Calibrated Curves
Date
AUD
2026-10-09
Request:
{
"curves": [
{
"currency": "AUD",
"curve_type": "OIS",
"discount_curve_name": null,
"quotes": {
"10Y": 0.053559999999999997,
"1Y": 0.049429999999999995,
"2Y": 0.04948,
"3Y": 0.04926,
"5Y": 0.049800000000000004
}
},
{
"currency": "AUD",
"curve_type": "IBOR",
"discount_curve_name": "AUD_OIS",
"quotes": {
"10Y": 0.053559999999999997,
"1Y": 0.049429999999999995,
"2Y": 0.04948,
"3Y": 0.04926,
"5Y": 0.049800000000000004
}
}
],
"valuation_date": "2026-10-09"
}
Response:
{
"curves": [
{
"currency": "AUD",
"name": "AUD_OIS",
"points": [
{
"date": "2026-10-09",
"discount_factor": 1.0,
"zero_rate": 0.048147085407463354
},
{
"date": "2027-01-09",
"discount_factor": 0.9877698367552213,
"zero_rate": 0.04815221917754251
},
{
"date": "2027-04-09",
"discount_factor": 0.9759429143495246,
"zero_rate": 0.0481671765011766
},
{
"date": "2027-07-09",
"discount_factor": 0.9641139169949822,
"zero_rate": 0.04819229036918513
},
{
"date": "2027-10-09",
"discount_factor": 0.9522785201596384,
"zero_rate": 0.04822789195345295
},
{
"date": "2028-01-09",
"discount_factor": 0.9405642122242239,
"zero_rate": 0.04826942863016873
},
{
"date": "2028-04-09",
"discount_factor": 0.929116886481066,
"zero_rate": 0.04829828873302159
},
{
"date": "2028-07-09",
"discount_factor": 0.9178345735940017,
"zero_rate": 0.048303159243274
},
{
"date": "2028-10-09",
"discount_factor": 0.9066212208734121,
"zero_rate": 0.04827769099196706
},
{
"date": "2029-01-09",
"discount_factor": 0.895617452310448,
"zero_rate": 0.0482224626734509
},
{
"date": "2029-04-09",
"discount_factor": 0.8850293300982879,
"zero_rate": 0.0481581791248347
},
{
"date": "2029-07-09",
"discount_factor": 0.8744629882574517,
"zero_rate": 0.04809991149976446
},
{
"date": "2029-10-09",
"discount_factor": 0.8638859776766967,
"zero_rate": 0.04805950374148672
},
{
"date": "2030-01-09",
"discount_factor": 0.85338211525399,
"zero_rate": 0.04804480772645467
},
{
"date": "2030-04-09",
"discount_factor": 0.8431607167643567,
"zero_rate": 0.04805568748109081
},
{
"date": "2030-07-09",
"discount_factor": 0.8328684021311931,
"zero_rate": 0.04809106411609478
},
{
"date": "2030-10-09",
"discount_factor": 0.8224951793665295,
"zero_rate": 0.04815096278743324
},
{
"date": "2031-01-09",
"discount_factor": 0.8121433945910065,
"zero_rate": 0.04823452004604032
},
{
"date": "2031-04-09",
"discount_factor": 0.8020274460295366,
"zero_rate": 0.048338698660327195
},
{
"date": "2031-07-09",
"discount_factor": 0.7918005810196127,
"zero_rate": 0.04846623747704883
},
{
"date": "2031-10-09",
"discount_factor": 0.7814538681952431,
"zero_rate": 0.048617578228944656
},
{
"date": "2032-01-09",
"discount_factor": 0.7710939762266142,
"zero_rate": 0.04879051547164731
},
{
"date": "2032-04-09",
"discount_factor": 0.7608413907341062,
"zero_rate": 0.048979059931419676
},
{
"date": "2032-07-09",
"discount_factor": 0.7505945842757953,
"zero_rate": 0.049181075571548195
},
{
"date": "2032-10-09",
"discount_factor": 0.7402518299006369,
"zero_rate": 0.04939568540144829
},
{
"date": "2033-01-09",
"discount_factor": 0.7299362396131074,
"zero_rate": 0.04961791286953742
},
{
"date": "2033-04-09",
