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[null,"Swap  - 5Y#0019"]
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[null,"Swap  - 8Y#0019"]
[null,"Swap  - 9Y#0019"]
[null,"Swap  - 10Y#0019"]
[null,"Swap  - 11Y#0019"]
[null,"Swap  - 12Y#0019"]
[null,"Swap  - 15Y#0019"]
[null,"Swap  - 20Y#0019"]
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[null,"Swap  - 30Y#0019"]
[null,"Swap  - 40Y#0019"]
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[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]",null,"1M","2010-02-08",{"$error":"#NUM!"},null,{"v":-0.003022539951605386,"d":"-0.0030225399516054"},null,{"$error":"#NUM!"}]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]",null,"2M","2010-03-08",{"$error":"#NUM!"},null,{"v":-0.0030225399516045992,"d":"-0.0030225399516046"},null,{"$error":"#NUM!"}]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]",null,"3M","2010-04-06",{"$error":"#NUM!"},null,{"v":-0.003022539951605313,"d":"-0.0030225399516053"},null,{"$error":"#NUM!"}]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]",null,"6M","2010-07-06",{"$error":"#NUM!"},null,{"v":-0.003197007632802422,"d":"-0.0031970076328024"},null,{"$error":"#NUM!"}]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]",null,"9M","2010-10-06",{"$error":"#NUM!"},null,{"v":-0.00328439384819049,"d":"-0.0032843938481905"},null,{"$error":"#NUM!"}]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]",null,"12M","2011-01-06",{"$error":"#NUM!"},null,{"v":-0.0033561632940113995,"d":"-0.0033561632940114"},null,{"$error":"#NUM!"}]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]",null,"2Y","2012-01-06",{"$error":"#NUM!"},null,{"v":-0.0035408239971715695,"d":"-0.0035408239971716"},null,{"$error":"#NUM!"}]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]",null,"3Y","2013-01-07",{"$error":"#NUM!"},null,{"v":-0.0035551464359306704,"d":"-0.0035551464359307"},null,{"$error":"#NUM!"}]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]",null,"5Y","2015-01-06",{"$error":"#NUM!"},null,{"v":-0.0029268912680014843,"d":"-0.0029268912680015"},null,{"$error":"#NUM!"}]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]",null,"7Y","2017-01-06",{"$error":"#NUM!"},null,{"v":-0.0013874169118864791,"d":"-0.0013874169118865"},null,{"$error":"#NUM!"}]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]",null,"10Y","2020-01-06",{"$error":"#NUM!"},null,{"v":0.0015928636990836906,"d":"0.0015928636990837"},null,{"$error":"#NUM!"}]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]",null,"12Y","2022-01-06",{"$error":"#NUM!"},null,{"v":0.0033129050040160007,"d":"0.0033129050040160"},null,{"$error":"#NUM!"}]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]",null,"15Y","2025-01-06",{"$error":"#NUM!"},null,{"v":0.005169665867943003,"d":"0.0051696658679430"},null,{"$error":"#NUM!"}]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]",null,"20Y","2030-01-07",{"$error":"#NUM!"},null,{"v":0.006699340879255194,"d":"0.0066993408792552"},null,{"$error":"#NUM!"}]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]",null,"25Y","2035-01-08",{"$error":"#NUM!"},null,{"v":0.007137752495277081,"d":"0.0071377524952771"},null,{"$error":"#NUM!"}]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]",null,"30Y","2040-01-06",{"$error":"#NUM!"},null,{"v":0.007222912625823575,"d":"0.0072229126258236"},null,{"$error":"#NUM!"}]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]",null,"40Y","2050-01-06",{"$error":"#NUM!"},null,{"v":0.007113554506312038,"d":"0.0071135545063120"},null,{"$error":"#NUM!"