SPB Git

Repository Public Research preview

var_girf.csv 51.8 KB 587 lines csv

1regime,h,response,shock,cum,lo,hi2full,0,Short rate,Short rate,0.10578191237932108,0.10471245670910681,0.106936061434796313full,0,Short rate,Level,-0.010442122387179226,-0.011735664296487541,-0.0091600401067098454full,0,Short rate,Curvature,-0.04208056261372913,-0.04397953248569228,-0.040352934166474115full,0,Level,Short rate,-0.046526337959615326,-0.052246331747615206,-0.040801604512708156full,0,Level,Level,0.47132611770739957,0.46715358304727694,0.475964513718505077full,0,Level,Curvature,-0.05413909966953969,-0.06210028853180161,-0.046323215322354838full,0,Curvature,Short rate,-0.48915266262859797,-0.5097066580694163,-0.467219650427845479full,0,Curvature,Level,-0.1412419879316592,-0.15911281574768266,-0.1226192861718903410full,0,Curvature,Curvature,1.2296295696723458,1.2053804919450732,1.257234482909456611full,1,Short rate,Short rate,0.0776300741997424,0.07678730950303887,0.0784699834723017612full,1,Short rate,Level,-0.010545969425503588,-0.01157198368112003,-0.0095490259161971813full,1,Short rate,Curvature,-0.037501765042667334,-0.03884856268463835,-0.0361421533586349814full,1,Level,Short rate,-0.05264660864747436,-0.05813044841946825,-0.04707186004280409415full,1,Level,Level,0.452528287469058,0.448558919020766,0.457021452508226116full,1,Level,Curvature,-0.04198287667762878,-0.04985028286164556,-0.0342906236628739817full,1,Curvature,Short rate,-0.4382846836667666,-0.4576480740349817,-0.4176009909604770418full,1,Curvature,Level,-0.1201495926032301,-0.13674585738403375,-0.1029133940488476119full,1,Curvature,Curvature,1.1430543738186978,1.1205550448264892,1.16947734209586820full,2,Short rate,Short rate,0.07662725539265028,0.07579588490240659,0.0774557415224430621full,2,Short rate,Level,-0.010136137348641303,-0.011149116031526397,-0.00914982920915705822full,2,Short rate,Curvature,-0.03747169426959091,-0.03879584972040447,-0.0361234166632139923full,2,Level,Short rate,-0.053375403618551975,-0.058846887213307685,-0.0478097992670641624full,2,Level,Level,0.45128795906240216,0.44733931480461636,0.455772316127433725full,2,Level,Curvature,-0.04105891104994881,-0.04892245677459816,-0.0333766579658237426full,2,Curvature,Short rate,-0.4365830779911771,-0.4556986270250933,-0.4162263091027691427full,2,Curvature,Level,-0.1271114781439083,-0.1435178702211909,-0.1100523774618255728full,2,Curvature,Curvature,1.131238528303058,1.1090157948078687,1.157181101969518629full,3,Short rate,Short rate,0.07579826140240305,0.07497582217007877,0.0766176589146949230full,3,Short rate,Level,-0.009968208376079972,-0.010970684863055875,-0.00899131412858457431full,3,Short rate,Curvature,-0.03744137087727798,-0.03874723190158346,-0.0361142356586657132full,3,Level,Short rate,-0.05523428372218108,-0.06068807342793301,-0.04966650471024558533full,3,Level,Level,0.44991153560994857,0.4460042029072298,0.4543920493367814634full,3,Level,Curvature,-0.038482300703689055,-0.046376608757132114,-0.030778553523206835full,3,Curvature,Short rate,-0.4451613062056747,-0.46415898257376487,-0.4249204959092549636full,3,Curvature,Level,-0.13007880799829513,-0.14650897619448802,-0.112969557928004637full,3,Curvature,Curvature,1.1316541241746663,1.109378684079874,1.15724975799204138full,4,Short rate,Short rate,0.07574711722501608,0.07492533118278999,0.0765660780398738939full,4,Short rate,Level,-0.010015035713650216,-0.011016330479949155,-0.00904011780042547640full,4,Short rate,Curvature,-0.03701337454956287,-0.0383225968919411,-0.03568062832509264641full,4,Level,Short rate,-0.056806714691457184,-0.06232787124363138,-0.0512018675935094942full,4,Level,Level,0.4534342844542888,0.44949017373076616,0.457949421911166343full,4,Level,Curvature,-0.03942855421203396,-0.047367335178470776,-0.0317066650352522544full,4,Curvature,Short rate,-0.4496257244453783,-0.46846545686482827,-0.429572108499695145full,4,Curvature,Level,-0.13358140307133254,-0.14995495891656985,-0.1165094620266381646full,4,Curvature,Curvature,1.127287669922297,1.105080654938612,1.15250023285763147full,5,Short rate,Short rate,0.0759887505270862,0.0751641237051362,0.0768105988473058948full,5,Short rate,Level,-0.01017789555045446,-0.011182195562530726,-0.00920110111086955349full,5,Short rate,Curvature,-0.036856791307085066,-0.03817328608955781,-0.0355244972465574450full,5,Level,Short rate,-0.05794147683801056,-0.06342560483381027,-0.0523350896694794651full,5,Level,Level,0.45168504966682343,0.4477892927535099,0.4561929366480693752full,5,Level,Curvature,-0.036425143477587345,-0.044398727511082654,-0.02866267481877466553full,5,Curvature,Short rate,-0.4443186466173612,-0.46326384276820287,-0.4241377616201894654full,5,Curvature,Level,-0.13016164988887988,-0.1465489526512412,-0.1130956059866269555full,5,Curvature,Curvature,1.1287292799364794,1.1065123331455005,1.154241940798447256full,6,Short rate,Short rate,0.07622349876698235,0.07539822843597163,0.0770471555704312257full,6,Short rate,Level,-0.009854804527803287,-0.010861043710828064,-0.00887490452850525158full,6,Short rate,Curvature,-0.03657824044547116,-0.03790206221816468,-0.03525657133222081459full,6,Level,Short rate,-0.05773226385031814,-0.06321200293991709,-0.0521290652930324560full,6,Level,Level,0.4514658229547167,0.4475709692022448,0.455971073517010561full,6,Level,Curvature,-0.03648104018431038,-0.044449322467929216,-0.0287215009492882762full,6,Curvature,Short rate,-0.44312269889065725,-0.46189001188344886,-0.4231904366183270663full,6,Curvature,Level,-0.1343825120597637,-0.1506238030140906,-0.1174538468746722864full,6,Curvature,Curvature,1.119336156263605,1.0973270898133456,1.144476849522581265full,7,Short rate,Short rate,0.07604123450940764,0.07521737261949982,0.076863092925486266full,7,Short rate,Level,-0.009914741161236551,-0.01091895343333246,-0.00893694984665024467full,7,Short rate,Curvature,-0.03665455685423883,-0.037973713993274726,-0.0353308505055624768full,7,Level,Short rate,-0.057639500259769126,-0.06311930485739844,-0.0520379875452467569full,7,Level,Level,0.45142527253570724,0.4475290384488194,0.4559295701186379470full,7,Level,Curvature,-0.03662526240270922,-0.04458947511714584,-0.02886974181637259571full,7,Curvature,Short rate,-0.4426032302432001,-0.4614014283329944,-0.422637596038433172full,7,Curvature,Level,-0.13407037164868793,-0.15032521180808367,-0.1171305785118419873full,7,Curvature,Curvature,1.1203790539315035,1.0983534847669798,1.145584031402599174full,8,Short rate,Short rate,0.07604895644332424,0.07522499455795276,0.0768709036985644375full,8,Short rate,Level,-0.00991836772060837,-0.010922692562678315,-0.00894047450969719576full,8,Short rate,Curvature,-0.036662533161246534,-0.03798178628977994,-0.03533855071191458677full,8,Level,Short