{"text_format":"1","workbook":"xlsx","n_sheets":2,"sheets":["Spreadsheet15.1","Spreadsheet15.2"],"not_rendered":{"charts":1,"images":0,"macros":0,"external_links":17,"defined_names":918,"comments":1,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

{"sheet":"Spreadsheet15.1","index":0,"n_rows":68,"n_cols":13,"rows_kept":68,"cut":false,"hidden":false,"merged":[[8,1,8,2]]}
[]
[]
[]
[]
[]
[]
[]
[]
[null,"Parameters"]
[null,"Mu ",0,null,null,"Mu(t)","Sigma(t)","Normal EE","survival","s'(t)","Sigma'(t)","Mu'(t)","Wrong-way EE"]
[null,"Sigma",0.1,null,9.9999999999999995E-8,{"$f":"E11*Mu","v":0},{"$f":"SQRT(E11)*Sigma","v":3.1622776601683795E-5},{"$f":"F11*NORMSDIST(F11/G11)+G11*NORMDIST(F11/G11,0,1,FALSE)","v":1.2615662610100801E-5},{"$f":"EXP(-HazardRate*E11)","v":0.99999999800000006},{"$f":"NORMSINV(I11)","v":5.8841933594786395},{"$f":"SQRT(1-Correlation^2)*G11","v":3.061862178478973E-5},{"$f":"F11+Correlation*G11*J11","v":4.6518633021976069E-5},{"$f":"L11*NORMSDIST(L11/K11)+K11*NORMDIST(L11/K11,0,1,FALSE)","v":4.7377234514219673E-5}]
[null,"Hazard rate",0.02,null,0.05,0,2.2360679774997897E-2,{"$f":"F12*NORMSDIST(F12/G12)+G12*NORMDIST(F12/G12,0,1,FALSE)","v":8.920620580763856E-3},0.99900049983337502,3.0903807869170543,2.1650635094610966E-2,1.7275753789764564E-2,1.9887811591009781E-2]
[null,"Correlation",0.25,null,0.1,0,3.1622776601683798E-2,{"$f":"F13*NORMSDIST(F13/G13)+G13*NORMDIST(F13/G13,0,1,FALSE)","v":1.2615662610100803E-2},0.99800199866733308,2.8784771198006753,3.0618621784789732E-2,2.2756359728128742E-2,2.6819771621561132E-2]
[null,null,null,null,0.15,0,3.8729833462074176E-2,1.5450968080927587E-2,0.997004495503373,2.7482730727423128,3.7500000000000006E-2,2.6610039603903162E-2,3.1881438219170402E-2]
[null,null,null,null,0.2,0,4.4721359549995794E-2,1.7841241161527712E-2,0.99600798934399148,2.652744785367088,4.3301270189221933E-2,2.965858833519449E-2,3.6004819464481627E-2]
[null,null,null,null,0.25,0,0.05,1.9947114020071637E-2,0.99501247919268232,2.5766932943916601,4.8412291827592713E-2,3.2208666179895755E-2,3.9541442853189286E-2]
[null,null,null,null,0.3,0,5.4772255750516613E-2,2.1850968611841583E-2,0.99401796405393528,2.5132022633689952,5.3033008588991071E-2,3.4413439280505956E-2,4.2668273978459223E-2]
[null,null,null,null,0.35,0,5.9160797830996162E-2,2.3601743597065742E-2,0.99302444293323511,2.4585196506800098,5.7282196186948006E-2,3.6361996004352838E-2,4.5488910685593589E-2]
[null,null,null,null,0.4,0,6.3245553203367597E-2,2.5231325220201606E-2,0.99203191483706066,2.4103741033127157,6.1237243569579464E-2,3.8111360897770959E-2,4.8070033852594354E-2]
[null,null,null,null,0.5,0,7.0710678118654766E-2,2.8209479177387822E-2,0.99004983374916811,2.3282217375371772,6.8465319688145773E-2,4.1157534467961616E-2,5.2684296218695276E-2]
[null,null,null,null,0.6,0,7.7459666924148352E-2,3.0901936161855173E-2,0.98807171286193052,2.2594312190681394,7.5000000000000011E-2,4.3753697416760134E-2,5.6749416706179237E-2]
[null,null,null,null,0.8,0,8.9442719099991588E-2,3.5682482323055424E-2,0.98412732005528514,2.1476023335845875,8.6602540378443865E-2,4.8021848065323176E-2,6.3739932478390146E-2]
[null,null,null,null,1,0,0.1,3.9894228040143274E-2,0.98019867330675525,2.0578695923363037,9.6824583655185426E-2,5.1446739808407596E-2,6.9678720005797959E-2]
[null,null,null,null,1.2,0,0.10954451150103323,4.3701937223683165E-2,0.97628570975790929,1.982452841424037,0.10606601717798214,5.4291707021907852E-2,7.4885468559375418E-2]
[null,null,null,null,1.4,0,0.11832159566199232,4.7203487194131484E-2,0.97238836680124685,1.9171154488270283,0.11456439237389601,5.6709039743367648E-2,7.9546827620043642E-2]
[null,null,null,null,1.6,0,0.12649110640673519,5.0462650440403212E-2,0.9685065820791976,1.859284408263832,0.12247448713915893,5.8795735481521012E-2,8.3782660249335172E-2]
[null,null,null,null,1.8,0,0.13416407864998739,5.352372348458314E-2,0.96464029348312308,1.8072749934231513,0.12990381056766581,6.0617846089944777E-2,8.7675186612110101E-2]
[null,null,null,null,2,0,0.14142135623730953,5.6418958354775645E-2,0.96078943915232318,1.7599214745707923,0.13693063937629155,6.2222620451241772E-2,9.1283610610225094E-2]
[null,null,null,null,2.2000000000000002,0,0.14832396974191328,5.9172702727031991E-2,0.95695395747304668,1.7163823488593977,0.14361406616345074,6.3645160894443831E-2,9.4652183031191051E-2]
[null,null,null,null,2.4,0,0.1549193338482967,6.1803872323710346E-2,0.95313378707750473,1.6760294418008697,0.15000000000000002,6.4912341158480824E-2,9.7814971727956904E-2]
[null,null,null,null,2.6,0,0.16124515496597103,6.4327509825806886E-2,0.94932886684288953,1.6383808743592674,0.15612494995995999,6.60452444948358E-2,0.10079884397396838]
[null,null,null,null,2.8,0,0.16733200530681513,6.6755811781245469E-2,0.94553913589039629,1.6030585495742931,0.16201851746019655,6.7060750431125249E-2,0.10362541589443669]
[null,null,null,null,3,0,0.17320508075688773,6.9098829894267105E-2,0.94176453358424872,1.5697601021732448,0.16770509831248423,6.7972606316464304E-2,0.10631237429061799]
[null,null,null,null,3.2,0,0.17888543819998318,7.1364964646110848E-2,0.93800499953072947,1.5382397672496999,0.17320508075688773,6.8792173705275669E-2,0.10887440089076444]
[null,null,null,null,3.4,0,0.18439088914585777,7.3561321801096285E-2,0.93426047357721353,1.5082949589660193,0.17853571071357127,6.9528962144489836E-2,0.11132383574396001]
[null,null,null,null,3.6,0,0.18973665961010278,7.5693975660604818E-2,0.93053089581120574,1.4797566235814825,0.18371173070873839,7.0191019698568682E-2,0.11367116424359067]
[null,null,null,null,3.8,0,0.19493588689617927,7.7768167250437517E-2,0.92681620655938224,1.4524821572077788,0.18874586088176876,7.0785224379043513E-2,0.11592538176668998]
[null,null,null,null,4,0,0.2,7.9788456080286549E-2,0.92311634638663576,1.4263501089171913,0.19364916731037085,7.1317505445859561E-2,0.11809427144153477]
[null,null,null,null,4.2,0,0.20493901531919201,8.1758838114662613E-2,0.91943125609512466,1.4012561533804235,0.19843134832984435,7.1793014070935676E-2,0.12018461900525429]
