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1{2 "cmt_2y_plus": {3 "full": {4 "level": {5 "n": 3792,6 "r2_oos": 0.9489,7 "slope": 0.9918,8 "rmse_bp": 1.22,9 "sd_actual_bp": 5.4110 },11 "slope": {12 "n": 3792,13 "r2_oos": 0.699,14 "slope": 0.9968,15 "rmse_bp": 7.61,16 "sd_actual_bp": 13.8817 },18 "curvature": {19 "n": 3792,20 "r2_oos": 0.7587,21 "slope": 1.0059,22 "rmse_bp": 12.45,23 "sd_actual_bp": 25.3524 }25 },26 "2011_2015": {27 "level": {28 "n": 1188,29 "r2_oos": 0.9475,30 "slope": 0.9717,31 "rmse_bp": 1.33,32 "sd_actual_bp": 5.8133 },34 "slope": {35 "n": 1188,36 "r2_oos": 0.7544,37 "slope": 0.9846,38 "rmse_bp": 8.17,39 "sd_actual_bp": 16.540 },41 "curvature": {42 "n": 1188,43 "r2_oos": 0.7517,44 "slope": 1.0119,45 "rmse_bp": 13.69,46 "sd_actual_bp": 27.4947 }48 },49 "2016_2019": {50 "level": {51 "n": 965,52 "r2_oos": 0.9476,53 "slope": 0.9694,54 "rmse_bp": 0.92,55 "sd_actual_bp": 4.0356 },57 "slope": {58 "n": 965,59 "r2_oos": 0.5,60 "slope": 0.8507,61 "rmse_bp": 6.95,62 "sd_actual_bp": 9.8463 },64 "curvature": {65 "n": 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"corr_dfactors": {127 "level": {128 "level": 1.0,129 "slope": -0.504,130 "curvature": 0.062131 },132 "slope": {133 "level": -0.504,134 "slope": 1.0,135 "curvature": -0.753136 },137 "curvature": {138 "level": 0.062,139 "slope": -0.753,140 "curvature": 1.0141 }142 }143 },144 "ceiling_cash_2_5_10_30_for_cmt": {145 "full": {146 "level": {147 "n": 3792,148 "r2_oos": 0.9856,149 "slope": 0.9988,150 "rmse_bp": 0.68,151 "sd_actual_bp": 5.64152 },153 "slope": {154 "n": 3792,155 "r2_oos": 0.8451,156 "slope": 0.9875,157 "rmse_bp": 2.47,158 "sd_actual_bp": 6.27159 },160 "curvature": {161 "n": 3792,162 "r2_oos": 0.844,163 "slope": 1.0274,164 "rmse_bp": 6.16,165 "sd_actual_bp": 15.61166 }167 },168 "2011_2015": {169 "level": {170 "n": 1188,171 "r2_oos": 0.9947,172 "slope": 1.0036,173 "rmse_bp": 0.45,174 "sd_actual_bp": 6.18175 },176 "slope": {177 "n": 1188,178 "r2_oos": 0.9611,179 "slope": 0.9877,180 "rmse_bp": 1.28,181 "sd_actual_bp": 6.5182 },183 "curvature": {184 "n": 1188,185 "r2_oos": 0.91,186 "slope": 1.0432,187 "rmse_bp": 3.16,188 "sd_actual_bp": 10.52189 }190 },191 "2016_2019": {192 "level": {193 "n": 965,194 "r2_oos": 0.9824,195 "slope": 0.9827,196 "rmse_bp": 0.55,197 "sd_actual_bp": 4.18198 },199 "slope": {200 "n": 965,201 "r2_oos": 0.8219,202 "slope": 0.9666,203 "rmse_bp": 2.01,204 "sd_actual_bp": 4.76205 },206 "curvature": {207 "n": 965,208 "r2_oos": 0.7503,209 "slope": 0.9916,210 "rmse_bp": 5.0,211 "sd_actual_bp": 10.01212 }213 },214 "2020_2021": {215 "level": {216 "n": 481,217 "r2_oos": 0.9914,218 "slope": 1.0062,219 "rmse_bp": 0.57,220 "sd_actual_bp": 6.13221 },222 "slope": {223 "n": 481,224 "r2_oos": 0.8233,225 "slope": 0.9446,226 "rmse_bp": 2.68,227 "sd_actual_bp": 6.39228 },229 "curvature": {230 "n": 481,231 "r2_oos": 0.8203,232 "slope": 0.9416,233 "rmse_bp": 4.49,234 "sd_actual_bp": 10.6235 }236 },237 "2022_2026": {238 "level": {239 "n": 1158,240 "r2_oos": 0.9742,241 "slope": 0.997,242 "rmse_bp": 0.95,243 "sd_actual_bp": 5.89244 },245 "slope": {246 "n": 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5.27,305 "sd_actual_bp": 27.49306 }307 },308 "2016_2019": {309 "level": {310 "n": 965,311 "r2_oos": 0.9883,312 "slope": 0.9861,313 "rmse_bp": 0.44,314 "sd_actual_bp": 4.03315 },316 "slope": {317 "n": 965,318 "r2_oos": 0.9576,319 "slope": 0.9802,320 "rmse_bp": 2.03,321 "sd_actual_bp": 9.84322 },323 "curvature": {324 "n": 965,325 "r2_oos": 0.9234,326 "slope": 0.9611,327 "rmse_bp": 4.89,328 "sd_actual_bp": 17.69329 }330 },331 "2020_2021": {332 "level": {333 "n": 481,334 "r2_oos": 0.9896,335 "slope": 1.0085,336 "rmse_bp": 0.63,337 "sd_actual_bp": 6.19338 },339 "slope": {340 "n": 481,341 "r2_oos": 0.9692,342 "slope": 1.0062,343 "rmse_bp": 2.25,344 "sd_actual_bp": 12.8345 },346 "curvature": {347 "n": 481,348 "r2_oos": 0.9482,349 "slope": 1.012,350 "rmse_bp": 5.63,351 "sd_actual_bp": 24.75352 }353 },354 "2022_2026": {355 "level": {356 "n": 1158,357 "r2_oos": 0.989,358 "slope": 0.9979,359 "rmse_bp": 0.59,360 "sd_actual_bp": 5.65361 },362 "slope": {363 "n": 1158,364 "r2_oos": 0.9716,365 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