"discount_factor": 0.7198807899141552,
"zero_rate": 0.04984038504119234
},
{
"date": "2033-07-09",
"discount_factor": 0.7097588834364562,
"zero_rate": 0.050068473943386115
},
{
"date": "2033-10-09",
"discount_factor": 0.6995809608600565,
"zero_rate": 0.050300567145460474
},
{
"date": "2034-01-09",
"discount_factor": 0.6894671613165207,
"zero_rate": 0.0505326672285458
},
{
"date": "2034-04-09",
"discount_factor": 0.6796431473897526,
"zero_rate": 0.05075847559377069
},
{
"date": "2034-07-09",
"discount_factor": 0.6697877547091021,
"zero_rate": 0.05098444674488224
},
{
"date": "2034-10-09",
"discount_factor": 0.6599107733214379,
"zero_rate": 0.05120952505603303
},
{
"date": "2035-01-09",
"discount_factor": 0.6501278635919026,
"zero_rate": 0.051430338420396245
},
{
"date": "2035-04-09",
"discount_factor": 0.6406548954817279,
"zero_rate": 0.05164148408037846
},
{
"date": "2035-07-09",
"discount_factor": 0.6311803509737072,
"zero_rate": 0.05184942417702403
},
{
"date": "2035-10-09",
"discount_factor": 0.6217132810587268,
"zero_rate": 0.05205337753604001
},
{
"date": "2036-01-09",
"discount_factor": 0.6123637188462691,
"zero_rate": 0.05225048535620704
},
{
"date": "2036-04-09",
"discount_factor": 0.6032362399124446,
"zero_rate": 0.05243824163647009
},
{
"date": "2036-07-09",
"discount_factor": 0.5942330274654304,
"zero_rate": 0.05261840617551806
},
{
"date": "2036-10-09",
"discount_factor": 0.5852614006796214,
"zero_rate": 0.05279244713999114
},
{
"date": "2037-01-09",
"discount_factor": 0.5764241096357232,
"zero_rate": 0.05295812325714693
},
{
"date": "2037-04-09",
"discount_factor": 0.5679080685907131,
"zero_rate": 0.053112506074542376
},
{
"date": "2037-07-09",
"discount_factor": 0.5594253177998614,
"zero_rate": 0.053261407677118566
},
{
"date": "2037-10-09",
"discount_factor": 0.5509781445700255,
"zero_rate": 0.05340508930599997
},
{
"date": "2038-01-09",
"discount_factor": 0.5426585214050589,
"zero_rate": 0.05354233847266382
},
{
"date": "2038-04-09",
"discount_factor": 0.5346413303048628,
"zero_rate": 0.053670785790595935
},
{
"date": "2038-07-09",
"discount_factor": 0.526655479392901,
"zero_rate": 0.05379518202400384
},
{
"date": "2038-10-09",
"discount_factor": 0.5187031219908971,
"zero_rate": 0.05391569435458383
},
{
"date": "2039-01-09",
"discount_factor": 0.5108708430666149,
"zero_rate": 0.05403125154129188
},
{
"date": "2039-04-09",
"discount_factor": 0.5033232804377658,
"zero_rate": 0.0541397896703474
},
{
"date": "2039-07-09",
"discount_factor": 0.4958052221615686,
"zero_rate": 0.0542452675235467
},
{
"date": "2039-10-09",
"discount_factor": 0.48831869542315176,
"zero_rate": 0.05434779441465328
},
{
"date": "2040-01-09",
"discount_factor": 0.4809452132435652,
"zero_rate": 0.05444642358923847
},
{
"date": "2040-04-09",
"discount_factor": 0.4737614125306747,
"zero_rate": 0.05454036015339924
},
{
"date": "2040-07-09",
"discount_factor": 0.4666849150848955,
"zero_rate": 0.054630892405597216
},
{
"date": "2040-10-09",
"discount_factor": 0.4596380972237066,
"zero_rate": 0.05471914430036167
},
{
"date": "2041-01-09",
"discount_factor": 0.4526976844344702,
"zero_rate": 0.05480427703480406
},
{
"date": "2041-04-09",
