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["Param1",{"$f":"EXP(-MeanRvs*0.25)","v":0.97530991202833262}]
["Param2",{"$f":"SQRT((1-EXP(-2*MeanRvs*0.25))/(2*MeanRvs))","v":0.49381461855278236}]

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[]
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[null,"CVA Payer (bps)",-29.117353648971214,null,12,3,4.999999888241291E-3,2.4690087426670448E-2,2.0556797696806534E-2,2.1600000000000001E-2,9.5524910453947589E-3,3.173625448838862E-2,-2.2183763442993873E-2,{"$f":"IF(F20<Tau,N20*Param1+NORMSINV(RAND())*IRVol*Param2+Calibration!J21-Calibration!J20*Param1,NA())","v":2.0181564589993449E-2},0.94620975169525512,{"$error":"#N/A"},null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(AC$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AA21*FEXP(-OFFSET(BFactors,AC$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AD$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AB21*FEXP(-OFFSET(BFactors,AD$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AE$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AC21*FEXP(-OFFSET(BFactors,AE$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AF$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AD21*FEXP(-OFFSET(BFactors,AF$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AG$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AE21*FEXP(-OFFSET(BFactors,AG$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AH$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AF21*FEXP(-OFFSET(BFactors,AH$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AI$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AG21*FEXP(-OFFSET(BFactors,AI$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AJ$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AH21*FEXP(-OFFSET(BFactors,AJ$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AK$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AI21*FEXP(-OFFSET(BFactors,AK$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AL$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AJ21*FEXP(-OFFSET(BFactors,AL$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AM$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AK21*FEXP(-OFFSET(BFactors,AM$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AN$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AL21*FEXP(-OFFSET(BFactors,AN$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AO$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AM21*FEXP(-OFFSET(BFactors,AO$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AP$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AN21*FEXP(-OFFSET(BFactors,AP$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AQ$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AO21*FEXP(-OFFSET(BFactors,AQ$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AR$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AP21*FEXP(-OFFSET(BFactors,AR$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AS$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AQ21*FEXP(-OFFSET(BFactors,AS$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AT$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AR21*FEXP(-OFFSET(BFactors,AT$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AU$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AS21*FEXP(-OFFSET(BFactors,AU$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AV$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AT21*FEXP(-OFFSET(BFactors,AV$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AW$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AU21*FEXP(-OFFSET(BFactors,AW$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AX$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AV21*FEXP(-OFFSET(BFactors,AX$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AY$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AW21*FEXP(-OFFSET(BFactors,AY$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(AZ$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AX21*FEXP(-OFFSET(BFactors,AZ$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(BA$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AY21*FEXP(-OFFSET(BFactors,BA$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(BB$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!AZ21*FEXP(-OFFSET(BFactors,BB$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(BC$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!BA21*FEXP(-OFFSET(BFactors,BC$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(BD$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!BB21*FEXP(-OFFSET(BFactors,BD$8-$E21,0,1,1)*$N21),\"\")","v":""},{"$f":"IF(AND(BE$8>=$E21,$F20<=Tau,$F21>Tau),Calibration!BC21*FEXP(-OFFSET(BFactors,BE$8-$E21,0,1,1)*$N21),\"\")","v":""}]
[null,"CVA Receiver (bps)",-17.08233275256908,null,13,3.25,5.5000207430566661E-3,2.9352378297439419E-2,2.3139781942850501E-2,2.3900000000000001E-2,8.9282590545894259E-3,3.544267601548607E-2,-2.6514416960896625E-2,{"$f":"IF(F21<Tau,N21*Param1+NORMSINV(RAND())*IRVol*Param2+Calibration!J22-Calibration!J21*Param1,NA())","v":1.5783606499583734E-2},0.94248345772816677,{"$error":"#N/A"},null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(AD$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AB22*FEXP(-OFFSET(BFactors,AD$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AE$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AC22*FEXP(-OFFSET(BFactors,AE$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AF$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AD22*FEXP(-OFFSET(BFactors,AF$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AG$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AE22*FEXP(-OFFSET(BFactors,AG$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AH$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AF22*FEXP(-OFFSET(BFactors,AH$