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[]
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[null,null,"PV cell starts at:",{"$f":"GetCellAddress(V9)","v":"V9"},null,null,null,"holiday list",null,{"$f":"Holidays!E4","v":"16E4"},null,"proj. curve",null,{"$f":"N4","v":"2N4"}]
[null,null,"# of products:",{"$f":"MAX(B:B)","v":41},null,null,null,"stub period",null,"Front",null,"disc.  curve",null,{"$f":"CreateCurve(T$9:T$50, U$9:U$50, N$2)","v":"2N4"}]
[null,null,"current calib.",0,null,null,null,"fixing schedule",null,1]
[]
[null,null,"Product",null,"Spot","Pay","Forward",null,"Receiving Leg1: Floating",null,null,null,"Paying Leg2: Fixed",null,null,null,"Market","Effective Date","Maturity Date","Last Payment","Discount","Present",null,"Comparison to outputs in reference"]
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[]
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[null,null,"PV cell starts at:",{"$f":"GetCellAddress(V9)","v":"V9"},null,null,null,"holiday list",null,{"$f":"Holidays!E4","v":"16E4"},null,"proj. curve",null,{"$f":"CreateCurve(S$9:S$41, U$9:U$41, N$2)","v":"3N3"}]
[null,null,"# of products:",{"$f":"MAX(B:B)","v":32},null,null,null,"stub period",null,"Rear",null,"disc.  curve",null,{"$f":"CreateCurve(T$9:T$41, U$9:U$41, N$2)","v":"3N4"}]
[null,null,"current calib.",0,null,null,null,"fixing schedule",null,1]
[]
[null,null,"Product",null,"Spot","Pay","Forward",null,"Receiving Leg1: Floating",null,null,null,"Paying Leg2: Fixed",null,null,null,"Market","Effective Date","Maturity Date","Last Payment","Discount","Present",null,"Comparison to outputs in Bloomberg Terminal"]
[null,"No.","Ticker","Type","Lag","Lag","Start","Tenor","Period","Date Rolling","Day Count","Leg ID","Period","Date Rolling","Day Count","Leg ID","Rate","Start of Accrual","End of Accrual","Date","Factor","Value",null,"Derived",null,"Date","Reference","diff.(bps)"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"R10","v":"2009-07-08"},{"$f":"R10","v":"2009-07-08"},1,null,null,"D. Factor",null,{"$f":"T9","v":"2009-07-08"},"D. Factor"]
[null,{"$f":"B9+1","v":1},"EONIA Index","Cash","2D","0D","0D","1D","12M","Following","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D10:$H10, I10:K10)","v":"3L10"},"12M","Following","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D10:$H10, M10:O10)","v":"3P10"},3.32E-3,{"$f":"GetEffectiveDate($P10)","v":"2009-07-08"},{"$f":"GetMaturityDate($P10)","v":"2009-07-09"},{"$f":"GetLastPaymentDate($P10)","v":"2009-07-09"},0.99999077786282631,{"$f":"IF(OR($D$5=0,$D$5=B10), GetLegPV(L10,$N$3,$N$4,0) - GetLegPV(P10,Q10,$N$4,0))","v":1.0482371535450868E-16},null,{"$f":"GetCurveDiscountFactor($N$4,Z10)","v":0.99999077786282631},{"$f":"T10=Z10","v":true},"2009-07-09",0.99999099999999996,{"$f":"(X10-AA10)*10000","v":-2.2213717365549002E-3}]
[null,2,"EUSWE1Z BGN Curncy","FRA","2D","1D","0D","1W","12M","Following","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D11:$H11, I11:K11)","v":"3L11"},"12M","Following","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D11:$H11, M11:O11)","v":"3P11"},4.5199999999999997E-3,{"$f":"GetEffectiveDate($P11)","v":"2009-07-08"},{"$f":"GetMaturityDate($P11)","v":"2009-07-15"},{"$f":"GetLastPaymentDate($P11)","v":"2009-07-16"},0.99991211883488917,-1.531435568635775E-18,null,{"$f":"GetCurveDiscountFactor($N$4,Z11)","v":0.99991211883488917},{"$f":"T11=Z11","v":true},"2009-07-16",0.99991200000000002,{"$f":"(X11-AA11)*10000","v":1.1883488915120921E-3}]
[null,3,"EUSWE2Z BGN Curncy","FRA","2D","1D","0D","2W","12M","Following","Act/360","3L12","12M","Following","Act/360","3P12",4.4400000000000004E-3,"2009-07-08","2009-07-22",{"$f":"GetLastPaymentDate($P12)","v":"2009-07-23"},0.99982736314196419,-6.7871055997592578E-17,null,0.99982736314196419,true,"2009-07-23",0.99982700000000002,3.6314196416586952E-3]
[null,4,"EUSWEA BGN Curncy","Swap","2D","1D","0D","1M","12M","ModFol+EoM","Act/360","3L13","12M","ModFol+EoM","Act/360","3P13",4.6849999999999999E-3,"2009-07-08","2009-08-10","2009-08-11",0.99957072602195385,-3.415236843329339E-17,null,0.99957072602195385,true,"2009-08-11",0.99957099999999999,-2.7397804613915611E-3]
[null,5,"EUSWEB BGN Curncy","Swap","2D","1D","0D","2M","12M","ModFol+EoM","Act/360","3L14","12M","ModFol+EoM","Act/360","3P14",5.13E-3,"2009-07-08","2009-09-08","2009-09-09",0.99911727988322308,3.7079714299004252E-17,null,0.99911727988322308,true,"2009-09-09",0.99911700000000003,2.7988322304217661E-3]
[null,6,"EUSWEC BGN Curncy","Swap","2D","1D","0D","3M","12M","ModFol+EoM","Act/360","3L15","12M","ModFol+EoM","Act/360","3P15",5.4200000000000003E-3,"2009-07-08","2009-10-08","2009-10-09",0.99861680476797354,5.9197438617708542E-17,null,0.99861680476797354,true,"2009-10-09",0.99861699999999998,-1.9523202643423332E-3]
[null,7,"EUSWED BGN Curncy","Swap","2D","1D","0D","4M","12M","ModFol+EoM","Act/360","3L16","12M","ModFol+EoM","Act/360","3P16",5.6299999999999996E-3,"2009-07-08","2009-11-09","2009-11-10",0.99806453108211368,9.1940344226770776E-17,null,0.99806453108211368,true,"2009-11-10",0.99806499999999998,-4.6891788629821463E-3]
[null,8,"EUSWEE BGN Curncy","Swap","2D","1D","0D","5M","12M","ModFol+EoM","Act/360","3L17","12M","ModFol+EoM","Act/360","3P17",5.77E-3,"2009-07-08","2009-12-08","2009-12-09",0.99755374881945758,-6.6353172956112871E-17,null,0.99755374881945758,true,"2009-12-09",0.99755400000000005,-2.5118054247652566E-3]
[null,9,"EUSWEF BGN Curncy","Swap","2D","1D","0D","6M","12M","ModFol+EoM","Act/360","3L18","12M","ModFol+EoM","Act/360","3P18",5.9199999999999999E-3,"2009-07-08","2010-01-08","2010-01-11",0.99698334993495241,1.6479873021779667E-17,null,0.99698334993495241,true,"2010-01-11",0.99698299999999995,3.4993495245938533E-3]
[null,10,"EUSWEG BGN Curncy","Swap","2D","1D","0D","7M","12M","ModFol+EoM","Act/360","3L19","12M","ModFol+EoM","Act/360","3P19",6.0299999999999998E-3,"2009-07-08","2010-02-08","2010-02-09",0.9964116724645371,4.3368086899420177E-19,null,0.9964116724645371,true,"2010-02-09",0.99641199999999996,-3.2753546286290458E-3]
[null,11,"EUSWEH BGN Curncy","Swap","2D","1D","0D","8M","12M","ModFol+EoM","Act/360","3L20","12M","ModFol+EoM","Act/360","3P20",6.1799999999999997E-3,"2009-07-08","2010-03-08","2010-03-09",0.99584582912381003,-5.2041704279304213E-18,null,0.99584582912381003,true,"2010-03-09",0.99584600000000001,-1.7087618997546627E-3]
[null,12,"EUSWEI BGN Curncy","Swap","2D","1D","0D","9M","12M","ModFol+EoM","Act/360","3L21","12M","ModFol+EoM","Act/360","3P21",6.4400000000000004E-3,"2009-07-08","2010-04-08","2010-04-09",0.99512235250462333,4.7704895589362195E-17,null,0.99512235250462333,true,"2010-04-09",0.99512199999999995,3.5250462337987898E-3]
[null,13,"EUSWEJ BGN Curncy","Swap","2D","1D","0D","10M","12M","ModFol+EoM","Act/360","3L22","12M","ModFol+EoM","Act/360","3P22",6.6600000000000001E-3,"2009-07-08","2010-05-10","2010-05-11",0.99437086652460438,-8.4134088584875144E-17,null,0.99437086652460438,true,"2010-05-11",0.994371,-1.3347539562502675E-3]
[null,14,"EUSWEK BGN Curncy","Swap","2D","1D","0D","11M","12M","ModFol+EoM","Act/360","3L23","12M","ModFol+EoM","Act/360","3P23",6.8300000000000001E-3,"2009-07-08","2010-06-08","2010-06-09",0.99368444529152966,5.8113236445223038E-17,null,0.99368444529152966,true,"2010-06-09",0.99368400000000001,4.4529152964933871E-3]
[null,15,"EUSWE1 BGN Curncy","Swap","2D","1D","0D","12M","12M","ModFol+EoM","Act/360","3L24","12M","ModFol+EoM","Act/360","3P24",7.1799999999999998E-3,"2009-07-08","2010-07-08","2010-07-09",0.99277288913732709,6.2450045135165055E-17,null,0.99277288913732709,true,"2010-07-09",0.99277300000000002,-1.1086267293070051E-3]
[null,16,"EUSWE1F BGN Curncy","Swap","2D","1D","0D","18M","12M","ModFol+EoM","Act/360","3L25","12M","ModFol+EoM","Act/360","3P25",9.3699999999999999E-3,"2009-07-08","2011-01-10","2011-01-11",0.98579611636937503,-2.6020852139652106E-17,null,0.98579611636937503,true,"2011-01-11",0.98579600000000001,1.163693750250161E-3]
[null,17,"EUSWE2 BGN Curncy","Swap","2D","1D","0D","2Y","12M","ModFol+EoM","Act/360","3L26","12M","ModFol+EoM","Act/360","3P26",1.1950000000000001E-2,"2009-07-08","2011-07-08","2011-07-11",0.97614464979050419,6.9388939039072284E-18,null,0.97614464979050419,true,"2011-07-11",0.97614500000000004,-3.502094958474089E-3]
[null,18,"EUSWE2F BGN Curncy","Swap","2D","1D","0D","30M","12M","ModFol+EoM","Act/360","3L27","12M","ModFol+EoM","Act/360","3P27",1.451E-2,"2009-07-08","2012-01-09","2012-01-10",0.96384726105829299,1.3877787807814457E-17,null,0.96384726105829299,true,"2012-01-10",0.96384700000000001,2.6105829298295191E-3]
[null,19,"EUSWE3 BGN Curncy","Swap","2D","1D","0D","3Y","12M","ModFol+EoM","Act/360","3L28","12M","ModFol+EoM","Act/360","3P28",1.7000000000000001E-2,"2009-07-08","2012-07-09","2012-07-10",0.94960631355741132,9.0205620750793969E-17,null,0.94960631355741132,true,"2012-07-10",0.94960599999999995,3.1355741136884774E-3]
[null,20,"EUSWE4 BGN Curncy","Swap","2D","1D","0D","4Y","12M","ModFol+EoM","Act/360","3L29","12M","ModFol+EoM","Act/360","3P29",2.104E-2,"2009-07-08","2013-07-08","2013-07-09",0.91809896875182184,8.3266726846886741E-17,null,0.91809896875182184,true,"2013-07-09",0.918099,-3.1248178156140227E-4]
[null,21,"EUSWE5 BGN Curncy","Swap","2D","1D","0D","5Y","12M","ModFol+EoM","Act/360","3L30","12M","ModFol+EoM","Act/360","3P30",2.4129999999999999E-2,"2009-07-08","2014-07-08","2014-07-09",0.88443295291491364,0,null,0.88443295291491364,true,"2014-07-09",0.88443300000000002,-4.7085086385401098E-4]
[null,22,"EUSWE6 BGN Curncy","Swap","2D","1D","0D","6Y","12M","ModFol+EoM","Act/360","3L31","12M","ModFol+EoM","Act/360","3P31",2.656E-2,"2009-07-08","2015-07-08","2015-07-09",0.84990775766226101,-2.7755575615628914E-17,null,0.84990775766226101,true,"2015-07-09",0.849908,-2.4233773898707511E-3]
[null,23,"EUSWE7 BGN Curncy","Swap","2D","1D","0D","7Y","12M","ModFol+EoM","Act/360","3L32","12M","ModFol+EoM","Act/360","3P32",2.8510000000000001E-2,"2009-07-08","2016-07-08","2016-07-11",0.81525780091153288,2.7755575615628914E-17,null,0.81525780091153288,true,"2016-07-11",0.81525800000000004,-1.990884671565496E-3]
[null,24,"EUSWE8 BGN Curncy","Swap","2D","1D","0D","8Y","12M","ModFol+EoM","Act/360","3L33","12M","ModFol+EoM","Act/360","3P33",3.007E-2,"2009-07-08","2017-07-10","2017-07-11",0.78120164548542848,2.7755575615628914E-17,null,0.78120164548542848,true,"2017-07-11",0.78120199999999995,-3.5451457147672727E-3]
[null,25,"EUSWE9 BGN Curncy","Swap","2D","1D","0D","9Y","12M","ModFol+EoM","Act/360","3L34","12M","ModFol+EoM","Act/360","3P34",3.1379999999999998E-2,"2009-07-08","2018-07-09","2018-07-10",0.74793859745100877,0,null,0.74793859745100877,true,"2018-07-10",0.74793900000000002,-4.0254899125180543E-3]
[null,26,"EUSWE10 BGN Curncy","Swap","2D","1D","0D","10Y","12M","ModFol+EoM","Act/360","3L35","12M","ModFol+EoM","Act/360","3P35",3.252E-2,"2009-07-08","2019-07-08","2019-07-09",0.71526269979577062,-5.5511151231257827E-17,null,0.71526269979577062,true,"2019-07-09",0.71526299999999998,-3.0020422936427593E-3]
[null,27,"EUSWE11 BGN Curncy","Swap","2D","1D","0D","11Y","12M","ModFol+EoM","Act/360","3L36","12M","ModFol+EoM","Act/360","3P36",3.356E-2,"2009-07-08","2020-07-08","2020-07-09",0.68285804849924503,-5.5511151231257827E-17,null,0.68285804849924503,true,"2020-07-09",0.68285799999999997,4.849924506444836E-4]
[null,28,"EUSWE12 BGN Curncy","Swap","2D","1D","0D","12Y","12M","ModFol+EoM","Act/360","3L37","12M","ModFol+EoM","Act/360","3P37",3.4509999999999999E-2,"2009-07-08","2021-07-08","2021-07-09",0.65109904639103111,5.5511151231257827E-17,null,0.65109904639103111,true,"2021-07-09",0.65109899999999998,4.6391031127690496E-4]