"discount_factor": 0.4460095671312899,
"zero_rate": 0.05488469702436643
},
{
"date": "2041-07-09",
"discount_factor": 0.4393475945030456,
"zero_rate": 0.054963278482558414
},
{
"date": "2041-10-09",
"discount_factor": 0.4327135628981217,
"zero_rate": 0.05504006999026876
},
{
"date": "2042-01-09",
"discount_factor": 0.426179703402675,
"zero_rate": 0.05511432521411289
},
{
"date": "2042-04-09",
"discount_factor": 0.419883360508515,
"zero_rate": 0.05518463080121491
},
{
"date": "2042-07-09",
"discount_factor": 0.4136116307948348,
"zero_rate": 0.05525348065197759
},
{
"date": "2042-10-09",
"discount_factor": 0.4073662053840942,
"zero_rate": 0.05532090742664537
},
{
"date": "2043-01-09",
"discount_factor": 0.4012150842328499,
"zero_rate": 0.055386244153041754
},
{
"date": "2043-04-09",
"discount_factor": 0.39528756651093605,
"zero_rate": 0.05544823008468479
},
{
"date": "2043-07-09",
"discount_factor": 0.3893832201864413,
"zero_rate": 0.055509050226386795
},
{
"date": "2043-10-09",
"discount_factor": 0.3835036373197914,
"zero_rate": 0.055568726449661536
},
{
"date": "2044-01-09",
"discount_factor": 0.3777128345877075,
"zero_rate": 0.055626660024930774
},
{
"date": "2044-04-09",
"discount_factor": 0.3720709991859589,
"zero_rate": 0.055682323304378334
},
{
"date": "2044-07-09",
"discount_factor": 0.36651343496534494,
"zero_rate": 0.05573642392504764
},
{
"date": "2044-10-09",
"discount_factor": 0.360979179761468,
"zero_rate": 0.055789596744824976
},
{
"date": "2045-01-09",
"discount_factor": 0.35552849033646755,
"zero_rate": 0.05584130206815129
},
{
"date": "2045-04-09",
"discount_factor": 0.3502759424888606,
"zero_rate": 0.05589052095400612
},
{
"date": "2045-07-09",
"discount_factor": 0.34504392749823526,
"zero_rate": 0.05593897135378459
},
{
"date": "2045-10-09",
"discount_factor": 0.33983385613617506,
"zero_rate": 0.05598666255358172
},
{
"date": "2046-01-09",
"discount_factor": 0.33470245546336463,
"zero_rate": 0.05603310586077895
},
{
"date": "2046-04-09",
"discount_factor": 0.3297575896936227,
"zero_rate": 0.05607737849071219
},
{
"date": "2046-07-09",
"discount_factor": 0.32483205401369397,
"zero_rate": 0.056121019735942024
},
{
"date": "2046-10-09",
"discount_factor": 0.31992717655543296,
"zero_rate": 0.05616403526988229
},
{
"date": "2047-01-09",
"discount_factor": 0.3150963614397988,
"zero_rate": 0.05620598079459653
},
{
"date": "2047-04-09",
"discount_factor": 0.3104411544449865,
"zero_rate": 0.056246016980831474
},
{
"date": "2047-07-09",
"discount_factor": 0.30580414522813204,
"zero_rate": 0.05628553112694414
},
{
"date": "2047-10-09",
"discount_factor": 0.3011865841222043,
"zero_rate": 0.0563245263586862
},
{
"date": "2048-01-09",
"discount_factor": 0.29663874695854386,
"zero_rate": 0.05636259719946707
},
{
"date": "2048-04-09",
"discount_factor": 0.29220790206562974,
"zero_rate": 0.056399376697664705
},
{
"date": "2048-07-09",
"discount_factor": 0.2878432399848613,
"zero_rate": 0.0564353135638543
},
{
"date": "2048-10-09",
"discount_factor": 0.2834968837621005,
"zero_rate": 0.05647081797441499
},
{
"date": "2049-01-09",
"discount_factor": 0.27921615636013863,
"zero_rate": 0.056505518643398034
},
{
"date": "2049-04-09",