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AI$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AG22*FEXP(-OFFSET(BFactors,AI$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AJ$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AH22*FEXP(-OFFSET(BFactors,AJ$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AK$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AI22*FEXP(-OFFSET(BFactors,AK$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AL$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AJ22*FEXP(-OFFSET(BFactors,AL$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AM$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AK22*FEXP(-OFFSET(BFactors,AM$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AN$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AL22*FEXP(-OFFSET(BFactors,AN$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AO$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AM22*FEXP(-OFFSET(BFactors,AO$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AP$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AN22*FEXP(-OFFSET(BFactors,AP$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AQ$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AO22*FEXP(-OFFSET(BFactors,AQ$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AR$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AP22*FEXP(-OFFSET(BFactors,AR$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AS$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AQ22*FEXP(-OFFSET(BFactors,AS$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AT$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AR22*FEXP(-OFFSET(BFactors,AT$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AU$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AS22*FEXP(-OFFSET(BFactors,AU$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AV$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AT22*FEXP(-OFFSET(BFactors,AV$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AW$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AU22*FEXP(-OFFSET(BFactors,AW$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AX$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AV22*FEXP(-OFFSET(BFactors,AX$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AY$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AW22*FEXP(-OFFSET(BFactors,AY$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(AZ$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AX22*FEXP(-OFFSET(BFactors,AZ$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(BA$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AY22*FEXP(-OFFSET(BFactors,BA$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(BB$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AZ22*FEXP(-OFFSET(BFactors,BB$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(BC$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!BA22*FEXP(-OFFSET(BFactors,BC$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(BD$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!BB22*FEXP(-OFFSET(BFactors,BD$8-$E22,0,1,1)*$N22),\"\")","v":""},{"$f":"IF(AND(BE$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!BC22*FEXP(-OFFSET(BFactors,BE$8-$E22,0,1,1)*$N22),\"\")","v":""}]
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[null,null,null,null,"Counterparty",null,"Own",null,null,"Contingent","YES"]
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{"sheet":"17.6","index":5,"n_rows":68,"n_cols":13,"rows_kept":68,"cut":false,"hidden":false,"merged":[[8,1,8,2]]}
[]
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[null,"Parameters"]
[null,"Mu ",0,null,null,"Mu(t)","Sigma(t)","Normal EPE","survival","s'(t)","Sigma'(t)","Mu'(t)","Wrong-way EPE"]
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[null,"Spread",120,null,0.05,0,2.2360679774997897E-2,{"$f":"F12*NORMSDIST(F12/G12)+G12*NORMDIST(F12/G12,0,1,FALSE)","v":8.920620580763856E-3},0.99900049983337502,3.0903807869170543,1.9364916731037084E-2,3.4551507579529128E-2,3.4839115990830428E-2]
[null,"LGD",0.6,null,0.1,0,3.1622776601683798E-2,{"$f":"F13*NORMSDIST(F13/G13)+G13*NORMDIST(F13/G13,0,1,FALSE)","v":1.2615662610100803E-2},0.99800199866733308,2.8784771198006753,2.738612787525831E-2,4.5512719456257483E-2,4.6061975372266972E-2]
[null,"Correlation",0.5,null,0.15,0,3.8729833462074176E-2,1.5450968080927587E-2,0.997004495503373,2.7482730727423128,3.3541019662496847E-2,5.3220079207806324E-2,5.4024385042621484E-2]
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1,0,1,1)*$L11),\"\")","v":""}]
[null,"Simulation",null,null,3,0.75,4.1230264186337346E-3,1.8801431640108758E-2,3.0103950638771099E-2,-1.1302518998662374E-2,8.9492654576424968E-2,{"$f":"IF(F11<Tau,L11*Param1+K12*IRVol*Param2+Calibration!J12-Calibration!J11*Param1,NA())","v":9.3733776702228482E-3},0.99314043181026568,{"$error":"#N/A"},null,null,null,{"$f":"IF(AND(R$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!R12*FEXP(-OFFSET(BFactors,R$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(S$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!S12*FEXP(-OFFSET(BFactors,S$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(T$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!T12*FEXP(-OFFSET(BFactors,T$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(U$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!U12*FEXP(-OFFSET(BFactors,U$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(V$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!V12*FEXP(-OFFSET(BFactors,V$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(W$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!W12*FEXP(-OFFSET(BFactors,W$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(X$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!X12*FEXP(-OFFSET(BFactors,X$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(Y$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