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1 | 1 | #TradeId,Factor,Up/Down,Base NPV,Scenario NPV,Difference |
2 | 2 | CVA,DiscountCurve/EUR/3/6M,Up,1139242.24,1139242.25,0.00 |
3 | 3 | CVA,DiscountCurve/EUR/4/1Y,Up,1139242.24,1139242.24,0.00 |
4 | | -CVA,DiscountCurve/EUR/5/2Y,Up,1139242.24,1139242.24,0.00 |
5 | | -CVA,DiscountCurve/EUR/6/3Y,Up,1139242.24,1139242.21,-0.04 |
6 | | -CVA,DiscountCurve/EUR/7/5Y,Up,1139242.24,1139241.84,-0.40 |
7 | | -CVA,DiscountCurve/EUR/8/10Y,Up,1139242.24,1139239.84,-2.40 |
8 | | -CVA,DiscountCurve/EUR/9/15Y,Up,1139242.24,1139236.43,-5.81 |
9 | | -CVA,DiscountCurve/EUR/10/20Y,Up,1139242.24,1139233.86,-8.39 |
10 | | -CVA,DiscountCurve/EUR/11/30Y,Up,1139242.24,1139242.20,-0.05 |
| 4 | +CVA,DiscountCurve/EUR/5/2Y,Up,1139242.24,1139242.23,-0.01 |
| 5 | +CVA,DiscountCurve/EUR/6/3Y,Up,1139242.24,1139242.19,-0.05 |
| 6 | +CVA,DiscountCurve/EUR/7/5Y,Up,1139242.24,1139241.76,-0.48 |
| 7 | +CVA,DiscountCurve/EUR/8/10Y,Up,1139242.24,1139239.61,-2.64 |
| 8 | +CVA,DiscountCurve/EUR/9/15Y,Up,1139242.24,1139236.10,-6.14 |
| 9 | +CVA,DiscountCurve/EUR/10/20Y,Up,1139242.24,1139235.34,-6.91 |
| 10 | +CVA,DiscountCurve/EUR/11/30Y,Up,1139242.24,1139242.20,-0.04 |
| 11 | +CVA,IndexCurve/EUR-EONIA/4/1Y,Up,1139242.24,1139242.25,0.00 |
| 12 | +CVA,IndexCurve/EUR-EONIA/5/2Y,Up,1139242.24,1139242.25,0.01 |
| 13 | +CVA,IndexCurve/EUR-EONIA/6/3Y,Up,1139242.24,1139242.26,0.02 |
| 14 | +CVA,IndexCurve/EUR-EONIA/7/5Y,Up,1139242.24,1139242.33,0.08 |
| 15 | +CVA,IndexCurve/EUR-EONIA/8/10Y,Up,1139242.24,1139242.48,0.23 |
| 16 | +CVA,IndexCurve/EUR-EONIA/9/15Y,Up,1139242.24,1139242.58,0.33 |
| 17 | +CVA,IndexCurve/EUR-EONIA/10/20Y,Up,1139242.24,1139240.76,-1.48 |
| 18 | +CVA,IndexCurve/EUR-EONIA/11/30Y,Up,1139242.24,1139242.24,0.00 |
11 | 19 | CVA,IndexCurve/EUR-EURIBOR-3M/9/15Y,Up,1139242.24,1139242.26,0.01 |
12 | 20 | CVA,IndexCurve/EUR-EURIBOR-3M/10/20Y,Up,1139242.24,1139242.23,-0.02 |
13 | 21 | CVA,IndexCurve/EUR-EURIBOR-6M/0/2W,Up,1139242.24,1139242.25,0.00 |
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