"discount_factor": 0.2750910404806249,
"zero_rate": 0.05653871315787222
},
{
"date": "2049-07-09",
"discount_factor": 0.2709820501875586,
"zero_rate": 0.056571545369586175
},
{
"date": "2049-10-09",
"discount_factor": 0.2668902934377697,
"zero_rate": 0.05660401532758384
},
{
"date": "2050-01-09",
"discount_factor": 0.26286032112458046,
"zero_rate": 0.05663578182717205
},
{
"date": "2050-04-09",
"discount_factor": 0.2589768449715512,
"zero_rate": 0.056666198794830105
},
{
"date": "2050-07-09",
"discount_factor": 0.2551085498054933,
"zero_rate": 0.056696311966857774
},
{
"date": "2050-10-09",
"discount_factor": 0.25125647868169376,
"zero_rate": 0.05672612049870691
},
{
"date": "2051-01-09",
"discount_factor": 0.24746257280541004,
"zero_rate": 0.056755309842267454
},
{
"date": "2051-04-09",
"discount_factor": 0.24380658168379218,
"zero_rate": 0.05678328383780284
},
{
"date": "2051-07-09",
"discount_factor": 0.2401648822821174,
"zero_rate": 0.056811002270733206
},
{
"date": "2051-10-09",
"discount_factor": 0.23653845655591185,
"zero_rate": 0.05683846367498606
},
{
"date": "2052-01-09",
"discount_factor": 0.23296678889184552,
"zero_rate": 0.05686537722079997
},
{
"date": "2052-04-09",
"discount_factor": 0.2294870017185121,
"zero_rate": 0.056891475182728746
},
{
"date": "2052-07-09",
"discount_factor": 0.22605919156228618,
"zero_rate": 0.056917068112326746
},
{
"date": "2052-10-09",
"discount_factor": 0.22264575800723488,
"zero_rate": 0.056942443707231075
},
{
"date": "2053-01-09",
"discount_factor": 0.2192838663892941,
"zero_rate": 0.05696733237863321
},
{
"date": "2053-04-09",
"discount_factor": 0.21604418509306952,
"zero_rate": 0.05699122216929111
},
{
"date": "2053-07-09",
"discount_factor": 0.212817168110365,
"zero_rate": 0.057014929899802065
},
{
"date": "2053-10-09",
"discount_factor": 0.20960368558086231,
"zero_rate": 0.05703845339811463
},
{
"date": "2054-01-09",
"discount_factor": 0.2064387257812649,
"zero_rate": 0.05706154206382829
},
{
"date": "2054-04-09",
"discount_factor": 0.20338881750601273,
"zero_rate": 0.057083719524213615
},
{
"date": "2054-07-09",
"discount_factor": 0.20035083169814963,
"zero_rate": 0.057105742934948106
},
{
"date": "2054-10-09",
"discount_factor": 0.1973255875265917,
"zero_rate": 0.05712760994786736
},
{
"date": "2055-01-09",
"discount_factor": 0.19434602373589363,
"zero_rate": 0.05714908704602963
},
{
"date": "2055-04-09",
"discount_factor": 0.19147477201792623,
"zero_rate": 0.057169729890079214
},
{
"date": "2055-07-09",
"discount_factor": 0.1886147443768437,
"zero_rate": 0.05719024230193639
},
{
"date": "2055-10-09",
"discount_factor": 0.18576671199654593,
"zero_rate": 0.05721062183359822
},
{
"date": "2056-01-09",
"discount_factor": 0.18296168414628114,
"zero_rate": 0.05723065038867584
},
{
"date": "2056-04-09",
"discount_factor": 0.1802288151191887,
"zero_rate": 0.057250124779314175
},
{
"date": "2056-07-09",
"discount_factor": 0.17753676651389166,
"zero_rate": 0.05726927298376659
},
{
"date": "2056-10-09",
"discount_factor": 0.17485600864739784,
"zero_rate": 0.05728830831654939
}
],
"slope": 0.4514756148024084,
"slope_deg": 3.2300297669881584
},
{
"currency": "AUD",
