,null,10.019178082191781]
[null,"2013-08-06","2023-11-07",3745,10.402777777777779,null,1.6397200913869343,0.84317753674958307,1.6625066979949461,2.8015470354789871,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2024-02-07",3837,10.658333333333333,null,1.6674568844270525,0.83717310181216309,1.6906284193685817,2.835365881806259,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2024-05-07",3927,10.908333333333333,null,1.6940536723675761,0.83127523783307167,1.7175943226905797,2.8672406676517572,null,null,null,null,null,null,null,null,null,null,""]
["11 Years","2013-08-06","2024-08-06",4018,11.161111111111111,null,1.7204079362870568,0.82529205760482327,1.7443143433979096,2.8973860062296071,null,null,null,null,null,null,null,null,null,null,"",null,null,11.019178082191781]
[null,"2013-08-06","2024-11-06",4110,11.416666666666666,null,1.7465038489617097,0.8192271955958742,1.7707724339940576,2.9263007819866975,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2025-02-06",4202,11.672222222222222,null,1.7720508368285075,0.81315054342809323,1.7966739874442648,2.9537977339698216,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2025-05-06",4291,11.919444444444444,null,1.796244313725297,0.80726470947232309,1.8212032497857049,2.979315163928745,null,null,null,null,null,null,null,null,null,null,""]
["12 Years","2013-08-06","2025-08-06",4383,12.175000000000001,1.911,1.8207172689670039,0.80117679994836222,1.8460158742266648,3.0033090424457889,null,null,null,null,null,null,null,null,null,null,8.1509715227763187E-3,null,null,12.019178082191781]
[null,"2013-08-06","2025-11-06",4475,12.430555555555555,null,1.8446473024982626,0.79508900669820382,1.8702780459564237,3.0261595534730863,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2026-02-06",4567,12.686111111111112,null,1.868036424987769,0.78900511030934206,1.8939918029907719,3.0474598761289102,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2026-05-06",4656,12.933333333333334,null,1.8901500044894659,0.78312676047369145,1.9164123162152045,3.0669121352712039,null,null,null,null,null,null,null,null,null,null,""]
["13 Years","2013-08-06","2026-08-06",4748,13.188888888888888,null,1.9124807885604507,0.77706111939568268,1.9390530518749025,3.0848711522178798,null,null,null,null,null,null,null,null,null,null,"",null,null,13.019178082191781]
[null,"2013-08-06","2026-11-06",4840,13.444444444444445,null,1.9342765916240188,0.77100991428599608,1.9611513837699104,3.1016174689600953,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2027-02-08",4934,13.705555555555556,null,1.9559957302971331,0.76484553068099537,1.9831719896900826,3.1169989328138521,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2027-05-10",5025,13.958333333333334,null,1.9764936289005846,0.75889877725799226,2.0039544065367529,3.1307724803990764,null,null,null,null,null,null,null,null,null,null,""]
["14 Years","2013-08-06","2027-08-06",5113,14.202777777777778,null,1.9958234846654332,0.75317047746810606,2.023552569407578,3.1426522106109389,null,null,null,null,null,null,null,null,null,null,"",null,null,14.019178082191781]
[null,"2013-08-06","2027-11-08",5207,14.463888888888889,null,2.015938586123474,0.74707894111122275,2.0439468791304436,3.1532671516093069,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2028-02-08",5299,14.719444444444445,null,2.0350948519437595,0.74114724600738247,2.0633690454079092,3.162621434611844,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2028-05-08",5389,14.969444444444445,null,2.0533284233713167,0.73537613502010069,2.0818557107908759,3.17030948706133,null,null,null,null,null,null,null,null,null,null,""]
