Chapter 22 - McCULLOGH'S TERM STRUCTURE DATA SET 1 1 2 3 4...

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Unformatted text preview: McCULLOGH'S TERM STRUCTURE DATA SET 1 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 Date 0mo 1mo 2mo 3mo 4mo 5mo 6mo 9mo 1yr 2 yr 3yr 4yr 5yr 10yr 15yr 20yr 25yr 1.1980 11.03 11.87 12.28 12.36 12.39 12.43 12.43 12.05 11.73 11.31 10.9 10.74 10.72 10.9 10.89 10.76 10.52 2.1980 13.29 13.92 14.26 14.32 14.37 14.54 14.73 14.92 14.9 14.46 13.65 13.19 12.91 12.28 11.93 11.47 10.93 3.1980 13.89 15.07 15.44 15.24 15.19 15.53 15.92 15.85 15.28 14.15 13.25 12.71 12.38 12.02 12.17 11.7 10.87 4.1980 10.28 10.39 10.52 10.68 10.82 10.95 11.04 11.07 10.96 10.5 10.38 10.4 10.44 10.71 10.85 10.73 10.4 5.1980 8.22 7.85 7.76 7.91 8.1 8.25 8.36 8.52 8.69 9.02 9.14 9.49 9.7 10.21 10.48 10.44 10.17 6.1980 4.09 6.66 7.94 8.16 8.11 8.13 8.2 8.34 8.43 8.95 9.09 9.26 9.42 10.02 10.26 10.04 9.65 7.1980 6.47 7.84 8.57 8.8 8.87 8.9 8.93 9.01 9.14 9.65 9.77 9.95 10.11 10.7 11 10.89 10.4 8.1980 8.27 9.2 9.86 10.26 10.5 10.64 10.71 10.9 11.14 11.26 11.27 11.43 11.48 11.2 11.28 11.06 10.48 9.1980 10.98 11.2 11.42 11.63 11.79 11.89 11.95 11.96 11.89 11.84 11.68 11.62 11.59 11.55 11.78 11.55 10.9 10.1980 10.23 11.66 12.58 12.99 13.14 13.21 13.27 13.27 13.11 12.69 12.56 12.46 12.36 11.99 12.13 11.87 11.24 11.1980 13.63 14.39 14.8 14.86 14.77 14.75 14.83 14.92 14.45 13.64 13.16 12.87 12.66 12.06 12.19 11.84 11.02 12.1980 10.88 12.9 14.2 14.76 14.75 14.58 14.4 13.84 13.2 12.52 12.27 12.16 12.1 11.94 11.92 11.41 10.65 1.1981 13.97 14.72 15.06 15.02 14.86 14.69 14.54 14.1 13.65 12.8 12.49 12.4 12.36 12.19 12.17 11.74 10.96 2.1981 13.6 14.2 14.56 14.7 14.68 14.62 14.56 14.31 14 13.52 13.46 13.38 13.29 12.91 12.78 12.22 11.43 3.1981 13.1 13.03 12.94 12.82 12.72 12.66 12.65 12.74 12.86 12.81 12.93 13 13.01 12.69 12.65 12.16 11.14 4.1981 12.57 14.11 14.99 15.2 15.1 15 14.96 14.87 14.67 14.3 14.12 14 13.9 13.5 13.39 12.68 11.65 5.1981 16.27 16.21 16.01 15.67 15.31 15.06 14.95 14.86 14.69 14.15 13.82 13.54 13.31 12.89 12.8 12.31 11.41 6.1981 14.03 14.41 14.61 14.65 14.65 14.65 14.66 14.56 14.42 14.19 13.93 13.87 13.74 13.29 13.11 12.6 11.57 7.1981 14.5 14.98 15.27 15.41 15.52 15.67 15.8 15.88 15.75 15.33 15.04 14.9 14.66 13.89 13.67 12.93 11.62 8.1981 15.4 15.64 15.84 16 16.15 16.33 16.51 16.63 16.35 16.15 15.6 15.6 15.46 14.61 14.39 13.93 12.61 9.1981 12.64 13.68 14.38 14.76 15.04 15.35 15.65 16.02 15.91 16.11 15.82 15.85 15.7 15.06 15.14 14.41 12.43 10.1981 12.75 12.97 13.09 13.03 13.21 13.42 13.69 14.12 14.1 14.16 14.25 14.35 14.39 14.21 14.21 13.61 12.21 11.1981 10.17 10.24 10.37 10.57 10.78 10.94 11.06 11.31 11.56 12.23 12.53 12.59 12.72 12.95 12.79 12.59 11.86 12.1981 8.26 9.71 10.79 11.51 11.97 12.3 12.55 13.05 13.33 13.51 13.58 13.72 13.77 13.67 13.7 13.27 11.88 1.1982 11.73 12.14 12.51 12.84 13.11 13.29 13.41 13.64 13.81 13.85 13.91 13.94 13.9 13.8 13.87 13.26 12.1 2.1982 11.85 11.98 12.27 12.72 13.19 13.47 13.56 13.55 13.75 13.88 13.82 13.8 13.71 13.58 13.85 13.42 12.35 3.1982 14.57 13.96 13.66 13.66 13.77 13.84 13.86 13.88 13.95 14.11 14.06 13.98 13.94 13.64 13.51 13.19 12 4.1982 12.31 12....
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Chapter 22 - McCULLOGH'S TERM STRUCTURE DATA SET 1 1 2 3 4...

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