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Copy pathexplicit_fit_10y_beta05.txt
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explicit_fit_10y_beta05.txt
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Method Strike bpvol
Reference 0.019806524 0.007811636
Reference 0.024806524 0.0077687
Reference 0.029806524 0.00773276
Reference 0.032306524 0.007729321
Reference 0.034806524 0.007741137
Reference 0.037306524 0.007771688
Reference 0.039806524 0.007823635
Reference 0.042306524 0.00789863
Reference 0.044806524 0.007997225
Reference 0.047306524 0.008118919
Reference 0.049806524 0.008262346
Reference 0.054806524 0.008606221
Reference 0.059806524 0.009010619
Explicit 0.019806524 0.00788771074564312
Explicit 0.020206524 0.007880639328175964
Explicit 0.020606523999999998 0.00787352849753604
Explicit 0.021006524 0.007866397306113488
Explicit 0.021406524 0.007859264543577155
Explicit 0.021806524 0.00785214876924494
Explicit 0.022206524 0.007845068340855785
Explicit 0.022606524 0.007838041439989238
Explicit 0.023006524 0.007831086094340536
Explicit 0.023406523999999998 0.00782422019702695
Explicit 0.023806524 0.007817461523073103
Explicit 0.024206524 0.007810827743199485
Explicit 0.024606523999999998 0.007804336435017946
Explicit 0.025006524 0.007798005091721224
Explicit 0.025406524 0.007791851128339483
Explicit 0.025806523999999997 0.007785891885625685
Explicit 0.026206524 0.007780144631622762
Explicit 0.026606524 0.007774626560959148
Explicit 0.027006523999999997 0.007769354791915357
Explicit 0.027406523999999998 0.007764346361301897
Explicit 0.027806524 0.007759618217189188
Explicit 0.028206523999999997 0.0077551872095320586
Explicit 0.028606524 0.00775107007873516
Explicit 0.029006524 0.007747283442211583
Explicit 0.029406523999999996 0.0077438437789941385
Explicit 0.029806524 0.007740767412467834
Explicit 0.030206524 0.007738070491302573
Explicit 0.030606524 0.00773576896867671
Explicit 0.031006524 0.0077338785798952625
Explicit 0.031406524 0.007732414818520082
Explicit 0.031806524 0.007731392911144219
Explicit 0.032206524 0.007730827790957438
Explicit 0.032606524 0.007730734070265128
Explicit 0.033006523999999995 0.0077311260121380775
Explicit 0.033406524 0.007732017501384925
Explicit 0.033806524000000004 0.007733422015052966
Explicit 0.034206524 0.007735352592675863
Explicit 0.034606524 0.00773782180649752
Explicit 0.035006524 0.007740841731911175
Explicit 0.035406524 0.007744423918359067
Explicit 0.035806524 0.007748579360943497
Explicit 0.036206524000000004 0.007753318473001194
Explicit 0.036606524 0.007758651059891957
Explicit 0.037006524 0.007764586294247633
Explicit 0.037406524 0.007771132692921146
Explicit 0.037806524 0.007778298095862173
Explicit 0.038206524 0.007786089647133421
Explicit 0.038606524 0.007794513778263578
Explicit 0.039006524 0.007803576194111083
Explicit 0.039406524 0.007813281861392523
Explicit 0.039806523999999996 0.007823635
Explicit 0.040206524 0.007834639077207755
Explicit 0.040606524 0.007846296804837194
Explicit 0.041006524 0.007858610139417953
Explicit 0.041406524 0.007871580285356845
Explicit 0.041806524 0.007885207701089273
Explicit 0.042206524 0.007899492108162055
Explicit 0.042606524 0.007914432503166546
Explicit 0.043006524 0.007930027172412007
Explicit 0.043406524 0.007946273709205602
Explicit 0.043806524 0.0079631690335808
Explicit 0.044206524 0.007980709414296313
Explicit 0.044606523999999995 0.007998890492910386
Explicit 0.045006524 0.008017707309720807
Explicit 0.045406524000000004 0.008037154331350115