rate,-0.05763654482663731,-0.06311695974271699,-0.0520348295027843278full,8,Level,Level,0.4514584051192353,0.44756159710911697,0.4559629496767073679full,8,Level,Curvature,-0.03665309805971786,-0.044617309903192785,-0.02889771522414594280full,8,Curvature,Short rate,-0.4427003997188847,-0.4614995721537596,-0.422731834977652981full,8,Curvature,Level,-0.13396969614544024,-0.15022694879428472,-0.117027462241585282full,8,Curvature,Curvature,1.1205079975385626,1.0984785695615062,1.145715518324885783full,9,Short rate,Short rate,0.07603891963278658,0.0752150482488534,0.0768607682271254384full,9,Short rate,Level,-0.009921795323623679,-0.010925996191133665,-0.00894404654996584485full,9,Short rate,Curvature,-0.036658210036064946,-0.037977293943458446,-0.0353343197081064986full,9,Level,Short rate,-0.05765733143651104,-0.063137858833299,-0.05205623327633670487full,9,Level,Level,0.45142113172290177,0.44752449584550097,0.4559252911945218588full,9,Level,Curvature,-0.03666550876241463,-0.04462865111622056,-0.02891174416080758289full,9,Curvature,Short rate,-0.44268980771352645,-0.46148644055474153,-0.4227232116643584490full,9,Curvature,Level,-0.13391836483726227,-0.1501742469452223,-0.1169775390434102391full,9,Curvature,Curvature,1.1203972217894094,1.0983693910730412,1.145601446269639892full,10,Short rate,Short rate,0.07604084769178548,0.07521695607951331,0.0768627140220368493full,10,Short rate,Level,-0.009920569441565335,-0.010924797810030227,-0.0089427821326725394full,10,Short rate,Curvature,-0.0366621758576369,-0.03798125892068305,-0.03533820041028032495full,10,Level,Short rate,-0.05764518580035397,-0.06312563092298876,-0.05204397370388580496full,10,Level,Level,0.4514297303555067,0.447533002290995,0.45593395718029397full,10,Level,Curvature,-0.03666673914180142,-0.044630043777727633,-0.0289126040757621698full,10,Curvature,Short rate,-0.4426430096144521,-0.4614433207244085,-0.4226731430181293699full,10,Curvature,Level,-0.13393795478728038,-0.15019532543659161,-0.11699580705180714100full,10,Curvature,Curvature,1.1205226291026167,1.0984931532083217,1.1457332942946103101full,11,Short rate,Short rate,0.07604549745879562,0.07522156303405213,0.07686741486831707102full,11,Short rate,Level,-0.009921538548946746,-0.010925820580250132,-0.00894370857386436103full,11,Short rate,Curvature,-0.03665875855854183,-0.0379779810572687,-0.0353348336467203104full,11,Level,Short rate,-0.05764007236349744,-0.06312065189789913,-0.05203915169944317105full,11,Level,Level,0.45142194325860957,0.44752501875865025,0.45592601836605456106full,11,Level,Curvature,-0.03668933107694629,-0.044651953286854694,-0.02893602838617607107full,11,Curvature,Short rate,-0.4426614313517609,-0.4614598526406441,-0.42269344302956263108full,11,Curvature,Level,-0.13393996596842864,-0.15019643076721811,-0.11699863178895105109full,11,Curvature,Curvature,1.1204521711885636,1.0984237898797218,1.1456593603857133110full,12,Short rate,Short rate,0.0760465847873062,0.07522263297438643,0.07686851438221218111full,12,Short rate,Level,-0.009921907822859682,-0.010926209059584522,-0.008944056186793267112full,12,Short rate,Curvature,-0.03666231552716766,-0.03798152629557228,-0.03533829497083934113full,12,Level,Short rate,-0.05763856614695971,-0.06311911433448254,-0.0520376206209645114full,12,Level,Level,0.45142281623619035,0.44752589922046043,0.4559269023561888115full,12,Level,Curvature,-0.036687928839203764,-0.0446506043210044,-0.028934532720640574116full,12,Curvature,Short rate,-0.4426835587435538,-0.4614833633473134,-0.4227135995788793117full,12,Curvature,Level,-0.13390949595474738,-0.15016724923526786,-0.1169669088350131118full,12,Curvature,Curvature,1.1205339505032461,1.0985037154146513,1.14574385525615451192011_2015,0,Short rate,Short rate,0.10599060681910184,0.10370115802731548,0.108573291981935581202011_2015,0,Short rate,Level,-0.01397117749537146,-0.016720999884320145,-0.0110954862420747261212011_2015,0,Short rate,Curvature,-0.06393563436963802,-0.06724491327978717,-0.061186471166872051222011_2015,0,Level,Short rate,-0.06991859326208796,-0.08343320712966815,-0.055502379880226251232011_2015,0,Level,Level,0.5304287437649244,0.5224499646453741,0.53781819759769011242011_2015,0,Level,Curvature,-0.22412826742151926,-0.2361740188976972,-0.20960482919252141252011_2015,0,Curvature,Short rate,-0.5428230356287251,-0.5707301752469511,-0.5191580144771661262011_2015,0,Curvature,Level,-0.3802351423107736,-0.40066012624135106,-0.359837006345479771272011_2015,0,Curvature,Curvature,0.8998760004326715,0.8796990250312269,0.92262630939880241282011_2015,1,Short rate,Short rate,0.08326708831134455,0.0812194632359745,0.08558828478511681292011_2015,1,Short rate,Level,-0.01387288959778335,-0.01613001072188519,-0.0114674716409394091302011_2015,1,Short rate,Curvature,-0.05654647785779282,-0.059239833676747435,-0.054139849428533691312011_2015,1,Level,Short rate,-0.07994189009558857,-0.09288339008163637,-0.066137785977807911322011_2015,1,Level,Level,0.5042582411101636,0.49650191042857117,0.51148929268533321332011_2015,1,Level,Curvature,-0.1997947863728405,-0.21146986827807204,-0.185399709365391881342011_2015,1,Curvature,Short rate,-0.48048966313915786,-0.5052536073790863,-0.459511354343273951352011_2015,1,Curvature,Level,-0.33801738589257546,-0.3561228260623956,-0.319943860250715141362011_2015,1,Curvature,Curvature,0.7981298141439646,0.7802584267767471,0.8182980659214441372011_2015,2,Short rate,Short rate,0.08138186591809396,0.07936563312278133,0.08365319712883531382011_2015,2,Short rate,Level,-0.012882965085384957,-0.01509048689364163,-0.0105450712755512381392011_2015,2,Short rate,Curvature,-0.05603646856473015,-0.05867364958861755,-0.053697720229255641402011_2015,2,Level,Short rate,-0.07826410382171065,-0.09119932958595692,-0.064518052584098731412011_2015,2,Level,Level,0.5044361442886229,0.4966981215608047,0.51161221983821891422011_2015,2,Level,Curvature,-0.20300551203482034,-0.21464181847487396,-0.188718521535995251432011_2015,2,Curvature,Short rate,-0.4679088677653135,-0.4927158605080187,-0.447115093531580351442011_2015,2,Curvature,Level,-0.3487229707288842,-0.36655614468489267,-0.33095781411325551452011_2015,2,Curvature,Curvature,0.7962235564997446,0.7787590153221583,0.81614093139776221462011_2015,3,Short rate,Short rate,0.08078472256239322,0.07877126821798817,0.083067188723645461472011_2015,3,Short rate,Level,-0.012811906968611288,-0.015009365507767861,-0.0104956174809343761482011_2015,3,Short rate,Curvature,-0.05620311478888507,-0.05884216844057926,-0.0538796027505627561492011_2015,3,Level,Short rate,-0.08021005679450662,-0.09316807282416262,-0.066346277433273471502011_2015,3,Level,Level,0.50488874846473,0.4971181979505803,0.51214928010534631512011_2015,3,Level,Curvature,-0.19868583929846806,-0.2104202753242024,-0.184233792600440841522011_2015,3,Curvature,Short