[null,null,null,null,4.4000000000000004,0,0.20976176963403034,8.3682838718840066E-2,0.91576087672332562,1.3771099834542837,0.20310096011589904,7.2216256777515198E-2,0.12220238128694223]
[null,null,null,null,4.5999999999999996,0,0.21447610589527219,8.556358677747905E-2,0.91210514954509037,1.3538328807545807,0.20766559657295189,7.2591201074305223E-2,0.1241528199576791]
[null,null,null,null,4.8,0,0.21908902300206645,8.7403874447366331E-2,0.90846401606870619,1.3313557935409588,0.21213203435596428,7.2921360018757389E-2,0.12604060889163665]
[null,null,null,null,5,{"$f":"E43*Mu","v":0},{"$f":"SQRT(E43)*Sigma","v":0.22360679774997899},8.9206205807638564E-2,{"$f":"EXP(-HazardRate*E43)","v":0.90483741803595952},1.3096177994584928,{"$f":"SQRT(1-Correlation^2)*G43","v":0.21650635094610968},{"$f":"F43+Correlation*G43*J43","v":7.3209860603321936E-2},0.12786992121659904]
[null,null,null,null,5.2,0,0.22803508501982761,9.0972836829344608E-2,0.90122529742120472,1.2885648639097387,0.2207940216581962,7.3459499573804959E-2,0.1296445005470572]
[null,null,null,null,5.4,0,0.23237900077244503,9.2705808485565505E-2,0.89762759643043488,1.2681488281228321,0.22500000000000003,7.3672789377482714E-2,0.13136771976589298]
[null,null,null,null,5.6,0,0.23664319132398465,9.4406974388262968E-2,0.89404425750035732,1.2483265775627308,0.22912878474779202,7.3851996282248061E-2,0.13304262990725649]
[null,null,null,null,5.8,0,0.24083189157584595,9.6078024018658573E-2,0.89047522329747264,1.2290593533058392,0.23318447632722042,7.3999172228907797E-2,0.13467200109821553]
[null,null,null,null,6,0,0.2449489742783178,9.7720502380583982E-2,0.88692043671715748,1.210312177757255,0.23717082451262844,7.4116181624549166E-2,0.13625835707602393]
[null,null,null,null,6.2,0,0.24899799195977465,9.9335826727810106E-2,0.8833798408827509,1.1920533725751847,0.24109126902482389,7.4204724020024523E-2,0.13780400446763053]
[null,null,null,null,6.4,0,0.25298221281347039,0.10092530088080642,0.87985337914464379,1.1742541515226246,0.24494897427831785,7.4266353414399425E-2,0.13931105776797326]
[null,null,null,null,6.6,0,0.25690465157330261,0.10249012754438885,0.87634099507937324,1.1568882746395321,0.24874685927665502,7.4302494776377057E-2,0.14078146076234491]
[null,null,null,null,6.8,0,0.26076809620810598,0.104031418957202,0.87284263248871929,1.139931752934221,0.25248762345905201,7.4314458254956459E-2,0.14221700499048517]
[null,null,null,null,7,0,0.26457513110645908,0.10555020614111882,0.86935823539880586,1.1233625949548109,0.25617376914898998,7.4303451460065298E-2,0.14361934573511964]
[null,null,null,null,7.2,0,0.26832815729997478,0.10704744696916628,0.86588774805920499,1.1071605882819335,0.25980762113533162,7.4270590122211821E-2,0.14499001592746402]
[null,null,null,null,7.4,0,0.27202941017470889,0.10852403323135507,0.86243111494204538,1.0913071103001013,0.26339134382131851,7.4216907383600636E-2,0.14633043829088618]
[null,null,null,null,7.6,0,0.27568097504180444,0.10998079684646792,0.85898828074112343,1.0757849636437702,0.26692695630078278,7.4143361928156681E-2,0.147641935987115]
[null,null,null,null,7.8,0,0.27928480087537882,0.11141851534268368,0.85555919037101846,1.0605782325395043,0.27041634565979922,7.4050845121889169E-2,0.14892574198385181]
[null,null,null,null,8,0,0.28284271247461906,0.11283791670955129,0.85214378896621135,1.0456721569257323,0.27386127875258309,7.3940187306014912E-2,0.15018300732590303]
[null,null,null,null,8.1999999999999993,0,0.28635642126552707,0.11423968370726269,0.84874202188020675,1.0310530217629323,0.27726341266023546,7.3812163361760233E-2,0.15141480846214492]
[null,null,null,null,8.4,0,0.28982753492378882,0.11562445770562219,0.84535383468465874,1.0167080593770734,0.28062430400804567,7.3667497646601576E-2,0.15262215375629765]
[null,null,null,null,8.6,{"$f":"E61*Mu","v":0},{"$f":"SQRT(E61)*Sigma","v":0.29325756597230362},{"$f":"F61*NORMSDIST(F61/G61)+G61*NORMDIST(F61/G61,0,1,FALSE)","v":0.11699284211396441},{"$f":"EXP(-HazardRate*E61)","v":0.84197917316849991},{"$f":"NORMSINV(I61)","v":1.0026253630294577},{"$f":"SQRT(1-Correlation^2)*G61","v":0.28394541729001371},{"$f":"F61+Correlation*G61*J61","v":7.3506868386029017E-2},{"$f":"L61*NORMSDIST(L61/K61)+K61*NORMDIST(L61/K61,0,1,FALSE)","v":0.15380598928953723}]
[null,null,null,null,8.8000000000000007,0,0.29664793948382656,0.11834540545406398,0.83861798333707394,0.98879381019231138,0.28722813232690148,7.3330911591977771E-2,0.15496720404650149]
[null,null,null,null,9,0,0.30000000000000004,0.11968268412042983,0.835270211411272,0.97520299424545409,0.29047375096555633,7.3140224568409073E-2,0.1561066345626253]
[null,null,null,null,9.1999999999999993,0,0.30331501776206204,0.12100518486599809,0.83193580382667176,0.96184316350382981,0.29368350311176827,7.2935369055620522E-2,0.15722506909938094]
[null,null,null,null,9.4,0,0.30659419433511786,0.12231338704589194,0.8286147072326806,0.94870516664745475,0.29685855217594798,7.2716874057460024E-2,0.15832325140451628]
[null,null,null,null,9.6,0,0.30983866769659341,0.12360774464742069,0.82530686849168233,0.93578040376008131,0.30000000000000004,7.2485238389400963E-2,0.15940188410642026]
[null,null,null,null,9.8000000000000007,0,0.31304951684997057,0.12488868813069399,0.82201223467818652,0.9230607822956719,0.30310889132455354,7.2240932980203995E-2,0.16046163178503364]
[null,null,null,null,10,0,0.316227766016838,0.12615662610100803,0.81873075307798182,0.91053867738655081,0.30618621784789735,7.1984402955468832E-2,0.16150312375604328]

{"sheet":"Spreadsheet15.2","index":1,"n_rows":44,"n_cols":252,"rows_kept":44,"cut":false,"hidden":false,"merged":[[8,1,8,2],[8,4,8,5]]}
[]
[]
[]
[]
[]
[]
[]
[]
[null,"Parameters",null,null,"Calculations"]
[null,"S",100,null,"Forward",{"$f":"C10*EXP(C14*C13)","v":105.12710963760242}]
[null,"K",100,null,"d1",{"$f":"(LN(Spot/Strike)+(IntRate+Vol^2/2)*Maturity)/(Vol*SQRT(Maturity))","v":0.32500000000000001}]