"name": "AUD_IBOR",
"points": [
{
"date": "2026-10-09",
"discount_factor": 1.0,
"zero_rate": 0.047511363064634694
},
{
"date": "2027-01-09",
"discount_factor": 0.9879306440633479,
"zero_rate": 0.047515233970705506
},
{
"date": "2027-04-09",
"discount_factor": 0.9762590651963191,
"zero_rate": 0.04752651192307573
},
{
"date": "2027-07-09",
"discount_factor": 0.9645869522158718,
"zero_rate": 0.047545447998415515
},
{
"date": "2027-10-09",
"discount_factor": 0.9529117154518479,
"zero_rate": 0.04757229190321314
},
{
"date": "2028-01-09",
"discount_factor": 0.9413610444115271,
"zero_rate": 0.0476023441755453
},
{
"date": "2028-04-09",
"discount_factor": 0.9300811106160695,
"zero_rate": 0.04761688527702998
},
{
"date": "2028-07-09",
"discount_factor": 0.9189735730776201,
"zero_rate": 0.04760445814774985
},
{
"date": "2028-10-09",
"discount_factor": 0.90794625909467,
"zero_rate": 0.04755845654519408
},
{
"date": "2029-01-09",
"discount_factor": 0.8971371202941884,
"zero_rate": 0.04748087817981714
},
{
"date": "2029-04-09",
"discount_factor": 0.8867396030347672,
"zero_rate": 0.047396941588715484
},
{
"date": "2029-07-09",
"discount_factor": 0.8763574958161117,
"zero_rate": 0.04732392587425088
},
{
"date": "2029-10-09",
"discount_factor": 0.8659495669140741,
"zero_rate": 0.04727582045320311
},
{
"date": "2030-01-09",
"discount_factor": 0.8555909926675789,
"zero_rate": 0.04726146343433318
},
{
"date": "2030-04-09",
"discount_factor": 0.8454905653624933,
"zero_rate": 0.04727838573366106
},
{
"date": "2030-07-09",
"discount_factor": 0.8353034727387993,
"zero_rate": 0.04732334894918928
},
{
"date": "2030-10-09",
"discount_factor": 0.825023244459198,
"zero_rate": 0.04739475596114384
},
{
"date": "2031-01-09",
"discount_factor": 0.8147549508442895,
"zero_rate": 0.04749030168372328
},
{
"date": "2031-04-09",
"discount_factor": 0.8047151161804823,
"zero_rate": 0.047605663159528556
},
{
"date": "2031-07-09",
"discount_factor": 0.7945630806577195,
"zero_rate": 0.04774316252238693
},
{
"date": "2031-10-09",
"discount_factor": 0.7842932015045191,
"zero_rate": 0.047902543774603755
},
{
"date": "2032-01-09",
"discount_factor": 0.7740140244011491,
"zero_rate": 0.04808107561161856
},
{
"date": "2032-04-09",
"discount_factor": 0.7638451994853063,
"zero_rate": 0.048272994711442245
},
{
"date": "2032-07-09",
"discount_factor": 0.7536854528838987,
"zero_rate": 0.04847660044385572
},
{
"date": "2032-10-09",
"discount_factor": 0.743433482390786,
"zero_rate": 0.04869131101055582
},
{
"date": "2033-01-09",
"discount_factor": 0.7332108930886165,
"zero_rate": 0.04891238451708387
},
{
"date": "2033-04-09",
"discount_factor": 0.7232480487247951,
"zero_rate": 0.04913272615842617
},
{
"date": "2033-07-09",
"discount_factor": 0.7132209175197455,
"zero_rate": 0.04935783495072106
},
{
"date": "2033-10-09",
"discount_factor": 0.7031394995301449,
"zero_rate": 0.04958622996060863
},
{
"date": "2034-01-09",
"discount_factor": 0.6931224384914827,
"zero_rate": 0.04981408151459491
},
{
"date": "2034-04-09",
"discount_factor": 0.6833928709228588,
"zero_rate": 0.05003531712597225
},
{
"date": "2034-07-09",
"discount_factor": 0.6736323930710175,
"zero_rate": 0.05025634699093643