!Y12*FEXP(-OFFSET(BFactors,Y$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(Z$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!Z12*FEXP(-OFFSET(BFactors,Z$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AA$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AA12*FEXP(-OFFSET(BFactors,AA$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AB$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AB12*FEXP(-OFFSET(BFactors,AB$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AC$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AC12*FEXP(-OFFSET(BFactors,AC$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AD$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AD12*FEXP(-OFFSET(BFactors,AD$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AE$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AE12*FEXP(-OFFSET(BFactors,AE$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AF$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AF12*FEXP(-OFFSET(BFactors,AF$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AG$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AG12*FEXP(-OFFSET(BFactors,AG$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AH$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AH12*FEXP(-OFFSET(BFactors,AH$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AI$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AI12*FEXP(-OFFSET(BFactors,AI$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AJ$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AJ12*FEXP(-OFFSET(BFactors,AJ$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AK$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AK12*FEXP(-OFFSET(BFactors,AK$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AL$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AL12*FEXP(-OFFSET(BFactors,AL$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AM$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AM12*FEXP(-OFFSET(BFactors,AM$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AN$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AN12*FEXP(-OFFSET(BFactors,AN$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AO$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AO12*FEXP(-OFFSET(BFactors,AO$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AP$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AP12*FEXP(-OFFSET(BFactors,AP$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AQ$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AQ12*FEXP(-OFFSET(BFactors,AQ$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AR$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AR12*FEXP(-OFFSET(BFactors,AR$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AS$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AS12*FEXP(-OFFSET(BFactors,AS$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AT$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AT12*FEXP(-OFFSET(BFactors,AT$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AU$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AU12*FEXP(-OFFSET(BFactors,AU$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AV$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AV12*FEXP(-OFFSET(BFactors,AV$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AW$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AW12*FEXP(-OFFSET(BFactors,AW$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AX$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AX12*FEXP(-OFFSET(BFactors,AX$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AY$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AY12*FEXP(-OFFSET(BFactors,AY$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(AZ$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!AZ12*FEXP(-OFFSET(BFactors,AZ$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(BA$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!BA12*FEXP(-OFFSET(BFactors,BA$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(BB$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!BB12*FEXP(-OFFSET(BFactors,BB$8-$E12,0,1,1)*$L12),\"\")","v":""},{"$f":"IF(AND(BC$8>=$E12,$F11<=Tau,$F12>Tau),Calibration!BC12*FEXP(-OFFSET(BFactors,BC$8-$E12,0,1,1)*$L12),\"\")","v":""}]
[null,"Initial hazard rate ",1.4999999999999999E-2,null,4,1,4.9437236204470849E-3,1.9100395880212621E-2,3.076183793161134E-2,-1.1661442051398718E-2,-0.50607237419365503,{"$f":"IF(F12<Tau,L12*Param1+K13*IRVol*Param2+Calibration!J13-Calibration!J12*Param1,NA())","v":7.3265375549959304E-3},0.99132302656157956,{"$error":"#N/A"},null,null,null,null,{"$f":"IF(AND(S$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!S13*FEXP(-OFFSET(BFactors,S$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(T$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!T13*FEXP(-OFFSET(BFactors,T$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(U$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!U13*FEXP(-OFFSET(BFactors,U$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(V$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!V13*FEXP(-OFFSET(BFactors,V$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(W$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!W13*FEXP(-OFFSET(BFactors,W$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(X$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!X13*FEXP(-OFFSET(BFactors,X$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(Y$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!Y13*FEXP(-OFFSET(BFactors,Y$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(Z$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!Z13*FEXP(-OFFSET(BFactors,Z$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AA$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AA13*FEXP(-OFFSET(BFactors,AA$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AB$