[null,"sigma",0.25,null,"d2",{"$f":"(LN(F10/C11)-C12^2/2*C13)/(C12*SQRT(C13))","v":7.5000000000000289E-2}]
[null,"T",1,null,"Def prob",{"$f":"1-EXP(-C17*C13)","v":9.5162581964040482E-2}]
[null,"r",0.05,null,"Threshold",{"$f":"NORMSINV(F13)","v":-1.3096177994584928}]
[]
[null,"Correl",0.25,null,null,"Call","Put"]
[null,"Hazard rate",0.1,null,"Risk-free",{"$f":"Spot*NORMSDIST(F11)-Strike*EXP(-IntRate*Maturity)*NORMSDIST(_nd2)","v":12.335998930368717},{"$f":"-Spot*NORMSDIST(-F11)+Strike*EXP(-IntRate*Maturity)*NORMSDIST(-_nd2)","v":7.4589413804401161}]
[null,null,null,null,"Risky discounted",{"$f":"F17*EXP(-HazardRate*Maturity)","v":11.162073421049188},{"$f":"G17*EXP(-HazardRate*Maturity)","v":6.7491292599590107}]
[null,null,null,null,"Risky",{"$f":"EXP(-IntRate*Maturity)*(+Fwd*C43-Strike*C44)","v":12.298692993861497},{"$f":"EXP(-IntRate*Maturity)*(-Fwd*D43+Strike*D44)","v":6.3055614519748113}]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[null,"Quadrature calculations"]
[null,null,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36,37,38,39,40,41,42,43,44,45,46,47,48,49,50,51,52,53,54,55,56,57,58,59,60,61,62,63,64,65,66,67,68,69,70,71,72,73,74,75,76,77,78,79,80,81,82,83,84,85,86,87,88,89,90,91,92,93,94,95,96,97,98,99,100,101,102,103,104,105,106,107,108,109,110,111,112,113,114,115,116,117,118,119,120,121,122,123,124,125,126,127,128,129,130,131,132,133,134,135,136,137,138,139,140,141,142,143,144,145,146,147,148,149,150,151,152,153,154,155,156,157,158,159,160,161,162,163,164,165,166,167,168,169,170,171,172,173,174,175,176,177,178,179,180,181,182,183,184,185,186,187,188,189,190,191,192,193,194,195,196,197,198,199,200,201,202,203,204,205,206,207,208,209,210,211,212,213,214,215,216,217,218,219,220,221,222,223,224,225,226,227,228,229,230,231,232,233,234,235,236,237,238,239,240,241,242,243,244,245,246,247,248,249,250]
[null,null,-6.9996774360494944,-6.9983004854811233,-6.9958234730511126,-6.9922462380809804,-6.9875692757983909,-6.9817933057057902,-6.9749192308938062,-6.9669481303375553,-6.9578812567173483,-6.9477200355533322,-6.9364660647213503,-6.9241211140880576,-6.9106871251782538,-6.8961662108416242,-6.8805606549052225,-6.8638729118055597,-6.846105606197372,-6.8272615325375936,-6.8073436546437893,-6.7863551052266491,-6.7642991853963688,-6.741179364142825,-6.7169992777895269,-6.6917627294213826,-6.6654736882863137,-6.6381362891708076,-6.6097548317494601,-6.5803337799086297,-6.5498777610442733,-6.5183915653340883,-6.4858801449840664,-6.4523486134495629,-6.4178022446310221,-6.3822464720444643,-6.3456868879668766,-6.308129242556638,-6.2695794429491105,-6.2300435523275457,-6.1895277889694498,-6.1480385252685537,-6.1055822867325489,-6.0621657509567353,-6.017795746573757,-5.9724792521795793,-5.9262233952358745,-5.8790354509490079,-5.8309228411257692,-5.781893133006065,-5.7319540380727174,-5.6811134108385959,-5.6293792476112383,-5.5767596852351788,-5.5232629998121689,-5.4688976053994951,-5.4136720526866009,-5.3575950276502162,-5.3006753501882145,-5.2429219727323977,-5.1843439788404453,-5.1249505817672318,-5.0647511230157516,-5.0037550708678662,-4.9419720188951208,-4.8794116844498436,-4.8160839071367869,-4.7519986472655331,-4.6871659842839186,-4.6215961151927241,-4.5552993529418639,-4.4882861248083525,-4.4205669707562807,-4.3521525417790681,-4.2830535982242601,-4.2132810081011165,-4.1428457453712735,-4.0717588882227362,-4.0000316173274841,-3.9276752140829494,-3.854701058837664,-3.7811206291013324,-3.7069454977396292,-3.6321873311539998,-3.5568578874467436,-3.4809690145716781,-3.4045326484706764,-3.3275608111963528,-3.2500656090212168,-3.172059230533574,-3.0935539447204841,-3.0145620990380713,-2.9350961174694934,-2.8551684985708743,-2.7747918135055105,-2.6939787040666512,-2.6127418806891773,-2.5310941204504798,-2.4490482650608563,-2.3666172188437451,-2.2838139467061067,-2.2006514720992825,-2.1171428749706402,-2.0333012897063361,-1.9491399030655145,-1.8646719521062707,-1.7799107221037,-1.6948695444603687,-1.6095617946095226,-1.5240008899113764,-1.4382002875428066,-1.3521734823807807,-1.2659340048798593,-1.1794954189441005,-1.0928713197937041,-1.0060753318267313,-0.91912110647623169,-0.83202232006312438,-0.74479267164515739,-0.65744588086229727,-0.56999568577887727,-0.48245584072284997,-0.39484011412248082,-0.30716228634082465,-0.21943614750832449,-0.13167549535387463,-4.3894133034688337E-2,4.3894133034688337E-2,0.13167549535387463,0.21943614750832449,0.30716228634082465,0.39484011412248082,0.48245584072284997,0.56999568577887727,0.65744588086229727,0.74479267164515739,0.83202232006312438,0.91912110647623169,1.0060753318267313,1.0928713197937041,1.1794954189441005,1.2659340048798593,1.3521734823807807,1.4382002875428066,1.5240008899113764,1.6095617946095226,1.6948695444603687,1.7799107221037,1.8646719521062707,1.9491399030655145,2.0333012897063361,2.1171428749706402,2.2006514720992825,2.2838139467061067,2.3666172188437451,2.4490482650608563,2.5310941204504798,2.6127418806891773,2.6939787040666512,2.7747918135055105,2.8551684985708743,2.9350961174694934,3.0145620990380713,3.0935539447204841,3.172059230533574,3.2500656090212168,3.3275608111963528,3.4045326484706764,3.4809690145716781,3.5568578874467436,3.6321873311539998,3.7069454977396292,3.7811206291013324,3.854701058837664,3.9276752140829494,4.0000316173274841,4.0717588882227362,4.1428457453712735,4.2132810081011165,4.2830535982242601,4.3521525417790681,4.4205669707562807,4.4882861248083525,4.5552993529418639,4.6215961151927241,4.6871659842839186,4.7519986472655331,4.8160839071367869,4.8794116844498436,4.9419720188951208,5.0037550708678662,5.0647511230157516,5.1249505817672318,5.1843439788404453,5.2429219727323977,5.3006753501882145,5.3575950276502162,5.4136720526866009,5.4688976053994951,5.5232629998121689,5.5767596852351788,5.6293792476112383,5.6811134108385959,5.7319540380727174,5.781893133006065,5.8309228411257692,5.8790354509490079,5.9262233952358745,5.9724792521795793,6.017795746573757,6.0621657509567353,6.1055822867325489,6.1480385252685537,6.1895277889694498,6.2300435523275457,6.2695794429491105,6.308129242556638,6.3456868879668766,6.3822464720444643,6.4178022446310221,6.4523486134495629,6.4858801449840664,6.5183915653340883,6.5498777610442733,6.5803337799086297,6.6097548317494601,6.6381362891708076,6.6654736882863137,6.6917627294213826,6.7169992777895269,6.741179364142825,6.7642991853963688,6.7863551052266491,6.8073436546437893,6.8272615325375936,6.846105606197372,6.8638729118055597,6.8805606549052225,6.8961662108416242,6.9106871251782538,6.9241211140880576,6.9364660647213503,6.9477200355533322,6.9578812567173483,6.9669481303375553,6.9749192308938062,6.9817933057057902,6.9875692757983909,6.9922462380809804,6.9958234730511126,6.9983004854811233,6.9996774360494944]