},
{
"date": "2034-10-09",
"discount_factor": 0.663850402010157,
"zero_rate": 0.05047619544968682
},
{
"date": "2035-01-09",
"discount_factor": 0.6541611568233379,
"zero_rate": 0.050691623974470336
},
{
"date": "2035-04-09",
"discount_factor": 0.6447782179764888,
"zero_rate": 0.05089742042174347
},
{
"date": "2035-07-09",
"discount_factor": 0.6353928017675902,
"zero_rate": 0.05109993080268125
},
{
"date": "2035-10-09",
"discount_factor": 0.6260136196967572,
"zero_rate": 0.05129842850905561
},
{
"date": "2036-01-09",
"discount_factor": 0.6167494561954304,
"zero_rate": 0.05149016451840662
},
{
"date": "2036-04-09",
"discount_factor": 0.6077037678913423,
"zero_rate": 0.0516727337924965
},
{
"date": "2036-07-09",
"discount_factor": 0.59877947262747,
"zero_rate": 0.05184787611189694
},
{
"date": "2036-10-09",
"discount_factor": 0.5898845178191925,
"zero_rate": 0.05201704290996885
},
{
"date": "2037-01-09",
"discount_factor": 0.5811206297527545,
"zero_rate": 0.05217807502159576
},
{
"date": "2037-04-09",
"discount_factor": 0.572673264123579,
"zero_rate": 0.0523281303912049
},
{
"date": "2037-07-09",
"discount_factor": 0.5642568800310686,
"zero_rate": 0.052472858187904786
},
{
"date": "2037-10-09",
"discount_factor": 0.5558737405002426,
"zero_rate": 0.05261251233006632
},
{
"date": "2038-01-09",
"discount_factor": 0.5476151489029563,
"zero_rate": 0.05274591431598511
},
{
"date": "2038-04-09",
"discount_factor": 0.5396548302530629,
"zero_rate": 0.05287076117454607
},
{
"date": "2038-07-09",
"discount_factor": 0.5317237068475738,
"zero_rate": 0.05299167050303819
},
{
"date": "2038-10-09",
"discount_factor": 0.5238239112330201,
"zero_rate": 0.05310880479694939
},
{
"date": "2039-01-09",
"discount_factor": 0.516041482532802,
"zero_rate": 0.05322112284279808
},
{
"date": "2039-04-09",
"discount_factor": 0.5085401293548379,
"zero_rate": 0.053326618579609214
},
{
"date": "2039-07-09",
"discount_factor": 0.5010662881206822,
"zero_rate": 0.053429139822027384
},
{
"date": "2039-10-09",
"discount_factor": 0.4936219684213329,
"zero_rate": 0.053528792819682355
},
{
"date": "2040-01-09",
"discount_factor": 0.48628824865077536,
"zero_rate": 0.05362465735626943
},
{
"date": "2040-04-09",
"discount_factor": 0.4791414357354163,
"zero_rate": 0.053715960819263345
},
{
"date": "2040-07-09",
"discount_factor": 0.4720996570975436,
"zero_rate": 0.05380395539530684
},
{
"date": "2040-10-09",
"discount_factor": 0.4650856933552036,
"zero_rate": 0.05388973353377461
},
{
"date": "2041-01-09",
"discount_factor": 0.45817593576222065,
"zero_rate": 0.05397247994395229
},
{
"date": "2041-04-09",
"discount_factor": 0.45151573570441217,
"zero_rate": 0.05405064571046264
},
{
"date": "2041-07-09",
"discount_factor": 0.44487996257937096,
"zero_rate": 0.05412702448079704
},
{
"date": "2041-10-09",
"discount_factor": 0.43827040063558725,
"zero_rate": 0.05420166347409125
},
{
"date": "2042-01-09",
"discount_factor": 0.43175903666151083,
"zero_rate": 0.054273837277156387
},
{
"date": "2042-04-09",
"discount_factor": 0.42548284156595545,
"zero_rate": 0.0543421721542895
},
{
"date": "2042-07-09",
"discount_factor": 0.419229665027546,
"zero_rate": 0.05440909210029142