["15 Years","2013-08-06","2028-08-07",5480,15.222222222222221,2.1349999999999998,2.0712574002694844,0.72957528975377772,2.100033554509694,3.1765214644075899,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(F66>0,POWER(F66-G66,2),\"\")","v":4.063119020404707E-3},null,null,15.024657534246575]
[null,"2013-08-06","2028-11-07",{"$f":"C67-B67","v":5572},{"$f":"D67/360","v":15.477777777777778},null,{"$f":"($W$2)+($W$3)*(((1-EXP(-E67/$W$6))/(E67/$W$6)))+($W$4)*((((1-EXP(-E67/$W$6))/(E67/$W$6))-(EXP(-E67/$W$6))))+($W$5)*((((1-EXP(-E67/$W$7))/(E67/$W$7))-(EXP(-E67/$W$7))))","v":2.0888668820134186},0.72374838696620736,2.1178874689015266,3.1813597609367874,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2029-02-07",5664,15.733333333333333,null,2.105958955279418,{"$f":"$H$2*EXP(-G68/100*E68)","v":0.71796184857154544},2.1352167932478809,{"$f":"36500*(LN(H67)-LN(H68))/(C68-C67)","v":3.1847710895292414},null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2029-05-07",5753,15.980555555555556,null,2.1220031213318236,0.71240465564109812,{"$f":"-100*LN(H69)/((C69-$B$4)/365)","v":2.1514836648660234},3.1867146855981581,null,null,null,null,null,null,null,null,null,null,""]
["16 Years","2013-08-06","2029-08-06",5844,16.233333333333334,null,2.1379108575863128,0.70676610120948224,2.1676122130013495,3.1872554813808267,null,null,null,null,null,null,null,null,null,null,"",null,null,16.021917808219179]
[null,{"$f":"B70","v":"2013-08-06"},"2029-11-06",5936,16.488888888888887,null,2.1534844782255713,0.70111246649089976,2.1834020076278224,3.1863972228137412,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2030-02-06",6028,16.744444444444444,null,2.1685482993468574,0.69550806620606553,2.1986749260426537,3.1841101837648638,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2030-05-06",6117,16.991666666666667,null,2.1826375706054404,0.69013516775320971,2.2129597666777108,3.1804768380049158,null,null,null,null,null,null,null,null,null,null,""]
["17 Years","2013-08-06","2030-08-06",6209,17.247222222222224,null,2.1967039817787182,0.68463343041042324,2.2272214293154575,3.1754669766534751,null,null,null,null,null,null,null,null,null,null,"",null,null,17.021917808219179]
[null,"2013-08-06","2030-11-06",6301,17.502777777777776,null,2.2102662393035288,0.67918665458455407,2.2409719395393632,3.1689819175853269,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2031-02-06",6393,17.758333333333333,null,2.2233262341571915,0.67379660373179329,2.2542132144448912,3.1610966185724423,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2031-05-06",6482,18.005555555555556,null,2.2354841715712395,0.66863788114472966,2.2665399098200329,3.1519844439018172,null,null,null,null,null,null,null,null,null,null,""]
["18 Years","2013-08-06","2031-08-06",6574,18.261111111111113,null,2.2475615164286569,0.66336427151251998,2.2787848927608025,3.1415237995224454,null,null,null,null,null,null,null,null,null,null,"",null,null,18.021917808219179]