[null,29,"EUSWE15 BGN Curncy","Swap","2D","1D","0D","15Y","12M","ModFol+EoM","Act/360","3L38","12M","ModFol+EoM","Act/360","3P38",3.6639999999999999E-2,"2009-07-08","2024-07-08","2024-07-09",0.56354863370414232,0,null,0.56354863370414232,true,"2024-07-09",0.56355,-1.3662958576743378E-2]
[null,30,"EUSWE20 BGN Curncy","Swap","2D","1D","0D","20Y","12M","ModFol+EoM","Act/360","3L39","12M","ModFol+EoM","Act/360","3P39",3.8190000000000002E-2,"2009-07-08","2029-07-09","2029-07-10",0.44952119677176394,0,null,0.44952119677176394,true,"2029-07-10",0.44952199999999998,-8.032282360348475E-3]
[null,31,"EUSWE25 BGN Curncy","Swap","2D","1D","0D","25Y","12M","ModFol+EoM","Act/360","3L40","12M","ModFol+EoM","Act/360","3P40",3.8010000000000002E-2,"2009-07-08","2034-07-10","2034-07-11",0.37431896028249584,0,null,0.37431896028249584,true,"2034-07-11",0.37431999999999999,-1.0397175041476636E-2]
[null,32,"EUSWE30 BGN Curncy","Swap","2D","1D","0D","30Y","12M","ModFol+EoM","Act/360","3L41","12M","ModFol+EoM","Act/360","3P41",3.7469999999999996E-2,"2009-07-08","2039-07-08","2039-07-11",0.31862373859264398,0,null,0.31862373859264398,true,"2039-07-11",0.31862499999999999,-1.2614073560124339E-2]

{"sheet":"EUR.1M","index":3,"n_rows":38,"n_cols":28,"rows_kept":38,"cut":false,"hidden":false,"merged":[[6,12,6,15],[6,23,6,27],[6,8,6,11],[1,7,1,8],[1,11,1,12],[2,7,2,8],[2,11,2,12],[3,7,3,8],[3,11,3,12],[4,7,4,8]]}
[]
[null,null,"DF cell starts at:",{"$f":"GetCellAddress(U9)","v":"U9"},null,null,null,"trade date",null,{"$f":"EUR.OIS!$J$2","v":"2009-07-06"},null,"interp. mode",null,"LinearLogDisc"]
[null,null,"PV cell starts at:",{"$f":"GetCellAddress(V9)","v":"V9"},null,null,null,"holiday list",null,{"$f":"Holidays!E4","v":"16E4"},null,"proj. curve",null,{"$f":"CreateCurve(T$9:T$38, U$9:U$38, N$2)","v":"4N3"}]
[null,null,"# of products:",{"$f":"MAX(B:B)","v":29},null,null,null,"stub period",null,"Rear",null,"disc.  curve",null,{"$f":"EUR.OIS!N4","v":"3N4"}]
[null,null,"current calib.",0,null,null,null,"fixing schedule",null,1]
[]
[null,null,"Product",null,"Spot","Pay","Forward",null,"Receiving Leg1: Floating",null,null,null,"Paying Leg2: Fixed",null,null,null,"Market","Effective Date","Maturity Date","Last Payment","Discount","Present",null,"Comparison to outputs in Bloomberg Terminal"]
[null,"No.","Ticker","Type","Lag","Lag","Start","Tenor","Period","Date Rolling","Day Count","Leg ID","Period","Date Rolling","Day Count","Leg ID","Rate","Start of Accrual","End of Accrual","Date","Factor","Value",null,"Derived",null,"Date","Reference","diff.(bps)"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"R10","v":"2009-07-08"},1,null,null,"D. Factor",null,{"$f":"T9","v":"2009-07-08"},"D. Factor"]
[null,{"$f":"B9+1","v":1},"EUR001M Index","Swap","2D","0D","0D","1M","1M","ModFol+EoM","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D10:$H10, I10:K10)","v":"4L10"},"12M","ModFol+EoM","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D10:$H10, M10:O10)","v":"4P10"},6.8400000000000006E-3,{"$f":"GetEffectiveDate($P10)","v":"2009-07-08"},{"$f":"GetMaturityDate($P10)","v":"2009-08-10"},{"$f":"GetLastPaymentDate($P10)","v":"2009-08-10"},0.99937339288266258,{"$f":"IF(OR($D$5=0,$D$5=B10), GetLegPV(L10,$N$3,$N$4,0) - GetLegPV(P10,Q10,$N$4,0))","v":-6.6895274042355624E-17},null,{"$f":"GetCurveDiscountFactor($N$3,Z10)","v":0.99937339288266258},{"$f":"S10=Z10","v":true},"2009-08-10",0.99936999999999998,{"$f":"(X10-AA10)*10000","v":3.392882662600627E-2}]
[null,2,"EUSWBV1 CMPN Curncy","Swap","2D","0D","0D","2M","1M","ModFol+EoM","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D11:$H11, I11:K11)","v":"4L11"},"12M","ModFol+EoM","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D11:$H11, M11:O11)","v":"4P11"},6.6500000000000005E-3,{"$f":"GetEffectiveDate($P11)","v":"2009-07-08"},{"$f":"GetMaturityDate($P11)","v":"2009-09-08"},{"$f":"GetLastPaymentDate($P11)","v":"2009-09-08"},0.99885599091799226,1.0473392986209973E-16,null,{"$f":"GetCurveDiscountFactor($N$3,Z11)","v":0.99885599091799226},true,"2009-09-08",0.99885999999999997,{"$f":"(X11-AA11)*10000","v":-4.0090820077054445E-2}]
[null,3,"EUSWCV1 CMPN Curncy","Swap","2D","0D","0D","3M","1M","ModFol+EoM","Act/360","4L12","12M","ModFol+EoM","Act/360","4P12",6.7200000000000003E-3,"2009-07-08","2009-10-08","2009-10-08",0.99828548794454153,6.2450045135165055E-17,null,0.99828548794454153,true,"2009-10-08",0.99829000000000001,-4.5120554584832107E-2]
[null,4,"EUSWDV1 CMPN Curncy","Swap","2D","0D","0D","4M","1M","ModFol+EoM","Act/360","4L13","12M","ModFol+EoM","Act/360","4P13",6.7700000000000008E-3,"2009-07-08","2009-11-09","2009-11-09",0.99767330933165388,-7.2858385991025898E-17,null,0.99767330933165388,true,"2009-11-09",0.99766999999999995,3.3093316539334339E-2]
[null,5,"EUSWEV1 CMPN Curncy","Swap","2D","0D","0D","5M","1M","ModFol+EoM","Act/360","4L14","12M","ModFol+EoM","Act/360","4P14",6.9399999999999991E-3,"2009-07-08","2009-12-08","2009-12-08",0.99705870444557643,-8.7169854667834556E-17,null,0.99705870444557643,true,"2009-12-08",0.99705999999999995,-1.2955544235193628E-2]
[null,6,"EUSWFV1 CMPN Curncy","Swap","2D","0D","0D","6M","1M","ModFol+EoM","Act/360","4L15","12M","ModFol+EoM","Act/360","4P15",7.28E-3,"2009-07-08","2010-01-08","2010-01-08",0.99629175629932276,-1.6913553890773869E-17,null,0.99629175629932276,true,"2010-01-08",0.99629000000000001,1.7562993227526746E-2]
[null,7,"EUSWGV1 CMPN Curncy","Swap","2D","0D","0D","7M","1M","ModFol+EoM","Act/360","4L16","12M","ModFol+EoM","Act/360","4P16",7.7200000000000003E-3,"2009-07-08","2010-02-08","2010-02-08",0.99540841901585353,-9.9746599868666408E-17,null,0.99540841901585353,true,"2010-02-08",0.99541000000000002,-1.5809841464875518E-2]
[null,8,"EUSWHV1 CMPN Curncy","Swap","2D","0D","0D","8M","1M","ModFol+EoM","Act/360","4L17","12M","ModFol+EoM","Act/360","4P17",7.4599999999999996E-3,"2009-07-08","2010-03-08","2010-03-08",0.99498820857390236,5.2041704279304213E-18,null,0.99498820857390236,true,"2010-03-08",0.99499000000000004,-1.7914260976858998E-2]
[null,9,"EUSWIV1 CMPN Curncy","Swap","2D","0D","0D","9M","1M","ModFol+EoM","Act/360","4L18","12M","ModFol+EoM","Act/360","4P18",7.6899999999999998E-3,"2009-07-08","2010-04-08","2010-04-08",0.9941791461536138,-7.7195194680967916E-17,null,0.9941791461536138,true,"2010-04-08",0.99417999999999995,-8.5384638615071395E-3]
[null,10,"EUSWJV1 CMPN Curncy","Swap","2D","0D","0D","10M","1M","ModFol+EoM","Act/360","4L19","12M","ModFol+EoM","Act/360","4P19",7.8799999999999999E-3,"2009-07-08","2010-05-10","2010-05-10",0.99334410810551765,2.3418766925686896E-17,null,0.99334410810551765,true,"2010-05-10",0.99334,4.108105517652838E-2]
[null,11,"EUSWKV1 CMPN Curncy","Swap","2D","0D","0D","11M","1M","ModFol+EoM","Act/360","4L20","12M","ModFol+EoM","Act/360","4P20",8.0200000000000011E-3,"2009-07-08","2010-06-08","2010-06-08",0.99258931336244827,-4.3368086899420177E-17,null,0.99258931336244827,true,"2010-06-08",0.99258999999999997,-6.8663755170561558E-3]
[null,12,"EUSW1V1 CMPN Curncy","Swap","2D","0D","0D","12M","1M","ModFol+EoM","Act/360","4L21","12M","ModFol+EoM","30E/360","4P21",8.3499999999999998E-3,"2009-07-08","2010-07-08","2010-07-08",0.99171646148191583,-8.6736173798840355E-18,null,0.99171646148191583,true,"2010-07-08",0.99172000000000005,-3.5385180842117947E-2]
[null,13,"EUSW1CV1 CMPN Curncy","Swap","2D","0D","0D","15M","1M","ModFol+EoM","Act/360","4L22","12M","ModFol+EoM","30E/360","4P22",9.3100000000000006E-3,"2009-07-08","2010-10-08","2010-10-08",0.98846379804676521,2.6020852139652106E-17,null,0.98846379804676521,true,"2010-10-08",0.98846000000000001,3.7980467652021233E-2]
[null,14,"EUSW1FV1 CMPN Curncy","Swap","2D","0D","0D","18M","1M","ModFol+EoM","Act/360","4L23","12M","ModFol+EoM","30E/360","4P23",1.0629999999999999E-2,"2009-07-08","2011-01-10","2011-01-10",0.98416424481504283,7.2858385991025898E-17,null,0.98416424481504283,true,"2011-01-10",0.98416000000000003,4.2448150427976117E-2]
[null,15,"EUSW1IV1 CMPN Curncy","Swap","2D","0D","0D","21M","1M","ModFol+EoM","Act/360","4L24","12M","ModFol+EoM","30E/360","4P24",1.1859999999999999E-2,"2009-07-08","2011-04-08","2011-04-08",0.9795215154216339,2.7755575615628914E-17,null,0.9795215154216339,true,"2011-04-08",0.97951999999999995,1.5154216339574589E-2]
[null,16,"EUSW2V1 CMPN Curncy","Swap","2D","0D","0D","2Y","1M","ModFol+EoM","Act/360","4L25","12M","ModFol+EoM","30E/360","4P25",1.3380000000000001E-2,"2009-07-08","2011-07-08","2011-07-08",0.97369044798274496,7.6327832942979512E-17,null,0.97369044798274496,true,"2011-07-08",0.97369000000000006,4.4798274489998846E-3]
[null,17,"EUSW3V1 CMPN Curncy","Swap","2D","0D","0D","3Y","1M","ModFol+EoM","Act/360","4L26","12M","ModFol+EoM","30E/360","4P26",1.8630000000000001E-2,"2009-07-08","2012-07-09","2012-07-09",0.94572529224903712,3.4694469519536142E-17,null,0.94572529224903712,true,"2012-07-09",0.94572999999999996,-4.7077509628401515E-2]
[null,18,"EUSW4V1 CMPN Curncy","Swap","2D","0D","0D","4Y","1M","ModFol+EoM","Act/360","4L27","12M","ModFol+EoM","30E/360","4P27",2.2780000000000002E-2,"2009-07-08","2013-07-08","2013-07-08",0.91290891596620127,8.3266726846886741E-17,null,0.91290891596620127,true,"2013-07-08",0.91291,-1.084033798726125E-2]
[null,19,"EUSW5V1 CMPN Curncy","Swap","2D","0D","0D","5Y","1M","ModFol+EoM","Act/360","4L28","12M","ModFol+EoM","30E/360","4P28",2.596E-2,"2009-07-08","2014-07-08","2014-07-08",0.87797835346415087,-8.3266726846886741E-17,null,0.87797835346415087,true,"2014-07-08",0.87797999999999998,-1.6465358491091209E-2]
[null,20,"EUSW6V1 CMPN Curncy","Swap","2D","0D","0D","6Y","1M","ModFol+EoM","Act/360","4L29","12M","ModFol+EoM","30E/360","4P29",2.8479999999999998E-2,"2009-07-08","2015-07-08","2015-07-08",0.84217437983635457,8.3266726846886741E-17,null,0.84217437983635457,true,"2015-07-08",0.84216999999999997,4.3798363545954899E-2]
[null,21,"EUSW7V1 CMPN Curncy","Swap","2D","0D","0D","7Y","1M","ModFol+EoM","Act/360","4L30","12M","ModFol+EoM","30E/360","4P30",3.0510000000000002E-2,"2009-07-08","2016-07-08","2016-07-08",0.80635531451951448,2.7755575615628914E-17,null,0.80635531451951448,true,"2016-07-08",0.80635999999999997,-4.685480485489002E-2]
[null,22,"EUSW8V1 CMPN Curncy","Swap","2D","0D","0D","8Y","1M","ModFol+EoM","Act/360","4L31","12M","ModFol+EoM","30E/360","4P31",3.2120000000000003E-2,"2009-07-08","2017-07-10","2017-07-10",0.77126759605026352,8.3266726846886741E-17,null,0.77126759605026352,true,"2017-07-10",0.77127000000000001,-2.4039497364958251E-2]
[null,23,"EUSW9V1 CMPN Curncy","Swap","2D","0D","0D","9Y","1M","ModFol+EoM","Act/360","4L32","12M","ModFol+EoM","30E/360","4P32",3.3460000000000004E-2,"2009-07-08","2018-07-09","2018-07-09",0.73717155402635304,0,null,0.73717155402635304,true,"2018-07-09",0.73716999999999999,1.5540263530455789E-2]
[null,24,"EUSW10V1 CMPN Curncy","Swap","2D","0D","0D","10Y","1M","ModFol+EoM","Act/360","4L33","12M","ModFol+EoM","30E/360","4P33",3.4630000000000001E-2,"2009-07-08","2019-07-08","2019-07-08",0.70372765593410191,-5.5511151231257827E-17,null,0.70372765593410191,true,"2019-07-08",0.70372999999999997,-2.34406589805225E-2]
[null,25,"EUSW12V1 CMPN Curncy","Swap","2D","0D","0D","12Y","1M","ModFol+EoM","Act/360","4L34","12M","ModFol+EoM","30E/360","4P34",3.6670000000000001E-2,"2009-07-08","2021-07-08","2021-07-08",0.63841444011603377,0,null,0.63841444011603377,true,"2021-07-08",0.63841000000000003,4.4401160337326218E-2]