},
{
"date": "2042-10-09",
"discount_factor": 0.4130011884209447,
"zero_rate": 0.05447462885991934
},
{
"date": "2043-01-09",
"discount_factor": 0.4068652480160373,
"zero_rate": 0.05453813415664772
},
{
"date": "2043-04-09",
"discount_factor": 0.40095091743503747,
"zero_rate": 0.05459838258351403
},
{
"date": "2043-07-09",
"discount_factor": 0.39505827823781176,
"zero_rate": 0.05465749789826695
},
{
"date": "2043-10-09",
"discount_factor": 0.389188914856557,
"zero_rate": 0.05471550135934791
},
{
"date": "2044-01-09",
"discount_factor": 0.38340675234767707,
"zero_rate": 0.054771811019946604
},
{
"date": "2044-04-09",
"discount_factor": 0.3777719537747794,
"zero_rate": 0.05482591402254803
},
{
"date": "2044-07-09",
"discount_factor": 0.37221996791908807,
"zero_rate": 0.05487849816868278
},
{
"date": "2044-10-09",
"discount_factor": 0.36668991230496173,
"zero_rate": 0.05493018052076999
},
{
"date": "2045-01-09",
"discount_factor": 0.36124201648270865,
"zero_rate": 0.05498043651125769
},
{
"date": "2045-04-09",
"discount_factor": 0.355990880595228,
"zero_rate": 0.05502827576068516
},
{
"date": "2045-07-09",
"discount_factor": 0.35075900376035285,
"zero_rate": 0.0550753680651859
},
{
"date": "2045-10-09",
"discount_factor": 0.34554779274232394,
"zero_rate": 0.05512172245055985
},
{
"date": "2046-01-09",
"discount_factor": 0.3404140044560946,
"zero_rate": 0.05516686392255086
},
{
"date": "2046-04-09",
"discount_factor": 0.33546563158185017,
"zero_rate": 0.0552098955627313
},
{
"date": "2046-07-09",
"discount_factor": 0.33053540734735504,
"zero_rate": 0.05525231351631994
},
{
"date": "2046-10-09",
"discount_factor": 0.3256246574075073,
"zero_rate": 0.0552941232977013
},
{
"date": "2047-01-09",
"discount_factor": 0.3207868662624987,
"zero_rate": 0.055334893062890404
},
{
"date": "2047-04-09",
"discount_factor": 0.3161238000941033,
"zero_rate": 0.05537380700956257
},
{
"date": "2047-07-09",
"discount_factor": 0.31147783617530944,
"zero_rate": 0.0554122135492265
},
{
"date": "2047-10-09",
"discount_factor": 0.30685022372816734,
"zero_rate": 0.05545011572001705
},
{
"date": "2048-01-09",
"discount_factor": 0.3022913635146478,
"zero_rate": 0.055487119411108336
},
{
"date": "2048-04-09",
"discount_factor": 0.2978486902093352,
"zero_rate": 0.05552286795676383
},
{
"date": "2048-07-09",
"discount_factor": 0.29347130936182975,
"zero_rate": 0.05555779748991816
},
{
"date": "2048-10-09",
"discount_factor": 0.2891112190878061,
"zero_rate": 0.05559230668944776
},
{
"date": "2049-01-09",
"discount_factor": 0.2848159064823013,
"zero_rate": 0.05562603467678328
},
{
"date": "2049-04-09",
"discount_factor": 0.28067572632713345,
"zero_rate": 0.055658298728071195
},
{
"date": "2049-07-09",
"discount_factor": 0.276550730686157,
"zero_rate": 0.055690210632173845
},
{
"date": "2049-10-09",
"discount_factor": 0.27244202870175893,
"zero_rate": 0.05572177043676048
},
{
"date": "2050-01-09",
"discount_factor": 0.2683943695211702,
"zero_rate": 0.05575264650132075
},
{
"date": "2050-04-09",
"discount_factor": 0.26449289837029755,
"zero_rate": 0.05578221086218242
},
{
"date": "2050-07-09",
"discount_factor": 0.2606057362450801,