[null,"2013-08-06","2031-11-06",6666,18.516666666666666,null,2.2591421755144299,0.658152158210359,2.2905262943544789,3.1295260125808495,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2032-02-06",6758,18.772222222222222,null,2.2702280166984701,0.6530030016633126,2.3017660082977032,3.1161565859665679,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06",{"$f":"AddMonths(C80,3)","v":"2032-05-07"},6849,19.024999999999999,null,2.2807084053737379,0.64797311099756405,2.3123918642970698,3.1015076318104318,null,null,null,null,null,null,null,null,null,null,""]
["19 Years","2013-08-06","2032-08-06",6940,19.277777777777779,null,2.2907082929062885,0.64300745611583021,2.3225305479821565,3.0856057629179632,null,null,null,null,null,null,null,null,null,null,"",null,null,19.024657534246575]
[null,"2013-08-06","2032-11-08",7034,19.538888888888888,null,2.3005352248867053,0.63794683732696789,2.3324938734259302,3.0680840710832848,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2033-02-08",7126,19.794444444444444,null,2.3096603577485024,0.63306274336360546,2.3417456568348993,3.049104836168488,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2033-05-09",7216,20.044444444444444,null,2.3181172592314159,0.62835182975451431,2.3503199319304993,3.0292119800554365,null,null,null,null,null,null,null,null,null,null,""]
["20 Years","2013-08-06","2033-08-08",7307,20.297222222222221,2.2749999999999999,2.3261974216455248,0.6236569853362347,2.3585122366317326,3.0081349918416147,null,null,null,null,null,null,null,null,null,null,2.6211759831496592E-3,null,null,20.030136986301368]
[null,"2013-08-06","2033-11-08",7399,20.552777777777777,null,2.3338870396923421,0.61898148270789988,2.366308573890326,2.9855241863744739,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2034-02-08",7491,20.808333333333334,null,2.341096516689678,0.61437826632739057,2.3736181034642931,2.9614790743097581,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2034-05-08",7580,21.055555555555557,null,2.3476157008562493,0.60999480828003949,2.3802277572107471,2.9365526584993593,null,null,null,null,null,null,null,null,null,null,""]
["21 Years","2013-08-06","2034-08-07",7671,21.308333333333334,null,2.3538202516074418,0.6055845009783889,2.3865184077467627,2.9105088589884995,null,null,null,null,null,null,null,null,null,null,"",null,null,21.027397260273972]
[null,"2013-08-06","2034-11-07",7763,21.56388888888889,null,2.3596207846159416,0.60120018767483729,2.3923994301397826,2.8827616342360551,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2035-02-07",7855,21.819444444444443,null,2.3649483311433546,0.59689151919241212,2.3978008985184709,2.8535791487767002,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2035-05-07",7944,22.066666666666666,null,2.3696537396665969,0.5927960332157407,2.4025715920140209,2.8236254954695843,null,null,null,null,null,null,null,null,null,null,""]
["22 Years","2013-08-06","2035-08-06",8035,22.319444444444443,null,2.3740106363819309,0.58868308872444552,2.4069889332893304,2.7926082639602869,null,null,null,null,null,null,null,null,null,null,"",null,null,22.024657534246575]
[null,"2013-08-06","2035-11-06",8127,22.574999999999999,null,2.3779502619926376,0.58460225066613714,2.4109832088275258,2.7598310778427608,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2036-02-06",8219,22.830555555555556,null,2.3814239682552367,0.5805997680870314,2.4145050954176215,2.7256178380013729,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2036-05-06",8309,23.080555555555556,null,2.3843730254399884,0.57676069096624094,2.4174950489685596,2.6905442515814775,null,null,null,null,null,null,null,null,null,null,""]