[null,26,"EUSW15V1 CMPN Curncy","Swap","2D","0D","0D","15Y","1M","ModFol+EoM","Act/360","4L35","12M","ModFol+EoM","30E/360","4P35",3.8830000000000003E-2,"2009-07-08","2024-07-08","2024-07-08",0.5499246919607883,-2.7755575615628914E-16,null,0.5499246919607883,true,"2024-07-08",0.54993000000000003,-5.3080392117266229E-2]
[null,27,"EUSW20V1 CMPN Curncy","Swap","2D","0D","0D","20Y","1M","ModFol+EoM","Act/360","4L36","12M","ModFol+EoM","30E/360","4P36",4.0410000000000001E-2,"2009-07-08","2029-07-09","2029-07-09",0.43501876809442253,-2.2204460492503131E-16,null,0.43501876809442253,true,"2029-07-09",0.43502000000000002,-1.2319055774923093E-2]
[null,28,"EUSW25V1 CMPN Curncy","Swap","2D","0D","0D","25Y","1M","ModFol+EoM","Act/360","4L37","12M","ModFol+EoM","30E/360","4P37",4.0250000000000001E-2,"2009-07-08","2034-07-10","2034-07-10",0.35897029511910272,1.1102230246251565E-16,null,0.35897029511910272,true,"2034-07-10",0.35897000000000001,2.9511910271118325E-3]
[null,29,"EUSW30V1 CMPN Curncy","Swap","2D","0D","0D","30Y","1M","ModFol+EoM","Act/360","4L38","12M","ModFol+EoM","30E/360","4P38",3.9730000000000001E-2,"2009-07-08","2039-07-08","2039-07-08",0.30259833558980054,1.1102230246251565E-16,null,0.30259833558980054,true,"2039-07-08",0.30259999999999998,-1.6644101994423011E-2]

{"sheet":"EUR.3M","index":4,"n_rows":36,"n_cols":28,"rows_kept":36,"cut":false,"hidden":false,"merged":[[6,23,6,27],[6,12,6,15],[1,11,1,12],[2,11,2,12],[6,8,6,11],[1,7,1,8],[2,7,2,8],[3,7,3,8],[4,7,4,8],[3,11,3,12]]}
[]
[null,null,"DF cell starts at:",{"$f":"GetCellAddress(U9)","v":"U9"},null,null,null,"trade date",null,{"$f":"EUR.OIS!$J$2","v":"2009-07-06"},null,"interp. mode",null,"LinearLogDisc"]
[null,null,"PV cell starts at:",{"$f":"GetCellAddress(V9)","v":"V9"},null,null,null,"holiday list",null,{"$f":"Holidays!E4","v":"16E4"},null,"proj. curve",null,{"$f":"CreateCurve(T$9:T$36, U$9:U$36, N$2)","v":"5N3"}]
[null,null,"# of products:",{"$f":"MAX(B:B)","v":27},null,null,null,"stub period",null,"Rear",null,"disc.  curve",null,{"$f":"EUR.OIS!N4","v":"3N4"}]
[null,null,"current calib.",0,null,null,null,"fixing schedule",null,0]
[]
[null,null,"Product",null,"Spot","Pay","Forward",null,"Receiving Leg1: Floating",null,null,null,"Paying Leg2: Fixed",null,null,null,"Market","Effective Date","Maturity Date","Last Payment","Discount","Present",null,"Comparison to outputs in Bloomberg Terminal"]
[null,"No.","Ticker","Type","Lag","Lag","Start","Tenor","Period","Date Rolling","Day Count","Leg ID","Period","Date Rolling","Day Count","Leg ID","Rate","Start of Accrual","End of Accrual","Date","Factor","Value",null,"Derived",null,"Date","Reference","diff.(bps)"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"R10","v":"2009-07-08"},1,null,null,"D. Factor",null,{"$f":"T9","v":"2009-07-08"},"D. Factor"]
[null,{"$f":"B9+1","v":1},"EUR003M Index","Cash","2D","0D","0D","3M","3M","ModFol+EoM","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D10:$H10, I10:K10)","v":"5L10"},"12M","ModFol+EoM","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D10:$H10, M10:O10)","v":"5P10"},1.048E-2,{"$f":"GetEffectiveDate($L10)","v":"2009-07-08"},{"$f":"GetMaturityDate($L10)","v":"2009-10-08"},{"$f":"GetLastPaymentDate($L10)","v":"2009-10-08"},0.99732893149281099,{"$f":"IF(OR($D$5=0,$D$5=B10), GetLegPV(L10,$N$3,$N$4,0) - GetLegPV(P10,Q10,$N$4,0))","v":-8.4567769453869346E-17},null,{"$f":"GetCurveDiscountFactor($N$3,Z10)","v":0.99732893149281099},{"$f":"S10=Z10","v":true},"2009-10-08",0.99733000000000005,{"$f":"(X10-AA10)*10000","v":-1.068507189061485E-2}]
[null,2,"ERN09 Comdty","FRA","2D","0D","1serial","3M","3M","ModFol+EoM","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D11:$H11, I11:K11)","v":"5L11"},"12M","ModFol+EoM","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D11:$H11, M11:O11)","v":"5P11"},1.01E-2,{"$f":"GetEffectiveDate($L11)","v":"2009-07-15"},{"$f":"GetMaturityDate($L11)","v":"2009-10-15"},"2009-10-15",0.99722257305930284,3.3827107781547738E-17,null,0.9970660676696308,false,"2009-10-21",0.99705999999999995,{"$f":"(X11-AA11)*10000","v":6.0676696308492595E-2}]
[null,3,"ERQ09 Comdty","FRA","2D","0D","2serial","3M","3M","ModFol+EoM","Act/360","5L12","12M","ModFol+EoM","Act/360","5P12",9.7000000000000003E-3,"2009-08-19","2009-11-19","2009-11-19",0.99630997114163278,3.0357660829594124E-17,null,0.99633603388849812,false,"2009-11-18",0.99634,-3.9661115018851945E-2]
[null,4,"ERU09 Comdty","FRA","2D","0D","1imm","3M","3M","ModFol+EoM","Act/360","5L13","12M","ModFol+EoM","Act/360","5P13",9.4999999999999998E-3,"2009-09-16","2009-12-16","2009-12-16",0.99557624974451442,7.8062556418956319E-17,null,0.99557624974451442,true,"2009-12-16",0.99558000000000002,-3.7502554856017056E-2]
[null,5,"ERV09 Comdty","FRA","2D","0D","3serial","3M","3M","ModFol+EoM","Act/360","5L14","12M","ModFol+EoM","Act/360","5P14",1.0200000000000001E-2,"2009-10-21","2010-01-21","2010-01-21",0.99447380594879087,-2.0816681711721685E-17,null,0.99450441289696867,false,"2010-01-20",0.99448999999999999,0.14412896968685196]
[null,6,"ERX09 Comdty","FRA","2D","0D","4serial","3M","3M","ModFol+EoM","Act/360","5L15","12M","ModFol+EoM","Act/360","5P15",1.0540000000000001E-2,"2009-11-18","2010-02-18","2010-02-18",0.99365955666930061,6.0281640790194047E-17,null,0.99368862551753767,false,"2010-02-17",0.99368999999999996,-1.3744824622907714E-2]
[null,7,"ERZ09 Comdty","FRA","2D","0D","2imm","3M","3M","ModFol+EoM","Act/360","5L16","12M","ModFol+EoM","Act/360","5P16",1.064E-2,"2009-12-16","2010-03-16","2010-03-16",0.99293504253138087,1.0625181290357943E-16,null,0.99290301330423358,false,"2010-03-17",0.99290999999999996,-6.9866957663755613E-2]
[null,8,"ERH10 Comdty","FRA","2D","0D","3imm","3M","3M","ModFol+EoM","Act/360","5L17","12M","ModFol+EoM","Act/360","5P17",1.163E-2,"2010-03-17","2010-06-17","2010-06-17",0.98996073998934742,6.4618449480136064E-17,null,0.98999267430416271,false,"2010-06-16",0.99,-7.3256958372791559E-2]
[null,9,"ERM10 Comdty","FRA","2D","0D","4imm","3M","3M","ModFol+EoM","Act/360","5L18","12M","ModFol+EoM","Act/360","5P18",1.401E-2,"2010-06-16","2010-09-16","2010-09-16",0.98646081576345768,-3.5995512126518747E-17,null,0.98649920914877554,false,"2010-09-15",0.98650000000000004,-7.9085122450806011E-3]
[null,10,"ERU10 Comdty","FRA","2D","0D","5imm","3M","3M","ModFol+EoM","Act/360","5L19","12M","ModFol+EoM","Act/360","5P19",1.6789999999999999E-2,"2010-09-15","2010-12-15","2010-12-15",0.98233006392275624,8.1532003370909933E-17,null,0.98233006392275624,true,"2010-12-15",0.98233000000000004,6.392275619937493E-4]
[null,11,"ERZ10 Comdty","FRA","2D","0D","6imm","3M","3M","ModFol+EoM","Act/360","5L20","12M","ModFol+EoM","Act/360","5P20",2.017E-2,"2010-12-15","2011-03-15","2011-03-15",0.97740151677442122,5.9847959921199845E-17,null,0.9773393914130527,false,"2011-03-16",0.97735000000000005,-0.10608586947347121]
[null,12,"ERH11 Comdty","FRA","2D","0D","7imm","3M","3M","ModFol+EoM","Act/360","5L21","12M","ModFol+EoM","Act/360","5P21",2.2949999999999998E-2,"2011-03-16","2011-06-16","2011-06-16",0.97164071859847267,9.540979117872439E-18,null,0.97170248171913842,false,"2011-06-15",0.97170999999999996,-7.5182808615403829E-2]
[null,13,"ERM11 Comdty","FRA","2D","0D","8imm","3M","3M","ModFol+EoM","Act/360","5L22","12M","ModFol+EoM","Act/360","5P22",2.5819999999999999E-2,"2011-06-15","2011-09-15","2011-09-15",0.96533278695402147,1.8214596497756474E-17,null,0.96484636406922419,false,"2011-09-21",0.96492999999999995,-0.83635930775760592]
[null,14,"EUSW3V3 BGN Curncy","Swap","2D","0D","0D","3Y","3M","ModFol+EoM","Act/360","5L23","12M","ModFol+EoM","30E/360","5P23",2.017E-2,"2009-07-08","2012-07-09","2012-07-09",0.94146764808883265,-2.9143354396410359E-16,null,0.94146764808883265,true,"2012-07-09",0.94144000000000005,0.27648088832599171]
[null,15,"EUSW4V3 BGN Curncy","Swap","2D","0D","0D","4Y","3M","ModFol+EoM","Act/360","5L24","12M","ModFol+EoM","30E/360","5P24",2.4029999999999999E-2,"2009-07-08","2013-07-08","2013-07-08",0.90851563683510184,6.9388939039072284E-17,null,0.90851563683510184,true,"2013-07-08",0.90849000000000002,0.2563683510181658]
[null,16,"EUSW5V3 BGN Curncy","Swap","2D","0D","0D","5Y","3M","ModFol+EoM","Act/360","5L25","12M","ModFol+EoM","30E/360","5P25",2.7000000000000003E-2,"2009-07-08","2014-07-08","2014-07-08",0.87364778922329678,-5.5511151231257827E-17,null,0.87364778922329678,true,"2014-07-08",0.87361999999999995,0.2778922329682576]
[null,17,"EUSW6V3 BGN Curncy","Swap","2D","0D","0D","6Y","3M","ModFol+EoM","Act/360","5L26","12M","ModFol+EoM","30E/360","5P26",2.9389999999999999E-2,"2009-07-08","2015-07-08","2015-07-08",0.83787219782273126,-1.1102230246251565E-16,null,0.83787219782273126,true,"2015-07-08",0.83784999999999998,0.22197822731273575]
[null,18,"EUSW7V3 BGN Curncy","Swap","2D","0D","0D","7Y","3M","ModFol+EoM","Act/360","5L27","12M","ModFol+EoM","30E/360","5P27",3.1289999999999998E-2,"2009-07-08","2016-07-08","2016-07-08",0.80232658214925479,2.7755575615628914E-17,null,0.80232658214925479,true,"2016-07-08",0.80230000000000001,0.26582149254772425]
[null,19,"EUSW8V3 BGN Curncy","Swap","2D","0D","0D","8Y","3M","ModFol+EoM","Act/360","5L28","12M","ModFol+EoM","30E/360","5P28",3.2820000000000002E-2,"2009-07-08","2017-07-10","2017-07-10",0.7673819237401126,9.5118357634760287E-14,null,0.7673819237401126,true,"2017-07-10",0.76736000000000004,0.21923740112561596]
[null,20,"EUSW9V3 BGN Curncy","Swap","2D","0D","0D","9Y","3M","ModFol+EoM","Act/360","5L29","12M","ModFol+EoM","30E/360","5P29",3.4099999999999998E-2,"2009-07-08","2018-07-09","2018-07-09",0.73341851940524661,9.5201624361607173E-14,null,0.73341851940524661,true,"2018-07-09",0.73338999999999999,0.28519405246618668]
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[null,27,"EUSW30V3 BGN Curncy","Swap","2D","0D","0D","30Y","3M","ModFol+EoM","Act/360","5L36","12M","ModFol+EoM","30E/360","5P36",3.9960000000000002E-2,"2009-07-08","2039-07-08","2039-07-08",0.30165998667701888,-2.2204460492503131E-16,null,0.30165998667701888,true,"2039-07-08",0.30164999999999997,9.9866770189027676E-2]

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[]
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[null,null,"PV cell starts at:",{"$f":"GetCellAddress(V9)","v":"V9"},null,null,null,"holiday list",null,{"$f":"Holidays!E4","v":"16E4"},null,"proj. curve",null,{"$f":"CreateCurve(T$9:T$37, U$9:U$37, N$2)","v":"6N3"}]
[null,null,"# of products:",{"$f":"MAX(B:B)","v":28},null,null,null,"stub period",null,"Rear",null,"disc.  curve",null,{"$f":"EUR.OIS!N4","v":"3N4"}]
[null,null,"current calib.",0,null,null,null,"fixing schedule",null,1]
[]
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[null,17,"EUSA5 BGN Curncy","Swap","2D","0D","0D","5Y","6M","ModFollowing","Act/360","6L26","12M","ModFollowing","30E/360","6P26",2.7709999999999999E-2,"2009-07-08","2014-07-08","2014-07-08",0.87071935299425007,-2.7755575615628914E-17,null,0.87071935299425007,true,"2014-07-08",0.87071900000000002,3.5299425005241858E-3]
[null,18,"EUSA6 BGN Curncy","Swap","2D","0D","0D","6Y","6M","ModFollowing","Act/360","6L27","12M","ModFollowing","30E/360","6P27",3.0030000000000001E-2,"2009-07-08","2015-07-08","2015-07-08",0.83486901207074571,-5.5511151231257827E-17,null,0.83486901207074571,true,"2015-07-08",0.83486899999999997,1.2070745736281197E-4]
[null,19,"EUSA7 BGN Curncy","Swap","2D","0D","0D","7Y","6M","ModFollowing","Act/360","6L28","12M","ModFollowing","30E/360","6P28",3.1869999999999996E-2,"2009-07-08","2016-07-08","2016-07-08",0.7993275422901065,-5.5511151231257827E-17,null,0.7993275422901065,true,"2016-07-08",0.79932800000000004,-4.5770989354210201E-3]
