YiledCurveDynamics_InflationDecomposition_swaps(2)

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Unformatted text preview: 9 15 1/10/2005 2.9 1/11/2005 2.9 15 1/12/2005 2.8 8 5 1/13/2005 2.9 1/14 /2005 2.9 1/17/2005 2.9 1 1/19 /2005 2.9 35 1/20/2005 2.9 05 1/21/2005 2.8 75 1/24 /2005 2.8 6 5 1/25/2005 2.755 1/26 /2005 2.755 1/27/2005 2.78 5 1/28 /2005 2.775 1/31/2005 2.76 5 2/1/2005 2.79 5 2/2/2005 2.74 5 2/3/2005 2.755 2/4 /2005 2.715 2/7/2005 2.74 2/8 /2005 2.755 2/9 /2005 2.8 05 2/10/2005 2.8 15 2/11/2005 2.8 1 2/15/2005 2.8 1 2/16 /2005 2.8 1 2/17/2005 2.8 1 2/18 /2005 2.8 9 5 2/21/2005 2.9 2/22/2005 2.9 2/23/2005 2.9 2/24 /2005 2.9 2/25/2005 2.9 2/28 /2005 2.9 8 5 3/1/2005 3.035 3/2/2005 3.06 5 3/3/2005 3.04 3/4 /2005 3.055 3/7/2005 3.08 3/8 /2005 3.055 3/9 /2005 3.125 3/10/2005 3.14 5 3/11/2005 3.04 5 3/14 /2005 3.09 5 3/15/2005 3.18 3/16 /2005 3.19 5 3/17/2005 3.055 3/18 /2005 3.075 3/23/2005 3.04 3/29 /2005 3.03 3/30/2005 3.03 3/31/2005 3.03 4 /1/2005 3.02 4 /4 /2005 3.005 4 /5/2005 3 4 /6 /2005 3 4 /7/2005 2.9 5 4 /8 /2005 2.9 55 4 /11/2005 2.9 6 5 4 /12/2005 2.9 75 4 /13/2005 2.9 55 4 /14 /2005 2.9 4 5 4 /15/2005 2.9 35 4 /18 /2005 2.9 2 4 /19 /2005 2.9 4 5 4 /20/2005 2.9 55 4 /21/2005 2.9 6 4 /22/2005 2.9 9 5 4 /25/2005 3.015 4 /26 /2005 2.9 9 5 4 /27/2005 2.9 35 4 /28 /2005 2.9 25 4 /29 /2005 2.9 4 5 5/3/2005 2.9 15 5/4 /2005 2.8 8 5 5/5/2005 2.8 75 5/6 /2005 2.9 5/9 /2005 2.9 15 5/10/2005 2.9 05 5/11/2005 2.8 75 5/12/2005 2.8 25 5/13/2005 2.8 25 5/16 /2005 2.78 5 5/17/2005 2.78 5 5/18 /2005 2.76 5/19 /2005 2.71 5/20/2005 2.76 5 5/23/2005 2.775 5/24 /2005 2.76 5/25/2005 2.735 5/26 /2005 2.755 5/31/2005 2.72 6 /1/2005 2.6 75 6 /3/2005 2.6 6 5 6 /6 /2005 2.705 6 /7/2005 2.6 55 6 /8 /2005 2.6 35 6 /9 /2005 2.6 2 6 /10/2005 2.6 35 6 /13/2005 2.6 15 6 /14 /2005 2.6 15 6 /15/2005 2.555 6 /16 /2005 2.6 4 5 6 /17/2005 2.6 4 6 /20/2005 2.6 25 6 /21/2005 2.6 35 6 /22/2005 2.59 5 6 /23/2005 2.56 5 6 /24 /2005 2.54 5 6 /27/2005 2.54 5 6 /28 /2005 2.56 5 6 /29 /2005 2.575 6 /30/2005 2.56 5 7/1/2005 2.59 5 7/5/2005 2.57 7/6 /2005 2.58 5 7/7/2005 2.59 7/8 /2005 2.575 7/11/2005 2.59 5 7/12/2005 2.58 7/13/2005 2.6 2 7/14 /2005 2.54 5 7/15/2005 2.535 7/19 /2005 2.54 7/20/2005 2.56 5 7/21/2005 2.59 7/22/2005 2.6 3 7/25/2005 2.6 4 7/26 /2005 2.59 5 7/27/2005 2.6 6 7/28 /2005 2.6 3 7/29 /2005 2.6 55 8 /1/2005 2.71 8 /2/2005 2.6 6 5 8 /3/2005 2.6 8 8 /4 /2005 2.6 8 5 8 /5/2005 2.705 8 /8 /2005 2.7 8 /9 /2005 2.71 8 /10/2005 2.6 9 8 /11/2005 2.6 9 5 8 /12/2005 2.6 75 8 /15/2005 2.6 6 8 /16 /2005 2.71 8 /17/2005 2.6 9 8 /18 /2005 2.6 8 5 8 /19 /2005 2.6 75 8 /22/2005 2.6 7 8 /23/2005 2.6 75 8 /24 /2005 2.705 8 /25/2005 2.71 8 /26 /2005 2.7 9 /1/2005 2.735 9 /2/2005 2.75 9 /5/2005 2.76 9 /6 /2005 2.7275 9 /7/2005 2.75 9 /8 /2005 2.76 75 9 /9 /2005 2.78 5 9 /12/2005 2.78 25 9 /13/2005 2.8 9 /14 /2005 2.79 25 9 /15/2005 2.8 4 75 9 /16 /2005 2.8 7 9 /19 /2005 2.8 8 25 9 /20/2005 2.8 15 9 /21/2005 2.79 75 9 /22/2005 2.8 15 9 /23/2005 2.8 325 9 /26 /2005 2.8 225 9 /27/2005 2.8 5 9 /28 /2005 2.8 6 25 9 /29 /2005 2.8 8 25 9 /30/2005 2.9 05 10/3/2005 2.8 725 10/4 /2005 2.8 4 25 10/5/2005 2...
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This note was uploaded on 09/16/2013 for the course COMM 374 taught by Professor Lazrak during the Fall '08 term at UBC.

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