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AB13*FEXP(-OFFSET(BFactors,AB$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AC$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AC13*FEXP(-OFFSET(BFactors,AC$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AD$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AD13*FEXP(-OFFSET(BFactors,AD$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AE$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AE13*FEXP(-OFFSET(BFactors,AE$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AF$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AF13*FEXP(-OFFSET(BFactors,AF$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AG$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AG13*FEXP(-OFFSET(BFactors,AG$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AH$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AH13*FEXP(-OFFSET(BFactors,AH$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AI$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AI13*FEXP(-OFFSET(BFactors,AI$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AJ$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AJ13*FEXP(-OFFSET(BFactors,AJ$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AK$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AK13*FEXP(-OFFSET(BFactors,AK$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AL$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AL13*FEXP(-OFFSET(BFactors,AL$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AM$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AM13*FEXP(-OFFSET(BFactors,AM$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AN$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AN13*FEXP(-OFFSET(BFactors,AN$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AO$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AO13*FEXP(-OFFSET(BFactors,AO$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AP$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AP13*FEXP(-OFFSET(BFactors,AP$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AQ$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AQ13*FEXP(-OFFSET(BFactors,AQ$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AR$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AR13*FEXP(-OFFSET(BFactors,AR$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AS$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AS13*FEXP(-OFFSET(BFactors,AS$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AT$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AT13*FEXP(-OFFSET(BFactors,AT$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AU$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AU13*FEXP(-OFFSET(BFactors,AU$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AV$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AV13*FEXP(-OFFSET(BFactors,AV$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AW$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AW13*FEXP(-OFFSET(BFactors,AW$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AX$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AX13*FEXP(-OFFSET(BFactors,AX$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AY$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AY13*FEXP(-OFFSET(BFactors,AY$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(AZ$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!AZ13*FEXP(-OFFSET(BFactors,AZ$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(BA$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!BA13*FEXP(-OFFSET(BFactors,BA$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(BB$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!BB13*FEXP(-OFFSET(BFactors,BB$8-$E13,0,1,1)*$L13),\"\")","v":""},{"$f":"IF(AND(BC$8>=$E13,$F12<=Tau,$F13>Tau),Calibration!BC13*FEXP(-OFFSET(BFactors,BC$8-$E13,0,1,1)*$L13),\"\")","v":""}]
[null,"Hazard rate volatility",0.5,null,5,1.25,4.748319524777239E-3,2.1975502784271479E-2,3.5166609382145671E-2,-1.3191106597874175E-2,0.8501654824183118,{"$f":"IF(F13<Tau,L13*Param1+K14*IRVol*Param2+Calibration!J14-Calibration!J13*Param1,NA())","v":1.1949295634878355E-2},0.98836604251667115,{"$error":"#N/A"},null,null,null,null,null,{"$f":"IF(AND(T$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!T14*FEXP(-OFFSET(BFactors,T$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(U$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!U14*FEXP(-OFFSET(BFactors,U$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(V$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!V14*FEXP(-OFFSET(BFactors,V$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(W$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!W14*FEXP(-OFFSET(BFactors,W$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(X$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!X14*FEXP(-OFFSET(BFactors,X$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(Y$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!Y14*FEXP(-OFFSET(BFactors,Y$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(Z$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!Z14*FEXP(-OFFSET(BFactors,Z$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AA$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AA14*FEXP(-OFFSET(BFactors,AA$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AB$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AB14*FEXP(-OFFSET(BFactors,AB$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AC$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AC14*FEXP(-OFFSET(BFactors,AC$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AD$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AD14*FEXP(-OFFSET(BFactors,AD$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AE$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AE14*FEXP(-OFFSET(BFactors,AE$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