[null,20,"EUSA8 BGN Curncy","Swap","2D","0D","0D","8Y","6M","ModFollowing","Act/360","6L29","12M","ModFollowing","30E/360","6P29",3.3340000000000002E-2,"2009-07-08","2017-07-10","2017-07-10",0.7644959216605457,0,null,0.7644959216605457,true,"2017-07-10",0.76449599999999995,-7.8339454256948216E-4]
[null,21,"EUSA9 BGN Curncy","Swap","2D","0D","0D","9Y","6M","ModFollowing","Act/360","6L30","12M","ModFollowing","30E/360","6P30",3.4564999999999999E-2,"2009-07-08","2018-07-09","2018-07-09",0.73071143032934582,-5.5511151231257827E-17,null,0.73071143032934582,true,"2018-07-09",0.730711,4.3032934582409865E-3]
[null,22,"EUSA10 BGN Curncy","Swap","2D","0D","0D","10Y","6M","ModFollowing","Act/360","6L31","12M","ModFollowing","30E/360","6P31",3.5639999999999998E-2,"2009-07-08","2019-07-08","2019-07-08",0.69760232606078665,0,null,0.69760232606078665,true,"2019-07-08",0.69760200000000006,3.2606078659291882E-3]
[null,23,"EUSA11 BGN Curncy","Swap","2D","0D","0D","11Y","6M","ModFollowing","Act/360","6L32","12M","ModFollowing","30E/360","6P32",3.6629999999999996E-2,"2009-07-08","2020-07-08","2020-07-08",0.66491297195119436,-5.5511151231257827E-17,null,0.66491297195119436,true,"2020-07-08",0.66491299999999998,-2.8048805611469163E-4]
[null,24,"EUSA12 BGN Curncy","Swap","2D","0D","0D","12Y","6M","ModFollowing","Act/360","6L33","12M","ModFollowing","30E/360","6P33",3.7525000000000003E-2,"2009-07-08","2021-07-08","2021-07-08",0.63304138008281607,5.5511151231257827E-17,null,0.63304138008281607,true,"2021-07-08",0.63304099999999996,3.8008281610935057E-3]
[null,25,"EUSA15 BGN Curncy","Swap","2D","0D","0D","15Y","6M","ModFollowing","Act/360","6L34","12M","ModFollowing","30E/360","6P34",3.9580000000000004E-2,"2009-07-08","2024-07-08","2024-07-08",0.54507000807102723,0,null,0.54507000807102723,true,"2024-07-08",0.54507000000000005,8.0710271799233624E-5]
[null,26,"EUSA20 BGN Curncy","Swap","2D","0D","0D","20Y","6M","ModFollowing","Act/360","6L35","12M","ModFollowing","30E/360","6P35",4.0979999999999996E-2,"2009-07-08","2029-07-09","2029-07-09",0.43181102639054114,0,null,0.43181102639054114,true,"2029-07-09",0.431811,2.6390541141285695E-4]
[null,27,"EUSA25 BGN Curncy","Swap","2D","0D","0D","25Y","6M","ModFollowing","Act/360","6L36","12M","ModFollowing","30E/360","6P36",4.079E-2,"2009-07-08","2034-07-10","2034-07-10",0.35577988291072227,0,null,0.35577988291072232,true,"2034-07-10",0.35577999999999999,-1.1708927766251875E-3]
[null,{"$f":"B36+1","v":28},"EUSA30 BGN Curncy","Swap","2D","0D","0D","30Y","6M","ModFollowing","Act/360","6L37","12M","ModFollowing","30E/360","6P37",4.0220000000000006E-2,"2009-07-08","2039-07-08","2039-07-08",0.29991164220742056,0,null,0.29991164220742056,true,"2039-07-08",0.29991200000000001,-3.57792579452898E-3]

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[]
[null,null,"DF cell starts at:",{"$f":"GetCellAddress(U9)","v":"U9"},null,null,null,"trade date",null,{"$f":"EUR.OIS!$J$2","v":"2009-07-06"},null,"interp. mode",null,"LinearLogDisc"]
[null,null,"PV cell starts at:",{"$f":"GetCellAddress(V9)","v":"V9"},null,null,null,"holiday list",null,{"$f":"Holidays!E4","v":"16E4"},null,"proj. curve",null,{"$f":"CreateCurve(T$9:T$31, U$9:U$31, N$2)","v":"7N3"}]
[null,null,"# of products:",{"$f":"MAX(B:B)","v":22},null,null,null,"stub period",null,"Rear",null,"disc.  curve",null,{"$f":"EUR.OIS!N4","v":"3N4"}]
[null,null,"current calib.",0,null,null,null,"fixing schedule",null,1]
[]
[null,null,"Product",null,"Spot","Pay","Forward",null,"Receiving Leg1: Floating",null,null,null,"Paying Leg2: Fixed",null,null,null,"Market","Effective Date","Maturity Date","Last Payment","Discount","Present",null,"Comparison to outputs in Bloomberg Terminal"]
[null,"No.","Ticker","Type","Lag","Lag","Start","Tenor","Period","Date Rolling","Day Count","Leg ID","Period","Date Rolling","Day Count","Leg ID","Rate","Start of Accrual","End of Accrual","Date","Factor","Value",null,"Derived",null,"Date","Reference","diff.(bps)"]
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[null,null,"PV cell starts at:",{"$f":"GetCellAddress(V9)","v":"V9"},null,null,null,"holiday list",null,{"$f":"Holidays!E4","v":"16E4"},null,"proj. curve",null,{"$f":"USD.3M!N3","v":"12N3"},{"$f":"EUR.3M!$N$3","v":"5N3"}]
[null,null,"# of products:",{"$f":"MAX(B:B)","v":17},null,null,null,"stub period",null,"Rear",null,"disc.  curve",null,{"$f":"USD.OIS!N4","v":"11N4"},{"$f":"CreateCurve(T$9:T$26, U$9:U$26, O$2)","v":"8O4"}]
[null,null,"current calib.",0,null,null,null,"fixing schedule",null,1]
[]
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[null,9,"EUBS6","Swap","2D","0D","0D","6Y","3M","ModFol+EoM","Act/360","8L18","3M","ModFol+EoM","Act/360","8P18",-2.15E-3,"2009-07-08","2015-07-08","2015-07-08",0.85962188580407461,-2.7755575615628914E-17,null,0.85962188580407461,true,"2015-07-08",0.85964200000000002,-0.20114195925402534]
[null,10,"EUBS7","Swap","2D","0D","0D","7Y","3M","ModFol+EoM","Act/360","8L19","3M","ModFol+EoM","Act/360","8P19",-2E-3,"2009-07-08","2016-07-08","2016-07-08",0.82568971954337944,-2.7755575615628914E-17,null,0.82568971954337944,true,"2016-07-08",0.82575299999999996,-0.63280456620518066]
[null,11,"EUBS8","Swap","2D","0D","0D","8Y","3M","ModFol+EoM","Act/360","8L20","3M","ModFol+EoM","Act/360","8P20",-1.8E-3,"2009-07-08","2017-07-10","2017-07-10",0.79030939171397896,0,null,0.79030939171397896,true,"2017-07-10",0.79038299999999995,-0.73608286020987457]
[null,12,"EUBS9","Swap","2D","0D","0D","9Y","3M","ModFol+EoM","Act/360","8L21","3M","ModFol+EoM","Act/360","8P21",-1.6000000000000001E-3,"2009-07-08","2018-07-09","2018-07-09",0.75611282357185405,-5.5511151231257827E-17,null,0.75611282357185405,true,"2018-07-09",0.756216,-1.0317642814594574]
[null,13,"EUBS10","Swap","2D","0D","0D","10Y","3M","ModFol+EoM","Act/360","8L22","3M","ModFol+EoM","Act/360","8P22",-1.4E-3,"2009-07-08","2019-07-08","2019-07-08",0.72210822570023458,5.5511151231257827E-17,null,0.72210822570023458,true,"2019-07-08",0.72223599999999999,-1.2777429976540411]
[null,14,"EUBS12","Swap","2D","0D","0D","12Y","3M","ModFol+EoM","Act/360","8L23","3M","ModFol+EoM","Act/360","8P23",-1.0499999999999999E-3,"2009-07-08","2021-07-08","2021-07-08",0.65518474625906742,0,null,0.65518474625906742,true,"2021-07-08",0.65534899999999996,-1.6425374093254064]
[null,15,"EUBS15","Swap","2D","0D","0D","15Y","3M","ModFol+EoM","Act/360","8L24","3M","ModFol+EoM","Act/360","8P24",-5.0000000000000001E-4,"2009-07-08","2024-07-08","2024-07-08",0.56126101926265304,-5.5511151231257827E-17,null,0.56126101926265304,true,"2024-07-08",0.56143600000000005,-1.7498073734700803]
[null,16,"EUBS20","Swap","2D","0D","0D","20Y","3M","ModFol+EoM","Act/360","8L25","3M","ModFol+EoM","Act/360","8P25",1E-4,"2009-07-08","2029-07-09","2029-07-09",0.43941636539230927,5.5511151231257827E-17,null,0.43941636539230927,true,"2029-07-09",0.43957499999999999,-1.5863460769072191]
[null,17,"EUBS30","Swap","2D","0D","0D","30Y","3M","ModFol+EoM","Act/360","8L26","3M","ModFol+EoM","Act/360","8P26",4.0000000000000002E-4,"2009-07-08","2039-07-08","2039-07-08",0.30302954922015007,-5.5511151231257827E-17,null,0.30302954922015007,true,"2039-07-08",0.303205,-1.754507798499283]

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[]
[]
[null,null,null,null,null,null,null,null,null,null,"trade date",null,{"$f":"EUR.OIS!$J$2","v":"2009-07-06"},null,null,null,"Leg:1","Leg:2"]
[null,null,null,null,null,null,null,null,null,null,"holiday list",null,{"$f":"Holidays!$E$4","v":"16E4"},null,null,null,"3M","1M"]
[null,null,null,null,null,null,null,null,null,null,"stub period",null,"Rear",null,null,"projection",{"$f":"EUR.3M!$N$3","v":"5N3"},{"$f":"EUR.1M!$N$3","v":"4N3"}]
[null,null,null,null,null,null,null,null,null,null,"fixing schedule",null,1,null,null,"discount",{"$f":"EUR.OIS!$N$4","v":"3N4"},{"$f":"EUR.OIS!$N$4","v":"3N4"}]
[]
[]
[null,null,null,"Spot","Pay","Forward",null,"Receiving Leg1: Floating",null,null,null,"Paying Leg2: Floating",null,null,null,"Effective Date","Maturity Date","Last Payment",null,"Basis"]
[null,"No.","Type","Lag","Lag","Start","Tenor","Period","Date Rolling","Day Count","Leg ID","Period","Date Rolling","Day Count","Leg ID","Start of Accrual","End of Accrual","Date",null,"Spread","PV"]
[]
[null,{"$f":"B11+1","v":1},"Swap","2D","0D","0D","1M","3M","ModFol+EoM","Act/360",{"$f":"CreateLeg($M$3:$M$6, $C12:$G12, H12:J12)","v":"9K12"},"1M","ModFol+EoM","Act/360",{"$f":"CreateLeg($M$3:$M$6, $C12:$G12, L12:N12)","v":"9O12"},{"$f":"GetEffectiveDate($K12)","v":"2009-07-08"},{"$f":"GetMaturityDate($K12)","v":"2009-08-10"},{"$f":"GetLastPaymentDate($K12)","v":"2009-08-10"},null,{"$f":"Getspread(K12,$Q$5,$Q$6,   O12,$R$5,$R$6)","v":3.6310131729333475E-3},{"$f":"GetLegPV(K12,$Q$5,$Q$6,0)-GetLegPV(O12,$R$5,$R$6,T12)","v":0}]
[null,2,"Swap","2D","0D","0D","3M","3M","ModFol+EoM","Act/360",{"$f":"CreateLeg($M$3:$M$6, $C13:$G13, H13:J13)","v":"9K13"},"1M","ModFol+EoM","Act/360",{"$f":"CreateLeg($M$3:$M$6, $C13:$G13, L13:N13)","v":"9O13"},{"$f":"GetEffectiveDate($K13)","v":"2009-07-08"},{"$f":"GetMaturityDate($K13)","v":"2009-10-08"},{"$f":"GetLastPaymentDate($K13)","v":"2009-10-08"},null,{"$f":"Getspread(K13,$Q$5,$Q$6,   O13,$R$5,$R$6)","v":3.758124169190935E-3},0]
[null,3,"Swap","2D","0D","0D","6M","3M","ModFol+EoM","Act/360","9K14","1M","ModFol+EoM","Act/360","9O14","2009-07-08","2010-01-08","2010-01-08",null,2.7969826276815564E-3,0]
[null,4,"Swap","2D","0D","0D","9M","3M","ModFol+EoM","Act/360","9K15","1M","ModFol+EoM","Act/360","9O15","2009-07-08","2010-04-08","2010-04-08",null,2.6258664917772701E-3,1.5612511283791264E-17]
[null,5,"Swap","2D","0D","0D","12M","3M","ModFol+EoM","Act/360","9K16","1M","ModFol+EoM","Act/360","9O16","2009-07-08","2010-07-08","2010-07-08",null,2.5595477161134495E-3,2.2551405187698492E-17]
[null,6,"Swap","2D","0D","0D","2Y","3M","ModFol+EoM","Act/360","9K17","1M","ModFol+EoM","Act/360","9O17","2009-07-08","2011-07-08","2011-07-08",null,1.8274503740057597E-3,4.5102810375396984E-17]
[null,7,"Swap","2D","0D","0D","3Y","3M","ModFol+EoM","Act/360","9K18","1M","ModFol+EoM","Act/360","9O18","2009-07-08","2012-07-09","2012-07-09",null,1.4947147816317284E-3,0]
[null,8,"Swap","2D","0D","0D","4Y","3M","ModFol+EoM","Act/360","9K19","1M","ModFol+EoM","Act/360","9O19","2009-07-08","2013-07-08","2013-07-08",null,1.211841127922237E-3,0]
[null,9,"Swap","2D","0D","0D","5Y","3M","ModFol+EoM","Act/360","9K20","1M","ModFol+EoM","Act/360","9O20","2009-07-08","2014-07-08","2014-07-08",null,1.007197922357883E-3,0]
[null,10,"Swap","2D","0D","0D","6Y","3M","ModFol+EoM","Act/360","9K21","1M","ModFol+EoM","Act/360","9O21","2009-07-08","2015-07-08","2015-07-08",null,8.8062267583214216E-4,0]
[null,11,"Swap","2D","0D","0D","7Y","3M","ModFol+EoM","Act/360","9K22","1M","ModFol+EoM","Act/360","9O22","2009-07-08","2016-07-08","2016-07-08",null,7.5388716842364272E-4,0]
[null,12,"Swap","2D","0D","0D","8Y","3M","ModFol+EoM","Act/360","9K23","1M","ModFol+EoM","Act/360","9O23","2009-07-08","2017-07-10","2017-07-10",null,6.76112041337246E-4,0]
[null,13,"Swap","2D","0D","0D","9Y","3M","ModFol+EoM","Act/360","9K24","1M","ModFol+EoM","Act/360","9O24","2009-07-08","2018-07-09","2018-07-09",null,6.1774970560454388E-4,0]
[null,14,"Swap","2D","0D","0D","10Y","3M","ModFol+EoM","Act/360","9K25","1M","ModFol+EoM","Act/360","9O25","2009-07-08","2019-07-08","2019-07-08",null,5.5948090996865262E-4,0]
[null,15,"Swap","2D","0D","0D","12Y","3M","ModFol+EoM","Act/360","9K26","1M","ModFol+EoM","Act/360","9O26","2009-07-08","2021-07-08","2021-07-08",null,4.527193587970386E-4,0]
[null,16,"Swap","2D","0D","0D","15Y","3M","ModFol+EoM","Act/360","9K27","1M","ModFol+EoM","Act/360","9O27","2009-07-08","2024-07-08","2024-07-08",null,3.8463536419297518E-4,0]