rate,-0.4712661636593461,-0.4958785582475999,-0.45045673955728351532011_2015,3,Curvature,Level,-0.35204244843718124,-0.36972995684175375,-0.334359094150137651542011_2015,3,Curvature,Curvature,0.7955543210484616,0.7782284295757659,0.81524076556160271552011_2015,4,Short rate,Short rate,0.08141413942988397,0.07939305961151799,0.083688447723849231562011_2015,4,Short rate,Level,-0.012730638212614886,-0.014939662450360821,-0.0103950884980047611572011_2015,4,Short rate,Curvature,-0.05626516536914983,-0.058905468361357766,-0.053928544051515131582011_2015,4,Level,Short rate,-0.0840948668737626,-0.09710016222198178,-0.070091144481578831592011_2015,4,Level,Level,0.505786468469656,0.49783844361925894,0.51317682876157741602011_2015,4,Level,Curvature,-0.1928094528553986,-0.2047333483070723,-0.1782462464059871612011_2015,4,Curvature,Short rate,-0.4694525194733993,-0.4939258548618255,-0.4486981707904831622011_2015,4,Curvature,Level,-0.3558126156637833,-0.3733851649675924,-0.33825664665303621632011_2015,4,Curvature,Curvature,0.7940657785477891,0.7769169763677475,0.81356627840202091642011_2015,5,Short rate,Short rate,0.0819975931390566,0.07995919571550171,0.084292301089172361652011_2015,5,Short rate,Level,-0.012760847959343144,-0.014986570360083131,-0.0104103426811268921662011_2015,5,Short rate,Curvature,-0.05680941601950881,-0.05947160348553619,-0.054457086062938011672011_2015,5,Level,Short rate,-0.08608692423803657,-0.0990718759156459,-0.07201286713056971682011_2015,5,Level,Level,0.5044688050897814,0.49649084489710515,0.51192477500087391692011_2015,5,Level,Curvature,-0.18750515609923532,-0.1995367288921934,-0.172952003834994761702011_2015,5,Curvature,Short rate,-0.4729826727535721,-0.49722248701023625,-0.452370912876553071712011_2015,5,Curvature,Level,-0.3570047341984933,-0.37452922586508464,-0.33951063613294191722011_2015,5,Curvature,Curvature,0.792574841277632,0.7755253518755041,0.8118775382770851732011_2015,6,Short rate,Short rate,0.08191107842072233,0.07986701907921644,0.084224195161841891742011_2015,6,Short rate,Level,-0.012792064478345494,-0.01501968330863152,-0.0104436503744171091752011_2015,6,Short rate,Curvature,-0.05712306496526551,-0.05979714536110676,-0.0547713068726150551762011_2015,6,Level,Short rate,-0.08731634505862199,-0.10033328814881069,-0.073099255141936331772011_2015,6,Level,Level,0.5055113281130267,0.4974797838047225,0.51304803420394161782011_2015,6,Level,Curvature,-0.18377938392183718,-0.19598292058015787,-0.169199795219772771792011_2015,6,Curvature,Short rate,-0.46403120331442704,-0.4883595249666192,-0.443421777270447571802011_2015,6,Curvature,Level,-0.35708079307636764,-0.3744942814542305,-0.339690281886394331812011_2015,6,Curvature,Curvature,0.7898505356128446,0.7728928966463925,0.80918770917397291822011_2015,7,Short rate,Short rate,0.08185283923195719,0.07981254755303745,0.084159873294098921832011_2015,7,Short rate,Level,-0.012777056310465355,-0.015001897615644029,-0.0104318945562470891842011_2015,7,Short rate,Curvature,-0.056971257995279675,-0.059639306667746764,-0.054621573842317311852011_2015,7,Level,Short rate,-0.08798383272495808,-0.10100796501129505,-0.073804763708902561862011_2015,7,Level,Level,0.5055781784734306,0.4975490987280851,0.51311229453164791872011_2015,7,Level,Curvature,-0.18445329651392015,-0.19661815082123166,-0.16984434949156271882011_2015,7,Curvature,Short rate,-0.4663829100795668,-0.4906719316985472,-0.44577373382599731892011_2015,7,Curvature,Level,-0.35693080855436643,-0.3743667656465862,-0.339520137426391531902011_2015,7,Curvature,Curvature,0.7902422098005186,0.773268192372255,0.80955785918868771912011_2015,8,Short rate,Short rate,0.08185464352512078,0.07981456220665134,0.084160248058393451922011_2015,8,Short rate,Level,-0.012761779821559233,-0.014986408710572597,-0.010416879326061181932011_2015,8,Short rate,Curvature,-0.056961313587617884,-0.059628508055842126,-0.054611955776692911942011_2015,8,Level,Short rate,-0.08807108135242306,-0.10109177176229778,-0.073899488130503081952011_2015,8,Level,Level,0.5054102820318314,0.49738346376549075,0.51294293090555451962011_2015,8,Level,Curvature,-0.18438229029669695,-0.19654238354469133,-0.16977447973331291972011_2015,8,Curvature,Short rate,-0.46607116322049796,-0.4903558527380577,-0.445466853994157531982011_2015,8,Curvature,Level,-0.3568304988950397,-0.3742596335651011,-0.33942646100219851992011_2015,8,Curvature,Curvature,0.7899757138748815,0.7730078772549718,0.80928725717871622002011_2015,9,Short rate,Short rate,0.08185625306996869,0.07981610639859363,0.08416196206453572012011_2015,9,Short rate,Level,-0.012761907209466532,-0.014986591222546935,-0.0104169450918339452022011_2015,9,Short rate,Curvature,-0.05696365966581796,-0.059630945854042314,-0.054614255487327032032011_2015,9,Level,Short rate,-0.0881176013075676,-0.10113646933825092,-0.07394879587800112042011_2015,9,Level,Level,0.5053222396684611,0.49729632983625754,0.51285457149426522052011_2015,9,Level,Curvature,-0.18431165362254406,-0.1964704238998927,-0.169704722428695642062011_2015,9,Curvature,Short rate,-0.46622237303910535,-0.490498837232994,-0.445623836589740862072011_2015,9,Curvature,Level,-0.35679251596867195,-0.3742206618296434,-0.339389783766739842082011_2015,9,Curvature,Curvature,0.7898949294608489,0.7729290417544743,0.80920047368090322092011_2015,10,Short rate,Short rate,0.0818679834334792,0.07982752879416798,0.08417383452659262102011_2015,10,Short rate,Level,-0.012759480651516174,-0.014984454128228289,-0.0104142116847664132112011_2015,10,Short rate,Curvature,-0.05697288017370169,-0.0596404446679878,-0.0546232327948994462122011_2015,10,Level,Short rate,-0.08806114003454786,-0.10107852028011963,-0.073891340515552982132011_2015,10,Level,Level,0.5052797337928745,0.49725442586460455,0.51281139136347242142011_2015,10,Level,Curvature,-0.18427068756315862,-0.19642978404358474,-0.169666822711249672152011_2015,10,Curvature,Short rate,-0.46617672102853264,-0.49045570124153687,-0.445575971910597952162011_2015,10,Curvature,Level,-0.3567677119443259,-0.3741962859493526,-0.339364372232118242172011_2015,10,Curvature,Curvature,0.78990132685221,0.7729343240564044,0.80920909367639822182011_2015,11,Short rate,Short rate,0.0818638788660478,0.079823468760829,0.084169690474052322192011_2015,11,Short rate,Level,-0.01275745782969699,-0.014982336223571667,-0.0104122811503302712202011_2015,11,Short rate,Curvature,-0.05697290879276875,-0.059640395680934925,-0.054623403465833072212011_2015,11,Level,Short rate,-0.08803564130505054,-0.101052259272462,-0.073866575551417482222011_2015,11,Level,Level,0.505255980232574,0.4972312611659347,0.51278687130340662232011_2015,11,Level,Curvature,-0.18428047531015204,-0.19643854348686238,-0.169677824389263352242011_2015,11,Curvature,Short