["23 Years","2013-08-06","2036-08-06",8401,23.336111111111112,null,2.3869302379124617,0.57291495309198459,2.420087715514736,2.6542449582558225,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(F98>0,POWER(F98-G98,2),\"\")","v":""},null,null,23.027397260273972]
[null,"2013-08-06","2036-11-06",8493,23.591666666666665,null,2.3890267937288536,0.56914926961849843,2.4222133287555403,2.6163141639294354,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2037-02-06",8585,23.847222222222221,null,2.3906644490140989,0.56546415688415097,2.4238736691628175,2.5771483548041463,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2037-05-06",8674,24.094444444444445,null,2.3918136521081093,0.56197634744864122,2.4250387764931252,2.5374258150402667,null,null,null,null,null,null,null,null,null,null,""]
["24 Years","2013-08-06","2037-08-06",8766,24.35,null,2.3925535755750382,0.55845116693844221,2.4257889190533621,2.4965143165260826,null,null,null,null,null,null,null,null,null,null,"",null,null,24.027397260273972]
[null,"2013-08-06","2037-11-06",8858,24.605555555555554,null,2.3928397775593417,0.55500795857408458,2.4260790396406371,2.4537224860325391,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2038-02-08",8952,24.866666666666667,null,2.3926653818549113,0.55157501494245298,2.4259021653202844,2.4092345830895856,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2038-05-10",9043,25.119444444444444,null,2.3920487865345592,0.54833400980744229,2.4252769526424331,2.3637725142674566,null,null,null,null,null,null,null,null,null,null,""]
["25 Years","2013-08-06","2038-08-06",9131,25.363888888888887,2.31,2.391035144568499,0.54527730232984672,2.4242491815618226,2.3186340238122432,null,null,null,null,null,null,null,null,null,null,6.5666946552375193E-3,null,null,25.027397260273972]
[null,"2013-08-06","2038-11-08",9225,25.625,null,2.3895008051761488,0.54209669680332728,2.4226934787553271,2.2715751561371307,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2039-02-08",9317,25.880555555555556,null,2.3875491394549995,0.5390686847679611,2.4207146555901442,2.2222946153856915,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2039-05-09",9407,26.130555555555556,null,2.3852108304215083,0.53618815401292375,2.418343821139584,2.1729097702965872,null,null,null,null,null,null,null,null,null,null,""]
["26 Years","2013-08-06","2039-08-08",9498,26.383333333333333,null,2.3824167242126917,0.53335808534324025,2.415510859396286,2.1226573306138041,null,null,null,null,null,null,null,null,null,null,"",null,null,26.032876712328768]
[null,"2013-08-06","2039-11-08",9590,26.638888888888889,null,2.3791542425134518,0.5305815764963373,2.412203017350151,2.0707042808915723,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2040-02-08",9682,26.894444444444446,null,2.3754533840718945,0.5278905568651866,2.4084507109099613,2.0173135504597721,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2040-05-08",9772,27.144444444444446,null,2.3714104140333703,0.5253411136316013,2.404351543208386,1.9633721911344719,null,null,null,null,null,null,null,null,null,null,""]
["27 Years","2013-08-06","2040-08-06",9862,27.394444444444446,null,2.366951108514912,0.52287418328447599,2.3998302584164897,1.9089192030119655,null,null,null,null,null,null,null,null,null,null,"",null,null,27.030136986301368]
