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QPR-13703 artificial market data
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‎Examples/CurveBuilding/ExpectedOutput/centralbank_0/curves.csv‎

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‎Examples/CurveBuilding/ExpectedOutput/centralbank_1/curves.csv‎

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‎Examples/CurveBuilding/ExpectedOutput/centralbank_2/curves.csv‎

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‎Examples/CurveBuilding/ExpectedOutput/centralbank_3/curves.csv‎

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‎Examples/CurveBuilding/Input/curveconfig_centralbank_4.xml‎

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<BootstrapConfig>
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<Accuracy>1E-14</Accuracy>
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<Global>true</Global>
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<SmoothnessLambda>0.2</SmoothnessLambda>
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<SmoothnessLambda>0.1</SmoothnessLambda>
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</BootstrapConfig>
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</YieldCurve>
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</YieldCurves>

‎Examples/CurveBuilding/Input/market_centralbank.csv‎

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2025-11-27,MM/RATE/GBP/0D/1D,0.039688
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27.11.2025,MM/RATE/GBP/0D/1D,0.0398733
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#
3-
2025-11-27,IR_SWAP/RATE/GBP/20251218/1D/20260205,0.037704
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2025-11-27,IR_SWAP/RATE/GBP/20260205/1D/20260319,0.036843
5-
2025-11-27,IR_SWAP/RATE/GBP/20260319/1D/20260430,0.036101
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2025-11-27,IR_SWAP/RATE/GBP/20260430/1D/20260618,0.035308
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27.11.2025,IR_SWAP/RATE/GBP/20251218/1D/20260205,0.0378893
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27.11.2025,IR_SWAP/RATE/GBP/20260205/1D/20260319,0.0370283
5+
27.11.2025,IR_SWAP/RATE/GBP/20260319/1D/20260430,0.0362863
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27.11.2025,IR_SWAP/RATE/GBP/20260430/1D/20260618,0.0354933
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#
8-
2025-11-27,IR_SWAP/RATE/GBP/0D/1D/1W,0.03975
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2025-11-27,IR_SWAP/RATE/GBP/0D/1D/2W,0.03971
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2025-11-27,IR_SWAP/RATE/GBP/0D/1D/3W,0.039755
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2025-11-27,IR_SWAP/RATE/GBP/0D/1D/1M,0.038982
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2025-11-27,IR_SWAP/RATE/GBP/0D/1D/2M,0.038316
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2025-11-27,IR_SWAP/RATE/GBP/0D/1D/3M,0.037955
14-
2025-11-27,IR_SWAP/RATE/GBP/0D/1D/4M,0.037713
15-
2025-11-27,IR_SWAP/RATE/GBP/0D/1D/5M,0.037442
16-
2025-11-27,IR_SWAP/RATE/GBP/0D/1D/6M,0.0371355
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2025-11-27,IR_SWAP/RATE/GBP/0D/1D/7M,0.0368555
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2025-11-27,IR_SWAP/RATE/GBP/0D/1D/8M,0.036658
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2025-11-27,IR_SWAP/RATE/GBP/0D/1D/9M,0.0364405
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2025-11-27,IR_SWAP/RATE/GBP/0D/1D/10M,0.036243
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2025-11-27,IR_SWAP/RATE/GBP/0D/1D/11M,0.036101
22-
2025-11-27,IR_SWAP/RATE/GBP/0D/1D/1Y,0.0359805
23-
2025-11-27,IR_SWAP/RATE/GBP/0D/1D/18M,0.035229
24-
2025-11-27,IR_SWAP/RATE/GBP/0D/1D/2Y,0.0351665
25-
2025-11-27,IR_SWAP/RATE/GBP/0D/1D/3Y,0.035372
26-
2025-11-27,IR_SWAP/RATE/GBP/0D/1D/4Y,0.035832
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2025-11-27,IR_SWAP/RATE/GBP/0D/1D/5Y,0.036387
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27.11.2025,IR_SWAP/RATE/GBP/0D/1D/1W,0.0399353
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27.11.2025,IR_SWAP/RATE/GBP/0D/1D/2W,0.0398953
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27.11.2025,IR_SWAP/RATE/GBP/0D/1D/3W,0.0399403
11+
27.11.2025,IR_SWAP/RATE/GBP/0D/1D/1M,0.0391673
12+
27.11.2025,IR_SWAP/RATE/GBP/0D/1D/2M,0.0385013
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27.11.2025,IR_SWAP/RATE/GBP/0D/1D/3M,0.0381403
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27.11.2025,IR_SWAP/RATE/GBP/0D/1D/4M,0.0378983
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27.11.2025,IR_SWAP/RATE/GBP/0D/1D/5M,0.0376273
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27.11.2025,IR_SWAP/RATE/GBP/0D/1D/6M,0.0373208
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27.11.2025,IR_SWAP/RATE/GBP/0D/1D/7M,0.0370408
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27.11.2025,IR_SWAP/RATE/GBP/0D/1D/8M,0.0368433
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27.11.2025,IR_SWAP/RATE/GBP/0D/1D/9M,0.0366258
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27.11.2025,IR_SWAP/RATE/GBP/0D/1D/10M,0.0364283
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27.11.2025,IR_SWAP/RATE/GBP/0D/1D/11M,0.0362863
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27.11.2025,IR_SWAP/RATE/GBP/0D/1D/1Y,0.0361658
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27.11.2025,IR_SWAP/RATE/GBP/0D/1D/18M,0.0354143
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27.11.2025,IR_SWAP/RATE/GBP/0D/1D/2Y,0.0353518
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27.11.2025,IR_SWAP/RATE/GBP/0D/1D/3Y,0.0355573
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27.11.2025,IR_SWAP/RATE/GBP/0D/1D/4Y,0.0360173
27+
27.11.2025,IR_SWAP/RATE/GBP/0D/1D/5Y,0.0365723

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