}]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]",null,"50Y","2060-01-06",{"$error":"#NUM!"},null,{"v":0.006606369620882933,"d":"0.0066063696208829"},null,{"$error":"#NUM!"}]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]"]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]"]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"},"qlPiecewiseYieldCurveData - 1st iteration: failed at 12th alive instrument, maturity January 8th, 2018, reference date January 6th, 2010: root not bracketed: f[0.780492,0.866129] -> [9.956026e-004,1.327038e-002]"]
[null,{"$error":"#NUM!"},{"$error":"#NUM!"},{"$error":"#NUM!"}]

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["2M","2016-09-27",{"v":-0.0030225649877879224,"d":"-0.302%"},{"v":-0.0030225649877879224,"d":"-0.302%"},{"v":0,"d":"0.000"},null,{"v":-0.00025036182129192786,"d":"-0.00 "},{"v":-0.00025036182129192786,"d":"-0.00 "}]
["3M","2016-10-27",{"v":-0.003022564987788047,"d":"-0.302%"},{"v":-0.003022564987788047,"d":"-0.302%"},{"v":0,"d":"0.000"},null,{"v":-0.00025036182733743917,"d":"-0.00 "},{"v":-0.00025036182733743917,"d":"-0.00 "}]
["6M","2017-01-27",{"v":-0.003154003142960213,"d":"-0.315%"},{"v":-0.003154003142960213,"d":"-0.315%"},{"v":0,"d":"0.000"},null,{"v":-0.0166185790060518,"d":"-0.02 "},{"v":-0.0166185790060518,"d":"-0.02 "}]
["9M","2017-04-27",{"v":-0.0032254638350975645,"d":"-0.323%"},{"v":-0.0032254638350975645,"d":"-0.323%"},{"v":0,"d":"0.000"},null,{"v":-0.015122964074219987,"d":"-0.02 "},{"v":-0.015122964074219987,"d":"-0.02 "}]
["12M","2017-07-27",{"v":-0.0032886928081453585,"d":"-0.329%"},{"v":-0.0032886928081453585,"d":"-0.329%"},{"v":0,"d":"0.000"},null,{"v":-0.01393877454749625,"d":"-0.01 "},{"v":-0.01393877454749625,"d":"-0.01 "}]
["2Y","2018-07-27",{"v":-0.003503104498156383,"d":"-0.350%"},{"v":-0.003503104498156383,"d":"-0.350%"},{"v":0,"d":"0.000"},null,{"v":-0.28755936434592294,"d":"-0.29 "},{"v":-0.28755936434592294,"d":"-0.29 "}]
["3Y","2019-07-29",{"v":-0.003548200833913404,"d":"-0.355%"},{"v":-0.0035494229532194344,"d":"-0.355%"},{"v":-0.012221193060302747,"d":"-0.012 "},null,{"v":-0.6312008052583193,"d":"-0.63 "},{"v":-0.6294480375695303,"d":"-0.63 "}]
["5Y","2021-07-27",{"v":-0.0028946190344433776,"d":"-0.289%"},{"v":-0.0028975531168746395,"d":"-0.290%"},{"v":-0.029340824312619126,"d":"-0.029 "},null,{"v":-1.8119494791563788,"d":"-1.81 "},{"v":-1.8109596196367932,"d":"-1.81 "}]
["7Y","2023-07-27",{"v":-0.0013119245095011484,"d":"-0.131%"},{"v":-0.0013195857574656905,"d":"-0.132%"},{"v":-0.07661247964542081,"d":"-0.077 "},null,{"v":-2.903618390577144,"d":"-2.90 "},{"v":-2.9027483485352277,"d":"-2.90 "}]
["10Y","2026-07-27",{"v":0.0017311487990405421,"d":"0.173%"},{"v":0.0017124497630462475,"d":"0.171%"},{"v":-0.18699035994294627,"d":"-0.187 "},null,{"v":-3.8716661321287544,"d":"-3.87 "},{"v":-3.873427490943403,"d":"-3.87 "}]
["12Y","2028-07-27",{"v":0.0034796602443838915,"d":"0.348%"},{"v":0.0034540321457042426,"d":"0.345%"},{"v":-0.2562809867964885,"d":"-0.256 "},null,{"v":-4.217119904173969,"d":"-4.22 "},{"v":-4.221310771019967,"d":"-4.22 "}]
["15Y","2031-07-28",{"v":0.00537106991610198,"d":"0.537%"},{"v":0.0053383287675960395,"d":"0.534%"},{"v":-0.32741148505940376,"d":"-0.327 "},null,{"v":-4.4196286903614315,"d":"-4.42 "},{"v":-4.426397208777965,"d":"-4.43 "}]
["20Y","2036-07-28",{"v":0.006837078339399716,"d":"0.684%"},{"v":0.006801457899960644,"d":"0.680%"},{"v":-0.3562043943907203,"d":"-0.356 "},null,{"v":-4.361857866253035,"d":"-4.36 "},{"v":-4.372886890551082,"d":"-4.37 "}]