rate,-0.46622579794655306,-0.4905018416388479,-0.445627667986499052252011_2015,11,Curvature,Level,-0.35679720292843153,-0.3742252050741445,-0.3393946437821142262011_2015,11,Curvature,Curvature,0.7898921711414488,0.7729265448117594,0.80919731889365592272011_2015,12,Short rate,Short rate,0.08185600504036764,0.07981573015739352,0.084161879059078672282011_2015,12,Short rate,Level,-0.012758556278132339,-0.014983271043140301,-0.0104135432925023012292011_2015,12,Short rate,Curvature,-0.05697020578678823,-0.05963761159260639,-0.054620867257964082302011_2015,12,Level,Short rate,-0.08797679816666053,-0.10099329099005883,-0.073805725623574032312011_2015,12,Level,Level,0.5052692690815975,0.49724450832136996,0.51279988494181822322011_2015,12,Level,Curvature,-0.18428519628099194,-0.1964441484240976,-0.16968416055328482332011_2015,12,Curvature,Short rate,-0.4661452240283086,-0.4904217108872407,-0.44554724797761762342011_2015,12,Curvature,Level,-0.356794834040734,-0.37422169017210083,-0.33939336165946992352011_2015,12,Curvature,Curvature,0.7898604139500943,0.7728957825017697,0.8091655994162372362016_2019,0,Short rate,Short rate,0.06124586460387717,0.05970670296592699,0.0628708107736162372016_2019,0,Short rate,Level,-0.018342667996036812,-0.019601690736803207,-0.0172525351149188652382016_2019,0,Short rate,Curvature,-0.049071948869036146,-0.050922819881470176,-0.0472321345289378542392016_2019,0,Level,Short rate,-0.10537001938206284,-0.11122820551238809,-0.099414901137689822402016_2019,0,Level,Level,0.3518287493278567,0.3478311216414571,0.35589565260795672412016_2019,0,Level,Curvature,-0.012367948155820478,-0.0192638820025408,-0.0051029910414169332422016_2019,0,Curvature,Short rate,-0.6019872365737018,-0.6255057852539346,-0.57802597160422442432016_2019,0,Curvature,Level,-0.02641174397706366,-0.04078038626434169,-0.0107496963477467372442016_2019,0,Curvature,Curvature,0.7513300293585689,0.730686112584741,0.77145867596215192452016_2019,1,Short rate,Short rate,0.05166867512354533,0.05020675131881899,0.053211381065688072462016_2019,1,Short rate,Level,-0.017467603354053066,-0.01865293000279177,-0.016450606545057332472016_2019,1,Short rate,Curvature,-0.04528901960270473,-0.04694569728026997,-0.0436555824328748662482016_2019,1,Level,Short rate,-0.10710933550648077,-0.11283115216930835,-0.101215712397366722492016_2019,1,Level,Level,0.3358887191957014,0.33187373361565947,0.339800083436773872502016_2019,1,Level,Curvature,8.719220821653412e-06,-0.006751770328591473,0.0070288970489095262512016_2019,1,Curvature,Short rate,-0.5578946737475561,-0.5792891920287802,-0.53638851782990362522016_2019,1,Curvature,Level,-0.0019074921388272832,-0.01496318615062216,0.0124311393855702672532016_2019,1,Curvature,Curvature,0.6734321949834978,0.6544820661275743,0.69219513687003412542016_2019,2,Short rate,Short rate,0.05099727674085677,0.04953437529665286,0.0525286562566355252552016_2019,2,Short rate,Level,-0.017072050302268185,-0.01825225528325929,-0.0160603814246317522562016_2019,2,Short rate,Curvature,-0.04511324996028801,-0.046759957238191256,-0.043495823007781012572016_2019,2,Level,Short rate,-0.10541571610715562,-0.1111024886652028,-0.099471092858443512582016_2019,2,Level,Level,0.3367703699694171,0.33275288644909806,0.340687654026232592016_2019,2,Level,Curvature,-0.0007829789285987411,-0.007521407985285002,0.0063066540408459112602016_2019,2,Curvature,Short rate,-0.5536218558189341,-0.574892220011195,-0.53220127474848062612016_2019,2,Curvature,Level,-0.009591302244418776,-0.022596437577550935,0.00463006970576294262622016_2019,2,Curvature,Curvature,0.6721112347261744,0.6533093049479438,0.69066582848415062632016_2019,3,Short rate,Short rate,0.05082781857160842,0.04936924305784086,0.0523539662363359662642016_2019,3,Short rate,Level,-0.016981555091220023,-0.018158224019268792,-0.015972989176031762652016_2019,3,Short rate,Curvature,-0.044985800495822806,-0.04662751620589313,-0.043373677043110032662016_2019,3,Level,Short rate,-0.10580258731049372,-0.1114987205350009,-0.099856836197714362672016_2019,3,Level,Level,0.3369760487485755,0.33295200069234143,0.34089581825448682682016_2019,3,Level,Curvature,-0.00016181191078744198,-0.006913301026658624,0.00693733250406814142692016_2019,3,Curvature,Short rate,-0.5503144035741994,-0.5714394144821539,-0.52905197555560832702016_2019,3,Curvature,Level,-0.009371994134721614,-0.02228919614367969,0.0047526241863586582712016_2019,3,Curvature,Curvature,0.6673142647161188,0.6486361016984031,0.68575448906477332722016_2019,4,Short rate,Short rate,0.05068683505462396,0.049225723457982026,0.052218364140079482732016_2019,4,Short rate,Level,-0.017402129435031694,-0.018576950948648707,-0.016394609854755512742016_2019,4,Short rate,Curvature,-0.04479311127520571,-0.046431029192574934,-0.0431825122592333152752016_2019,4,Level,Short rate,-0.10641916685590411,-0.1121498540368333,-0.100438408074974272762016_2019,4,Level,Level,0.33900386361129276,0.3349566433191345,0.342947388739463952772016_2019,4,Level,Curvature,-0.0003400211438163887,-0.0071308934582804346,0.0067977195162272592782016_2019,4,Curvature,Short rate,-0.5515537467093582,-0.5727333397772146,-0.53022812588101432792016_2019,4,Curvature,Level,-0.011477282395615004,-0.024428542187678676,0.0026745678135884752802016_2019,4,Curvature,Curvature,0.6697054871884102,0.6509885565709225,0.68816869174105872812016_2019,5,Short rate,Short rate,0.05081474324482131,0.04935556018889284,0.052340888693172172822016_2019,5,Short rate,Level,-0.016965892802060546,-0.018142776164313753,-0.015957193417357742832016_2019,5,Short rate,Curvature,-0.04499570381763419,-0.04663758331503164,-0.043383745533092552842016_2019,5,Level,Short rate,-0.10571536785639994,-0.11142634205506807,-0.099773281259423812852016_2019,5,Level,Level,0.33802015323347134,0.3339947591867144,0.341953233993389172862016_2019,5,Level,Curvature,-0.0019886043677345955,-0.00874440644042007,0.0050976983600000212872016_2019,5,Curvature,Short rate,-0.5532384254259503,-0.5744766881942933,-0.53185100768596652882016_2019,5,Curvature,Level,-0.015029835170588165,-0.028019122574931055,-0.00085471040501675372892016_2019,5,Curvature,Curvature,0.6725332715650857,0.6537765065024026,0.69101657247634092902016_2019,6,Short rate,Short rate,0.050845491968636344,0.04939039353068842,0.052369564696263862912016_2019,6,Short rate,Level,-0.01695385097527237,-0.018129131658384173,-0.0159463986830441532922016_2019,6,Short rate,Curvature,-0.04494531843575463,-0.0465856919553297,-0.0433338325772367262932016_2019,6,Level,Short rate,-0.10567725485760784,-0.11140139659190698,-0.09975331749957412942016_2019,6,Level,Level,0.3389488227211423,0.33492080753367454,0.34289355140159142952016_2019,6,Level,Curvature,-0.003375298260098955,-0.010136835522775965,0.00370466501642109952962016_2019,6,Curvature,Short