Interest rate sensitivities
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Curve instruments
Curve configurations
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DepositsBase curve configurationParallel spreaded
Zero interpolated spread
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RateTime Unit
Tenor Number
Fixing DaysCalendarDay ConventionDay CounterDay CounterActual365FixedSpread0,0005DateSpread
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0,003120Months63TARGETFollowingActual360InterpolatorLogCubic2016/03/08-0,0007
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Bootstrap TraitDiscount2017/03/08-0,0006
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FRAsAs Of Date2016/03/082018/03/08-0,0005
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RateMonths to start
Months to end
Fixing DaysCalendarDay ConventionDay CounterCompoundingContinuous2019/03/08-0,0004
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0,002930172TARGETModifiedFollowingActual3602020/03/08-0,0003
GENERATELINEARINTERPOLATEDSPREADZEROCURVE
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0,002720282TARGETModifiedFollowingActual3602021/03/08-0,0002
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0,002600392TARGETModifiedFollowingActual3600,003511092016-03-080#NAME?2022/03/08-0,0001#NAME?
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0,0025604102TARGETModifiedFollowingActual3600,003511082016-03-0912023/03/080
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0,0025205112TARGETModifiedFollowingActual3600,003511052016-03-1022024/03/080,0001
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0,0024806122TARGETModifiedFollowingActual3600,0035112016-03-1132025/03/080,0002
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0,0025407132TARGETModifiedFollowingActual3600,003510942016-03-1242026/03/080,0003
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0,0026108142TARGETModifiedFollowingActual3600,003510852016-03-1352027/03/080,0004
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0,0026709152TARGETModifiedFollowingActual3600,003510742016-03-1462028/03/080,0005
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0,00279010162TARGETModifiedFollowingActual3600,003510612016-03-1572029/03/080,0006
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0,00291011172TARGETModifiedFollowingActual3600,003510472016-03-1682030/03/080,0007
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0,00303012182TARGETModifiedFollowingActual3600,00351032016-03-1792031/03/080,0008
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0,00318013192TARGETModifiedFollowingActual3600,003510122016-03-18102032/03/080,0009
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0,00335014202TARGETModifiedFollowingActual3600,003509912016-03-19112033/03/080,001
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0,00352015212TARGETModifiedFollowingActual3600,003509692016-03-20122034/03/080,0011
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0,00371016222TARGETModifiedFollowingActual3600,003509442016-03-21132035/03/080,0012
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0,00389017232TARGETModifiedFollowingActual3600,003509182016-03-22142036/03/080,0013
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0,00409018242TARGETModifiedFollowingActual3600,00350892016-03-2315
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0,003508592016-03-2416
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Swaps0,003508272016-03-2517
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RateTime Unit
Tenor Number
Calendar
Fixed Leg Frequency
Fixed Leg Convention
Fixed Leg Day Counter
Floating Leg Index
0,003507932016-03-2618
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0,004240Years3TARGETAnnualUnadjustedThirty360Euribor6M0,003507572016-03-2719
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0,005760Years4TARGETAnnualUnadjustedThirty360Euribor6M0,003507192016-03-2820
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0,007620Years5TARGETAnnualUnadjustedThirty360Euribor6M0,003506792016-03-2921
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0,009540Years6TARGETAnnualUnadjustedThirty360Euribor6M0,003506372016-03-3022
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0,011350Years7TARGETAnnualUnadjustedThirty360Euribor6M0,003505932016-03-3123
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0,013030Years8TARGETAnnualUnadjustedThirty360Euribor6M0,003505472016-04-0124
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0,014520Years9TARGETAnnualUnadjustedThirty360Euribor6M0,0035052016-04-0225
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0,015840Years10TARGETAnnualUnadjustedThirty360Euribor6M0,00350452016-04-0326
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0,018090Years12TARGETAnnualUnadjustedThirty360Euribor6M0,003503982016-04-0427
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0,020370Years15TARGETAnnualUnadjustedThirty360Euribor6M0,003503452016-04-0528
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0,021870Years20TARGETAnnualUnadjustedThirty360Euribor6M0,003502892016-04-0629
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0,022340Years25TARGETAnnualUnadjustedThirty360Euribor6M0,003502312016-04-0730
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0,022560Years30TARGETAnnualUnadjustedThirty360Euribor6M0,003501722016-04-0831
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0,022950Years35TARGETAnnualUnadjustedThirty360Euribor6M0,00350112016-04-0932
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0,023480Years40TARGETAnnualUnadjustedThirty360Euribor6M0,003500472016-04-1033
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0,024210Years50TARGETAnnualUnadjustedThirty360Euribor6M0,003499822016-04-1134
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0,024630Years60TARGETAnnualUnadjustedThirty360Euribor6M0,003499142016-04-1235
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0,003498452016-04-1336
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0,003497742016-04-1437
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0,003497012016-04-1538
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0,003496262016-04-1639
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0,003495492016-04-1740
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0,00349472016-04-1841
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0,003493892016-04-1942
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0,003493062016-04-2043
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0,003492212016-04-2144
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0,003491342016-04-2245
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0,003490452016-04-2346
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0,003489552016-04-2447
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0,003488622016-04-2548
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0,003487682016-04-2649
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0,003486712016-04-2750
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0,003485722016-04-2851
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0,003484722016-04-2952
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0,00348372016-04-3053
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0,003482652016-05-0154
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0,003481592016-05-0255
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0,003480512016-05-0356
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0,00347942016-05-0457
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0,003478282016-05-0558
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0,003477142016-05-0659
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0,003475982016-05-0760
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0,00347482016-05-0861
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0,00347362016-05-0962
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0,003472382016-05-1063
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0,003471142016-05-1164
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0,003469892016-05-1265
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0,003468612016-05-1366
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0,003467312016-05-1467
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0,003465992016-05-1568
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0,003464662016-05-1669
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0,00346332016-05-1770
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0,003461932016-05-1871
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0,003460532016-05-1972
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0,003459122016-05-2073
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0,003457692016-05-2174
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0,003456232016-05-2275
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0,003454762016-05-2376
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0,003453272016-05-2477
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0,003451762016-05-2578
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0,003450222016-05-2679
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0,003448672016-05-2780
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0,00344712016-05-2881
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0,003445512016-05-2982
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0,00344392016-05-3083
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0,003442282016-05-3184
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0,003440632016-06-0185
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0,003438962016-06-0286
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