[null,null,7.5787814561525212E-15,1.7811645557850738E-14,2.8472587174637193E-14,3.9802457120190713E-14,5.208003727367414E-14,6.5621502007495349E-14,8.0792760790856986E-14,9.8025054585470836E-14,1.1783417008918191E-13,1.4084434481325355E-13,1.678183075009975E-13,1.996953341114806E-13,2.376397705517213E-13,2.831032319753832E-13,3.3790469950514237E-13,4.0433408139158489E-13,4.852866388185969E-13,5.8443801594341521E-13,7.0647300581213806E-13,8.5738542525758995E-13,1.0448724708864869E-12,1.2788548987425861E-12,1.5721652181328383E-12,1.9414608204779944E-12,2.4084390147920876E-12,3.0014582874713316E-12,3.7577074696262946E-12,4.7261156423179773E-12,5.9712657400127249E-12,7.5786711233934738E-12,9.6619068543688135E-12,1.2372269838260375E-11,1.5911893567638317E-11,2.0551590504554476E-11,2.6655175087280284E-11,3.4712684188555337E-11,4.5385830721360897E-11,5.9570298717693227E-11,7.8481251579212042E-11,1.0377086926601715E-10,1.3769011815210155E-10,1.8331165348837555E-10,2.4483726267688535E-10,3.2802227352392202E-10,4.4076183431293121E-10,5.9390124152345093E-10,8.0235635825631974E-10,1.0866631139098235E-9,1.4751204941370362E-9,2.0067539379949031E-9,2.7354119261739243E-9,3.7354262506014929E-9,5.1094274257893022E-9,6.999126258111817E-9,9.6001711808346652E-9,1.3182595739223225E-8,1.8118917403628731E-8,2.4922684688579112E-8,3.4301255549771098E-8,4.7227905275043394E-8,6.5040107848368953E-8,8.9573139532730856E-8,1.2334117846849591E-7,1.6978201943497378E-7,2.3358663324225773E-7,3.2114137007985432E-7,4.4111898364391401E-7,6.0526524021193448E-7,8.2944112602261795E-7,1.1349970672974653E-6,1.550575635429468E-6,2.114463409109313E-6,2.8776414116586509E-6,3.9077170841840853E-6,5.2939590757075964E-6,7.1536988049161781E-6,9.6404087652819641E-6,1.2953815101794379E-5,1.7352448244426083E-5,2.316907621030716E-5,3.0829494908954834E-5,4.0875160967527655E-5,5.3990135903096939E-5,7.1032754675915286E-5,9.3072323839400208E-5,1.2143098053285822E-4,1.5773058896003604E-4,2.0394420220076127E-4,2.624511633292745E-4,3.3609435488359457E-4,4.2823743132898082E-4,5.4281909736950584E-4,6.8440065135289387E-4,8.5820213932402049E-4,1.0701216213539571E-3,1.326731316201303E-3,1.6352438592888269E-3,2.0034416924592092E-3,2.4395628195196936E-3,2.9521369246399073E-3,3.5497672621603109E-3,4.2408558579082878E-3,5.033272439887335E-3,5.9339711051555029E-3,6.9485629200910165E-3,8.0808572498106707E-3,9.3323893407761226E-3,1.0701956182289436E-2,1.2185186531504929E-2,1.3774173755721918E-2,1.5457201385990039E-2,1.7218590602554498E-2,1.9038696004156024E-2,2.0894070819439652E-2,2.2757815259471084E-2,2.4600112259794912E-2,2.6388943911745462E-2,2.8090970128901757E-2,2.9672539384938031E-2,3.1100790632875873E-2,3.2344796718206593E-2,3.3376693587920447E-2,3.4172737053319413E-2,3.4714230206128557E-2,3.498826991670425E-2,3.498826991670425E-2,3.4714230206128557E-2,3.4172737053319413E-2,3.3376693587920447E-2,3.2344796718206593E-2,3.1100790632875873E-2,2.9672539384938031E-2,2.8090970128901757E-2,2.6388943911745462E-2,2.4600112259794912E-2,2.2757815259471084E-2,2.0894070819439652E-2,1.9038696004156024E-2,1.7218590602554498E-2,1.5457201385990039E-2,1.3774173755721918E-2,1.2185186531504929E-2,1.0701956182289436E-2,9.3323893407761226E-3,8.0808572498106707E-3,6.9485629200910165E-3,5.9339711051555029E-3,5.033272439887335E-3,4.2408558579082878E-3,3.5497672621603109E-3,2.9521369246399073E-3,2.4395628195196936E-3,2.0034416924592092E-3,1.6352438592888269E-3,1.326731316201303E-3,1.0701216213539571E-3,8.5820213932402049E-4,6.8440065135289387E-4,5.4281909736950584E-4,4.2823743132898082E-4,3.3609435488359457E-4,2.624511633292745E-4,2.0394420220076127E-4,1.5773058896003604E-4,1.2143098053285822E-4,9.3072323839400208E-5,7.1032754675915286E-5,5.3990135903096939E-5,4.0875160967527655E-5,3.0829494908954834E-5,2.316907621030716E-5,1.7352448244426083E-5,1.2953815101794379E-5,9.6404087652819641E-6,7.1536988049161781E-6,5.2939590757075964E-6,3.9077170841840853E-6,2.8776414116586509E-6,2.114463409109313E-6,1.550575635429468E-6,1.1349970672974653E-6,8.2944112602261795E-7,6.0526524021193448E-7,4.4111898364391401E-7,3.2114137007985432E-7,2.3358663324225773E-7,1.6978201943497378E-7,1.2334117846849591E-7,8.9573139532730856E-8,6.5040107848368953E-8,4.7227905275043394E-8,3.4301255549771098E-8,2.4922684688579112E-8,1.8118917403628731E-8,1.3182595739223225E-8,9.6001711808346652E-9,6.999126258111817E-9,5.1094274257893022E-9,3.7354262506014929E-9,2.7354119261739243E-9,2.0067539379949031E-9,1.4751204941370362E-9,1.0866631139098235E-9,8.0235635825631974E-10,5.9390124152345093E-10,4.4076183431293121E-10,3.2802227352392202E-10,2.4483726267688535E-10,1.8331165348837555E-10,1.3769011815210155E-10,1.0377086926601715E-10,7.8481251579212042E-11,5.9570298717693227E-11,4.5385830721360897E-11,3.4712684188555337E-11,2.6655175087280284E-11,2.0551590504554476E-11,1.5911893567638317E-11,1.2372269838260375E-11,9.6619068543688135E-12,7.5786711233934738E-12,5.9712657400127249E-12,4.7261156423179773E-12,3.7577074696262946E-12,3.0014582874713316E-12,2.4084390147920876E-12,1.9414608204779944E-12,1.5721652181328383E-12,1.2788548987425861E-12,1.0448724708864869E-12,8.5738542525758995E-13,7.0647300581213806E-13,5.8443801594341521E-13,4.852866388185969E-13,4.0433408139158489E-13,3.3790469950514237E-13,2.831032319753832E-13,2.376397705517213E-13,1.996953341114806E-13,1.678183075009975E-13,1.4084434481325355E-13,1.1783417008918191E-13,9.8025054585470836E-14,8.0792760790856986E-14,6.5621502007495349E-14,5.208003727367414E-14,3.9802457120190713E-14,2.8472587174637193E-14,1.7811645557850738E-14,7.5787814561525212E-15]