rate,-0.5545349715856691,-0.5758384395213841,-0.5330663899995172972016_2019,6,Curvature,Level,-0.01820957289828841,-0.03123949568265195,-0.004004805610507892982016_2019,6,Curvature,Curvature,0.6756450139752773,0.6568460603430516,0.69414500645114832992016_2019,7,Short rate,Short rate,0.05093979942580668,0.04948480660726156,0.052464252158020013002016_2019,7,Short rate,Level,-0.016914081381151046,-0.018090455953319384,-0.0159057141563453273012016_2019,7,Short rate,Curvature,-0.04500771067119504,-0.04665005757581119,-0.04339419091510483022016_2019,7,Level,Short rate,-0.10536990425026535,-0.1110809468038766,-0.099437420642377793032016_2019,7,Level,Level,0.3386179191949568,0.334591812980872,0.342557717913859973042016_2019,7,Level,Curvature,-0.0029514804091006525,-0.009704794854361765,0.0041406371291321073052016_2019,7,Curvature,Short rate,-0.5538311085743622,-0.5751070766483463,-0.5323919585978443062016_2019,7,Curvature,Level,-0.017412804210792936,-0.030425533957313934,-0.0032229007492319173072016_2019,7,Curvature,Curvature,0.6745436968499021,0.6557659683618393,0.69302769194395593082016_2019,8,Short rate,Short rate,0.050901953602785086,0.04944585829471611,0.0524264952516734563092016_2019,8,Short rate,Level,-0.016903911389663708,-0.018080457357427363,-0.0158954648864845443102016_2019,8,Short rate,Curvature,-0.04501127391947336,-0.04665354250423601,-0.0433983339373152853112016_2019,8,Level,Short rate,-0.10535675739937575,-0.11106764635645411,-0.099423438801295943122016_2019,8,Level,Level,0.33864429128978574,0.3346178887013282,0.34258433446325313132016_2019,8,Level,Curvature,-0.0029479950469860523,-0.009701465972311767,0.0041455635809624373142016_2019,8,Curvature,Short rate,-0.5539018885448652,-0.5751797621258642,-0.53246116918066823152016_2019,8,Curvature,Level,-0.017501261841406712,-0.03051524715367104,-0.00331049016827553433162016_2019,8,Curvature,Curvature,0.6746223228044461,0.6558430586820655,0.69310760397753323172016_2019,9,Short rate,Short rate,0.05089474502088897,0.04943867266974569,0.052419182233994063182016_2019,9,Short rate,Level,-0.016902413168174153,-0.018078877635396663,-0.0158940410752092463192016_2019,9,Short rate,Curvature,-0.04500773430056709,-0.046649862092805854,-0.043394969157353313202016_2019,9,Level,Short rate,-0.10533236635810755,-0.11104267805472555,-0.09939885418108163212016_2019,9,Level,Level,0.3386499439235372,0.3346235687916917,0.342589992699684433222016_2019,9,Level,Curvature,-0.002956449974255163,-0.009709516841960725,0.0041379598172049243232016_2019,9,Curvature,Short rate,-0.5538774844642144,-0.5751542011258594,-0.5324381003391293242016_2019,9,Curvature,Level,-0.01748326247958854,-0.03049654362651015,-0.00329318883081035963252016_2019,9,Curvature,Curvature,0.6745787664033746,0.6558004089417105,0.69306334127334783262016_2019,10,Short rate,Short rate,0.05089424597139324,0.04943808115075076,0.0524187590236039753272016_2019,10,Short rate,Level,-0.016904776033009654,-0.018081270986344402,-0.0158963772333784033282016_2019,10,Short rate,Curvature,-0.045008162155531196,-0.04665031560258758,-0.043395376901677373292016_2019,10,Level,Short rate,-0.10530803885015995,-0.1110183220908732,-0.099374139350454333302016_2019,10,Level,Level,0.3387040373080452,0.33467731217008595,0.342644652539231653312016_2019,10,Level,Curvature,-0.0029955194036884107,-0.009748725735859718,0.0041004804017079773322016_2019,10,Curvature,Short rate,-0.5539083560066287,-0.5751866794339449,-0.53246699118141253332016_2019,10,Curvature,Level,-0.017537096505725002,-0.03055136402608735,-0.0033461814966767743342016_2019,10,Curvature,Curvature,0.6746486663040264,0.6558691854511677,0.69313386905335633352016_2019,11,Short rate,Short rate,0.05089164379235762,0.049435372487563314,0.0524161960781235543362016_2019,11,Short rate,Level,-0.01690534891697053,-0.01808186567755439,-0.015896935032623493372016_2019,11,Short rate,Curvature,-0.0450084444085599,-0.04665060129006987,-0.043395687412613633382016_2019,11,Level,Short rate,-0.10529906477759657,-0.1110092127870192,-0.099365334285039343392016_2019,11,Level,Level,0.33870922919648416,0.33468254128700076,0.34264989383661683402016_2019,11,Level,Curvature,-0.0030096370069212083,-0.009762684644858386,0.0040864754411584483412016_2019,11,Curvature,Short rate,-0.5539287231174145,-0.575208171751731,-0.53248597477248773422016_2019,11,Curvature,Level,-0.01755652324196442,-0.030571469410380737,-0.00336493612803232023432016_2019,11,Curvature,Curvature,0.674692715398409,0.6559123892992373,0.69317850894215033442016_2019,12,Short rate,Short rate,0.05089286004710273,0.04943664308462129,0.052417398827777673452016_2019,12,Short rate,Level,-0.016905649730555534,-0.0180821519485504,-0.015897245560779483462016_2019,12,Short rate,Curvature,-0.045008011468691086,-0.046650161007991166,-0.043395241214075383472016_2019,12,Level,Short rate,-0.10530493536189002,-0.11101543912841955,-0.099371371778152153482016_2019,12,Level,Level,0.33872432335309177,0.33469753854297274,0.34266518545379863492016_2019,12,Level,Curvature,-0.0030246688187702464,-0.009777964843861616,0.00407130752147795253502016_2019,12,Curvature,Short rate,-0.5539386959618645,-0.5752185356481574,-0.53249551610967033512016_2019,12,Curvature,Level,-0.017574404256218368,-0.03058959821311511,-0.0033826352311656833522016_2019,12,Curvature,Curvature,0.6747102957738946,0.6559296930524148,0.69319625151037393532020_2021,0,Short rate,Short rate,0.1068574181176622,0.1044594339987675,0.109040293293917393542020_2021,0,Short rate,Level,0.001989831850554503,-0.0003370006839745147,0.0041271205880026173552020_2021,0,Short rate,Curvature,-0.07197720450729406,-0.07438457451580695,-0.06968140867063553562020_2021,0,Level,Short rate,0.009281036145752819,-0.0015369727400783549,0.0192142386902885673572020_2021,0,Level,Level,0.49840772209746065,0.485617641912347,0.51046265578620863582020_2021,0,Level,Curvature,-0.22597668788048547,-0.24135824530935276,-0.210629391915096723592020_2021,0,Curvature,Short rate,-0.6574191492768724,-0.6779952163852901,-0.63819237639343973602020_2021,0,Curvature,Level,-0.44251798669764164,-0.4693835286797167,-0.41327048225405663612020_2021,0,Curvature,Curvature,0.9760050198353769,0.9513193338655723,0.99909651703066453622020_2021,1,Short rate,Short rate,0.07510511242222065,0.07339008231766776,0.076791230023643493632020_2021,1,Short rate,Level,0.0025362937600112876,0.0006379122745210229,0.0042495584194926293642020_2021,1,Short rate,Curvature,-0.059330020345463454,-0.06113278158687691,-0.057616319966882143652020_2021,1,Level,Short rate,0.0032531583140590964,-0.007404671229482632,0.013132485783189043662020_2021,1,Level,Level,0.49151691125587704,0.47881831911487727,0.50346612721568173672020_2021,1,Level,Curvature,-0.21946867486440308,-0.23475554965881237,-0.204280773821858773682020_2021,1,Curvature,Short