[null,"2013-08-06","2040-11-06",9954,27.65,null,2.3619640253811456,0.52043808144643189,2.3947738656075535,1.8527505408061162,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2041-02-06",10046,27.905555555555555,null,2.3565452086876206,0.5180889480173293,2.3892797437568793,1.7948396470002381,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2041-05-06",10135,28.152777777777779,null,2.3508938151377059,0.51589954313035602,2.3835498170013802,1.7367762868244758,null,null,null,null,null,null,null,null,null,null,""]
["28 Years","2013-08-06","2041-08-06",10227,28.408333333333335,null,2.3446304680500809,0.51372265362552361,2.3771994367118592,1.6776222167738499,null,null,null,null,null,null,null,null,null,null,"",null,null,28.030136986301368]
[null,"2013-08-06","2041-11-06",10319,28.663888888888888,null,2.3379403162074093,0.5116339150925161,2.3704163245771963,1.6163849354337183,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2042-02-06",10411,28.919444444444444,null,2.3308250103310044,0.5096337498982052,2.3632021542254114,1.5540388513986034,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2042-05-06",10500,29.166666666666668,null,2.3235386897779149,0.50778350715255738,2.3558145960030581,1.491636296532034,null,null,null,null,null,null,null,null,null,null,""]
["29 Years","2013-08-06","2042-08-06",10592,29.422222222222221,null,2.3155917381572415,0.50595889321379117,2.3477572306595769,1.4281666208057426,null,null,null,null,null,null,null,null,null,null,"",null,null,29.030136986301368]
[null,"2013-08-06","2042-11-06",10684,29.677777777777777,null,2.3072245005791974,0.50422420186287642,2.3392737427322197,1.3625660891825646,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2043-02-06",10776,29.933333333333334,null,2.2984386074178804,0.50257992620990377,2.3303657852217912,1.2958808065107161,null,null,null,null,null,null,null,null,null,null,""]
[null,"2013-08-06","2043-05-06",10865,30.180555555555557,null,2.2895423402018276,0.50107579460902874,2.3213459225378625,1.2292331103804222,null,null,null,null,null,null,null,null,null,null,""]
["30 Years","2013-08-06","2043-08-06",10957,30.43611111111111,2.3180000000000001,2.2799375271265188,0.4996109298527549,2.3116076724778734,1.1615415105020375,null,null,null,null,null,null,null,null,null,null,1.4487518412444999E-3,null,null,30.030136986301368]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(U2:U126)","v":0.14408199378180508}]

{"sheet":"EUR OIS(6M)","index":3,"n_rows":69,"n_cols":17,"rows_kept":69,"cut":false,"hidden":false,"merged":[[0,15,0,16]]}
["Generator","Tenor","Stamp ","Start Date","Maturity","Par Rate","Days","t(Act/360)","t(365)",null,"NSS","DFNSS","Zero Rates","Forward Rate","Squared Residuals","NSS Parameters"]
["Money Market","O/N","2013-08-02","2013-08-02","2013-08-05",9.2999999999999999E-2,{"$f":"E2-D2","v":3},{"$f":"G2/360","v":8.3333333333333332E-3},{"$f":"G2/365","v":8.21917808219178E-3},null,{"$f":"($Q$2)+($Q$3)*(((1-EXP(-H2/$Q$6))/(H2/$Q$6)))+($Q$4)*((((1-EXP(-H2/$Q$6))/(H2/$Q$6))-(EXP(-H2/$Q$6))))+($Q$5)*((((1-EXP(-H2/$Q$7))/(H2/$Q$7))-(EXP(-H2/$Q$7))))","v":1.5601124424788991E-2},{"$f":"EXP(-K2/100*H2)","v":0.99999869990714307},{"$f":"-100*LN(L2)/((E2-D2)/365)","v":1.581780670824675E-2},{"$f":"M2","v":1.581780670824675E-2},{"$f":"IF(F2>0,POWER(F2-K2,2),\"\")","v":5.9905859403069951E-3},"β0",-140.36206160971744]