[null,"A1+",{"$f":"NORMSDIST((SQRT(Correl)*C35+Vol*SQRT(Maturity)+_nd2)/SQRT(1-Correl))*NORMSDIST((SQRT(Correl)+Correl*Vol*SQRT(Maturity)-Threshold)/SQRT(1-Correl))","v":1.2130552543089365E-4},1.2168296968437504E-4,1.2236473328651918E-4,1.2335564359035848E-4,1.2466253796268397E-4,1.2629445193760005E-4,1.2826272344733305E-4,1.3058111218921216E-4,1.3326594310180545E-4,1.3633627688681041E-4,1.3981410996101077E-4,1.4372460641023346E-4,1.4809636487203559E-4,1.5296172369796786E-4,1.5835710822148047E-4,1.6432342448284416E-4,1.7090650434175897E-4,1.7815760754718123E-4,1.8613398703868744E-4,1.9489952453143479E-4,2.0452544429499283E-4,2.1509111398286727E-4,2.2668494241283763E-4,2.3940538534686815E-4,2.533620715823603E-4,2.686770630529248E-4,2.854862641559077E-4,3.0394099718454614E-4,3.2420976255360549E-4,3.4648020447666886E-4,3.7096130488802889E-4,3.9788583070814783E-4,4.2751306203272029E-4,4.6013183148309301E-4,4.9606390778844482E-4,5.3566775967229532E-4,5.7934273927722922E-4,6.2753372766612082E-4,6.8073628836254633E-4,7.3950237840594249E-4,8.0444666995738558E-4,8.7625353904705245E-4,9.5568478153899991E-4,1.0435881197224579E-3,1.1409065660244982E-3,1.2486887130606483E-3,1.3681000214621471E-3,1.5004351784817611E-3,1.6471316011025311E-3,1.80978415704694E-3,1.9901611754736081E-3,2.1902218159933541E-3,2.4121348596481962E-3,2.6582989783617405E-3,2.9313645297506809E-3,3.2342569117269197E-3,3.570201495646191E-3,3.9427501374912173E-3,4.3558092433341952E-3,4.8136693377363021E-3,5.3210360514646931E-3,5.8830624076354476E-3,6.5053822428765527E-3,7.1941445521805716E-3,{"$f":"NORMSDIST((SQRT(Correl)*BO35+Vol*SQRT(Maturity)+_nd2)/SQRT(1-Correl))*NORMSDIST((SQRT(Correl)+Correl*Vol*SQRT(Maturity)-Threshold)/SQRT(1-Correl))","v":7.9560484927147773E-3},8.7983787230391172E-3,9.729040690163622E-3,1.0756595408053536E-2,1.1890293198171012E-2,1.3140105786267606E-2,1.4516756071025694E-2,1.6031744800674302E-2,1.7697373315077602E-2,1.9526761435011454E-2,2.1533859509728241E-2,2.3733453571081184E-2,2.61411624903371E-2,2.8773425995495375E-2,3.1647482385779961E-2,3.4781334779432523E-2,3.8193704754478648E-2,4.1903972293168008E-2,4.5932101022489492E-2,5.0298547858382094E-2,5.5024156312345217E-2,6.0130032907794333E-2,6.5637406380554722E-2,7.1567469603229877E-2,7.7941204475542758E-2,8.4779190359592874E-2,9.2101397006376207E-2,9.9926963312512523E-2,0.10827396365705054,0.11715916398918796,0.12659777025905766,0.13660317219452686,0.14718668581531116,0.15835729842903717,0.17012142015918844,0.18248264629920011,0.19544153495785738,0.20899540454708357,0.22313815565414277,0.23786012172813026,0.25314795278971147,0.26898453604056122,0.28534895680521577,0.30221650268682559,0.31955871316698636,0.33734347613930948,0.35553517205107477,0.3740948654547111,0.39298054286127082,0.41214739486397778,0.43154813958536542,0.45113338362123578,0.47085201583338993,0.49065162860456318,0.51047896053523689,0.53028035405234841,0.55000222103039476,0.56959150930802993,0.58899616292554891,0.60816556901333862,0.62705098452628916,0.64560593643718356,0.66378658956149339,0.68155207687084063,{"$f":"NORMSDIST((SQRT(Correl)*EA35+Vol*SQRT(Maturity)+_nd2)/SQRT(1-Correl))*NORMSDIST((SQRT(Correl)+Correl*Vol*SQRT(Maturity)-Threshold)/SQRT(1-Correl))","v":0.69886478794303741},0.71569061207055595,0.73199913348188894,0.74776377709567221,0.76296190419951992,0.77757485839869434,0.79158796308990553,0.80499047256076972,0.81777547957675478,0.82993978297908177,0.84148371936713207,0.85241096336940325,0.86272830131395861,0.87244538329244703,0.88157445867463669,0.89013010007970539,0.89812892065583505,0.90558928927275195,0.91253104790628747,0.91897523510443191,0.92494381898594114,0.93045944275052406,0.93554518518873431,0.94022433818374229,0.94452020270873771,0.94845590435388527,0.95205422897486658,0.95533747864863183,0.95832734775678863,0.96104481869695413,0.96351007644964193,0.96574244100348017,0.96776031646407268,0.9695811555397138,0.97122143800762195,0.97269666171376656,0.97402134464361245,0.97520903661575131,0.97627233919082124,0.97722293244973013,0.97807160737356746,0.97882830264845466,0.97950214481811737,0.98010149081163422,0.98063397198056967,0.98110653888593102,0.98152550617887169,0.98189659701809573,0.98222498656010482,0.98251534414481634,0.98277187387800891,0.98299835338316588,0.98319817055847403,0.98337435823009645,0.98352962664061949,0.98366639375218801,0.98378681337773877,0.98389280118149114,0.98398605861202193,0.98406809484843771,0.9841402468529572,0.98420369763220061,0.98425949281520431,0.98430855565914521,{"$f":"NORMSDIST((SQRT(Correl)*GM35+Vol*SQRT(Maturity)+_nd2)/SQRT(1-Correl))*NORMSDIST((SQRT(Correl)+Correl*Vol*SQRT(Maturity)-Threshold)/SQRT(1-Correl))","v":0.98435170059443566},0.9843896454196801,0.98442302225431599,0.98445238735297258,0.98447822988091571,0.98450097974469597,0.98452101456646346,0.98453866588454408,0.98455422465693521,0.98456794613847798,0.98458005419669758,0.9845907451257444,0.98460019101256036,0.98460854270436893,0.98461593242189072,0.98462247605828823,0.98462827519979612,0.9846334189002538,0.98463798523833346,0.98464204268315003,0.98464565129109716,0.98464886375420446,0.98465172631799969,0.9846542795847919,0.98465655921643225,0.98465859654895405,0.98466041913001856,0.98466205118877459,0.98466351404657981,0.98466482647599807,0.98466600501457469,0.98466706423908645,0.98466801700525597,0.98466887465729402,0.98466964721108408,0.98467034351434413,0.98467097138667625,0.98467153774204541,0.98467204869590397,0.98467250965889463,0.98467292541881801,0.98467330021233146,0.98467363778765959,0.98467394145942655,0.98467421415658063,0.98467445846425217,0.98467467666027431,0.98467487074700111,0.98467504247897342,0.98467519338690412,0.98467532479839504,0.98467543785573453,0.98467553353107751,0.98467561263926695,0.98467567584852034,0.98467572368921652,0.98467575656128448,0.98467577474502521]