AF$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AF14*FEXP(-OFFSET(BFactors,AF$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AG$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AG14*FEXP(-OFFSET(BFactors,AG$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AH$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AH14*FEXP(-OFFSET(BFactors,AH$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AI$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AI14*FEXP(-OFFSET(BFactors,AI$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AJ$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AJ14*FEXP(-OFFSET(BFactors,AJ$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AK$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AK14*FEXP(-OFFSET(BFactors,AK$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AL$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AL14*FEXP(-OFFSET(BFactors,AL$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AM$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AM14*FEXP(-OFFSET(BFactors,AM$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AN$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AN14*FEXP(-OFFSET(BFactors,AN$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AO$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AO14*FEXP(-OFFSET(BFactors,AO$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AP$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AP14*FEXP(-OFFSET(BFactors,AP$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AQ$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AQ14*FEXP(-OFFSET(BFactors,AQ$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AR$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AR14*FEXP(-OFFSET(BFactors,AR$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AS$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AS14*FEXP(-OFFSET(BFactors,AS$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AT$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AT14*FEXP(-OFFSET(BFactors,AT$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AU$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AU14*FEXP(-OFFSET(BFactors,AU$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AV$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AV14*FEXP(-OFFSET(BFactors,AV$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AW$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AW14*FEXP(-OFFSET(BFactors,AW$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AX$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AX14*FEXP(-OFFSET(BFactors,AX$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AY$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AY14*FEXP(-OFFSET(BFactors,AY$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(AZ$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!AZ14*FEXP(-OFFSET(BFactors,AZ$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(BA$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!BA14*FEXP(-OFFSET(BFactors,BA$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(BB$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!BB14*FEXP(-OFFSET(BFactors,BB$8-$E14,0,1,1)*$L14),\"\")","v":""},{"$f":"IF(AND(BC$8>=$E14,$F13<=Tau,$F14>Tau),Calibration!BC14*FEXP(-OFFSET(BFactors,BC$8-$E14,0,1,1)*$L14),\"\")","v":""}]
[null,"Correlation",0.5,null,6,1.5,4.5919962482413633E-3,3.0975975850769565E-2,4.071001475161936E-2,-9.7340389008497754E-3,0.81012208437601418,{"$f":"IF(F14<Tau,L14*Param1+K15*IRVol*Param2+Calibration!J15-Calibration!J14*Param1,NA())","v":1.6201972088247078E-2},0.98437076963304959,{"$error":"#N/A"},null,null,null,null,null,null,{"$f":"IF(AND(U$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!U15*FEXP(-OFFSET(BFactors,U$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(V$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!V15*FEXP(-OFFSET(BFactors,V$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(W$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!W15*FEXP(-OFFSET(BFactors,W$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(X$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!X15*FEXP(-OFFSET(BFactors,X$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(Y$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!Y15*FEXP(-OFFSET(BFactors,Y$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(Z$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!Z15*FEXP(-OFFSET(BFactors,Z$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AA$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AA15*FEXP(-OFFSET(BFactors,AA$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AB$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AB15*FEXP(-OFFSET(BFactors,AB$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AC$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AC15*FEXP(-OFFSET(BFactors,AC$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AD$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AD15*FEXP(-OFFSET(BFactors,AD$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AE$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AE15*FEXP(-OFFSET(BFactors,AE$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AF$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AF15*FEXP(-OFFSET(BFactors,AF$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AG$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AG15*FEXP(-OFFSET(BFactors,AG$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AH$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AH15*FEXP(-OFFSET(BFactors,AH$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AI$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AI15*FEXP(-OFFSET(BFactors,AI$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AJ$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AJ15*FEXP(-OFFSET(BFactors,AJ$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