Exact 62,1M EUR,USD,GBP SobolBrownianBridge Simple 42 5000 Steps JoeKuoD7 EUR EUR USD GBP CPTY_A CPTY_B BANK 0.0001 Bootstrap Y Hagan Piecewise 1.0, 2.0, 3.0, 4.0, 5.0, 7.0, 10.0 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01 N HullWhite Constant 0.03 1Y, 2Y, 4Y, 6Y, 8Y, 10Y, 12Y, 14Y, 16Y, 18Y, 19Y 19Y, 18Y, 16Y, 14Y, 12Y, 10Y, 8Y, 6Y, 4Y, 2Y, 1Y 0.0 1.0 Bootstrap Y Hagan Piecewise 1.0, 2.0, 3.0, 4.0, 5.0, 7.0, 10.0 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01 N HullWhite Constant 0.03 1Y, 2Y, 4Y, 6Y, 8Y, 10Y, 12Y, 14Y, 16Y, 18Y, 19Y 19Y, 18Y, 16Y, 14Y, 12Y, 10Y, 8Y, 6Y, 4Y, 2Y, 1Y 0.0 1.0 EUR Bootstrap Y Piecewise 1.0, 2.0, 3.0, 4.0, 5.0, 7.0, 10.0 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1 1Y, 2Y, 3Y, 4Y, 5Y, 10Y EUR Bootstrap Y Piecewise 1.0, 2.0, 3.0, 4.0, 5.0, 7.0, 10.0 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1 1Y, 2Y, 3Y, 4Y, 5Y, 10Y EUR Bootstrap Y Piecewise 1.0, 2.0, 3.0, 4.0, 5.0, 7.0, 10.0 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1 1Y, 2Y, 3Y, 4Y, 5Y, 10Y None N Hagan Constant 1.0, 2.0, 3.0, 4.0, 5.0, 7.0, 10.0 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01 N HullWhite Constant 0.03 1Y, 2Y, 4Y, 6Y, 8Y, 10Y, 12Y, 14Y, 16Y, 18Y, 19Y 19Y, 18Y, 16Y, 14Y, 12Y, 10Y, 8Y, 6Y, 4Y, 2Y, 1Y 0.0 1.0 0.3 0.3 0.3 0 0 0 0 0 0 0 0.0 0.8 EUR EUR USD GBP 3M,6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,12Y,15Y,20Y LogLinear Y EUR-EURIBOR-6M EUR-EURIBOR-3M EUR-EONIA USD-LIBOR-3M GBP-LIBOR-6M GBP-LIBOR-3M EUR-CMS-1Y EUR-EONIA EUR-CMS-30Y EUR-EONIA true CPTY_A CPTY_B BANK 1W,2W,1M,2M,3M,6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,12Y,15Y,20Y false ForwardVariance EUR USD GBP 6M,1Y,2Y,3Y,5Y,10Y,12Y,15Y,20Y 1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,30Y false ForwardVariance USDEUR GBPEUR 6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y EUR USD EUR-EURIBOR-3M EUR-EONIA USD-LIBOR-3M