rate,-0.5382578504641967,-0.557063183419484,-0.52177454541492773692020_2021,1,Curvature,Level,-0.444645342792516,-0.4693755918114544,-0.419021982719252733702020_2021,1,Curvature,Curvature,0.8714366421395167,0.8468894656269195,0.89180256291702253712020_2021,2,Short rate,Short rate,0.0750343234719226,0.07330682054165667,0.076751899872837123722020_2021,2,Short rate,Level,0.0032085463901155727,0.001299015384242082,0.0049308552443804973732020_2021,2,Short rate,Curvature,-0.060336283664210996,-0.06213149825904436,-0.058613632882265923742020_2021,2,Level,Short rate,0.0021913675747584254,-0.008341701287710205,0.0119800546443891973752020_2021,2,Level,Level,0.48679154034504535,0.4742563708609406,0.49859654701427123762020_2021,2,Level,Curvature,-0.2150291828742934,-0.23019164194739597,-0.199965069917284273772020_2021,2,Curvature,Short rate,-0.5396504132588642,-0.5587877876723465,-0.52303963572904123782020_2021,2,Curvature,Level,-0.45471682674119585,-0.479904044330315,-0.428795061123921633792020_2021,2,Curvature,Curvature,0.8831547902066111,0.8579981370410059,0.90377142682616223802020_2021,3,Short rate,Short rate,0.07590630587775095,0.07415714665225784,0.077660881169887663812020_2021,3,Short rate,Level,0.0040175190608577474,0.0020402530846767605,0.0057508645045146153822020_2021,3,Short rate,Curvature,-0.06171956794514152,-0.06351921377157867,-0.059975744276129433832020_2021,3,Level,Short rate,4.625140572324209e-05,-0.010290223095902714,0.0096817163678413863842020_2021,3,Level,Level,0.4775447176560097,0.46519494278933776,0.48916305519058763852020_2021,3,Level,Curvature,-0.2104269893099079,-0.2253427260262112,-0.19561393440033563862020_2021,3,Curvature,Short rate,-0.5490890470307381,-0.5684561020251747,-0.53224406657509463872020_2021,3,Curvature,Level,-0.45605059206653864,-0.48145957040390375,-0.42977333821783953882020_2021,3,Curvature,Curvature,0.893977561419724,0.86867333700414,0.9148666303888083892020_2021,4,Short rate,Short rate,0.07600664819343673,0.07423912035279795,0.077765433115002383902020_2021,4,Short rate,Level,0.0024135462805835294,0.00044730026356367265,0.0041741398589978163912020_2021,4,Short rate,Curvature,-0.06133910143183788,-0.06319295189587447,-0.0595756755553019663922020_2021,4,Level,Short rate,0.007117019572923254,-0.0034563998323279147,0.0168561281638793143932020_2021,4,Level,Level,0.4872593984881358,0.4747246108846329,0.499066672786591173942020_2021,4,Level,Curvature,-0.21987699618522127,-0.23495353852991935,-0.20486200407587923952020_2021,4,Curvature,Short rate,-0.5560262309239259,-0.5755740782771316,-0.53908888435178273962020_2021,4,Curvature,Level,-0.44631081326794003,-0.47165448684112143,-0.419802192637261153972020_2021,4,Curvature,Curvature,0.8985931259921751,0.8734590543347707,0.91964135402669723982020_2021,5,Short rate,Short rate,0.07690697011324552,0.07511225763577448,0.078691152046929173992020_2021,5,Short rate,Level,0.002738493776458608,0.0007512477039025996,0.0045141980365696764002020_2021,5,Short rate,Curvature,-0.06227682723739616,-0.06414539788213472,-0.0604931123566920254012020_2021,5,Level,Short rate,0.009243215304310106,-0.0012195363641504956,0.018855923696273484022020_2021,5,Level,Level,0.4829838313210348,0.4706507448320199,0.49465421710621864032020_2021,5,Level,Curvature,-0.21734691201897888,-0.2322494675276549,-0.202460790880910764042020_2021,5,Curvature,Short rate,-0.5637325015522225,-0.5829229437318841,-0.54671834494931674052020_2021,5,Curvature,Level,-0.43671984166202343,-0.46163262149566225,-0.410343282271223744062020_2021,5,Curvature,Curvature,0.8914409166867684,0.8670588909405068,0.91236031294176924072020_2021,6,Short rate,Short rate,0.07670021832782117,0.07492146186497314,0.078475535569217774082020_2021,6,Short rate,Level,0.003400458959472969,0.0014154163095571933,0.00516177679775869144092020_2021,6,Short rate,Curvature,-0.06221735207163598,-0.06405780422319782,-0.0604473545037636164102020_2021,6,Level,Short rate,0.008070351694302053,-0.002334078410969493,0.0176574942152620234112020_2021,6,Level,Level,0.48138381725932167,0.4691345084727654,0.49303154208309924122020_2021,6,Level,Curvature,-0.2141344443486499,-0.22901252583800177,-0.199275094050267254132020_2021,6,Curvature,Short rate,-0.5607210867105735,-0.5798333826712565,-0.54367213301583554142020_2021,6,Curvature,Level,-0.4508893872415171,-0.47605233626553034,-0.42457521030920924152020_2021,6,Curvature,Curvature,0.8928665560073514,0.8681366496612724,0.91376310825670344162020_2021,7,Short rate,Short rate,0.07674845454403413,0.07497158342092822,0.078520175768128594172020_2021,7,Short rate,Level,0.0033707536948066425,0.0013931298427473674,0.00513478337037809144182020_2021,7,Short rate,Curvature,-0.06212543558681512,-0.06396584190622,-0.060356483421800174192020_2021,7,Level,Short rate,0.0071844462993729255,-0.0032211130022492787,0.0167830053248710264202020_2021,7,Level,Level,0.48115421848838524,0.4688768663937402,0.492780898154935754212020_2021,7,Level,Curvature,-0.21417935500319404,-0.22906724992134772,-0.199327438578690624222020_2021,7,Curvature,Short rate,-0.559320288697909,-0.5784760623078419,-0.54231612582406674232020_2021,7,Curvature,Level,-0.44872345685814113,-0.473862332972714,-0.42241572515403684242020_2021,7,Curvature,Curvature,0.8923185562480661,0.8675831747304856,0.91320809622820384252020_2021,8,Short rate,Short rate,0.07668423702828897,0.0749074588555852,0.078455451652973754262020_2021,8,Short rate,Level,0.0033212366082071725,0.0013448381190205947,0.0050842991548250854272020_2021,8,Short rate,Curvature,-0.0620836826034806,-0.06392448499046315,-0.0603152237576852844282020_2021,8,Level,Short rate,0.007283939814372638,-0.0031250727366999138,0.0168837799608050864292020_2021,8,Level,Level,0.48127007164669955,0.4689890538945398,0.49289941268076314302020_2021,8,Level,Curvature,-0.2143526388257392,-0.2292420901045275,-0.199498290675333924312020_2021,8,Curvature,Short rate,-0.5591762343779789,-0.5783200903389996,-0.54217947861847344322020_2021,8,Curvature,Level,-0.44826276075572413,-0.47338275465477964,-0.42196793056273984332020_2021,8,Curvature,Curvature,0.891814686052178,0.8671024710665376,0.91269344135080914342020_2021,9,Short rate,Short rate,0.07666766905382474,0.07489104287163907,0.078438677348195854352020_2021,9,Short rate,Level,0.003313460588992548,0.0013373761525399565,0.0050762123958180534362020_2021,9,Short rate,Curvature,-0.06207255557332433,-0.06391326641550384,-0.060304314463037624372020_2021,9,Level,Short rate,0.007320801456896188,-0.003085443981559584,0.016917660270191464382020_2021,9,Level,Level,0.4811568585092021,0.46888035501430547,0.492784200846938754392020_2021,9,Level,Curvature,-0.21429135315503026,-0.22917656730433922,-0.199440446182440864402020_2021,9,Curvature,Short rate,-0.5588606892351115,-0.5780000125522772,-0.541873135967054412020_2021,9,Curvature,Level,-0.4480101109832228,-0.4731201903786409,-0.421725775496133164422020_2021,9,Curvature,Curvature,0.8914516218073363,0.8667467613766419,0.91232202997441194432020_2021,10,Short