[null,"A2+",{"$f":"NORMSDIST((SQRT(Correl)*C35+_nd2)/SQRT(1-Correl))*NORMSDIST((SQRT(Correl)-Threshold)/SQRT(1-Correl))","v":3.7618917980890722E-5},3.7744195430089547E-5,3.7970552170632667E-5,3.8299716801292971E-5,3.873414514881209E-5,3.9277087083423314E-5,3.9932626989349623E-5,4.0705730893962639E-5,4.1602303400715276E-5,4.2629255607962315E-5,4.3794585057248803E-5,4.5107468867228158E-5,4.6578371384088264E-5,4.8219167884970981E-5,5.0043286102692476E-5,5.2065867599349247E-5,5.4303951306188221E-5,5.6776681871286871E-5,5.9505545819531059E-5,6.2514638936040664E-5,6.5830968739967081E-5,6.9484796426480064E-5,7.3510023227280551E-5,7.7944626781264136E-5,8.2831153824791521E-5,8.8217276313775394E-5,9.4156418986565546E-5,1.0070846737707919E-4,1.0794056640217672E-4,1.1592802088680457E-4,1.2475531076643463E-4,1.3451723523065287E-4,1.4532020175656669E-4,1.5728367783825645E-4,1.7054182526082988E-4,1.8524533900637652E-4,2.0156351532494399E-4,2.1968657616590096E-4,2.3982828005107419E-4,2.6222885258553097E-4,2.871582731459493E-4,3.1491995785679235E-4,3.458548827518833E-4,3.8034619500743738E-4,4.188243642974327E-4,4.617729306286688E-4,5.0973490941407776E-4,5.6331991897766074E-4,6.2321210007563641E-4,6.9017890126969945E-4,7.6508080798274366E-4,8.4888209666380947E-4,9.426626985207969E-4,1.047631259551019E-3,1.16513948488524E-3,1.2966978555023869E-3,1.4439928038783754E-3,1.6089054317781181E-3,1.7935318478268635E-3,2.0002051943157125E-3,2.2315194214888976E-3,2.4903548528866001E-3,2.7799055667199479E-3,3.103708595271832E-3,{"$f":"NORMSDIST((SQRT(Correl)*BO35+_nd2)/SQRT(1-Correl))*NORMSDIST((SQRT(Correl)-Threshold)/SQRT(1-Correl))","v":3.465674916490464E-3},3.8701221788360989E-3,4.321809061656693E-3,4.8259711285672411E-3,5.3883579802359504E-3,6.0152714554947487E-3,6.713604565790004E-3,7.4908807778421753E-3,8.3552931833673124E-3,9.3157430134467867E-3,1.0381876869503344E-2,1.1564121954046897E-2,1.2873718493915417E-2,1.432274845853207E-2,1.5924159587964917E-2,1.769178366291568E-2,1.9640347874133431E-2,2.1785478085431076E-2,2.4143692736040515E-2,2.6732386098261562E-2,2.9569799599154185E-2,3.2674979934345559E-2,3.6067722751716096E-2,3.9768500766405757E-2,4.3798375289439667E-2,4.8178890312934833E-2,5.2931948497162318E-2,5.8079668649608923E-2,6.3644224573359304E-2,6.9647665490075533E-2,7.6111718608585552E-2,8.3057574809073373E-2,9.0505658838916675E-2,9.8475385861552051E-2,0.10698490665496992,0.11605084421071039,0.12568802492540901,0.1359092079918999,0.1467248169717987,0.15814267785229577,0.17016776814268181,0.18280198173773818,0.19604391435358184,0.2098886743166796,0.22432772335065543,0.23934875175307599,0.25493559198369431,0.27106817419824508,0.28772252666310161,0.30487082328505799,0.3224814797000099,0.34051929850074536,0.35894566326694943,0.3777187801119985,0.39679396450534654,0.41612397019162561,0.43565935613379841,0.45534888658305522,0.47513995864653946,0.4949790511070149,0.5148121877647871,0.53458540823630962,0.55424523896633759,0.57373915719687241,{"$f":"NORMSDIST((SQRT(Correl)*EA35+_nd2)/SQRT(1-Correl))*NORMSDIST((SQRT(Correl)-Threshold)/SQRT(1-Correl))","v":0.59301604078711634},0.61202659708985241,0.63072376455185275,0.6490630813053534,0.66700301573659526,0.68450525483485192,0.70153494701768904,0.71806089707013299,0.73405571180097728,0.74949589598271538,0.76436189907770535,0.77863811413907613,0.79231283109004214,0.80537814731221813,0.81782983909827822,0.82966719803667655,0.84089283678984994,0.85151246899992628,0.86153466820866764,0.8709706107158155,0.87983380722974291,0.88813982799642432,0.89590602583924384,0.903151261216526,0.90989563302016385,0.91616021841196349,0.92196682453873324,0.92733775449653355,0.93229558944169277,0.93686298828271075,0.94106250594304586,0.94491643076840182,0.94844664127016443,0.95167448205404348,0.95462065848306665,0.95730514936859057,0.95974713677232515,0.96196495183562081,0.96397603542754939,0.96579691231789033,0.96744317753161058,0.96892949352400548,0.97026959682622027,0.97147631284520752,0.97256157755609707,0.97353646489442358,0.97441121873684655,0.9751952884484193,0.97589736706893115,0.97652543130761127,0.97708678261214554,0.97758808867253255,0.97803542481119476,0.97843431479670329,0.97878977069855633,0.97910633147405024,0.97938810004501431,0.97963877868192473,0.97986170256568916,0.98005987144339501,0.98023597933385853,0.98039244227226929,0.98053142411107541,0.98065486041696637,{"$f":"NORMSDIST((SQRT(Correl)*GM35+_nd2)/SQRT(1-Correl))*NORMSDIST((SQRT(Correl)-Threshold)/SQRT(1-Correl))","v":0.98076448052191112},0.98086182780019826,0.98094827825381548,0.98102505749576774,0.98109325622552956,0.98115384429317332,0.9812076834491934,0.98125553887601336,0.98129808959490628,0.9813359378388794,0.98136961747817431,0.9813996015806451,0.98142630918454643,0.98145011135635329,0.98147133660124286,0.98149027568890923,0.98150718595251285,0.98152229511385636,0.98153580468336321,0.98154789297915579,0.98155871780548443,0.9815684188269892,0.98157711967176053,0.98158492979291556,0.98159194611541722,0.98159825449211791,0.98160393099051246,0.98160904302940077,0.98161365038260162,0.98161780606498783,0.98162155711443233,0.98162494528173883,0.98162800763927449,0.98163077711780156,0.98163328297992092,0.98163555123756985,0.98163760502014863,0.98163946489908527,0.98164114917396228,0.98164267412472361,0.98164405423394152,0.98164530238264769,0.98164643002280949,0.98164744732916043,0.98164836333276273,0.98164918603838713,0.98164992252753736,0.981650579048716,0.98165116109632822,0.98165167347943572,0.98165212038141636,0.98165250541144178,0.98165283164855843,0.98165310167905384,0.98165331762770902,0.98165348118360218,0.98165359362207616,0.98165365583930864]