[null,17,"Swap","2D","0D","0D","20Y","3M","ModFol+EoM","Act/360","9K28","1M","ModFol+EoM","Act/360","9O28","2009-07-08","2029-07-09","2029-07-09",null,3.0738391084444213E-4,0]
[null,18,"Swap","2D","0D","0D","25Y","3M","ModFol+EoM","Act/360","9K29","1M","ModFol+EoM","Act/360","9O29","2009-07-08","2034-07-10","2034-07-10",null,2.4979845880610262E-4,0]
[null,19,"Swap","2D","0D","0D","30Y","3M","ModFol+EoM","Act/360","9K30","1M","ModFol+EoM","Act/360","9O30","2009-07-08","2039-07-08","2039-07-08",null,2.2094182762953001E-4,0]
[]
[]
[null,null,null,null,null,null,null,null,null,null,"trade date",null,{"$f":"EUR.OIS!$J$2","v":"2009-07-06"},null,null,null,"3M"]
[null,null,null,null,null,null,null,null,null,null,"holiday list",null,{"$f":"Holidays!$E$4","v":"16E4"},null,null,"projection",{"$f":"EUR.3M!$N$3","v":"5N3"}]
[null,null,null,null,null,null,null,null,null,null,"stub period",null,"Rear",null,null,"discount",{"$f":"EUR.OIS!N4","v":"3N4"}]
[null,null,null,null,null,null,null,null,null,null,"fixing schedule",null,1]
[]
[]
[]
[null,null,null,"Spot","Pay","Forward",null,"Receiving Leg1: Floating",null,null,null,"Paying Leg2: Fixed",null,null,null,"Effective Date","Maturity Date","Last Payment",null,"Fixed"]
[null,"No.","Type","Lag","Lag","Start","Tenor","Period","Date Rolling","Day Count","Leg ID","Period","Date Rolling","Day Count","Leg ID","Start of Accrual","End of Accrual","Date",null,"Rate","PV"]
[null,20]
[null,{"$f":"B42+1","v":21},"Swap","2D","0D","0D","1M","3M","ModFol+EoM","Act/360",{"$f":"CreateLeg($M$3:$M$6, $C43:$G43, H43:J43)","v":"9K43"},"12M","ModFol+EoM","30E/360",{"$f":"CreateLeg($M$3:$M$6, $C43:$G43, L43:N43)","v":"9O43"},{"$f":"GetEffectiveDate($K43)","v":"2009-07-08"},{"$f":"GetMaturityDate($K43)","v":"2009-08-10"},{"$f":"GetLastPaymentDate($K43)","v":"2009-08-10"},null,{"$f":"Getspread(K43,$Q$34,$Q$35,   O43,0,$Q$35)","v":1.0798232334586775E-2},{"$f":"GetLegPV(K43,$Q$34,$Q$35,0) - GetLegPV(O43,T43,$Q$35,0)","v":0}]
[null,22,"Swap","2D","0D","0D","3M","3M","ModFollowing","Act/360",{"$f":"CreateLeg($M$3:$M$6, $C44:$G44, H44:J44)","v":"9K44"},"12M","ModFol+EoM","30E/360",{"$f":"CreateLeg($M$3:$M$6, $C44:$G44, L44:N44)","v":"9O44"},"2009-07-08","2009-10-08","2009-10-08",null,{"$f":"Getspread(K44,$Q$34,$Q$35,   O44,0,$Q$35)","v":1.0712888888888628E-2},{"$f":"GetLegPV(K44,$Q$34,$Q$35,0)-GetLegPV(O44,T44,$R$6,0)","v":-1.9949319973733282E-17}]
[null,23,"Swap","2D","0D","0D","6M","3M","ModFollowing","Act/360","9K45","12M","ModFol+EoM","30E/360","9O45","2009-07-08","2010-01-08","2010-01-08",null,1.0304686223437562E-2,4.4235448637408581E-17]
[null,24,"Swap","2D","0D","0D","9M","3M","ModFollowing","Act/360","9K46","12M","ModFol+EoM","30E/360","9O46","2009-07-08","2010-04-08","2010-04-08",null,1.0475042961924575E-2,-1.7347234759768071E-17]
[null,25,"Swap","2D","0D","0D","12M","3M","ModFollowing","Act/360","9K47","12M","ModFol+EoM","30E/360","9O47","2009-07-08","2010-07-08","2010-07-08",null,1.095489818404472E-2,7.9797279894933126E-17]
[null,26,"Swap","2D","0D","0D","2Y","3M","ModFollowing","Act/360","9K48","12M","ModFol+EoM","30E/360","9O48","2009-07-08","2011-07-08","2011-07-08",null,1.5244152421757981E-2,0]
[null,27,"Swap","2D","0D","0D","3Y","3M","ModFollowing","Act/360","9K49","12M","ModFol+EoM","30E/360","9O49","2009-07-08","2012-07-09","2012-07-09",null,2.015967631229551E-2,0]
[null,28,"Swap","2D","0D","0D","4Y","3M","ModFollowing","Act/360","9K50","12M","ModFol+EoM","30E/360","9O50","2009-07-08","2013-07-08","2013-07-08",null,2.4022032218491415E-2,0]
[null,29,"Swap","2D","0D","0D","5Y","3M","ModFollowing","Act/360","9K51","12M","ModFol+EoM","30E/360","9O51","2009-07-08","2014-07-08","2014-07-08",null,2.6993524871513613E-2,0]
[null,30,"Swap","2D","0D","0D","6Y","3M","ModFollowing","Act/360","9K52","12M","ModFol+EoM","30E/360","9O52","2009-07-08","2015-07-08","2015-07-08",null,2.9384512716214905E-2,0]
[null,31,"Swap","2D","0D","0D","7Y","3M","ModFollowing","Act/360","9K53","12M","ModFol+EoM","30E/360","9O53","2009-07-08","2016-07-08","2016-07-08",null,3.1285213355683239E-2,0]
[null,32,"Swap","2D","0D","0D","8Y","3M","ModFollowing","Act/360","9K54","12M","ModFol+EoM","30E/360","9O54","2009-07-08","2017-07-10","2017-07-10",null,3.2815662546468741E-2,0]
[null,33,"Swap","2D","0D","0D","9Y","3M","ModFollowing","Act/360","9K55","12M","ModFol+EoM","30E/360","9O55","2009-07-08","2018-07-09","2018-07-09",null,3.4095933481360134E-2,0]
[null,34,"Swap","2D","0D","0D","10Y","3M","ModFollowing","Act/360","9K56","12M","ModFol+EoM","30E/360","9O56","2009-07-08","2019-07-08","2019-07-08",null,3.5206205860737895E-2,0]
[null,35,"Swap","2D","0D","0D","12Y","3M","ModFollowing","Act/360","9K57","12M","ModFol+EoM","30E/360","9O57","2009-07-08","2021-07-08","2021-07-08",null,3.7136713764565399E-2,0]
[null,36,"Swap","2D","0D","0D","15Y","3M","ModFollowing","Act/360","9K58","12M","ModFol+EoM","30E/360","9O58","2009-07-08","2024-07-08","2024-07-08",null,3.9226908501806858E-2,0]
[null,37,"Swap","2D","0D","0D","20Y","3M","ModFollowing","Act/360","9K59","12M","ModFol+EoM","30E/360","9O59","2009-07-08","2029-07-09","2029-07-09",null,4.0727396287307413E-2,0]
[null,38,"Swap","2D","0D","0D","25Y","3M","ModFollowing","Act/360","9K60","12M","ModFol+EoM","30E/360","9O60","2009-07-08","2034-07-10","2034-07-10",null,4.0507906636193809E-2,0]
[null,39,"Swap","2D","0D","0D","30Y","3M","ModFollowing","Act/360","9K61","12M","ModFol+EoM","30E/360","9O61","2009-07-08","2039-07-08","2039-07-08",null,3.9958053360670862E-2,0]

{"sheet":"EUR.1M.Basis","index":9,"n_rows":38,"n_cols":28,"rows_kept":38,"cut":false,"hidden":false,"merged":[[6,23,6,27],[6,8,6,11],[6,12,6,15],[1,7,1,8],[1,11,1,12],[2,7,2,8],[2,11,2,12],[3,7,3,8],[3,11,3,12],[4,7,4,8]]}
[null,null,null,null,null,null,null,null,null,null,null,null,null,"1M","3M"]
[null,null,"DF cell starts at:",{"$f":"GetCellAddress(U9)","v":"U9"},null,null,null,"trade date",null,{"$f":"EUR.OIS!$J$2","v":"2009-07-06"},null,"interp. mode",null,"LinearLogDisc"]
[null,null,"PV cell starts at:",{"$f":"GetCellAddress(V9)","v":"V9"},null,null,null,"holiday list",null,{"$f":"Holidays!E4","v":"16E4"},null,"proj. curve",null,{"$f":"CreateCurve(T$9:T$38, U$9:U$38, N$2)","v":"10N3"},{"$f":"EUR.3M!N3","v":"5N3"}]
[null,null,"# of products:",{"$f":"MAX(B:B)","v":29},null,null,null,"stub period",null,"Rear",null,"disc.  curve",null,{"$f":"EUR.OIS!$N$4","v":"3N4"},{"$f":"EUR.OIS!$N$4","v":"3N4"}]
[null,null,"current calib.",0,null,null,null,"fixing schedule",null,1]
[]
[null,null,"Product",null,"Spot","Pay","Forward",null,"Receiving Leg1: Floating",null,null,null,"Paying Leg2",null,null,null,"Market","Effective Date","Maturity Date","Last Payment","Discount","Present",null,"Comparison to outputs in Bloomberg Terminal"]
[null,"No.","Ticker","Type","Lag","Lag","Start","Tenor","Period","Date Rolling","Day Count","Leg ID","Period","Date Rolling","Day Count","Leg ID","Rate","Start of Accrual","End of Accrual","Date","Factor","Value",null,"Derived",null,"Date","Reference","diff.(bps)"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"R10","v":"2009-07-08"},{"$f":"R10","v":"2009-07-08"},1,null,null,"D. Factor",null,{"$f":"S9","v":"2009-07-08"},"D. Factor"]
[null,{"$f":"B9+1","v":1},"EUR001M Index","Swap","2D","0D","0D","1M","1M","ModFol+EoM","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D10:$H10, I10:K10)","v":"10L10"},"12M","ModFol+EoM","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D10:$H10, M10:O10)","v":"10P10"},{"$f":"EUR.1M!Q10","v":6.8400000000000006E-3},{"$f":"GetEffectiveDate($L10)","v":"2009-07-08"},{"$f":"GetMaturityDate($L10)","v":"2009-08-10"},{"$f":"GetLastPaymentDate($L10)","v":"2009-08-10"},0.99937339288266258,{"$f":"IF(OR($D$5=0,$D$5=B10), GetLegPV(L10,$N$3,$N$4,0) - GetLegPV(P10,Q10,$N$4,0))","v":-6.6895274042355624E-17},null,{"$f":"GetCurveDiscountFactor($N$3,Z10)","v":0.99937339288266258},{"$f":"S10=Z10","v":true},"2009-08-10",0.99936999999999998,{"$f":"(X10-AA10)*10000","v":3.392882662600627E-2}]
[null,2,"EUSWBV1 CMPN Curncy","Swap","2D","0D","0D","2M","1M","ModFol+EoM","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D11:$H11, I11:K11)","v":"10L11"},"12M","ModFol+EoM","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D11:$H11, M11:O11)","v":"10P11"},{"$f":"EUR.1M!Q11","v":6.6500000000000005E-3},{"$f":"GetEffectiveDate($L11)","v":"2009-07-08"},{"$f":"GetMaturityDate($L11)","v":"2009-09-08"},{"$f":"GetLastPaymentDate($L11)","v":"2009-09-08"},0.99885599091799238,-1.1709383462843448E-16,null,{"$f":"GetCurveDiscountFactor($N$3,Z11)","v":0.99885599091799238},true,"2009-09-08",0.99885999999999997,{"$f":"(X11-AA11)*10000","v":-4.0090820075944222E-2}]
[null,3,"EUSWCV1 CMPN Curncy","Swap","2D","0D","0D","3M","1M","ModFol+EoM","Act/360","10L12","12M","ModFol+EoM","Act/360","10P12",{"$f":"EUR.1M!Q12","v":6.7200000000000003E-3},"2009-07-08","2009-10-08","2009-10-08",0.99828548794454142,6.2233204700667955E-17,null,0.99828548794454142,true,"2009-10-08",0.99829000000000001,-4.512055458594233E-2]
[null,4,"EUSWDV1 CMPN Curncy","Swap","2D","0D","0D","4M","1M","ModFol+EoM","Act/360","10L13","12M","ModFol+EoM","Act/360","10P13",{"$f":"EUR.1M!Q13","v":6.7700000000000008E-3},"2009-07-08","2009-11-09","2009-11-09",0.99767330933165377,-7.32920668600201E-17,null,0.99767330933165377,true,"2009-11-09",0.99766999999999995,3.3093316538224116E-2]
[null,5,"EUSWEV1 CMPN Curncy","Swap","2D","0D","0D","5M","1M","ModFol+EoM","Act/360","10L14","12M","ModFol+EoM","Act/360","10P14",{"$f":"EUR.1M!Q14","v":6.9399999999999991E-3},"2009-07-08","2009-12-08","2009-12-08",0.99705870444557632,-8.7603535536828758E-17,null,0.99705870444557632,true,"2009-12-08",0.99705999999999995,-1.2955544236303851E-2]
[null,6,"EUSWFV1 CMPN Curncy","Swap","2D","0D","0D","6M","1M","ModFol+EoM","Act/360","10L15","12M","ModFol+EoM","Act/360","10P15",{"$f":"EUR.1M!Q15","v":7.28E-3},"2009-07-08","2010-01-08","2010-01-08",0.99629175629932254,-1.7347234759768071E-17,null,0.99629175629932254,true,"2010-01-08",0.99629000000000001,1.75629932253063E-2]
[null,7,"EUSWGV1 CMPN Curncy","Swap","2D","0D","0D","7M","1M","ModFol+EoM","Act/360","10L16","12M","ModFol+EoM","Act/360","10P16",{"$f":"EUR.1M!Q16","v":7.7200000000000003E-3},"2009-07-08","2010-02-08","2010-02-08",0.99540841901585331,-1.0061396160665481E-16,null,0.99540841901585331,true,"2010-02-08",0.99541000000000002,-1.5809841467095964E-2]
[null,8,"EUSWHV1 CMPN Curncy","Swap","2D","0D","0D","8M","1M","ModFol+EoM","Act/360","10L17","12M","ModFol+EoM","Act/360","10P17",{"$f":"EUR.1M!Q17","v":7.4599999999999996E-3},"2009-07-08","2010-03-08","2010-03-08",0.99498820857390213,4.3368086899420177E-18,null,0.99498820857390213,true,"2010-03-08",0.99499000000000004,-1.7914260979079444E-2]
[null,9,"EUSWIV1 CMPN Curncy","Swap","2D","0D","0D","9M","1M","ModFol+EoM","Act/360","10L18","12M","ModFol+EoM","Act/360","10P18",{"$f":"EUR.1M!Q18","v":7.6899999999999998E-3},"2009-07-08","2010-04-08","2010-04-08",0.99417914615361369,-7.8062556418956319E-17,null,0.99417914615361369,true,"2010-04-08",0.99417999999999995,-8.5384638626173626E-3]
[null,10,"EUSWJV1 CMPN Curncy","Swap","2D","0D","0D","10M","1M","ModFol+EoM","Act/360","10L19","12M","ModFol+EoM","Act/360","10P19",{"$f":"EUR.1M!Q19","v":7.8799999999999999E-3},"2009-07-08","2010-05-10","2010-05-10",0.99334410810551743,2.2551405187698492E-17,null,0.99334410810551743,true,"2010-05-10",0.99334,4.1081055174307934E-2]
