End of year effect
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ABCDEFGHIJKLMNOPQRSTUVWXYZAAABACADAEAFAGAHAIAJAKALAMANAOAPAQARASATAUAVAWAX
1
2
3
Synthetic deposits
4
RateTime Unit
Tenor Number
Fixing DaysCalendar
Day Convention
Day Counter
Curve configuration
Fwd Curve
Curve configuration
Fwd Curve
5
0,001865Weeks22TARGETFollowingActual360CompoundingSimple
Fwd Curve Period Time Unit
Days
Compounding
Simple
Fwd Curve Period Time Unit
Months
6
0,001969Weeks32TARGETFollowingActual360Day CounterActual365Fixed
Fwd Curve Period Number
1Day CounterActual365Fixed
Fwd Curve Period Number
3
7
0,001951Months12TARGETFollowingActual360InterpolatorBackwardFlatFwdCurveCalendarTARGETInterpolatorLogCubicFwdCurveCalendarTARGET
8
0,001874Months22TARGETFollowingActual360Bootstrap TraitFwdRateFwdDayCounterActual360
Bootstrap Trait
DiscountFwdDayCounterActual360
9
0,001790Months32TARGETFollowingActual360As Of Date2012/12/11FwdCompoundingSimpleAs Of Date2012/12/11FwdCompoundingSimple
10
11
12
Futures2012-12-110
13
Rate
Future start date
Future months
Calendar
Day Convention
Day Counter2012-12-121
14
0,177599,82252012/12/193TARGETModifiedFollowingActual3602012-12-132
15
0,127499,87262013/03/203TARGETModifiedFollowingActual3602012-12-143
16
0,122299,87782013/06/193TARGETModifiedFollowingActual3602012-12-154
17
0,126999,87312013/09/183TARGETModifiedFollowingActual3602012-12-165
18
0,156599,84352013/12/183TARGETModifiedFollowingActual3602012-12-176
19
0,196199,80392014/03/193TARGETModifiedFollowingActual3602012-12-187
20
0,255699,74442014/06/183TARGETModifiedFollowingActual3602012-12-198
21
0,310199,68992014/09/173TARGETModifiedFollowingActual3602012-12-209
22
2012-12-2110
23
2012-12-2211
24
Swaps2012-12-2312
25
RateTime Unit
Tenor Number
Calendar
Fixed Leg Frequency
Fixed Leg Convention
Fixed Leg Day Counter
Floating Leg Index
2012-12-2413
26
0,002850Years3TARGETAnnualUnadjustedThirty360Euribor3M2012-12-2514
27
0,004370Years4TARGETAnnualUnadjustedThirty360Euribor3M2012-12-2615
28
0,006230Years5TARGETAnnualUnadjustedThirty360Euribor3M2012-12-2716
29
0,008170Years6TARGETAnnualUnadjustedThirty360Euribor3M2012-12-2817
30
0,010000Years7TARGETAnnualUnadjustedThirty360Euribor3M2012-12-2918
31
0,011710Years8TARGETAnnualUnadjustedThirty360Euribor3M2012-12-3019
32
0,013240Years9TARGETAnnualUnadjustedThirty360Euribor3M2012-12-3120
33
0,014590Years10TARGETAnnualUnadjustedThirty360Euribor3M0,001864942012-12-1100,001793742012-12-1102013-01-0121
34
0,016920Years12TARGETAnnualUnadjustedThirty360Euribor3M0,001864942012-12-1210,00179192012-12-1212013-01-0222
35
0,019330Years15TARGETAnnualUnadjustedThirty360Euribor3M0,001864942012-12-1320,001792012-12-1322013-01-0323
36
0,020990Years20TARGETAnnualUnadjustedThirty360Euribor3M0,001864952012-12-1430,001788012012-12-1432013-01-0424
37
0,021560Years25TARGETAnnualUnadjustedThirty360Euribor3M0,001864942012-12-1540,001785872012-12-1542013-01-0525
38
0,021860Years30TARGETAnnualUnadjustedThirty360Euribor3M0,001864942012-12-1650,001777942012-12-1652013-01-0626
39
0,022308Years35TARGETAnnualUnadjustedThirty360Euribor3M0,001864942012-12-1760,001778162012-12-1762013-01-0727
40
0,022800Years40TARGETAnnualUnadjustedThirty360Euribor3M0,001864942012-12-1870,001778162012-12-1872013-01-0828
41
0,023670Years50TARGETAnnualUnadjustedThirty360Euribor3M0,001864942012-12-1980,0017752012-12-1982013-01-0929
42
0,024126Years60TARGETAnnualUnadjustedThirty360Euribor3M0,001864942012-12-2090,001771462012-12-2092013-01-1030
43
0,001864952012-12-21100,001767512012-12-21102013-01-1131