["Money Market","T/N","2013-08-02","2013-08-05","2013-08-06",9.2999999999999999E-2,{"$f":"E3-D3","v":1},{"$f":"G3/360","v":2.7777777777777779E-3},{"$f":"G3/365","v":2.7397260273972603E-3},null,{"$f":"($Q$2)+($Q$3)*(((1-EXP(-H3/$Q$6))/(H3/$Q$6)))+($Q$4)*((((1-EXP(-H3/$Q$6))/(H3/$Q$6))-(EXP(-H3/$Q$6))))+($Q$5)*((((1-EXP(-H3/$Q$7))/(H3/$Q$7))-(EXP(-H3/$Q$7))))","v":1.4460823810431962E-2},{"$f":"$L$2*EXP(-K3/100*H3)","v":0.99999829821819575},{"$f":"-100*LN(L3)/((E3-D3)/365)","v":6.2115088708415783E-2},{"$f":"36500*(LN(L2)-LN(L3))/(E3-E2)","v":1.4661668583675539E-2},{"$f":"IF(F3>0,POWER(F3-K3,2),\"\")","v":6.1684021965360122E-3},"β1",140.37595216520242]
["Money Market","1 Week","2013-08-02","2013-08-06","2013-08-13",9.7000000000000003E-2,7,1.9444444444444445E-2,1.9178082191780823E-2,null,1.788081348025549E-2,{"$f":"$L$2*EXP(-K4/100*H4)","v":0.99999522309286404},{"$f":"-100*LN(L4)/((E4-$D$4)/365)","v":2.4908218129683742E-2},{"$f":"36500*(LN(L3)-LN(L4))/(E4-E3)","v":1.603463402848149E-2},6.2598456755461208E-3,"β2",211.14349843480881]
["Money Market"," 1 Month","2013-08-02","2013-08-06","2013-09-06",0.10100000000000001,31,8.611111111111111E-2,8.4931506849315067E-2,null,3.1533310076524053E-2,0.99997154662742582,{"$f":"-100*LN(L5)/((E5-$D$4)/365)","v":3.3502028204379121E-2},3.6008556142831945E-2,4.8256210089243565E-3,"β3",-205.75665568480636]
["Money Market"," 2 Months","2013-08-02","2013-08-06","2013-10-07",0.105,62,0.17222222222222222,0.16986301369863013,null,4.9102778778137901E-2,0.99991413769589199,5.0550139560693541E-2,6.759825091700794E-2,3.1244993403257903E-3,"τ1",95.774608323394915]
["Money Market"," 3 Months","2013-08-02","2013-08-06","2013-11-06",0.106,92,0.25555555555555554,0.25205479452054796,null,6.6035796423943333E-2,0.99982995621896409,6.746875830799702E-2,0.1024339037190909,1.5971375674685004E-3,"τ2",626.77604652632306]
["Money Market"," 6 Months","2013-08-02","2013-08-06","2014-02-06",0.113,184,0.51111111111111107,0.50410958904109593,null,0.1175371150914289,0.99939813584432324,0.11942747404565335,0.17138618978330969,2.0585413352871879E-5,null,{"$f":"O69","v":0.14408192373442899}]
["Money Market","9 Months","2013-08-02","2013-08-06","2014-05-06",0.13,273,0.7583333333333333,0.74794520547945209,null,0.16674845882668643,0.99873499155878964,0.16923823169546273,0.27221777560068666,1.3504492261366674E-3]
["Euribor OIS",1,"2013-08-02","2013-08-06","2014-08-06",0.15,365,1.0138888888888888,1,null,0.2169896975374464,0.99780108663286204,0.22013345270678109,0.37115948896862799,4.4876195761585531E-3]
[null,null,{"$f":"C10","v":"2013-08-02"},{"$f":"D10","v":"2013-08-06"},{"$f":"AddMonths(E10,6)","v":"2015-02-06"},null,549,1.5249999999999999,null,null,0.31556330402914207,0.99519792651995376,0.32003256379843781,0.5182019961269958,""]
["Euribor OIS",2,{"$f":"C11","v":"2013-08-02"},{"$f":"D11","v":"2013-08-06"},"2015-08-06",0.255,730,2.0277777777777777,2,null,0.41006130510495648,0.99171805374169031,0.41582160569429411,0.70636405873752683,2.4044008340852401E-2]
[null,null,"2013-08-02","2013-08-06",{"$f":"AddMonths(E12,6)","v":"2016-02-08"},null,916,2.5444444444444443,null,null,0.50463760551212633,0.98724057694476963,0.51169826618804226,0.88798838533017177,""]