[null,"A1-",{"$f":"NORMSDIST(-(SQRT(Correl)*C35+Vol*SQRT(Maturity)+_nd2)/SQRT(1-Correl))*NORMSDIST((SQRT(Correl)*C35+Correl*Vol*SQRT(Maturity)-Threshold)/SQRT(1-Correl))","v":7.0066017961070912E-3},7.02211871574881E-3,7.0501086282412735E-3,7.0907046185601117E-3,7.1440917303145753E-3,7.2105129114581785E-3,7.2902709052063671E-3,7.3837301208559076E-3,7.4913188020764281E-3,7.6135315502501811E-3,7.7509322250858027E-3,7.9041572386548374E-3,8.0739192584286402E-3,8.2610113355873673E-3,8.4663114758500146E-3,8.6907876710398801E-3,8.9355034104466151E-3,9.2016236917041184E-3,9.4904215513248943E-3,9.8032851351606901E-3,1.0141725328843212E-2,1.0507383967633135E-2,1.0902042644002203E-2,1.132763212961233E-2,1.1786242426055046E-2,1.2280133455673232E-2,1.2811746399906565E-2,1.3383715687762813E-2,1.399888163110039E-2,1.466030369627733E-2,1.5371274393239738E-2,1.6135333753140194E-2,1.6956284353936694E-2,1.783820683997054E-2,1.8785475866092728E-2,1.980277637934345E-2,2.0895120131333923E-2,2.2067862292184503E-2,2.3326718012004963E-2,2.46777787483493E-2,2.6127528147750871E-2,2.7682857236291287E-2,2.9351078638171203E-2,3.1139939502479137E-2,3.3057632776905585E-2,3.5112806423212399E-2,3.731457012312684E-2,3.9672498975359634E-2,4.2196633635169567E-2,4.4897476297935016E-2,4.7785981878361743E-2,5.0873543688202669E-2,5.4171972868847576E-2,5.769347079220561E-2,6.1450593605514192E-2,6.5456208064851307E-2,6.9723437780233752E-2,7.4265598984501927E-2,7.9096124941232498E-2,8.4228478126396569E-2,8.9676049357336168E-2,9.5452043103974663E-2,0.10156934830425848,0.10804039412197923,{"$f":"NORMSDIST(-(SQRT(Correl)*BO35+Vol*SQRT(Maturity)+_nd2)/SQRT(1-Correl))*NORMSDIST((SQRT(Correl)*BO35+Correl*Vol*SQRT(Maturity)-Threshold)/SQRT(1-Correl))","v":0.11487699023366278},0.12209015141537137,0.12968990642302777,0.13768509142385857,0.14608312854382577,0.15488979044774218,0.16410895226544511,0.17374233261793254,0.18378922597920488,0.19424622912834102,0.20510696499553341,0.21636180777651887,0.22799761377049543,0.23999746297284733,0.2523404170085306,0.2650012995046519,0.27795050544876632,0.29115384643754727,0.3045724389617952,0.31816264297028796,0.33187605787881147,0.34565958291515614,0.35945554819190284,0.37320192215678999,0.38683260007161985,0.40027777690908661,0.41346440653600758,0.42631674728546692,0.43875699203556995,0.45070597874768775,0.46208397512383098,0.47281152868481718,0.48281037122266685,0.4920043643252841,0.50032047059778828,0.50768973340379298,0.51404824651036807,0.51933809402462161,0.52350824052881417,0.5265153514098676,0.52832452407345398,0.52890991204483129,0.52825522587515605,0.52635409725377125,0.52321029570864308,0.51883779066948121,0.51326065536123144,0.50651281286383865,0.49863762858136568,0.48968735716996636,0.47972245554303056,0.46881077677596567,0.45702666246134394,0.44444995322751263,0.43116493866542799,0.4172592687724429,0.40282284920987599,0.3879467422033378,0.37272209383695587,0.35723910687324978,0.34158607615588876,0.32584850122210141,0.31010828807148583,0.29444304921648512,{"$f":"NORMSDIST(-(SQRT(Correl)*EA35+Vol*SQRT(Maturity)+_nd2)/SQRT(1-Correl))*NORMSDIST((SQRT(Correl)*EA35+Correl*Vol*SQRT(Maturity)-Threshold)/SQRT(1-Correl))","v":0.27892550828148016},0.26362301261901255,0.24859715475822677,0.23390350106313076,0.21959142381186636,0.20570403105159948,0.19227818705959962,0.1793446150573838,0.16692807297600237,0.15504759254016959,0.1437167717017396,0.1329441104774213,0.12273338049601341,0.11308401899925118,0.10399153862987576,9.5447945044356011E-2,8.7442155171816152E-2,7.9960409774362237E-2,7.2986674820021427E-2,6.6503027034675102E-2,6.0490019834311341E-2,5.4927026638025962E-2,4.9792559313293148E-2,4.506456019909983E-2,4.0720666783337987E-2,3.6738448674554385E-2,3.3095617002986674E-2,2.9770206811733372E-2,2.6740733357279514E-2,2.398632353199558E-2,2.1486823853089854E-2,1.9222886637028168E-2,1.7176036100335731E-2,1.5328716202054454E-2,1.3664322075238378E-2,1.2167216890117691E-2,1.0822735955312563E-2,9.6171798009653964E-3,8.537797903904399E-3,7.5727646146834162E-3,6.7111487339505012E-3,5.9428780650663199E-3,5.2587001447953188E-3,4.6501402273467739E-3,4.1094574717270268E-3,3.6296001605113817E-3,3.204160661558905E-3,2.8273307342808547E-3,2.4938576798646337E-3,2.1990017410447532E-3,1.9384950719991024E-3,1.7085025228714018E-3,1.5055844162038066E-3,1.326661433951068E-3,1.1689816833460979E-3,1.0300899671941966E-3,9.0779924861501327E-4,8.0016427120455688E-4,7.0545727240803205E-4,6.2214570992828386E-4,5.4887190760661805E-4,4.8443451779050351E-4,4.2777169116874281E-4,3.7794584187296503E-4,{"$f":"NORMSDIST(-(SQRT(Correl)*GM35+Vol*SQRT(Maturity)+_nd2)/SQRT(1-Correl))*NORMSDIST((SQRT(Correl)*GM35+Correl*Vol*SQRT(Maturity)-Threshold)/SQRT(1-Correl))","v":3.3412989482457648E-4},2.9559490340637617E-4,2.6169892816418715E-4,2.3187707105030254E-4,2.0563256440702025E-4,1.8252881919839114E-4,1.6218234271447312E-4,1.4425644191458354E-4,1.2845563459664748E-4,1.1452069656023367E-4,1.022242787783097E-4,9.1367034236143686E-5,8.1774199483027895E-5,7.3292581037374453E-5,6.57879015650947E-5,5.9142465202847378E-5,5.3253105517992876E-5,4.8029383389280166E-5,4.3392005564805351E-5,3.9271437819106379E-5,3.5606689504561883E-5,3.2344248890622827E-5,2.9437151026021675E-5,2.6844161962638124E-5,2.4529065063866385E-5,2.2460036803491185E-5,2.0609100960968659E-5,1.8951651452558661E-5,1.7466035220930354E-5,1.6133187653607805E-5,1.4936313926801211E-5,1.3860610488550276E-5,1.2893021615413401E-5,1.2022026610824309E-5,1.1237453770394811E-5,1.0530317728615291E-5,9.892677230445059E-6,9.3175107472767395E-6,8.7986076859798356E-6,8.3304732278331743E-6,7.9082450861251629E-6,7.5276206914883115E-6,7.1847935065653947E-6,6.8763973398577544E-6,6.5994576756513412E-6,6.3513491654572479E-6,6.1297585388233714E-6,5.9326522897710448E-6,5.7582485813230695E-6,5.6049928862326845E-6,5.471536948491107E-6,5.3567207086512413E-6,5.2595568872552174E-6,5.1792179645399054E-6,5.1150253269739709E-6,5.0664403446123931E-6,5.0330568662373464E-6,5.0145902301805643E-6]