44
Jump0,001864942012-12-22110,001763112012-12-22112013-01-1232
45
2013/12/310,99998517430400,001864942012-12-23120,001752012012-12-23122013-01-1333
46
0,001864952012-12-24130,001749712012-12-24132013-01-1434
47
0,001864942012-12-25140,001746912012-12-25142013-01-1535
48
0,001864942012-12-26150,001740382012-12-26152013-01-1636
49
0,00217682012-12-27160,001733242012-12-27162013-01-1737
50
0,002176822012-12-28170,001725482012-12-28172013-01-1838
51
0,002176812012-12-29180,00170462012-12-29182013-01-1939
52
0,00217682012-12-30190,001699252012-12-30192013-01-2040
53
0,002176812012-12-31200,001693732012-12-31202013-01-2141
54
0,00217682013-01-01210,001688172013-01-01212013-01-2242
55
0,00217682013-01-02220,001682762013-01-02222013-01-2343
56
0,001916372013-01-03230,001674622013-01-03232013-01-2444
57
0,001916382013-01-04240,001666962013-01-04242013-01-2545
58
0,001916372013-01-05250,001659772013-01-05252013-01-2646
59
0,001916372013-01-06260,001646932013-01-06262013-01-2747
60
0,001916372013-01-07270,001643552013-01-07272013-01-2848
61
0,001916372013-01-08280,001640482013-01-08282013-01-2949
62
0,001916372013-01-09290,001634622013-01-09292013-01-3050
63
0,001916372013-01-10300,001628962013-01-10302013-01-3151
64
0,001916382013-01-11310,001623442013-01-11312013-02-0152
65
0,001916372013-01-12320,0016182013-01-12322013-02-0253
66
0,001916372013-01-13330,001606512013-01-13332013-02-0354
67
0,001791432013-01-14340,001604122013-01-14342013-02-0455
68
0,001791432013-01-15350,001601662013-01-15352013-02-0556
69
0,001791432013-01-16360,001596092013-01-16362013-02-0657
70
0,001791432013-01-17370,001590442013-01-17372013-02-0758
71
0,001791442013-01-18380,001584732013-01-18382013-02-0859
72
0,001791432013-01-19390,001578972013-01-19392013-02-0960
73
0,001791432013-01-20400,001567132013-01-20402013-02-1061
74
0,001791432013-01-21410,001564282013-01-21412013-02-1162
75
0,001791432013-01-22420,001561372013-01-22422013-02-1263
76
0,001791432013-01-23430,001555422013-01-23432013-02-1364
77
0,001791432013-01-24440,001549442013-01-24442013-02-1465
78
0,001791442013-01-25450,001543442013-01-25452013-02-1566
79
0,001791432013-01-26460,001537412013-01-26462013-02-1667
80
0,001791432013-01-27470,001525582013-01-27472013-02-1768
81
0,001791432013-01-28480,001522432013-01-28482013-02-1869
82
0,001791432013-01-29490,001519252013-01-29492013-02-1970
83
0,001791432013-01-30500,00151322013-01-30502013-02-2071
84
0,001791432013-01-31510,001509982013-01-31512013-02-2172
85
0,001791442013-02-01520,00150112013-02-01522013-02-2273
86
0,001791432013-02-02530,001497862013-02-02532013-02-2374
87
0,001791432013-02-03540,001491822013-02-03542013-02-2475
88
0,001791432013-02-04550,001480382013-02-04552013-02-2576
89
0,001791432013-02-05560,001477142013-02-05562013-02-2677
90
0,001791432013-02-06570,001473912013-02-06572013-02-2778
91
0,001791432013-02-07580,001468012013-02-07582013-02-2879
92
0,001791442013-02-08590,001462162013-02-08592013-03-0180
93
0,001791432013-02-09600,001456362013-02-09602013-03-0281
94
0,001791432013-02-10610,001450632013-02-10612013-03-0382
95
0,001791432013-02-11620,001439952013-02-11622013-03-0483
96
0,001791432013-02-12630,001436862013-02-12632013-03-0584
97
0,001603392013-02-13640,001433822013-02-13642013-03-0685
98
0,001603392013-02-14650,001428362013-02-14652013-03-0786
99
0,001603392013-02-15660,001422992013-02-15662013-03-0887
100
0,001603392013-02-16670,001417692013-02-16672013-03-0988
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Euribor 3M