rate,Short rate,0.076683473050963,0.07490678478876638,0.078454941693769354442020_2021,10,Short rate,Level,0.003339983266188024,0.001362670691346021,0.0051026683519548894452020_2021,10,Short rate,Curvature,-0.06209599418781636,-0.06393631127172061,-0.0603276001665608444462020_2021,10,Level,Short rate,0.00728382188929531,-0.0031258279936678527,0.0168844215717137744472020_2021,10,Level,Level,0.4813154199610895,0.4690341743938517,0.49294624157766124482020_2021,10,Level,Curvature,-0.21434329051232437,-0.22923419334460776,-0.199487288647402344492020_2021,10,Curvature,Short rate,-0.5590740934761169,-0.5782287507011061,-0.54207388000198454502020_2021,10,Curvature,Level,-0.4489358151650966,-0.4740776971651883,-0.42263306608095944512020_2021,10,Curvature,Curvature,0.8922293805654046,0.8674859675443701,0.91311560805774834522020_2021,11,Short rate,Short rate,0.0766838060354582,0.07490733113503714,0.078455233016483564532020_2021,11,Short rate,Level,0.0033527575864109736,0.0013751917241520688,0.0051152604804480024542020_2021,11,Short rate,Curvature,-0.06209904541843368,-0.06393894344846422,-0.0603307989581102844552020_2021,11,Level,Short rate,0.007270432189165611,-0.0031406210414736636,0.016872111385002834562020_2021,11,Level,Level,0.4813385023709425,0.46905391353233666,0.492968715572478844572020_2021,11,Level,Curvature,-0.21442467610577784,-0.2293164795690165,-0.199568556948693334582020_2021,11,Curvature,Short rate,-0.5591337958877381,-0.5782908942067735,-0.54213384770125824592020_2021,11,Curvature,Level,-0.44870401433010626,-0.47384263312488695,-0.422399227407614044602020_2021,11,Curvature,Curvature,0.89223783663143,0.8674990373907387,0.91312523023995824612020_2021,12,Short rate,Short rate,0.07668190074741509,0.07490532450414716,0.078453330500229284622020_2021,12,Short rate,Level,0.0033450040150608848,0.0013676058666872428,0.0051075732382191344632020_2021,12,Short rate,Curvature,-0.06209626969754311,-0.06393638675330182,-0.060327964840409334642020_2021,12,Level,Short rate,0.007292223756178933,-0.003117276920690764,0.0168921801351806274652020_2021,12,Level,Level,0.4812717275097115,0.46898958340332164,0.49290067143203244662020_2021,12,Level,Curvature,-0.21439531305871298,-0.22928460885065205,-0.199541281754277634672020_2021,12,Curvature,Short rate,-0.559140703953858,-0.5782926147898743,-0.54214217150232084682020_2021,12,Curvature,Level,-0.4485379469227676,-0.4736693828037283,-0.422237232481307844692020_2021,12,Curvature,Curvature,0.8920689937547938,0.8673402889677233,0.91295288953478384702022_2026,0,Short rate,Short rate,0.1301124661235144,0.12817449430572264,0.131730531094528234712022_2026,0,Short rate,Level,-0.007207857369306864,-0.009056450572191446,-0.0051655685801827254722022_2026,0,Short rate,Curvature,-0.02835988660445989,-0.03106531335687532,-0.0253255194680879384732022_2026,0,Level,Short rate,-0.026692262761208133,-0.03362273567553716,-0.0191565016434060434742022_2026,0,Level,Level,0.48183474732264503,0.4751032131550844,0.487379090006985764752022_2026,0,Level,Curvature,0.04896298712316732,0.03395560744046989,0.060344654513631174762022_2026,0,Curvature,Short rate,-0.39235677350924597,-0.4338955791089995,-0.34493522993630994772022_2026,0,Curvature,Level,0.18292175627724366,0.12664809496714008,0.226673557091383124782022_2026,0,Curvature,Curvature,1.8000956108733157,1.7460947252884509,1.8549873635577364792022_2026,1,Short rate,Short rate,0.08864236866549419,0.08742368600780664,0.089667328235470664802022_2026,1,Short rate,Level,-0.00838666750226046,-0.009745935543994777,-0.0069275946966970514812022_2026,1,Short rate,Curvature,-0.02608618800763639,-0.027905491449310732,-0.0239949466747138024822022_2026,1,Level,Short rate,-0.03202618963974542,-0.03867918792464055,-0.024947517106575994832022_2026,1,Level,Level,0.46374346957162516,0.45752493368887204,0.469248185688271764842022_2026,1,Level,Curvature,0.05786014368935414,0.043345594647891825,0.068918196371785334852022_2026,1,Curvature,Short rate,-0.3661395304443211,-0.405590798699906,-0.320984530071711244862022_2026,1,Curvature,Level,0.18903793582147696,0.13561341553747686,0.230783138974261484872022_2026,1,Curvature,Curvature,1.7096687000413384,1.6584158343149846,1.7620860947100874882022_2026,2,Short rate,Short rate,0.08766043005131423,0.08646103721993352,0.088671880280757024892022_2026,2,Short rate,Level,-0.008682275160984012,-0.010034935783267224,-0.0072375160732378434902022_2026,2,Short rate,Curvature,-0.02617549476248611,-0.027976966893186534,-0.0241008559901406274912022_2026,2,Level,Short rate,-0.03507904376275713,-0.0417176532267191,-0.028095614813624294922022_2026,2,Level,Level,0.4611443223442296,0.45494157409395,0.46671730986134934932022_2026,2,Level,Curvature,0.06076703547154044,0.04629070660551611,0.071785050550304444942022_2026,2,Curvature,Short rate,-0.3742568441165339,-0.412926439837523,-0.330090702148600264952022_2026,2,Curvature,Level,0.1880255378750221,0.13553835968144246,0.228927018312822534962022_2026,2,Curvature,Curvature,1.6818492161632659,1.6316196529067808,1.7333280524235224972022_2026,3,Short rate,Short rate,0.08563463742760358,0.08446590259277198,0.086620807426612284982022_2026,3,Short rate,Level,-0.008567393500708748,-0.009891881748598272,-0.00715453524787570354992022_2026,3,Short rate,Curvature,-0.025772540409960156,-0.027532227283015537,-0.023744326764224575002022_2026,3,Level,Short rate,-0.036737887535222676,-0.043367185664330433,-0.0297795720651020185012022_2026,3,Level,Level,0.4597580481536153,0.4534899195079483,0.46538099832782095022022_2026,3,Level,Curvature,0.06314525231566459,0.048690719589745655,0.074153118572388565032022_2026,3,Curvature,Short rate,-0.3923711648845521,-0.43091683141249504,-0.34850331598570225042022_2026,3,Curvature,Level,0.1826209669315667,0.12998428268589987,0.223277900003644255052022_2026,3,Curvature,Curvature,1.6827679796182082,1.6326578046519122,1.73404416909639925062022_2026,4,Short rate,Short rate,0.08492355029799982,0.08375546295858562,0.085904715078275755072022_2026,4,Short rate,Level,-0.007871034041853735,-0.00917116920455947,-0.0064726688588918165082022_2026,4,Short rate,Curvature,-0.024973368844456507,-0.026714574157290817,-0.022970504400946215092022_2026,4,Level,Short rate,-0.039386532706778214,-0.04608311492052897,-0.032297780358973055102022_2026,4,Level,Level,0.46461879152759145,0.4583423243524003,0.470276121209558535112022_2026,4,Level,Curvature,0.060106101780945415,0.04545497739961511,0.071163384819441045122022_2026,4,Curvature,Short rate,-0.40329103497560104,-0.4415005292423102,-0.35994489817725425132022_2026,4,Curvature,Level,0.17259139444025204,0.12013517847216526,0.21311497118666185142022_2026,4,Curvature,Curvature,1.6720082227950717,1.6223922978358745,1.72271264030712655152022_2026,5,Short