[null,"A2-",{"$f":"NORMSDIST(-(SQRT(Correl)*C35+_nd2)/SQRT(1-Correl))*NORMSDIST((SQRT(Correl)*C35-Threshold)/SQRT(1-Correl))","v":5.7183793182681046E-3},5.7313442403445353E-3,5.7547326770258844E-3,5.7886591081377703E-3,5.833282951861433E-3,5.8888136051524738E-3,5.9555121202885886E-3,6.033692889730078E-3,6.1237256061403775E-3,6.2260375475095778E-3,6.3411162081252141E-3,6.4695122914120648E-3,6.6118430805605071E-3,6.7687962038426907E-3,6.9411338127558595E-3,7.1296971923913597E-3,7.3354118246166502E-3,7.5592929257205666E-3,7.8024514810691795E-3,8.0661008000069059E-3,8.3515636146693911E-3,8.6602797464995687E-3,8.9938143640158046E-3,9.3538668547057911E-3,9.7422803327381954E-3,1.0161051802409695E-2,1.0612342994790604E-2,1.109849189179055E-2,1.1622024947731744E-2,1.2185670013365835E-2,1.2792369960976276E-2,1.3445297001631629E-2,1.4147867676651564E-2,1.4903758494766753E-2,1.5716922174139895E-2,1.6591604434208988E-2,1.7532361266063005E-2,1.8544076591605251E-2,1.9631980200964207E-2,2.0801665834338203E-2,2.2059109248602549E-2,2.3410686080476296E-2,2.4863189286790269E-2,2.6423845908407542E-2,2.8100332867659825E-2,2.9900791469879884E-2,3.1833840237905392E-2,3.3908585664548928E-2,3.613463042233258E-2,3.8522078522712964E-2,4.1081536869159344E-2,4.3824112600481628E-2,4.6761405573587309E-2,4.9905495289363014E-2,5.3268921522780031E-2,5.6864657879933181E-2,6.0706077472022772E-2,6.4806909870954763E-2,6.9181188495081633E-2,7.3843187568660928E-2,7.880734780701662E-2,8.4088190003461363E-2,8.9700215736207553E-2,9.5657794476277577E-2,{"$f":"NORMSDIST(-(SQRT(Correl)*BO35+_nd2)/SQRT(1-Correl))*NORMSDIST((SQRT(Correl)*BO35-Threshold)/SQRT(1-Correl))","v":0.10197503646340352},0.10866565082867682,0.11574278858280151,0.1232188702596631,0.13110539820875283,0.13941275376870382,0.14814997982929434,0.15732454960165101,0.16694212276624984,0.17700629055492145,0.18751831174459457,0.19847684199379267,0.20987765943321776,0.22171338992263889,0.23397323589926863,0.24664271325723022,0.2597034012006339,0.27313271048887039,0.2869036759243177,0.3009847792998373,0.3153398093044178,0.32992776505684751,0.3447028099752581,0.35961428257082112,0.37460677045382001,0.38962025333920747,0.40459032011972629,0.41944846412606585,0.43412245951044354,0.44853682027574138,0.46261334183967939,0.47627172319584254,0.48943026574519782,0.50200664276888174,0.51391873135219623,0.52508549641724722,0.5354279144517422,0.54486992261356582,0.5533393772264994,0.56076900434178656,0.56709732409751312,0.57226953012745863,0.57623830530383113,0.57896455567723037,0.58041804561494936,0.58057791882543008,0.57943309215899064,0.57698251173636805,0.57323526399925451,0.56821053760434959,0.56193743558364506,0.55445464074836071,0.54580994079813638,0.53605962288897446,0.52526775039932794,0.51350533721361147,0.50084943693439721,0.48738216597862638,0.47318968047334609,0.4583611272317733,0.44298758887434775,0.42716104239791924,0.41097334924503204,0.39451529325592399,{"$f":"NORMSDIST(-(SQRT(Correl)*EA35+_nd2)/SQRT(1-Correl))*NORMSDIST((SQRT(Correl)*EA35-Threshold)/SQRT(1-Correl))","v":0.37787568088120826},0.36114051578276646,0.34439225754563174,0.32770917175372971,0.31116477623023581,0.29482738588282564,0.27875975638758532,0.26301882494246281,0.24765554455819241,0.23271480685493218,0.21823544710753071,0.20425032433171958,0.19078646851872955,0.17786528669073734,0.16550281924252316,0.15371003803052691,0.14249317784179252,0.13185409319410357,0.12179063285739321,0.11229702501898431,0.10336426661703778,9.4980511015645946E-2,8.7131448871673955E-2,7.9800677730597652E-2,7.2970056571522793E-2,6.6620042187936462E-2,6.0730004930323427E-2,5.5278521941331198E-2,5.0243646577218914E-2,4.5603153226031416E-2,4.1334757199875914E-2,3.7416309793753433E-2,3.3825968965650835E-2,3.0542346402148951E-2,2.754463199166389E-2,2.481269693545288E-2,2.2327176887208054E-2,2.0069536628543213E-2,1.8022117863513473E-2,1.6168171754408787E-2,1.4491877827576353E-2,1.2978350856207219E-2,1.1613637281158414E-2,1.0384702665166164E-2,9.2794115942835612E-3,8.2865013468576589E-3,7.395550548367027E-3,6.5969439231675728E-3,5.8818341444751045E-3,5.2421016742111798E-3,4.6703133767386244E-3,4.159680586729649E-3,3.7040172128061958E-3,3.2976983661990758E-3,2.9356199182203144E-3,2.6131593122913732E-3,2.3261378858437766E-3,2.0707848946309288E-3,1.8437033767180406E-3,1.6418379453746871E-3,1.4624445589004585E-3,1.3030622806140806E-3,1.16148701332236E-3,1.0357471690219937E-3,{"$f":"NORMSDIST(-(SQRT(Correl)*GM35+_nd2)/SQRT(1-Correl))*NORMSDIST((SQRT(Correl)*GM35-Threshold)/SQRT(1-Correl))","v":9.2408121582687633E-4},8.2491702961176615E-4,7.3685296709193732E-4,6.5864056951357762E-4,5.8916880133903814E-4,5.2744972583819265E-4,4.7260551894451834E-4,4.2385672374453274E-4,3.8051165022391859E-4,3.4195682811438065E-4,3.0764842462977919E-4,2.7710454334134958E-4,2.4989832524444089E-4,2.2565177806721574E-4,2.0403026494491058E-4,1.8473758863499261E-4,1.6751161240208734E-4,1.5212036349815944E-4,1.3835856975903844E-4,1.2604458420201444E-4,1.1501765662019135E-4,1.05135515015932E-4,9.6272223293279648E-5,8.8316284938702881E-5,8.1168965466214455E-5,7.4742809195570533E-5,6.8960328481976256E-5,6.375284583535626E-5,5.9059471470677554E-5,5.4826200732552203E-5,5.1005117552056309E-5,4.7553691635953875E-5,4.443415847249362E-5,4.1612972477334656E-5,3.9060324710937062E-5,3.6749717587226622E-5,3.4657589873941031E-5,3.2762986068501709E-5,3.1047264929340831E-5,2.9493842560431184E-5,2.8087965994581452E-5,2.68165137064306E-5,2.5667819915842645E-5,2.4631519922776864E-5,2.3698414051283445E-5,2.2860348078088635E-5,2.211010828481708E-5,2.1441329506316248E-5,2.0848414754421668E-5,2.0326465180066384E-5,1.9871219299697532E-5,1.947900055682008E-5,1.9146672417422005E-5,1.887160030724518E-5,1.8651619774056564E-5,1.8485010204072752E-5,1.8370472443012275E-5,1.8307093581088021E-5]
[]
[null,null,"Call","Put"]
[null,"A1",{"$f":"SUMPRODUCT(C36:IR36,C37:IR37)","v":0.61779799820005687},{"$f":"SUMPRODUCT(C36:IR36,C39:IR39)","v":0.32548445970180145}]
[null,"A2",{"$f":"SUMPRODUCT(C36:IR36,C38:IR38)","v":0.52018057423019781},{"$f":"SUMPRODUCT(C36:IR36,C40:IR40)","v":0.40846094981291015}]