["Euribor OIS",3,"2013-08-02","2013-08-06","2016-08-08",0.42,1098,3.05,3.0082191780821916,null,0.59471341913829145,0.98202348112847715,0.60301654578855002,1.0626184365251716,3.0524778826992314E-2]
[null,null,"2013-08-02","2013-08-06",{"$f":"AddMonths(E14,6)","v":"2017-02-08"},null,1282,3.5611111111111109,null,null,0.68331687401472385,0.9759587349586526,0.69284440130212122,1.2288823651820189,""]
["Euribor OIS",4,"2013-08-02","2013-08-06","2017-08-07",0.64,1462,4.0611111111111109,4.0054794520547947,null,0.76761580945001373,0.96930589962523384,0.77830959801652344,1.3870117212824331,1.6285794821582211E-2]
[null,null,"2013-08-02","2013-08-06",{"$f":"AddMonths(E16,6)","v":"2018-02-07"},null,1646,4.572222222222222,null,null,0.85137434065819717,0.96181993182549064,0.86322781381680058,1.5379584197950893,""]
["Euribor OIS",5,"2013-08-02","2013-08-06","2018-08-06",0.86399999999999999,1826,5.072222222222222,5.0027397260273974,null,0.93096768013171494,0.95387556633987924,0.94392377443445397,1.6818435031936625,4.4846701822236889E-3]
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[28,28,{"$f":"'EUR 3M'!G118","v":0.49532934121846489},{"$f":"'EUR 3M'!I118","v":1.3805801537726308},{"$f":"'EUR OIS(3M)'!H118","v":0.51372265362552361},{"$f":"'EUR OIS(3M)'!J118","v":1.6776222167738499},{"$f":"'EUR 6M'!H64","v":0.4715431123698467},{"$f":"'EUR 6M'!J64","v":3.013952104361028},{"$f":"'EUR OIS(6M)'!L64","v":0.51373025566610442},{"$f":"'EUR OIS(6M)'!N64","v":1.7066596257662763},null,0.68384185806748421,0.70923530013880931,0.70924579536516341,0.65100306258598784]
[28.25,28.25,{"$f":"'EUR 3M'!G119","v":0.49370295343884513},{"$f":"'EUR 3M'!I119","v":1.3048153402816762},{"$f":"'EUR OIS(3M)'!H119","v":0.5116339150925161},{"$f":"'EUR OIS(3M)'!J119","v":1.6163849354337183},null,null,null,null,null,0.64419118718937529,0.66758778102108762,0,0]
[28.5,28.5,{"$f":"'EUR 3M'!G120","v":0.49217742944416537},{"$f":"'EUR 3M'!I120","v":1.2278072607304926},{"$f":"'EUR OIS(3M)'!H120","v":0.5096337498982052},{"$f":"'EUR OIS(3M)'!J120","v":1.5540388513986034},{"$f":"'EUR 6M'!H65","v":0.46454785942989074},{"$f":"'EUR 6M'!J65","v":3.0139617443026721},{"$f":"'EUR OIS(6M)'!L65","v":0.50964141805516994},{"$f":"'EUR OIS(6M)'!N65","v":1.5851626071860287},null,0.60429902143921599,0.62573201843832427,0.62574143345712208,0.5703752347648281]
[28.75,28.75,{"$f":"'EUR 3M'!G121","v":0.49079822318744665},{"$f":"'EUR 3M'!I121","v":1.1508523164642668},{"$f":"'EUR OIS(3M)'!H121","v":0.50778350715255738},{"$f":"'EUR OIS(3M)'!J121","v":1.491636296532034},null,null,null,null,null,0.56483627207181919,0.58438382546887024,0,0]
[29,29,{"$f":"'EUR 3M'!G122","v":0.4894729966674638},{"$f":"'EUR 3M'!I122","v":1.072702180420555},{"$f":"'EUR OIS(3M)'!H122","v":0.50595889321379117},{"$f":"'EUR OIS(3M)'!J122","v":1.4281666208057426},{"$f":"'EUR 6M'!H66","v":0.45754300400491676},{"$f":"'EUR 6M'!J66","v":3.0139694717610079},{"$f":"'EUR OIS(6M)'!L66","v":0.50596662945708804},{"$f":"'EUR OIS(6M)'!N66","v":1.4593262927995247},null,0.52505875078217146,0.54274320795360453,0.54275150663865734,0.49080737803224495]
[29.25,29.25,{"$f":"'EUR 3M'!G123","v":0.4882505948493524},{"$f":"'EUR 3M'!I123","v":0.9920490642973141},{"$f":"'EUR OIS(3M)'!H123","v":0.50422420186287642},{"$f":"'EUR OIS(3M)'!J123","v":1.3625660891825646},null,null,null,null,null,0.48436854576290705,0.50021514765412656,0,0]
