net.finmath.smartcontract.valuation.client.settlement_testset_1.xml Maven / Gradle / Ivy
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<settlement>
<currency>EUR</currency>
<marginLimits>-50000</marginLimits>
<marginLimits>50000</marginLimits>
<marginValue>-5000</marginValue>
<marketData>
<requestTimeStamp>20230131-143523</requestTimeStamp>
<item>
<id>EURESTSW=</id>
<value>0.019761</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST2W=</id>
<value>0.021920000000000002</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST3W=</id>
<value>0.022648</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST1M=</id>
<value>0.023009500000000002</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST2M=</id>
<value>0.024499</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST3M=</id>
<value>0.025866499999999997</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST4M=</id>
<value>0.0271695</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST5M=</id>
<value>0.028263999999999997</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST6M=</id>
<value>0.0291575</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUR6MD=</id>
<value>0.03</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST7M=</id>
<value>0.03</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUR1X7F=</id>
<value>0.03202</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST8M=</id>
<value>0.030505</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUR2X8F=</id>
<value>0.03359</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUR3X9F=</id>
<value>0.03458</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST9M=</id>
<value>0.0309715</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUR4X10F=</id>
<value>0.03538</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUR6X12F=</id>
<value>0.03565</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST1Y=</id>
<value>0.03175</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST15M=</id>
<value>0.031799999999999995</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUR9X15F=</id>
<value>0.03471</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST18M=</id>
<value>0.031470000000000005</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUR12X18F=</id>
<value>0.03323</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST21M=</id>
<value>0.030990000000000004</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E2Y=</id>
<value>0.03281</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST2Y=</id>
<value>0.03049</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E3Y=</id>
<value>0.03109</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST3Y=</id>
<value>0.02852</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E4Y=</id>
<value>0.029930000000000002</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST4Y=</id>
<value>0.02732</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E5Y=</id>
<value>0.029299999999999996</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST5Y=</id>
<value>0.026605</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E6Y=</id>
<value>0.028920000000000005</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST6Y=</id>
<value>0.026165000000000004</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST7Y=</id>
<value>0.025925000000000004</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E7Y=</id>
<value>0.0287</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST8Y=</id>
<value>0.025854999999999996</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E8Y=</id>
<value>0.028609999999999997</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E9Y=</id>
<value>0.028609999999999997</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST9Y=</id>
<value>0.025905</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST10Y=</id>
<value>0.02609</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E10Y=</id>
<value>0.028674999999999996</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST11Y=</id>
<value>0.02624</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E11Y=</id>
<value>0.02872</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST12Y=</id>
<value>0.026325</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E12Y=</id>
<value>0.028739999999999998</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E13Y=</id>
<value>0.02872</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E14Y=</id>
<value>0.028419999999999997</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST15Y=</id>
<value>0.026365</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E15Y=</id>
<value>0.02849</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E16Y=</id>
<value>0.028259999999999997</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E17Y=</id>
<value>0.027960000000000002</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E18Y=</id>
<value>0.027610000000000003</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E19Y=</id>
<value>0.02724</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST20Y=</id>
<value>0.02535</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E20Y=</id>
<value>0.026855000000000004</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E21Y=</id>
<value>0.026549999999999997</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E22Y=</id>
<value>0.02618</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E23Y=</id>
<value>0.0258</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E24Y=</id>
<value>0.02535</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E25Y=</id>
<value>0.025004999999999996</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST25Y=</id>
<value>0.023905000000000003</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E26Y=</id>
<value>0.024700000000000003</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E27Y=</id>
<value>0.02435</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E28Y=</id>
<value>0.02403</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E29Y=</id>
<value>0.02373</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EUREST30Y=</id>
<value>0.022664999999999998</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E30Y=</id>
<value>0.023405</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E40Y=</id>
<value>0.02093</value>
<timeStamp>20230131-143523</timeStamp>
</item>
<item>
<id>EURAB6E50Y=</id>
<value>0.01899</value>
<timeStamp>20230131-143523</timeStamp>
</item>
</marketData>
<settlementTime>20240314-170000</settlementTime>
<settlementTimeNext>20240315-170000</settlementTimeNext>
<settlementType>REGULAR</settlementType>
<settlementValue>20000</settlementValue>
<settlementValueNext>20001</settlementValueNext>
<settlementValuePrevious>25000</settlementValuePrevious>
<tradeId>SDCTestTrade1</tradeId>
</settlement> © 2015 - 2025 Weber Informatics LLC | Privacy Policy