Explicit 0.045806524 0.008057225479748237
Explicit 0.046206524 0.008077914162380283
Explicit 0.046606523999999996 0.008099213303366217
Explicit 0.047006524 0.008121115375341052
Explicit 0.047406524000000005 0.008143612431808785
Explicit 0.047806524 0.008166696139771253
Explicit 0.048206524 0.008190357812421216
Explicit 0.048606524 0.008214588441702227
Explicit 0.049006523999999996 0.00823937873054924
Explicit 0.049406524 0.008264719124639284
Explicit 0.049806524 0.008290599843496558
Explicit 0.050206524 0.008317010910811953
Explicit 0.050606524 0.008343942183853524
Explicit 0.051006524 0.008371383381860888
Explicit 0.051406524 0.008399324113332239
Explicit 0.051806524 0.008427753902128897
Explicit 0.052206524000000004 0.00845666221233724
Explicit 0.052606524 0.008486038471842317
Explicit 0.053006524 0.008515872094581201
Explicit 0.053406524 0.008546152501456602
Explicit 0.053806524 0.008576869139902923
Explicit 0.054206524 0.008608011502107714
Explicit 0.054606524 0.008639569141900491
Explicit 0.055006524 0.008671531690329873
Explicit 0.055406524 0.008703888869956777
Explicit 0.055806524 0.008736630507898127
Explicit 0.056206524 0.00876974654766061
Explicit 0.056606524 0.008803227059808415
Explicit 0.057006524 0.008837062251512597
Explicit 0.057406524 0.008871242475032163
Explicit 0.057806524000000005 0.00890575823517906
Explicit 0.058206523999999996 0.00894060019582062
Explicit 0.058606524 0.008975759185473504
Explicit 0.059006524 0.009011226202043646
Explicit 0.059406523999999995 0.009046992416766104
Explicit 0.059806524 0.009083049177398174
Levenberg-Marquardt 0.019806524 0.007829344705762168
Levenberg-Marquardt 0.020206524 0.00782425868938352
Levenberg-Marquardt 0.020606523999999998 0.007819124034881327
Levenberg-Marquardt 0.021006524 0.007813958809931564
Levenberg-Marquardt 0.021406524 0.007808780774304228
Levenberg-Marquardt 0.021806524 0.007803607411357292
Levenberg-Marquardt 0.022206524 0.0077984559560313645
Levenberg-Marquardt 0.022606524 0.007793343419607284
Levenberg-Marquardt 0.023006524 0.007788286611452256
Levenberg-Marquardt 0.023406523999999998 0.007783302157948568
Levenberg-Marquardt 0.023806524 0.007778406518771804
Levenberg-Marquardt 0.024206524 0.007773616000662612
Levenberg-Marquardt 0.024606523999999998 0.007768946768816416
Levenberg-Marquardt 0.025006524 0.007764414855999004
Levenberg-Marquardt 0.025406524 0.007760036169482294
Levenberg-Marquardt 0.025806523999999997 0.0077558264958832775
Levenberg-Marquardt 0.026206524 0.0077518015039802915
Levenberg-Marquardt 0.026606524 0.007747976745573824
Levenberg-Marquardt 0.027006523999999997 0.007744367654454159
Levenberg-Marquardt 0.027406523999999998 0.007740989543535041
Levenberg-Marquardt 0.027806524 0.007737857600210865
Levenberg-Marquardt 0.028206523999999997 0.00773498687999526
Levenberg-Marquardt 0.028606524 0.007732392298499928
Levenberg-Marquardt 0.029006524 0.0077300886218159125
Levenberg-Marquardt 0.029406523999999996 0.0077280904553631204
Levenberg-Marquardt 0.029806524 0.00772641223127928
Levenberg-Marquardt 0.030206524 0.007725068194425555
Levenberg-Marquardt 0.030606524 0.007724072387093062
Levenberg-Marquardt 0.031006524 0.007723438632502411
Levenberg-Marquardt 0.031406524 0.007723180517196338
Levenberg-Marquardt 0.031806524 0.007723311372434822
Levenberg-Marquardt 0.032206524 0.007723844254710307
Levenberg-Marquardt 0.032606524 0.00772479192551034
Levenberg-Marquardt 0.033006523999999995 0.007726166830463289
Levenberg-Marquardt 0.033406524 0.007727981078011603
Levenberg-Marquardt 0.033806524000000004 0.007730246417764605