[29.5,29.5,{"$f":"'EUR 3M'!G124","v":0.4871317545719821},{"$f":"'EUR 3M'!I124","v":0.91018237861370466},{"$f":"'EUR OIS(3M)'!H124","v":0.50257992620990377},{"$f":"'EUR OIS(3M)'!J124","v":1.2958808065107161},{"$f":"'EUR 6M'!H67","v":0.45075540889450222},{"$f":"'EUR 6M'!J67","v":3.0139756719090758},{"$f":"'EUR OIS(6M)'!L67","v":0.50258773509219756},{"$f":"'EUR OIS(6M)'!N67","v":1.3291743853887692},null,0.44337873907459407,0.45743939268123041,0.45744650018829086,0.4102696302405911]
[29.75,29.75,{"$f":"'EUR 3M'!G125","v":0.48614868251483628},{"$f":"'EUR 3M'!I125","v":0.82847681451147692},{"$f":"'EUR OIS(3M)'!H125","v":0.50107579460902874},{"$f":"'EUR OIS(3M)'!J125","v":1.2292331103804222},null,null,null,null,null,0.40276291186884289,0.41512967814649521]
[30,30,{"$f":"'EUR 3M'!G126","v":0.48523590551739176},{"$f":"'EUR 3M'!I126","v":0.7456047034171982},{"$f":"'EUR OIS(3M)'!H126","v":0.4996109298527549},{"$f":"'EUR OIS(3M)'!J126","v":1.1615415105020375},null,null,null,null,null,0.3617941734206705,0.37251225917685393]

{"sheet":"Results","index":5,"n_rows":17,"n_cols":4,"rows_kept":17,"cut":false,"hidden":false,"merged":[[0,1,0,3],[7,0,13,6],[16,0,20,6]]}
[null,"Method of Valuation"]
["Time to maturity","Single Curve","Multi With Collateral","Multi Without Collateral"]
["10 Years",{"$f":"SUMIF('Valuation Sheet'!$B:$B,\"<=10\",'Valuation Sheet'!L:L)/(2*SUMIF('Valuation Sheet'!C:C,\"<=10\"))","v":0.37335466995286426},{"$f":"SUMIF('Valuation Sheet'!$B:$B,\"<=10\",'Valuation Sheet'!M:M)/(2*SUMIF('Valuation Sheet'!D:D,\"<=10\"))","v":0.11953302160766367},{"$f":"SUMIF('Valuation Sheet'!$B:$B,\"<=10\",'Valuation Sheet'!N:N)/(2*SUMIF('Valuation Sheet'!E:E,\"<=10\"))","v":0.1923527082501848}]
["20 Years",{"$f":"SUMIF('Valuation Sheet'!$B:$B,\"<=20\",'Valuation Sheet'!L:L)/(2*SUMIF('Valuation Sheet'!C:C,\"<=20\"))","v":0.88046944105850844},{"$f":"SUMIF('Valuation Sheet'!$B:$B,\"<=20\",'Valuation Sheet'!M:M)/(2*SUMIF('Valuation Sheet'!D:D,\"<=20\"))","v":0.285564987918069},{"$f":"SUMIF('Valuation Sheet'!$B:$B,\"<=20\",'Valuation Sheet'!N:N)/(2*SUMIF('Valuation Sheet'!E:E,\"<=20\"))","v":0.44774487556179321}]
["30 Years",{"$f":"SUMIF('Valuation Sheet'!$B:$B,\"<=30\",'Valuation Sheet'!L:L)/(2*SUMIF('Valuation Sheet'!C:C,\"<=30\"))","v":1.1229918653846813},{"$f":"SUMIF('Valuation Sheet'!$B:$B,\"<=30\",'Valuation Sheet'!M:M)/(2*SUMIF('Valuation Sheet'!D:D,\"<=30\"))","v":0.36556361508852903},{"$f":"SUMIF('Valuation Sheet'!$B:$B,\"<=30\",'Valuation Sheet'!N:N)/(2*SUMIF('Valuation Sheet'!E:E,\"<=30\"))","v":0.56717671282792637}]
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["We are using the formula on the right to find the swap rates(Pricing). The first fraction in the numerator is our forward rates for the EUR 3M. Alpha in the denominator is the frequency e.g (annually, semiannualy,quarterly etc) of the swap we are valuing. In our sheets we have assumed a frequency of twice per year i.e. semi-annually. In the table below we show the rates under different  scenarios i.e using the single curve as well as multi curve."]
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["Single Curve-Using the EUR 3M curve to generate the cash flows and discounting  using the 3M curve. Multicurve With Collateral-Using the EUR 3M curve to generate the cash flows and discounting  using the OIS curve. Multicurve Without Collateral-Using the EUR 3M curve to generate the cash flows and discounting  using the 6M curve."]