AK$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AK15*FEXP(-OFFSET(BFactors,AK$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AL$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AL15*FEXP(-OFFSET(BFactors,AL$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AM$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AM15*FEXP(-OFFSET(BFactors,AM$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AN$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AN15*FEXP(-OFFSET(BFactors,AN$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AO$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AO15*FEXP(-OFFSET(BFactors,AO$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AP$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AP15*FEXP(-OFFSET(BFactors,AP$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AQ$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AQ15*FEXP(-OFFSET(BFactors,AQ$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AR$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AR15*FEXP(-OFFSET(BFactors,AR$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AS$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AS15*FEXP(-OFFSET(BFactors,AS$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AT$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AT15*FEXP(-OFFSET(BFactors,AT$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AU$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AU15*FEXP(-OFFSET(BFactors,AU$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AV$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AV15*FEXP(-OFFSET(BFactors,AV$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AW$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AW15*FEXP(-OFFSET(BFactors,AW$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AX$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AX15*FEXP(-OFFSET(BFactors,AX$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AY$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AY15*FEXP(-OFFSET(BFactors,AY$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(AZ$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!AZ15*FEXP(-OFFSET(BFactors,AZ$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(BA$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!BA15*FEXP(-OFFSET(BFactors,BA$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(BB$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!BB15*FEXP(-OFFSET(BFactors,BB$8-$E15,0,1,1)*$L15),\"\")","v":""},{"$f":"IF(AND(BC$8>=$E15,$F14<=Tau,$F15>Tau),Calibration!BC15*FEXP(-OFFSET(BFactors,BC$8-$E15,0,1,1)*$L15),\"\")","v":""}]
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[null,"CVA Payer (bps)",-43.380762388140035,null,13,3.25,5.0218852587150227E-3,4.0255329460465089E-2,5.2516178752283926E-2,-1.2260849291818849E-2,1.2755442999235715,{"$f":"IF(F21<Tau,L21*Param1+K22*IRVol*Param2+Calibration!J22-Calibration!J21*Param1,NA())","v":{"$error":"#N/A"}},{"$error":"#N/A"},{"$error":"#N/A"},null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(AB$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AB22*FEXP(-OFFSET(BFactors,AB$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AC$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AC22*FEXP(-OFFSET(BFactors,AC$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AD$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AD22*FEXP(-OFFSET(BFactors,AD$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AE$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AE22*FEXP(-OFFSET(BFactors,AE$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AF$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AF22*FEXP(-OFFSET(BFactors,AF$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AG$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AG22*FEXP(-OFFSET(BFactors,AG$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AH$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AH22*FEXP(-OFFSET(BFactors,AH$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AI$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AI22*FEXP(-OFFSET(BFactors,AI$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AJ$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AJ22*FEXP(-OFFSET(BFactors,AJ$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AK$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AK22*FEXP(-OFFSET(BFactors,AK$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AL$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AL22*FEXP(-OFFSET(BFactors,AL$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AM$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AM22*FEXP(-OFFSET(BFactors,AM$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AN$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AN22*FEXP(-OFFSET(BFactors,AN$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AO$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AO22*FEXP(-OFFSET(BFactors,AO$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AP$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AP22*FEXP(-OFFSET(BFactors,AP$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AQ$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AQ22*FEXP(-OFFSET(BFactors,AQ$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AR$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AR22*FEXP(-OFFSET(BFactors,AR$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AS$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AS22*FEXP(-OFFSET(BFactors,AS$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AT$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AT22*FEXP(-OFFSET(BFactors,AT$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AU$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AU22*FEXP(-OFFSET(BFactors,AU$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AV$