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QPR-13647 update example outputs
1 parent 06a4b08 commit 6655a3d

4 files changed

Lines changed: 366 additions & 786 deletions

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‎Examples/CurveBuilding/ExpectedOutput/fixedfloatccs/todaysmarketcalibration.csv‎

Lines changed: 20 additions & 20 deletions
Original file line numberDiff line numberDiff line change
@@ -2,44 +2,44 @@
22
yieldCurve,TRY-IN-USD,dayCounter,,,,string,Actual/365 (Fixed)
33
yieldCurve,TRY-IN-USD,currency,,,,string,TRY
44
yieldCurve,TRY-IN-USD,time,2017-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/1Y,,double,1.01369863
5-
yieldCurve,TRY-IN-USD,zeroRate,2017-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/1Y,,double,0.10147944
6-
yieldCurve,TRY-IN-USD,discountFactor,2017-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/1Y,,double,0.90224465
5+
yieldCurve,TRY-IN-USD,zeroRate,2017-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/1Y,,double,0.10137784
6+
yieldCurve,TRY-IN-USD,discountFactor,2017-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/1Y,,double,0.90233757
77
yieldCurve,TRY-IN-USD,mdQuote,2017-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/1Y,,double,0.10840000
88
yieldCurve,TRY-IN-USD,time,2018-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/2Y,,double,2.01369863
9-
yieldCurve,TRY-IN-USD,zeroRate,2018-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/2Y,,double,0.09990214
10-
yieldCurve,TRY-IN-USD,discountFactor,2018-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/2Y,,double,0.81777110
9+
yieldCurve,TRY-IN-USD,zeroRate,2018-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/2Y,,double,0.09968580
10+
yieldCurve,TRY-IN-USD,discountFactor,2018-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/2Y,,double,0.81812745
1111
yieldCurve,TRY-IN-USD,mdQuote,2018-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/2Y,,double,0.10660000
1212
yieldCurve,TRY-IN-USD,time,2019-02-11,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/3Y,,double,3.01917808
13-
yieldCurve,TRY-IN-USD,zeroRate,2019-02-11,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/3Y,,double,0.09872113
14-
yieldCurve,TRY-IN-USD,discountFactor,2019-02-11,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/3Y,,double,0.74225928
13+
yieldCurve,TRY-IN-USD,zeroRate,2019-02-11,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/3Y,,double,0.09829060
14+
yieldCurve,TRY-IN-USD,discountFactor,2019-02-11,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/3Y,,double,0.74322471
1515
yieldCurve,TRY-IN-USD,mdQuote,2019-02-11,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/3Y,,double,0.10570000
1616
yieldCurve,TRY-IN-USD,time,2020-02-10,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/4Y,,double,4.01643836
17-
yieldCurve,TRY-IN-USD,zeroRate,2020-02-10,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/4Y,,double,0.09823178
18-
yieldCurve,TRY-IN-USD,discountFactor,2020-02-10,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/4Y,,double,0.67398874
17+
yieldCurve,TRY-IN-USD,zeroRate,2020-02-10,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/4Y,,double,0.09768806
18+
yieldCurve,TRY-IN-USD,discountFactor,2020-02-10,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/4Y,,double,0.67546222
1919
yieldCurve,TRY-IN-USD,mdQuote,2020-02-10,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/4Y,,double,0.10510000
2020
yieldCurve,TRY-IN-USD,time,2021-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/5Y,,double,5.01643836
21-
yieldCurve,TRY-IN-USD,zeroRate,2021-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/5Y,,double,0.09774906
22-
yieldCurve,TRY-IN-USD,discountFactor,2021-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/5Y,,double,0.61241072
21+
yieldCurve,TRY-IN-USD,zeroRate,2021-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/5Y,,double,0.09701322
22+
yieldCurve,TRY-IN-USD,discountFactor,2021-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/5Y,,double,0.61467548
2323
yieldCurve,TRY-IN-USD,mdQuote,2021-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/5Y,,double,0.10470000
2424
yieldCurve,TRY-IN-USD,time,2022-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/6Y,,double,6.01643836
25-
yieldCurve,TRY-IN-USD,zeroRate,2022-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/6Y,,double,0.09725893
26-
yieldCurve,TRY-IN-USD,discountFactor,2022-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/6Y,,double,0.55702099
25+
yieldCurve,TRY-IN-USD,zeroRate,2022-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/6Y,,double,0.09632603
26+
yieldCurve,TRY-IN-USD,discountFactor,2022-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/6Y,,double,0.56015620
2727
yieldCurve,TRY-IN-USD,mdQuote,2022-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/6Y,,double,0.10430000
2828
yieldCurve,TRY-IN-USD,time,2023-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/7Y,,double,7.01643836
29-
yieldCurve,TRY-IN-USD,zeroRate,2023-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/7Y,,double,0.09681704
30-
yieldCurve,TRY-IN-USD,discountFactor,2023-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/7Y,,double,0.50696629
29+
yieldCurve,TRY-IN-USD,zeroRate,2023-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/7Y,,double,0.09563377
30+
yieldCurve,TRY-IN-USD,discountFactor,2023-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/7Y,,double,0.51119282
3131
yieldCurve,TRY-IN-USD,mdQuote,2023-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/7Y,,double,0.10400000
3232
yieldCurve,TRY-IN-USD,time,2024-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/8Y,,double,8.01643836
33-
yieldCurve,TRY-IN-USD,zeroRate,2024-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/8Y,,double,0.09660438
34-
yieldCurve,TRY-IN-USD,discountFactor,2024-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/8Y,,double,0.46096966
33+
yieldCurve,TRY-IN-USD,zeroRate,2024-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/8Y,,double,0.09536010
34+
yieldCurve,TRY-IN-USD,discountFactor,2024-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/8Y,,double,0.46559070
3535
yieldCurve,TRY-IN-USD,mdQuote,2024-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/8Y,,double,0.10370000
3636
yieldCurve,TRY-IN-USD,time,2025-02-10,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/9Y,,double,9.02191781
37-
yieldCurve,TRY-IN-USD,zeroRate,2025-02-10,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/9Y,,double,0.09610521
38-
yieldCurve,TRY-IN-USD,discountFactor,2025-02-10,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/9Y,,double,0.42018789
37+
yieldCurve,TRY-IN-USD,zeroRate,2025-02-10,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/9Y,,double,0.09454877
38+
yieldCurve,TRY-IN-USD,discountFactor,2025-02-10,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/9Y,,double,0.42612981
3939
yieldCurve,TRY-IN-USD,mdQuote,2025-02-10,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/9Y,,double,0.10340000
4040
yieldCurve,TRY-IN-USD,time,2026-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/10Y,,double,10.01917808
41-
yieldCurve,TRY-IN-USD,zeroRate,2026-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/10Y,,double,0.09556872
42-
yieldCurve,TRY-IN-USD,discountFactor,2026-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/10Y,,double,0.38384362
41+
yieldCurve,TRY-IN-USD,zeroRate,2026-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/10Y,,double,0.09365239
42+
yieldCurve,TRY-IN-USD,discountFactor,2026-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/10Y,,double,0.39128465
4343
yieldCurve,TRY-IN-USD,mdQuote,2026-02-09,CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/10Y,,double,0.10310000
4444
yieldCurve,USD1D,dayCounter,,,,string,Actual/365 (Fixed)
4545
yieldCurve,USD1D,currency,,,,string,USD

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