rate,Short rate,0.08468967828151625,0.08351515850823912,0.085683834965759675162022_2026,5,Short rate,Level,-0.00875895638457376,-0.01005757878972374,-0.0073757542313624225172022_2026,5,Short rate,Curvature,-0.024072697242013618,-0.025824210635840054,-0.0220630328806362065182022_2026,5,Level,Short rate,-0.04121351988633496,-0.04787914639147195,-0.0341518244363982765192022_2026,5,Level,Level,0.4628867379543273,0.45650579091354926,0.46862022949184785202022_2026,5,Level,Curvature,0.06417648975561588,0.04955894350683711,0.075237973006471095212022_2026,5,Curvature,Short rate,-0.3820434356456831,-0.42052755426200145,-0.338175144625261775222022_2026,5,Curvature,Level,0.18297396570753802,0.13058721685412517,0.223603099086710585232022_2026,5,Curvature,Curvature,1.6766333257672834,1.626656021086826,1.72781150826336365242022_2026,6,Short rate,Short rate,0.08554811348421487,0.08436510828487073,0.086558292353224835252022_2026,6,Short rate,Level,-0.007962842252541633,-0.009254268224892701,-0.0065708146628535135262022_2026,6,Short rate,Curvature,-0.023347157955021396,-0.02511174381614326,-0.0213243654655132025272022_2026,6,Level,Short rate,-0.03958526412976458,-0.04622068410616901,-0.032560411429019815282022_2026,6,Level,Level,0.46096016671513285,0.4546720619663255,0.466616775321665965292022_2026,6,Level,Curvature,0.061925503772597354,0.047387030013092066,0.072923781292433545302022_2026,6,Curvature,Short rate,-0.38715176954607977,-0.42507211881664586,-0.34401399367177675312022_2026,6,Curvature,Level,0.17741974203717312,0.12560773690099963,0.21740446974315335322022_2026,6,Curvature,Curvature,1.6555349574346827,1.6062705765298304,1.705938325175485332022_2026,7,Short rate,Short rate,0.08534039936549917,0.08415479543089434,0.086344311681576055342022_2026,7,Short rate,Level,-0.008149702970823658,-0.009444986490572294,-0.0067578589906387545352022_2026,7,Short rate,Curvature,-0.0237344388460254,-0.025494603811663772,-0.0217144935728943835362022_2026,7,Level,Short rate,-0.03953182805229326,-0.0461684554609625,-0.0325052807172385655372022_2026,7,Level,Level,0.4610670336724233,0.45478169094191573,0.46672175965443455382022_2026,7,Level,Curvature,0.061796740889745704,0.04725554829625165,0.072796032308839715392022_2026,7,Curvature,Short rate,-0.38524283292462086,-0.4232217900075733,-0.342022099330356775402022_2026,7,Curvature,Level,0.1774465008761286,0.12559544628589855,0.217481876857109265412022_2026,7,Curvature,Curvature,1.6571372905878194,1.607817918900042,1.7076061786380915422022_2026,8,Short rate,Short rate,0.08533985080579196,0.08415406853316035,0.086343286164313645432022_2026,8,Short rate,Level,-0.008145251991361506,-0.009440854253232473,-0.0067530646514405445442022_2026,8,Short rate,Curvature,-0.023770987953175848,-0.02553088464583934,-0.0217511637298505075452022_2026,8,Level,Short rate,-0.03947266387110295,-0.04611025964160898,-0.032445290764615635462022_2026,8,Level,Level,0.46114248900723603,0.4548591452366635,0.46679572413201395472022_2026,8,Level,Curvature,0.06171573494419823,0.04717298017998746,0.072716029046068165482022_2026,8,Curvature,Short rate,-0.38521746688081177,-0.4232078313763656,-0.341982915611163735492022_2026,8,Curvature,Level,0.1774686136504563,0.1256042166248751,0.217516098444753485502022_2026,8,Curvature,Curvature,1.6575784950012613,1.6082458119269338,1.7080615030002065512022_2026,9,Short rate,Short rate,0.08531247039381941,0.08412665914864245,0.086315608445928555522022_2026,9,Short rate,Level,-0.008169413976362583,-0.009465034985023792,-0.0067776764654311445532022_2026,9,Short rate,Curvature,-0.0237750902291324,-0.025534663024040227,-0.021755582315046535542022_2026,9,Level,Short rate,-0.03953050507177317,-0.046166759944726736,-0.0325029975700132165552022_2026,9,Level,Level,0.46107546775628766,0.4547930912854923,0.46672822785003595562022_2026,9,Level,Curvature,0.061668983046770515,0.04712726232063117,0.072666711968031445572022_2026,9,Curvature,Short rate,-0.3853396730057831,-0.42331818049487974,-0.342118951812903645582022_2026,9,Curvature,Level,0.17770259165402205,0.1258515977366348,0.217740084715599025592022_2026,9,Curvature,Curvature,1.657195502663006,1.6078713706088972,1.70766921591560175602022_2026,10,Short rate,Short rate,0.08531381780323759,0.08412798191911505,0.086316608088013385612022_2026,10,Short rate,Level,-0.00815741685229341,-0.009453162633921453,-0.0067653901201365645622022_2026,10,Short rate,Curvature,-0.02379934140208412,-0.02555866868274007,-0.0217799923053835645632022_2026,10,Level,Short rate,-0.039447889724908966,-0.04608461851846917,-0.0324215114969282765642022_2026,10,Level,Level,0.4610843021173166,0.45480262728039683,0.466736119890748375652022_2026,10,Level,Curvature,0.06168202729009549,0.04714135763828551,0.072680714408295595662022_2026,10,Curvature,Short rate,-0.38526112679560603,-0.42325305211809455,-0.342024245871112635672022_2026,10,Curvature,Level,0.17763601333201617,0.1257697313667096,0.217686858112591145682022_2026,10,Curvature,Curvature,1.6576820368694434,1.6083442460158983,1.70817037716286785692022_2026,11,Short rate,Short rate,0.08531674664398577,0.08413092653953498,0.086319747281525895702022_2026,11,Short rate,Level,-0.008160167554003723,-0.009455849575028282,-0.0067682242888243585712022_2026,11,Short rate,Curvature,-0.023786860036568686,-0.02554635086742606,-0.021767391062162955722022_2026,11,Level,Short rate,-0.03949248020581085,-0.046128625569396293,-0.032465318518377785732022_2026,11,Level,Level,0.461069637836798,0.45478881759772094,0.46672111467468295742022_2026,11,Level,Curvature,0.06162683370691555,0.0470857887460593,0.072624115646467835752022_2026,11,Curvature,Short rate,-0.38537132087212284,-0.42335961056629906,-0.34213960314855535762022_2026,11,Curvature,Level,0.17761843394411791,0.12575464156846392,0.217664986720671285772022_2026,11,Curvature,Curvature,1.657577119105347,1.6082430821241187,1.70806105474355555782022_2026,12,Short rate,Short rate,0.08532112588514952,0.08413519601933082,0.08632409317514745792022_2026,12,Short rate,Level,-0.00816076649266897,-0.00945659054348557,-0.0067686876997864085802022_2026,12,Short rate,Curvature,-0.023795198647797108,-0.0255547417954505,-0.0217756335458316645812022_2026,12,Level,Short rate,-0.03948480524125965,-0.04612139511093408,-0.032457765655718845822022_2026,12,Level,Level,0.46108753186580315,0.45480565295900904,0.466739716639288765832022_2026,12,Level,Curvature,0.06166875653028316,0.04712738130091949,0.072667075087162265842022_2026,12,Curvature,Short rate,-0.3853608506952744,-0.42335441795019646,-0.342122654273644245852022_2026,12,Curvature,Level,0.17764899388324604,0.1257790980696611,0.217701373420028135862022_2026,12,Curvature,Curvature,1.657784909209574,1.608444337694277,1.7082757842902392587
Files main
Menu

Theme