Levenberg-Marquardt 0.034206524 0.007732974218690616
Levenberg-Marquardt 0.034606524 0.007736175447313301
Levenberg-Marquardt 0.035006524 0.007739860646083253
Levenberg-Marquardt 0.035406524 0.007744039912097975
Levenberg-Marquardt 0.035806524 0.007748722876346682
Levenberg-Marquardt 0.036206524000000004 0.007753918683655609
Levenberg-Marquardt 0.036606524 0.007759635973508268
Levenberg-Marquardt 0.037006524 0.007765882861911
Levenberg-Marquardt 0.037406524 0.007772666924469791
Levenberg-Marquardt 0.037806524 0.007779995180835009
Levenberg-Marquardt 0.038206524 0.007787874080661988
Levenberg-Marquardt 0.038606524 0.007796309491224329
Levenberg-Marquardt 0.039006524 0.0078053066868020845
Levenberg-Marquardt 0.039406524 0.007814870339953156
Levenberg-Marquardt 0.039806523999999996 0.007825004514758154
Levenberg-Marquardt 0.040206524 0.007835712662113959
Levenberg-Marquardt 0.040606524 0.007846997617129016
Levenberg-Marquardt 0.041006524 0.007858861598654902
Levenberg-Marquardt 0.041406524 0.00787130621097237
Levenberg-Marquardt 0.041806524 0.007884332447623588
Levenberg-Marquardt 0.042206524 0.007897940697367814
Levenberg-Marquardt 0.042606524 0.00791213075221579
Levenberg-Marquardt 0.043006524 0.007926901817480703
Levenberg-Marquardt 0.043406524 0.007942252523765521
Levenberg-Marquardt 0.043806524 0.007958180940790933
Levenberg-Marquardt 0.044206524 0.007974684592952952
Levenberg-Marquardt 0.044606523999999995 0.007991760476487168
Levenberg-Marquardt 0.045006524 0.008009405078105478
Levenberg-Marquardt 0.045406524000000004 0.008027614394961432
Levenberg-Marquardt 0.045806524 0.008046383955794758
Levenberg-Marquardt 0.046206524 0.008065708843099309
Levenberg-Marquardt 0.046606523999999996 0.00808558371615697
Levenberg-Marquardt 0.047006524 0.008106002834778315
Levenberg-Marquardt 0.047406524000000005 0.008126960083592033
Levenberg-Marquardt 0.047806524 0.008148448996728192
Levenberg-Marquardt 0.048206524 0.008170462782743814
Levenberg-Marquardt 0.048606524 0.008192994349645929
Levenberg-Marquardt 0.049006523999999996 0.008216036329873326
Levenberg-Marquardt 0.049406524 0.00823958110510706
Levenberg-Marquardt 0.049806524 0.008263620830787886
Levenberg-Marquardt 0.050206524 0.008288147460229059
Levenberg-Marquardt 0.050606524 0.008313152768222283
Levenberg-Marquardt 0.051006524 0.008338628374045745
Levenberg-Marquardt 0.051406524 0.008364565763793012
Levenberg-Marquardt 0.051806524 0.008390956311952458
Levenberg-Marquardt 0.052206524000000004 0.008417791302177327
Levenberg-Marquardt 0.052606524 0.008445061947196278
Levenberg-Marquardt 0.053006524 0.008472759407824496
Levenberg-Marquardt 0.053406524 0.008500874811044376
Levenberg-Marquardt 0.053806524 0.00852939926713375
Levenberg-Marquardt 0.054206524 0.008558323885827826
Levenberg-Marquardt 0.054606524 0.00858763979150844
Levenberg-Marquardt 0.055006524 0.008617338137421259
Levenberg-Marquardt 0.055406524 0.008647410118927903
Levenberg-Marquardt 0.055806524 0.00867784698580542
Levenberg-Marquardt 0.056206524 0.008708640053610493
Levenberg-Marquardt 0.056606524 0.008739780714130278
Levenberg-Marquardt 0.057006524 0.008771260444945196
Levenberg-Marquardt 0.057406524 0.008803070818132317
Levenberg-Marquardt 0.057806524000000005 0.008835203508140517
Levenberg-Marquardt 0.058206523999999996 0.00886765029887045
Levenberg-Marquardt 0.058606524 0.00890040308999422
Levenberg-Marquardt 0.059006524 0.008933453902550582
Levenberg-Marquardt 0.059406523999999995 0.00896679488385233
Levenberg-Marquardt 0.059806524 0.009000418311742768