[null,11,"EUSWKV1 CMPN Curncy","Swap","2D","0D","0D","11M","1M","ModFol+EoM","Act/360","10L20","12M","ModFol+EoM","Act/360","10P20",{"$f":"EUR.1M!Q20","v":8.0200000000000011E-3},"2009-07-08","2010-06-08","2010-06-08",0.99258931336244804,-4.4235448637408581E-17,null,0.99258931336244804,true,"2010-06-08",0.99258999999999997,-6.8663755192766018E-3]
[null,12,"EUSW1V1 CMPN Curncy","Swap","2D","0D","0D","12M","1M","ModFol+EoM","Act/360","10L21","12M","ModFol+EoM","30E/360","10P21",{"$f":"EUR.1M!Q21","v":8.3499999999999998E-3},"2009-07-08","2010-07-08","2010-07-08",0.9917164614819155,-8.6736173798840355E-18,null,0.9917164614819155,true,"2010-07-08",0.99172000000000005,-3.5385180845448616E-2]
[null,13,"EUSW1CV1 CMPN Curncy","Swap","2D","0D","0D","15M","1M","ModFol+EoM","Act/360","10L22","12M","ModFol+EoM","30E/360","10P22",{"$f":"EUR.1M!Q22","v":9.3100000000000006E-3},"2009-07-08","2010-10-08","2010-10-08",0.98846379804676499,2.6020852139652106E-17,null,0.98846379804676499,true,"2010-10-08",0.98846000000000001,3.7980467649800786E-2]
[null,14,"EUSW1FV1 CMPN Curncy","Swap","2D","0D","0D","18M","1M","ModFol+EoM","Act/360","10L23","12M","ModFol+EoM","30E/360","10P23",{"$f":"EUR.1M!Q23","v":1.0629999999999999E-2},"2009-07-08","2011-01-10","2011-01-10",0.98416424481504261,7.2858385991025898E-17,null,0.98416424481504261,true,"2011-01-10",0.98416000000000003,4.2448150425755671E-2]
[null,15,"EUSW1IV1 CMPN Curncy","Swap","2D","0D","0D","21M","1M","ModFol+EoM","Act/360","10L24","12M","ModFol+EoM","30E/360","10P24",{"$f":"EUR.1M!Q24","v":1.1859999999999999E-2},"2009-07-08","2011-04-08","2011-04-08",0.97952151542163368,2.7755575615628914E-17,null,0.97952151542163368,true,"2011-04-08",0.97951999999999995,1.5154216337354143E-2]
[null,16,"EUSW2V1 CMPN Curncy","Swap","2D","0D","0D","2Y","1M","ModFol+EoM","Act/360","10L25","12M","ModFol+EoM","30E/360","10P25",{"$f":"EUR.1M!Q25","v":1.3380000000000001E-2},"2009-07-08","2011-07-08","2011-07-08",0.97369044798274473,7.6327832942979512E-17,null,0.97369044798274473,true,"2011-07-08",0.97369000000000006,4.4798274467794386E-3]
[null,17,"Basis Swap","Swap","2D","0D","0D","3Y","1M","ModFol+EoM","Act/360","10L26","3M","ModFol+EoM","Act/360","10P26",{"$f":"EUR.Basis!T18","v":1.4947147816317284E-3},"2009-07-08","2012-07-09","2012-07-09",0.94572529224903701,{"$f":"IF(OR($D$5=0,$D$5=B26), GetLegPV(L26,$N$3,$N$4,Q26) - GetLegPV(P26,$O$3,$O$4,0))","v":4.163336342344337E-17},null,0.94572529224903701,true,"2012-07-09",0.94572999999999996,-4.7077509629511738E-2]
[null,18,"Basis Swap","Swap","2D","0D","0D","4Y","1M","ModFol+EoM","Act/360","10L27","3M","ModFol+EoM","Act/360","10P27",{"$f":"EUR.Basis!T19","v":1.211841127922237E-3},"2009-07-08","2013-07-08","2013-07-08",0.91290891596620116,6.9388939039072284E-17,null,0.91290891596620116,true,"2013-07-08",0.91291,-1.0840337988371473E-2]
[null,19,"Basis Swap","Swap","2D","0D","0D","5Y","1M","ModFol+EoM","Act/360","10L28","3M","ModFol+EoM","Act/360","10P28",{"$f":"EUR.Basis!T20","v":1.007197922357883E-3},"2009-07-08","2014-07-08","2014-07-08",0.87797835346415121,0,null,0.87797835346415121,true,"2014-07-08",0.87797999999999998,-1.646535848776054E-2]
[null,20,"Basis Swap","Swap","2D","0D","0D","6Y","1M","ModFol+EoM","Act/360","10L29","3M","ModFol+EoM","Act/360","10P29",{"$f":"EUR.Basis!T21","v":8.8062267583214216E-4},"2009-07-08","2015-07-08","2015-07-08",0.84217437983635501,-1.1102230246251565E-16,null,0.84217437983635501,true,"2015-07-08",0.84216999999999997,4.3798363550395791E-2]
[null,21,"Basis Swap","Swap","2D","0D","0D","7Y","1M","ModFol+EoM","Act/360","10L30","3M","ModFol+EoM","Act/360","10P30",{"$f":"EUR.Basis!T22","v":7.5388716842364272E-4},"2009-07-08","2016-07-08","2016-07-08",0.80635531451951459,-1.3877787807814457E-16,null,0.80635531451951459,true,"2016-07-08",0.80635999999999997,-4.6854804853779797E-2]
[null,22,"Basis Swap","Swap","2D","0D","0D","8Y","1M","ModFol+EoM","Act/360","10L31","3M","ModFol+EoM","Act/360","10P31",{"$f":"EUR.Basis!T23","v":6.76112041337246E-4},"2009-07-08","2017-07-10","2017-07-10",0.77126759605026374,-5.5511151231257827E-17,null,0.77126759605026374,true,"2017-07-10",0.77127000000000001,-2.4039497362737805E-2]
[null,23,"Basis Swap","Swap","2D","0D","0D","9Y","1M","ModFol+EoM","Act/360","10L32","3M","ModFol+EoM","Act/360","10P32",{"$f":"EUR.Basis!T24","v":6.1774970560454388E-4},"2009-07-08","2018-07-09","2018-07-09",0.73717155402635293,2.2204460492503131E-16,null,0.73717155402635293,true,"2018-07-09",0.73716999999999999,1.5540263529345566E-2]
[null,24,"Basis Swap","Swap","2D","0D","0D","10Y","1M","ModFol+EoM","Act/360","10L33","3M","ModFol+EoM","Act/360","10P33",{"$f":"EUR.Basis!T25","v":5.5948090996865262E-4},"2009-07-08","2019-07-08","2019-07-08",0.70372765593410191,-5.5511151231257827E-17,null,0.70372765593410191,true,"2019-07-08",0.70372999999999997,-2.34406589805225E-2]
[null,25,"Basis Swap","Swap","2D","0D","0D","12Y","1M","ModFol+EoM","Act/360","10L34","3M","ModFol+EoM","Act/360","10P34",{"$f":"EUR.Basis!T26","v":4.527193587970386E-4},"2009-07-08","2021-07-08","2021-07-08",0.63841444011603354,1.6653345369377348E-16,null,0.63841444011603354,true,"2021-07-08",0.63841000000000003,4.4401160335105772E-2]
[null,26,"Basis Swap","Swap","2D","0D","0D","15Y","1M","ModFol+EoM","Act/360","10L35","3M","ModFol+EoM","Act/360","10P35",{"$f":"EUR.Basis!T27","v":3.8463536419297518E-4},"2009-07-08","2024-07-08","2024-07-08",0.54992469196078853,5.5511151231257827E-17,null,0.54992469196078853,true,"2024-07-08",0.54993000000000003,-5.3080392115045782E-2]
[null,27,"Basis Swap","Swap","2D","0D","0D","20Y","1M","ModFol+EoM","Act/360","10L36","3M","ModFol+EoM","Act/360","10P36",{"$f":"EUR.Basis!T28","v":3.0738391084444213E-4},"2009-07-08","2029-07-09","2029-07-09",0.43501876809442308,-2.2204460492503131E-16,null,0.43501876809442308,true,"2029-07-09",0.43502000000000002,-1.2319055769371978E-2]
[null,28,"Basis Swap","Swap","2D","0D","0D","25Y","1M","ModFol+EoM","Act/360","10L37","3M","ModFol+EoM","Act/360","10P37",{"$f":"EUR.Basis!T29","v":2.4979845880610262E-4},"2009-07-08","2034-07-10","2034-07-10",0.3589702951191025,2.2204460492503131E-16,null,0.35897029511910256,true,"2034-07-10",0.35897000000000001,2.9511910254464979E-3]
[null,29,"Basis Swap","Swap","2D","0D","0D","30Y","1M","ModFol+EoM","Act/360","10L38","3M","ModFol+EoM","Act/360","10P38",{"$f":"EUR.Basis!T30","v":2.2094182762953001E-4},"2009-07-08","2039-07-08","2039-07-08",0.30259833558980082,-1.1102230246251565E-16,null,0.30259833558980082,true,"2039-07-08",0.30259999999999998,-1.6644101991647453E-2]

{"sheet":"USD.OIS","index":10,"n_rows":35,"n_cols":28,"rows_kept":35,"cut":false,"hidden":false,"merged":[[6,12,6,15],[6,23,6,27],[4,7,4,8],[6,8,6,11],[1,7,1,8],[1,11,1,12],[2,7,2,8],[2,11,2,12],[3,7,3,8],[3,11,3,12]]}
[]
[null,null,"DF cell starts at:",{"$f":"GetCellAddress(U9)","v":"U9"},null,null,null,"trade date",null,"2009-07-06",null,"interp. mode",null,"LinearLogDisc"]
[null,null,"PV cell starts at:",{"$f":"GetCellAddress(V9)","v":"V9"},null,null,null,"holiday list",null,{"$f":"Holidays!E3","v":"16E3"},null,"proj. curve",null,{"$f":"CreateCurve(S$9:S$35, U$9:U$35, N$2)","v":"11N3"}]
[null,null,"# of products:",{"$f":"MAX(B:B)","v":26},null,null,null,"stub period",null,"Rear",null,"disc.  curve",null,{"$f":"CreateCurve(T$9:T$35, U$9:U$35, N$2)","v":"11N4"}]
[null,null,"current calib.",0,null,null,null,"fixing schedule",null,1]
[]
[null,null,"Product",null,"Spot","Pay","Forward",null,"Receiving Leg1: Floating",null,null,null,"Paying Leg2: Fixed",null,null,null,"Market","Effective Date","Maturity Date","Last Payment","Discount","Present",null,"Comparison to outputs in Bloomberg Terminal"]
[null,"No.","Ticker","Type","Lag","Lag","Start","Tenor","Period","Date Rolling","Day Count","Leg ID","Period","Date Rolling","Day Count","Leg ID","Rate","Start of Accrual","End of Accrual","Date","Factor","Value",null,"Derived",null,"Date","Reference","diff.(bps)"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"R10","v":"2009-07-08"},{"$f":"R10","v":"2009-07-08"},1,null,null,"D. Factor",null,{"$f":"T9","v":"2009-07-08"},"D. Factor"]
[null,{"$f":"B9+1","v":1},"FEDL01 Index","Cash","2D","0D","0D","1D","12M","ModFol+EoM","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D10:$H10, I10:K10)","v":"11L10"},"12M","ModFol+EoM","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D10:$H10, M10:O10)","v":"11P10"},1.8E-3,{"$f":"GetEffectiveDate($L10)","v":"2009-07-08"},{"$f":"GetMaturityDate($L10)","v":"2009-07-09"},{"$f":"GetLastPaymentDate($L10)","v":"2009-07-09"},0.99999500002499986,{"$f":"IF(OR($D$5=0,$D$5=B10), GetLegPV(L10,$N$3,$N$4,0) - GetLegPV(P10,Q10,$N$4,0))","v":3.2755611103271048E-17},null,{"$f":"GetCurveDiscountFactor($N$4,Z10)","v":0.99999500002499986},{"$f":"T10=Z10","v":true},"2009-07-09",0.99999499999999997,{"$f":"(X10-AA10)*10000","v":2.4999891046206812E-7}]
[null,2,"USSO1Z BGN Curncy","Cash","2D","2D","0D","1W","12M","ModFol+EoM","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D11:$H11, I11:K11)","v":"11L11"},"12M","ModFol+EoM","Act/360",{"$f":"CreateLeg($J$2:$J$5, $D11:$H11, M11:O11)","v":"11P11"},1.8599999999999999E-3,{"$f":"GetEffectiveDate($L11)","v":"2009-07-08"},{"$f":"GetMaturityDate($L11)","v":"2009-07-15"},{"$f":"GetLastPaymentDate($L11)","v":"2009-07-17"},0.99996383464131389,-5.1723219891136596E-17,null,{"$f":"GetCurveDiscountFactor($N$4,Z11)","v":0.99996383464131389},{"$f":"T11=Z11","v":true},"2009-07-17",0.99996399999999996,{"$f":"(X11-AA11)*10000","v":-1.653586860772549E-3}]
[null,3,"USSO2Z BGN Curncy","Cash","2D","2D","0D","2W","12M","ModFol+EoM","Act/360","11L12","12M","ModFol+EoM","Act/360","11P12",1.8599999999999999E-3,"2009-07-08","2009-07-22","2009-07-24",0.99992767189839937,-1.0343288725511712E-16,null,0.99992767189839937,true,"2009-07-24",0.99992800000000004,-3.2810160066620853E-3]
[null,4,"USSO3Z BGN Curncy","Cash","2D","2D","0D","3W","12M","ModFol+EoM","Act/360","11L13","12M","ModFol+EoM","Act/360","11P13",1.8599999999999999E-3,"2009-07-08","2009-07-29","2009-07-31",0.9998915117709728,6.6868168988043486E-17,null,0.9998915117709728,true,"2009-07-31",0.999892,-4.8822902720679906E-3]
[null,5,"USSOA BGN Curncy","Swap","2D","2D","0D","1M","12M","ModFol+EoM","Act/360","11L14","12M","ModFol+EoM","Act/360","11P14",1.8799999999999999E-3,"2009-07-08","2009-08-10","2009-08-12",0.9998276963603272,1.0757996056487418E-16,null,0.9998276963603272,true,"2009-08-12",0.99982800000000005,-3.0363967284952054E-3]
[null,6,"USSOB BGN Curncy","Swap","2D","2D","0D","2M","12M","ModFol+EoM","Act/360","11L15","12M","ModFol+EoM","Act/360","11P15",1.9599999999999999E-3,"2009-07-08","2009-09-08","2009-09-10",0.99966255834974804,3.5344990823027445E-17,null,0.99966255834974804,true,"2009-09-10",0.99966299999999997,-4.4165025192555163E-3]
[null,7,"USSOC BGN Curncy","Swap","2D","2D","0D","3M","12M","ModFol+EoM","Act/360","11L16","12M","ModFol+EoM","Act/360","11P16",2.0300000000000001E-3,"2009-07-08","2009-10-08","2009-10-13",0.9994814912130584,-2.0816681711721685E-17,null,0.9994814912130584,true,"2009-10-13",0.99948099999999995,4.9121305845112317E-3]
[null,8,"USSOD BGN Curncy","Swap","2D","2D","0D","4M","12M","ModFol+EoM","Act/360","11L17","12M","ModFol+EoM","Act/360","11P17",2.15E-3,"2009-07-08","2009-11-09","2009-11-12",0.99925999246113861,-3.3393426912553537E-17,null,0.99925999246113861,true,"2009-11-12",0.99926000000000004,-7.5388614240168295E-5]
[null,9,"USSOE BGN Curncy","Swap","2D","2D","0D","5M","12M","ModFol+EoM","Act/360","11L18","12M","ModFol+EoM","Act/360","11P18",2.3E-3,"2009-07-08","2009-12-08","2009-12-10",0.99902345457315467,7.5568891422239659E-17,null,0.99902345457315467,true,"2009-12-10",0.99902299999999999,4.5457315467345438E-3]