["25Y","2041-07-29",{"v":0.007243982194366225,"d":"0.724%"},{"v":0.007211865914306151,"d":"0.721%"},{"v":-0.3211628006007366,"d":"-0.321 "},null,{"v":-4.396656911073386,"d":"-4.40 "},{"v":-4.407072925335645,"d":"-4.41 "}]
["30Y","2046-07-27",{"v":0.007297734188436449,"d":"0.730%"},{"v":0.007270361912193864,"d":"0.727%"},{"v":-0.273722762425847,"d":"-0.274 "},null,{"v":-4.49001175089293,"d":"-4.49 "},{"v":-4.498019210749573,"d":"-4.50 "}]
["40Y","2056-07-27",{"v":0.007131133976843411,"d":"0.713%"},{"v":0.007111779415840439,"d":"0.711%"},{"v":-0.19354561002972448,"d":"-0.194 "},null,{"v":-4.672904265568137,"d":"-4.67 "},{"v":-4.675917931754106,"d":"-4.68 "}]
["50Y","2066-07-27",{"v":0.006620428555273385,"d":"0.662%"},{"v":0.006609781262165664,"d":"0.661%"},{"v":-0.10647293107721167,"d":"-0.106 "},null,{"v":-4.770529534527477,"d":"-4.77 "},{"v":-4.766420791551236,"d":"-4.77 "}]
[]
[]
[]
["2016-07-26"]
[null,null,"Zero Rates"]
[null,"Dates","Without OIS Discounting","With OIS Discounting","Diff bps"]
["1W","2016-08-02",{"v":-0.0030225399516077573,"d":"-0.302%"},{"v":-0.0030225399516077573,"d":"-0.302%"},{"v":0,"d":"0.000"}]
["1M","2016-08-26",{"v":-0.003022539951605386,"d":"-0.302%"},{"v":-0.003022539951605386,"d":"-0.302%"},{"v":0,"d":"0.000"}]
["2M","2016-09-26",{"v":-0.003022539951605793,"d":"-0.302%"},{"v":-0.003022539951605793,"d":"-0.302%"},{"v":0,"d":"0.000"}]
["3M","2016-10-26",{"v":-0.003022539951605313,"d":"-0.302%"},{"v":-0.003022539951605313,"d":"-0.302%"},{"v":0,"d":"0.000"}]
["6M","2017-01-26",{"v":-0.0031523412850596078,"d":"-0.315%"},{"v":-0.0031523412850596078,"d":"-0.315%"},{"v":0,"d":"0.000"}]
["9M","2017-04-26",{"v":-0.0032239515386901425,"d":"-0.322%"},{"v":-0.0032239515386901425,"d":"-0.322%"},{"v":0,"d":"0.000"}]
["12M","2017-07-26",{"v":-0.003287298930690609,"d":"-0.329%"},{"v":-0.003287298930690609,"d":"-0.329%"},{"v":0,"d":"0.000"}]
["2Y","2018-07-26",{"v":-0.0034743485617217905,"d":"-0.347%"},{"v":-0.0034743485617217905,"d":"-0.347%"},{"v":0,"d":"0.000"}]
["3Y","2019-07-26",{"v":-0.003485080753387572,"d":"-0.349%"},{"v":-0.0034864781494624813,"d":"-0.349%"},{"v":-0.013973960749091852,"d":"-0.014 "}]
["5Y","2021-07-26",{"v":-0.0027134240865277397,"d":"-0.271%"},{"v":-0.00271645715491096,"d":"-0.272%"},{"v":-0.03033068383220469,"d":"-0.030 "}]
["7Y","2023-07-26",{"v":-0.001021562670443434,"d":"-0.102%"},{"v":-0.0010293109226121677,"d":"-0.103%"},{"v":-0.07748252168733724,"d":"-0.077 "}]
["10Y","2026-07-27",{"v":0.0021183154122534176,"d":"0.212%"},{"v":0.002099792512140588,"d":"0.210%"},{"v":-0.1852290011282974,"d":"-0.185 "}]
["12Y","2028-07-26",{"v":0.0039013722348012884,"d":"0.390%"},{"v":0.0038761632228062393,"d":"0.388%"},{"v":-0.25209011995049047,"d":"-0.252 "}]
["15Y","2031-07-28",{"v":0.005813032785138123,"d":"0.581%"},{"v":0.005780968488473836,"d":"0.578%"},{"v":-0.3206429666428694,"d":"-0.321 "}]
["20Y","2036-07-28",{"v":0.007273264126025019,"d":"0.727%"},{"v":0.007238746589015752,"d":"0.724%"},{"v":-0.3451753700926732,"d":"-0.345 "}]
["25Y","2041-07-26",{"v":0.0076836478854735634,"d":"0.768%"},{"v":0.007652573206839716,"d":"0.765%"},{"v":-0.31074678633847763,"d":"-0.311 "}]
["30Y","2046-07-26",{"v":0.007746735363525742,"d":"0.775%"},{"v":0.0077201638332688215,"d":"0.772%"},{"v":-0.2657153025692038,"d":"-0.266 "}]
["40Y","2056-07-26",{"v":0.007598424403400225,"d":"0.760%"},{"v":0.0075793712090158494,"d":"0.758%"},{"v":-0.1905319438437556,"d":"-0.191 "}]
["50Y","2066-07-26",{"v":0.0070974815087261325,"d":"0.710%"},{"v":0.007086423341320787,"d":"0.709%"},{"v":-0.11058167405345216,"d":"-0.111 "}]