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
0,014590Years10TARGETAnnualUnadjustedThirty360Euribor3M#NAME?#NAME?2013-01-0121
34
0,016920Years12TARGETAnnualUnadjustedThirty360Euribor3M2013-01-0222
35
0,019330Years15TARGETAnnualUnadjustedThirty360Euribor3M2013-01-0323
36
0,020990Years20TARGETAnnualUnadjustedThirty360Euribor3M2013-01-0424
37
0,021560Years25TARGETAnnualUnadjustedThirty360Euribor3M2013-01-0525
38
0,021860Years30TARGETAnnualUnadjustedThirty360Euribor3M2013-01-0626
39
0,022308Years35TARGETAnnualUnadjustedThirty360Euribor3M2013-01-0727
40
0,022800Years40TARGETAnnualUnadjustedThirty360Euribor3M2013-01-0828
41
0,023670Years50TARGETAnnualUnadjustedThirty360Euribor3M2013-01-0929
42
0,024126Years60TARGETAnnualUnadjustedThirty360Euribor3M2013-01-1030
43
2013-01-1131
44
Jump2013-01-1232
45
2013/12/310,99998517430402013-01-1333
46
2013-01-1434
47
2013-01-1535
48
2013-01-1636
49
2013-01-1737
50
2013-01-1838
51
2013-01-1939
52
2013-01-2040
53
2013-01-2141
54
2013-01-2242
55
2013-01-2343
56
2013-01-2444
57
2013-01-2545
58
2013-01-2646
59
2013-01-2747
60
2013-01-2848
61
2013-01-2949
62
2013-01-3050
63
2013-01-3151
64
2013-02-0152
65
2013-02-0253
66
2013-02-0354
67
2013-02-0455
68
2013-02-0556
69
2013-02-0657
70
2013-02-0758
71
2013-02-0859
72
2013-02-0960
73
2013-02-1061
74
2013-02-1162
75
2013-02-1263
76
2013-02-1364
77
2013-02-1465
78
2013-02-1566
79
2013-02-1667
80
2013-02-1768
81
2013-02-1869
82
2013-02-1970
83
2013-02-2071
84
2013-02-2172
85
2013-02-2273
86
2013-02-2374
87
2013-02-2475
88
2013-02-2576
89
2013-02-2677
90
2013-02-2778
91
2013-02-2879
92
2013-03-0180
93
2013-03-0281
94
2013-03-0382
95
2013-03-0483
96
2013-03-0584
97
2013-03-0685
98
2013-03-0786
99
2013-03-0887
100
2013-03-0988
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