Test Grids Including TYO Holiday Calendar The JPY test
grids for the trade dates September 21 - 24 incorporate the latest version of the
TYO holiday calendar. The test grids use JPY interest rate levels that are all 0.
Benchmarking Test Grids - September Roll All test grids are for QA
purposes. The USD benchmarking test grid displays the 25% recovery rate to be used for EM.
The JPY benchmarking test grid references the TYO holiday calendar. Note that the AUD test
grids use a 6M swap payment frequency in the IR curve. The AUD test grids use a 3M payment
frequency for the CDS curve.
Standard North American Corporates Currencies Test Grids
Date |
USD |
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: Apr 22, 2009 |
|
EUR |
GBP |
|
|
|
Trade Date: Apr 23, 2009 |
|
EUR |
GBP |
|
|
|
Trade Date: Apr 24, 2009 |
|
EUR |
GBP |
|
|
|
Trade Date: Apr 27, 2009 |
|
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: Apr 28, 2009 |
|
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: Apr 29, 2009 |
|
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: Apr 30, 2009 |
|
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: May 01, 2009 |
|
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: May 04, 2009 |
|
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: May 05, 2009 |
|
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: May 06, 2009 |
|
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: May 07, 2009 |
|
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: May 08, 2009 |
|
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: May 11, 2009 |
USD |
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: May 12, 2009 |
USD |
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: May 13, 2009 |
USD |
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: May 14, 2009 |
USD |
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: May 15, 2009 |
USD |
EUR |
GBP |
CHF |
CAD |
JPY
|
Trade Date: May 18, 2009 |
USD |
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: May 19, 2009 |
USD |
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: May 21, 2009 |
USD |
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: May 22, 2009 |
USD |
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: May 25, 2009 |
USD |
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: May 26, 2009 |
USD |
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: May 27, 2009 |
USD |
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: May 28, 2009 |
USD |
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: May 29, 2009 |
USD |
EUR |
GBP |
CHF |
CAD |
JPY |
Trade Date: Jun 01, 2009 |
USD |
EUR |
GBP |
CHF |
CAD |
JPY |
|