[null,10,"USSOF BGN Curncy","Swap","2D","2D","0D","6M","12M","ModFol+EoM","Act/360","11L19","12M","ModFol+EoM","Act/360","11P19",2.3999999999999998E-3,"2009-07-08","2010-01-08","2010-01-12",0.99877483620092677,4.2717565595928875E-17,null,0.99877483620092677,true,"2010-01-12",0.99877499999999997,-1.6379907319397091E-3]
[null,11,"USSOI BGN Curncy","Swap","2D","2D","0D","9M","12M","ModFol+EoM","Act/360","11L20","12M","ModFol+EoM","Act/360","11P20",3.075E-3,"2009-07-08","2010-04-08","2010-04-12",0.99766504809369061,6.7220534694101275E-17,null,0.99766504809369061,true,"2010-04-12",0.99766500000000002,4.8093690585560012E-4]
[null,12,"USSO1 BGN Curncy","Swap","2D","2D","0D","12M","12M","ModFol+EoM","Act/360","11L21","12M","ModFol+EoM","Act/360","11P21",4.1799999999999997E-3,"2009-07-08","2010-07-08","2010-07-12",0.99577982976037394,-1.0148132334464322E-16,null,0.99577982976037394,true,"2010-07-12",0.99578,-1.7023962606277365E-3]
[null,13,"USSO1F BGN Curncy","Swap","2D","2D","0D","18M","12M","ModFol+EoM","Act/360","11L22","12M","ModFol+EoM","Act/360","11P22",6.8250000000000003E-3,"2009-07-08","2011-01-10","2011-01-12",0.98961976433819188,-9.7144514654701197E-17,null,0.98961976433819188,true,"2011-01-12",0.98962000000000006,-2.356618081789108E-3]
[null,14,"USSO2 BGN Curncy","Swap","2D","2D","0D","2Y","12M","ModFol+EoM","Act/360","11L23","12M","ModFol+EoM","Act/360","11P23",1.0045E-2,"2009-07-08","2011-07-08","2011-07-12",0.97987887646672567,5.2041704279304213E-17,null,0.97987887646672567,true,"2011-07-12",0.97987900000000006,-1.2353327438763273E-3]
[null,15,"USSO3 BGN Curncy","Swap","2D","2D","0D","3Y","12M","ModFol+EoM","Act/360","11L24","12M","ModFol+EoM","Act/360","11P24",1.583E-2,"2009-07-08","2012-07-09","2012-07-11",0.95291302702068181,-6.2450045135165055E-17,null,0.95291302702068181,true,"2012-07-11",0.95291300000000001,2.7020681803158197E-4]
[null,16,"USSO4 BGN Curncy","Swap","2D","2D","0D","4Y","12M","ModFol+EoM","Act/360","11L25","12M","ModFol+EoM","Act/360","11P25",2.1509999999999998E-2,"2009-07-08","2013-07-08","2013-07-10",0.9160935201363577,-5.5511151231257827E-17,null,0.9160935201363577,true,"2013-07-10",0.91609399999999996,-4.7986364226648703E-3]
[null,17,"USSO5 BGN Curncy","Swap","2D","2D","0D","5Y","12M","ModFol+EoM","Act/360","11L26","12M","ModFol+EoM","Act/360","11P26",2.5520000000000001E-2,"2009-07-08","2014-07-08","2014-07-10",0.87774022087257841,-5.5511151231257827E-17,null,0.87774022087257841,true,"2014-07-10",0.87773999999999996,2.2087257844916053E-3]
[null,18,"USSWAP7 BGN Curncy","Swap","2D","2D","0D","7Y","12M","ModFol+EoM","Act/360","11L27","12M","ModFol+EoM","Act/360","11P27",3.0741399999999999E-2,"2009-07-08","2016-07-08","2016-07-12",0.80153179067674141,-8.3266726846886741E-17,null,0.80153179067674141,true,"2016-07-12",0.80152999999999996,1.7906767414421765E-2]
[null,19,"USSWAP10 BGN Curncy","Swap","2D","2D","0D","10Y","12M","ModFol+EoM","Act/360","11L28","12M","ModFol+EoM","Act/360","11P28",3.5033799999999997E-2,"2009-07-08","2019-07-08","2019-07-10",0.69602267933259743,5.5511151231257827E-17,null,0.69602267933259743,true,"2019-07-10",0.69601999999999997,2.6793325974550086E-2]
[null,20,"USSWAP12 BGN Curncy","Swap","2D","2D","0D","12Y","12M","ModFol+EoM","Act/360","11L29","12M","ModFol+EoM","Act/360","11P29",3.6696100000000002E-2,"2009-07-08","2021-07-08","2021-07-12",0.63327115985299687,5.5511151231257827E-17,null,0.63327115985299687,true,"2021-07-12",0.63326700000000002,4.159852996843405E-2]
[null,21,"USSWAP15 BGN Curncy","Swap","2D","2D","0D","15Y","12M","ModFol+EoM","Act/360","11L30","12M","ModFol+EoM","Act/360","11P30",3.8383099999999996E-2,"2009-07-08","2024-07-08","2024-07-10",0.54907326245851096,5.5511151231257827E-17,null,0.54907326245851096,true,"2024-07-10",0.54907099999999998,2.2624585109820572E-2]
[null,22,"USSWAP20 BGN Curncy","Swap","2D","2D","0D","20Y","12M","ModFol+EoM","Act/360","11L31","12M","ModFol+EoM","Act/360","11P31",3.9362800000000003E-2,"2009-07-08","2029-07-09","2029-07-11",0.44118474159362903,-1.1102230246251565E-16,null,0.44118474159362903,true,"2029-07-11",0.44118400000000002,7.4159362900561021E-3]
[null,23,"USSWAP25 BGN Curncy","Swap","2D","2D","0D","25Y","12M","ModFol+EoM","Act/360","11L32","12M","ModFol+EoM","Act/360","11P32",3.9923300000000002E-2,"2009-07-08","2034-07-10","2034-07-12",0.35466183210158453,0,null,0.35466183210158447,true,"2034-07-12",0.354661,8.3210158446922478E-3]
[null,24,"USSWAP30 BGN Curncy","Swap","2D","2D","0D","30Y","12M","ModFol+EoM","Act/360","11L33","12M","ModFol+EoM","Act/360","11P33",4.0233800000000007E-2,"2009-07-08","2039-07-08","2039-07-12",0.28598537706221899,0,null,0.28598537706221899,true,"2039-07-12",0.28598600000000002,-6.2293778102517905E-3]
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[null,null,"PV cell starts at:",{"$f":"GetCellAddress(V9)","v":"V9"},null,null,null,"holiday list",null,{"$f":"Holidays!E3","v":"16E3"},null,"proj. curve",null,{"$f":"CreateCurve(T$9:T$41, U$9:U$41, N$2)","v":"12N3"}]
[null,null,"# of products:",{"$f":"MAX(B:B)","v":32},null,null,null,"stub period",null,"Rear",null,"disc.  curve",null,{"$f":"USD.OIS!N4","v":"11N4"}]
[null,null,"current calib.",0,null,null,null,"fixing schedule",null,1]
[]
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[null,26,"USSWAP12 BGN Curncy","Swap","2D","0D","0D","12Y","3M","ModFol+EoM","Act/360","12L35","6M","ModFol+EoM","30U/360","12P35",3.8650000000000004E-2,"2009-07-08","2021-07-08","2021-07-08",0.62087383458455714,0,null,0.62087383458455714,true,"2021-07-08",0.62087199999999998,1.8345845571587915E-2]
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[null,32,"USSWAP50 BGN Curncy","Swap","2D","0D","0D","50Y","3M","ModFol+EoM","Act/360","12L41","6M","ModFol+EoM","30U/360","12P41",4.1680000000000002E-2,"2009-07-08","2059-07-08","2059-07-08",0.12301163709102138,3.3306690738754696E-16,null,0.12301163709102138,true,"2059-07-08",0.123011,6.3709102138265195E-3]

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[]
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[null,null,"PV cell starts at:",{"$f":"GetCellAddress(V9)","v":"V9"},null,null,null,"holiday list",null,{"$f":"Holidays!E2","v":"16E2"},null,"proj. curve",null,{"$f":"N4","v":"13N4"}]
[null,null,"# of products:",{"$f":"MAX(B:B)","v":30},null,null,null,"stub period",null,"Rear",null,"disc.  curve",null,{"$f":"CreateCurve(T$9:T$39, U$9:U$39, N$2)","v":"13N4"}]
[null,null,"current calib.",0,null,null,null,"fixing schedule",null,1]
[]
[null,null,"Product",null,"Spot","Pay","Forward",null,"Receiving Leg1: Floating",null,null,null,"Paying Leg2: Fixed",null,null,null,"Market","Effective Date","Maturity Date","Last Payment","Discount","Present",null,"Comparison to outputs in Bloomberg Terminal"]
[null,"No.","Ticker","Type","Lag","Lag","Start","Tenor","Period","Date Rolling","Day Count","Leg ID","Period","Date Rolling","Day Count","Leg ID","Rate","Start of Accrual","End of Accrual","Date","Factor","Value",null,"Derived",null,"Date","Reference","diff.(bps)"]
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[null,16,"BPSWS1F BGN Curncy","Swap","0D","0D","0D","18M","12M","ModFol+EoM","Act/365F","13L25","12M","ModFol+EoM","Act/365F","13P25",1.0335E-2,"2009-07-06","2011-01-06","2011-01-06",0.98460331345988084,8.5001450322863548E-17,null,0.98460331345988084,true,"2011-01-06",0.98460300000000001,3.1345988082964737E-3]
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[null,22,"BPSWS7 BGN Curncy","Swap","0D","0D","0D","7Y","12M","ModFol+EoM","Act/365F","13L31","12M","ModFol+EoM","Act/365F","13P31",3.4424999999999997E-2,"2009-07-06","2016-07-06","2016-07-06",0.78440523722421007,-8.3266726846886741E-17,null,0.78440523722421007,true,"2016-07-06",0.78440500000000002,2.3722421005345495E-3]
[null,23,"BPSWS8 BGN Curncy","Swap","0D","0D","0D","8Y","12M","ModFol+EoM","Act/365F","13L32","12M","ModFol+EoM","Act/365F","13P32",3.5674999999999998E-2,"2009-07-06","2017-07-06","2017-07-06",0.74982674532596305,0,null,0.74982674532596305,true,"2017-07-06",0.74982700000000002,-2.5467403697021496E-3]
[null,24,"BPSWS9 BGN Curncy","Swap","0D","0D","0D","9Y","12M","ModFol+EoM","Act/365F","13L33","12M","ModFol+EoM","Act/365F","13P33",3.6624999999999998E-2,"2009-07-06","2018-07-06","2018-07-06",0.71690805124443113,0,null,0.71690805124443113,true,"2018-07-06",0.71690799999999999,5.1244431142905E-4]
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[]
[null,null,"DF cell starts at:",{"$f":"GetCellAddress(U9)","v":"U9"},null,null,null,"trade date",null,"2009-07-06",null,"interp. mode",null,"LinearLogDisc"]
[null,null,"PV cell starts at:",{"$f":"GetCellAddress(V9)","v":"V9"},null,null,null,"holiday list",null,{"$f":"Holidays!E2","v":"16E2"},null,"proj. curve",null,{"$f":"CreateCurve(T$9:T$33, U$9:U$33, N$2)","v":"14N3"}]
[null,null,"# of products:",{"$f":"MAX(B:B)","v":24},null,null,null,"stub period",null,"Rear",null,"disc.  curve",null,{"$f":"GBPOIS!N4","v":"13N4"}]
[null,null,"current calib.",0,null,null,null,"fixing schedule",null,1]
[]
[null,null,"Product",null,"Spot","Pay","Forward",null,"Receiving Leg1: Floating",null,null,null,"Paying Leg2: Fixed",null,null,null,"Market","Effective Date","Maturity Date","Last Payment","Discount","Present",null,"Comparison to outputs in Bloomberg Terminal"]
[null,"No.","Ticker","Type","Lag","Lag","Start","Tenor","Period","Date Rolling","Day Count","Leg ID","Period","Date Rolling","Day Count","Leg ID","Rate","Start of Accrual","End of Accrual","Date","Factor","Value",null,"Derived",null,"Date","Reference","diff.(bps)"]
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[null,3,"L Q09 Comdty","FRA","0D","0D","2serial","3M","3M","Following","Act/365F","14L12","3M","Following","Act/365F","14P12",9.3999999999999986E-3,"2009-08-19","2009-11-19","2009-11-19",0.99628765255736329,-1.214306433183765E-17,null,0.99631971470148706,false,"2009-11-18",0.996313,6.7147014870538868E-2]
[null,4,"L U09 Comdty","FRA","0D","0D","1imm","3M","3M","Following","Act/365F","14L13","3M","Following","Act/365F","14P13",1.0189999999999999E-2,"2009-09-16","2009-12-16","2009-12-16",0.99526038982460641,-2.5587171270657905E-17,null,0.99526038982460641,true,"2009-12-16",0.99526000000000003,3.8982460637271288E-3]
[null,5,"L Z09 Comdty","FRA","0D","0D","2imm","3M","3M","Following","Act/365F","14L14","3M","Following","Act/365F","14P14",1.188E-2,"2009-12-16","2010-03-16","2010-03-16",0.99235347384041406,1.0364972768961422E-16,null,0.99231450345876782,false,"2010-03-17",0.99232100000000001,-6.4965412321926763E-2]
[null,6,"L H10 Comdty","FRA","0D","0D","3imm","3M","3M","Following","Act/365F","14L15","3M","Following","Act/365F","14P15",1.436E-2,"2010-03-17","2010-06-17","2010-06-17",0.98873576757586423,-6.6353172956112871E-17,null,0.98877459741265028,false,"2010-06-16",0.98878100000000002,-6.4025873497408625E-2]
[null,7,"L M10 Comdty","FRA","0D","0D","4imm","3M","3M","Following","Act/365F","14L16","3M","Following","Act/365F","14P16",1.8630000000000001E-2,"2010-06-16","2010-09-16","2010-09-16",0.98415322955149387,9.4542429440735987E-17,null,0.98420347151667853,false,"2010-09-15",0.98421000000000003,-6.5284833214995786E-2]
[null,8,"L U10 Comdty","FRA","0D","0D","5imm","3M","3M","Following","Act/365F","14L17","3M","Following","Act/365F","14P17",2.3300000000000001E-2,"2010-09-15","2010-12-15","2010-12-15",0.97851921319411561,1.1275702593849246E-17,null,0.97851921319411561,true,"2010-12-15",0.97852600000000001,-6.7868058843956192E-2]
[null,9,"L Z10 Comdty","FRA","0D","0D","6imm","3M","3M","Following","Act/365F","14L18","3M","Following","Act/365F","14P18",2.8559999999999999E-2,"2010-12-15","2011-03-15","2011-03-15",0.97167648106553806,-3.2959746043559335E-17,null,0.97158947334674439,false,"2011-03-16",0.971607,-0.17526653255606206]