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AV22*FEXP(-OFFSET(BFactors,AV$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AW$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AW22*FEXP(-OFFSET(BFactors,AW$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AX$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AX22*FEXP(-OFFSET(BFactors,AX$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AY$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AY22*FEXP(-OFFSET(BFactors,AY$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(AZ$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!AZ22*FEXP(-OFFSET(BFactors,AZ$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(BA$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!BA22*FEXP(-OFFSET(BFactors,BA$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(BB$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!BB22*FEXP(-OFFSET(BFactors,BB$8-$E22,0,1,1)*$L22),\"\")","v":""},{"$f":"IF(AND(BC$8>=$E22,$F21<=Tau,$F22>Tau),Calibration!BC22*FEXP(-OFFSET(BFactors,BC$8-$E22,0,1,1)*$L22),\"\")","v":""}]
[null,"CVA Receiver (bps)",-8.5820167572274144,null,14,3.5,4.5138346099734246E-3,3.8625305342634905E-2,5.1800145290110122E-2,-1.3174839947475186E-2,0.37223368878683472,{"$f":"IF(F22<Tau,L22*Param1+K23*IRVol*Param2+Calibration!J23-Calibration!J22*Param1,NA())","v":{"$error":"#N/A"}},{"$error":"#N/A"},{"$error":"#N/A"},null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(AC$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AC23*FEXP(-OFFSET(BFactors,AC$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AD$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AD23*FEXP(-OFFSET(BFactors,AD$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AE$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AE23*FEXP(-OFFSET(BFactors,AE$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AF$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AF23*FEXP(-OFFSET(BFactors,AF$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AG$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AG23*FEXP(-OFFSET(BFactors,AG$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AH$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AH23*FEXP(-OFFSET(BFactors,AH$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AI$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AI23*FEXP(-OFFSET(BFactors,AI$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AJ$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AJ23*FEXP(-OFFSET(BFactors,AJ$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AK$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AK23*FEXP(-OFFSET(BFactors,AK$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AL$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AL23*FEXP(-OFFSET(BFactors,AL$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AM$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AM23*FEXP(-OFFSET(BFactors,AM$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AN$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AN23*FEXP(-OFFSET(BFactors,AN$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AO$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AO23*FEXP(-OFFSET(BFactors,AO$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AP$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AP23*FEXP(-OFFSET(BFactors,AP$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AQ$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AQ23*FEXP(-OFFSET(BFactors,AQ$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AR$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AR23*FEXP(-OFFSET(BFactors,AR$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AS$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AS23*FEXP(-OFFSET(BFactors,AS$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AT$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AT23*FEXP(-OFFSET(BFactors,AT$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AU$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AU23*FEXP(-OFFSET(BFactors,AU$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AV$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AV23*FEXP(-OFFSET(BFactors,AV$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AW$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AW23*FEXP(-OFFSET(BFactors,AW$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AX$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AX23*FEXP(-OFFSET(BFactors,AX$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AY$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AY23*FEXP(-OFFSET(BFactors,AY$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(AZ$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!AZ23*FEXP(-OFFSET(BFactors,AZ$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(BA$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!BA23*FEXP(-OFFSET(BFactors,BA$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(BB$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!BB23*FEXP(-OFFSET(BFactors,BB$8-$E23,0,1,1)*$L23),\"\")","v":""},{"$f":"IF(AND(BC$8>=$E23,$F22<=Tau,$F23>Tau),Calibration!BC23*FEXP(-OFFSET(BFactors,BC$8-$E23,0,1,1)*$L23),\"\")","v":""}]
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[null,null,null,null,40,10,4.748319524777239E-3,0,0,0,-0.93039198776064158,{"$f":"IF(F48<Tau,L48*Param1+K49*IRVol*Param2+Calibration!J49-Calibration!J48*Param1,NA())","v":{"$error":"#N/A"}},{"$error":"#N/A"},0,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(BC$8>=$E49,$F48<=Tau,$F49>Tau),Calibration!BC49*FEXP(-OFFSET(BFactors,BC$8-$E49,0,1,1)*$L49),\"\")","v":""}]
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[null,"Inputs"]
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[]
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[null,null,"Simulation are sorted"]
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