[null,10,"L H11 Comdty","FRA","0D","0D","7imm","3M","3M","Following","Act/365F","14L19","3M","Following","Act/365F","14P19",3.2820000000000002E-2,"2011-03-16","2011-06-16","2011-06-16",0.96361800281952958,-6.9388939039072284E-17,null,0.96370429667770108,false,"2011-06-15",0.96372199999999997,-0.17703322298889823]
[null,11,"L M11 Comdty","FRA","0D","0D","8imm","3M","3M","Following","Act/365F","14L20","3M","Following","Act/365F","14P20",3.7069999999999999E-2,"2011-06-15","2011-09-15","2011-09-15",0.95478311713251374,3.4694469519536142E-18,null,0.95410889822503819,false,"2011-09-21",0.95422399999999996,-1.1510177496176777]
[null,12,"BPSW3V3 BGN Curncy","Swap","0D","0D","0D","3Y","3M","ModFol+EoM","Act/365F","14L21","3M","ModFol+EoM","Act/365F","14P21",2.6825000000000002E-2,"2009-07-06","2012-07-06","2012-07-06",0.92219155999885127,-5.5511151231257827E-17,null,0.92219155999885127,true,"2012-07-06",0.92218900000000004,2.5599988512370331E-2]
[null,13,"BPSW4V3 BGN Curncy","Swap","0D","0D","0D","4Y","3M","ModFol+EoM","Act/365F","14L22","3M","ModFol+EoM","Act/365F","14P22",3.1560000000000005E-2,"2009-07-06","2013-07-08","2013-07-08",0.88012303005961012,2.7755575615628914E-17,null,0.88012303005961012,true,"2013-07-08",0.88012100000000004,2.0300596100808477E-2]
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[null,16,"BPSW7V3 BGN Curncy","Swap","0D","0D","0D","7Y","3M","ModFol+EoM","Act/365F","14L25","3M","ModFol+EoM","Act/365F","14P25",3.7879999999999997E-2,"2009-07-06","2016-07-06","2016-07-06",0.76373929345256264,-5.5511151231257827E-17,null,0.76373929345256264,true,"2016-07-06",0.76373800000000003,1.2934525626118187E-2]
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[null,18,"BPSW9V3 BGN Curncy","Swap","0D","0D","0D","9Y","3M","ModFol+EoM","Act/365F","14L27","3M","ModFol+EoM","Act/365F","14P27",3.9759999999999997E-2,"2009-07-06","2018-07-06","2018-07-06",0.69456895114058748,5.5511151231257827E-17,null,0.69456895114058748,true,"2018-07-06",0.69456700000000005,1.951140587430622E-2]
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[null,20,"BPSW12V3 BGN Curncy","Swap","0D","0D","0D","12Y","3M","ModFol+EoM","Act/365F","14L29","3M","ModFol+EoM","Act/365F","14P29",4.1730000000000003E-2,"2009-07-06","2021-07-06","2021-07-06",0.59916282309864544,5.5511151231257827E-17,null,0.59916282309864544,true,"2021-07-06",0.59916499999999995,-2.1769013545114291E-2]
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[null,22,"BPSW20V3 BGN Curncy","Swap","0D","0D","0D","20Y","3M","ModFol+EoM","Act/365F","14L31","3M","ModFol+EoM","Act/365F","14P31",4.2800000000000005E-2,"2009-07-06","2029-07-06","2029-07-06",0.4188128471078299,0,null,0.4188128471078299,true,"2029-07-06",0.41881699999999999,-4.1528921700950683E-2]
[null,23,"BPSW25V3 BGN Curncy","Swap","0D","0D","0D","25Y","3M","ModFol+EoM","Act/365F","14L32","3M","ModFol+EoM","Act/365F","14P32",4.2050000000000004E-2,"2009-07-06","2034-07-06","2034-07-06",0.34862713429857278,1.1102230246251565E-16,null,0.34862713429857273,true,"2034-07-06",0.34862599999999999,1.1342985727358368E-2]
[null,24,"BPSW30V3 BGN Curncy","Swap","0D","0D","0D","30Y","3M","ModFol+EoM","Act/365F","14L33","3M","ModFol+EoM","Act/365F","14P33",4.1790000000000001E-2,"2009-07-06","2039-07-06","2039-07-06",0.28665754314816538,0,null,0.28665754314816538,true,"2039-07-06",0.28665499999999999,2.5431481653903631E-2]

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[null,null,null,null,null,null,null,null,null,null,null,null,null,"USD3M","GBP3M"]
[null,null,"DF cell starts at:",{"$f":"GetCellAddress(U9)","v":"U9"},null,null,null,"trade date",null,{"$f":"EUR.OIS!$J$2","v":"2009-07-06"},null,"interp. mode",null,"LinearLogDisc","LinearLogDisc"]
[null,null,"PV cell starts at:",{"$f":"GetCellAddress(V9)","v":"V9"},null,null,null,"holiday list",null,{"$f":"Holidays!E4","v":"16E4"},null,"proj. curve",null,{"$f":"USD.3M!N3","v":"12N3"},{"$f":"GBP.3M!N3","v":"14N3"}]
[null,null,"# of products:",{"$f":"MAX(B:B)","v":17},null,null,null,"stub period",null,"Rear",null,"disc.  curve",null,{"$f":"USD.OIS!$N$4","v":"11N4"},{"$f":"CreateCurve(T$9:T$26, U$9:U$26, O$2)","v":"15O4"}]
[null,null,"current calib.",0,null,null,null,"fixing schedule",null,1]
[]
[null,null,"Product",null,"Spot","Pay","Forward",null,"Receiving Leg1: Floating",null,null,null,"Paying Leg2: Fixed",null,null,null,"Market","Effective Date","Maturity Date","Last Payment","Discount","Present",null,"Comparison to outputs in Bloomberg Terminal"]
[null,"No.","Ticker","Type","Lag","Lag","Start","Tenor","Period","Date Rolling","Day Count","Leg ID","Period","Date Rolling","Day Count","Leg ID","Rate","Start of Accrual","End of Accrual","Date","Factor","Value",null,"Derived",null,"Date","Reference","diff.(bps)"]
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[null,4,"BPBS1","Swap","2D","0D","0D","12M","3M","ModFol+EoM","Act/360","15L13","3M","ModFol+EoM","Act/365F","15P13",-3.79E-3,"2009-07-08","2010-07-08","2010-07-08",0.99512729014595913,4.5102810375396984E-17,null,0.99512729014595913,true,"2010-07-08",0.99512500000000004,2.2901459590940476E-2]
[null,5,"BPBS2","Swap","2D","0D","0D","2Y","3M","ModFol+EoM","Act/360","15L14","3M","ModFol+EoM","Act/365F","15P14",-3.65E-3,"2009-07-08","2011-07-08","2011-07-08",0.97511516255712005,-4.5102810375396984E-17,null,0.97511516255712005,true,"2011-07-08",0.97510600000000003,9.1625571200237843E-2]
[null,6,"BPBS3","Swap","2D","0D","0D","3Y","3M","ModFol+EoM","Act/360","15L15","3M","ModFol+EoM","Act/365F","15P15",-3.6099999999999999E-3,"2009-07-08","2012-07-09","2012-07-09",0.94205617720670287,-4.8572257327350599E-17,null,0.94205617720670287,true,"2012-07-09",0.94195099999999998,1.0517720670288888]
[null,7,"BPBS4","Swap","2D","0D","0D","4Y","3M","ModFol+EoM","Act/360","15L16","3M","ModFol+EoM","Act/365F","15P16",-3.65E-3,"2009-07-08","2013-07-08","2013-07-08",0.90283408505519225,8.3266726846886741E-17,null,0.90283408505519225,true,"2013-07-08",0.90279100000000001,0.43085055192237931]
[null,8,"BPBS5","Swap","2D","0D","0D","5Y","3M","ModFol+EoM","Act/360","15L17","3M","ModFol+EoM","Act/365F","15P17",-3.65E-3,"2009-07-08","2014-07-08","2014-07-08",0.86541330218985191,-8.3266726846886741E-17,null,0.86541330218985191,true,"2014-07-08",0.86536100000000005,0.52302189851860525]
[null,9,"BPBS6","Swap","2D","0D","0D","6Y","3M","ModFol+EoM","Act/360","15L18","3M","ModFol+EoM","Act/365F","15P18",-3.5325000000000005E-3,"2009-07-08","2015-07-08","2015-07-08",0.82840459777688513,8.3266726846886741E-17,null,0.82840459777688513,true,"2015-07-08",0.82834200000000002,0.62597776885109369]
[null,10,"BPBS7","Swap","2D","0D","0D","7Y","3M","ModFol+EoM","Act/360","15L19","3M","ModFol+EoM","Act/365F","15P19",-3.3999999999999998E-3,"2009-07-08","2016-07-08","2016-07-08",0.79355600550569361,0,null,0.79355600550569361,true,"2016-07-08",0.79347400000000001,0.82005505693594216]
[null,11,"BPBS8","Swap","2D","0D","0D","8Y","3M","ModFol+EoM","Act/360","15L20","3M","ModFol+EoM","Act/365F","15P20",-3.3E-3,"2009-07-08","2017-07-10","2017-07-10",0.75869067177764171,2.7755575615628914E-17,null,0.75869067177764171,true,"2017-07-10",0.75860799999999995,0.82671777641762922]
[null,12,"BPBS9","Swap","2D","0D","0D","9Y","3M","ModFol+EoM","Act/360","15L21","3M","ModFol+EoM","Act/365F","15P21",-3.2000000000000002E-3,"2009-07-08","2018-07-09","2018-07-09",0.72639188315852776,-5.5511151231257827E-17,null,0.72639188315852776,true,"2018-07-09",0.72630499999999998,0.86883158527784055]
[null,13,"BPBS10","Swap","2D","0D","0D","10Y","3M","ModFol+EoM","Act/360","15L22","3M","ModFol+EoM","Act/365F","15P22",-3.0500000000000002E-3,"2009-07-08","2019-07-08","2019-07-08",0.69469059173512937,0,null,0.69469059173512937,true,"2019-07-08",0.69460500000000003,0.85591735129342261]
[null,14,"BPBS12","Swap","2D","0D","0D","12Y","3M","ModFol+EoM","Act/360","15L23","3M","ModFol+EoM","Act/365F","15P23",-2.9250000000000001E-3,"2009-07-08","2021-07-08","2021-07-08",0.6322610468201163,5.5511151231257827E-17,null,0.6322610468201163,true,"2021-07-08",0.63218200000000002,0.79046820116279726]
[null,15,"BPBS15","Swap","2D","0D","0D","15Y","3M","ModFol+EoM","Act/360","15L24","3M","ModFol+EoM","Act/365F","15P24",-2.15E-3,"2009-07-08","2024-07-08","2024-07-08",0.54176109399435846,0,null,0.54176109399435846,true,"2024-07-08",0.54168799999999995,0.73093994358508496]
[null,16,"BPBS20","Swap","2D","0D","0D","20Y","3M","ModFol+EoM","Act/360","15L25","3M","ModFol+EoM","Act/365F","15P25",-1.4E-3,"2009-07-08","2029-07-09","2029-07-09",0.43721591832042372,0,null,0.43721591832042372,true,"2029-07-09",0.437135,0.80918320423728485]
[null,17,"BPBS30","Swap","2D","0D","0D","30Y","3M","ModFol+EoM","Act/360","15L26","3M","ModFol+EoM","Act/365F","15P26",-8.9999999999999998E-4,"2009-07-08","2039-07-08","2039-07-08",0.2989737588282802,-5.5511151231257827E-17,null,0.2989737588282802,true,"2039-07-08",0.29895300000000002,0.20758828280176278]

{"sheet":"Holidays","index":15,"n_rows":50,"n_cols":29,"rows_kept":50,"cut":false,"hidden":false,"merged":[[6,3,6,10],[6,12,6,21],[6,23,6,28],[1,7,1,8],[5,3,5,10],[5,12,5,21],[5,23,5,28]]}
[]
[null,null,null,"LDN Holidays",{"$f":"CreateHolidayList(D10:K50)","v":"16E2"}]
[null,null,null,"NYC Holidays",{"$f":"CreateHolidayList(M10:V50)","v":"16E3"}]
[null,null,null,"EUR Holidays",{"$f":"CreateHolidayList(X10:AC50)","v":"16E4"}]
[]
[null,null,null,"London Bank Holidays, http://en.wikipedia.org/wiki/Bank_holiday",null,null,null,null,null,null,null,null,"US Federal Holidays, http://en.wikipedia.org/wiki/Federal_holidays_in_the_United_States",null,null,null,null,null,null,null,null,null,null,"TARGET2 holidays, http://en.wikipedia.org/wiki/TARGET2"]
[null,null,null,"Holidays fall on a Saturday or Sunday are normally observed on the next Monday",null,null,null,null,null,null,null,null,"Holidays that fall on a Sunday are normally observed on the next Monday",null,null,null,null,null,null,null,null,null,null,"http://www.ecb.europa.eu/home/html/holidays.en.html"]
[null,"Year",null,"New Year","Good Friday","Easter Monday","May Day","Spring Holiday","Aug Last Mon","Xmas","Boxing",null,"New Year","M. L. K. Jr.","President's","Memorial","Indep.","Labor","Veterans","Columbus","Thanksgiving","Xmas",null,"New Year","Good Friday","Easter Monday","Labor","Xmas","After Xmas"]
[null,null,null,"1st, Jan",null,null,"1st Mon, May","Last Mon, May","Last Mon, Aug","25th, Dec","26th, Dec",null,"1st, Jan","3rd Mon, Jan","3rd Mon, Feb","Last Mon, May","4th, July","1st Mon, Sept","11th, Nov","2nd Mon, Oct","4th Thu, Nov","25th, Dec",null,"1st, Jan",null,null,"1st, May","25th, Dec","26th, Dec"]
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[null,{"$f":"B10+1","v":2001},null,"2001-01-01",{"$f":"DOLLAR((\"4/\"&$B11)/7+MOD(19*MOD($B11,19)-7,30)*14%,0)*7-8","v":"2001-04-13"},{"$f":"E11+3","v":"2001-04-16"},{"$f":"DATE($B11,5,8) - WEEKDAY(DATE($B11,5,8 - 2))","v":"2001-05-07"},"2001-05-28","2001-08-27","2001-12-25",{"$f":"J11+1","v":"2001-12-26"},null,"2001-01-01","2001-01-15","2001-02-19","2001-05-28","2001-07-04","2001-09-03","2001-11-12","2001-10-08","2001-11-22","2001-12-25",null,{"$f":"DATE($B11,1,1)","v":"2001-01-01"},{"$f":"DOLLAR((\"4/\"&$B11)/7+MOD(19*MOD($B11,19)-7,30)*14%,0)*7-8","v":"2001-04-13"},{"$f":"Y11+3","v":"2001-04-16"},{"$f":"DATE($B11,5,1)","v":"2001-05-01"},{"$f":"DATE($B11,12,25)","v":"2001-12-25"},{"$f":"AB11+1","v":"2001-12-26"}]
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