"zero_rate": 0.05581147994299691
},
{
"date": "2050-10-09",
"discount_factor": 0.25673392833844755,
"zero_rate": 0.05584045292288928
},
{
"date": "2051-01-09",
"discount_factor": 0.25291964371077985,
"zero_rate": 0.055868824070731515
},
{
"date": "2051-04-09",
"discount_factor": 0.24924311839772273,
"zero_rate": 0.0558960139375206
},
{
"date": "2051-07-09",
"discount_factor": 0.24558007709953897,
"zero_rate": 0.055922955405285746
},
{
"date": "2051-10-09",
"discount_factor": 0.24193150474681369,
"zero_rate": 0.0559496470490494
},
{
"date": "2052-01-09",
"discount_factor": 0.23833713907229406,
"zero_rate": 0.05597580619119184
},
{
"date": "2052-04-09",
"discount_factor": 0.23483437924114944,
"zero_rate": 0.056001172610780095
},
{
"date": "2052-07-09",
"discount_factor": 0.23138309827931755,
"zero_rate": 0.05602604815441247
},
{
"date": "2052-10-09",
"discount_factor": 0.22794544981352746,
"zero_rate": 0.056050712455379764
},
{
"date": "2053-01-09",
"discount_factor": 0.2245588743390761,
"zero_rate": 0.05607490348161788
},
{
"date": "2053-04-09",
"discount_factor": 0.22129461074267737,
"zero_rate": 0.0560981236263693
},
{
"date": "2053-07-09",
"discount_factor": 0.21804231915113018,
"zero_rate": 0.05612116681423459
},
{
"date": "2053-10-09",
"discount_factor": 0.21480287405128817,
"zero_rate": 0.056144030934046255
},
{
"date": "2054-01-09",
"discount_factor": 0.21161155724413608,
"zero_rate": 0.05616647240989115
},
{
"date": "2054-04-09",
"discount_factor": 0.20853550021934772,
"zero_rate": 0.05618802822206802
},
{
"date": "2054-07-09",
"discount_factor": 0.2054707249334682,
"zero_rate": 0.05620943430270297
},
{
"date": "2054-10-09",
"discount_factor": 0.20241805545335068,
"zero_rate": 0.05623068836945212
},
{
"date": "2055-01-09",
"discount_factor": 0.1994107393487948,
"zero_rate": 0.056251563451000984
},
{
"date": "2055-04-09",
"discount_factor": 0.1965120375312735,
"zero_rate": 0.056271627663106324
},
{
"date": "2055-07-09",
"discount_factor": 0.1936239669851546,
"zero_rate": 0.056291565099115926
},
{
"date": "2055-10-09",
"discount_factor": 0.19074730426433997,
"zero_rate": 0.05631137337964591
},
{
"date": "2056-01-09",
"discount_factor": 0.18791337999444213,
"zero_rate": 0.056330840521686805
},
{
"date": "2056-04-09",
"discount_factor": 0.185151680992175,
"zero_rate": 0.056349769032867314
},
{
"date": "2056-07-09",
"discount_factor": 0.18243056974038824,
"zero_rate": 0.05636838050106651
},
{
"date": "2056-10-09",
"discount_factor": 0.17972020682777734,
"zero_rate": 0.056386882261460214
}
],
"slope": 0.44585863647747637,
"slope_deg": 3.189927260946137
}
],
"valuation_date": "2026-10-09"
}
CAD
2026-10-09
Request:
{
"curves": [
{
"currency": "CAD",
"curve_type": "OIS",
"discount_curve_name": null,
"quotes": {
"10Y": 0.03878,
"1Y": 0.02905,
"20Y": 0.04123,
"2Y": 0.03186,
"30Y": 0.042409999999999996,
"3M": 0.0239,
"3Y": 0.03274,
"5Y": 0.03546
}
},
{
"currency": "CAD",
"curve_type": "IBOR",
"discount_curve_name": "CAD_OIS",
"quotes": {
"10Y": 0.03878,
"1Y": 0.02905,
"20Y": 0.04123,
"2Y": 0.03186,
"30Y": 0.042409999999999996,
"3M": 0.0239,
"3Y": 0.03274,
"5Y": 0.03546
}
}
],
"valuation_date": "2026-10-09"
}
Response:
{
"curves": [
{
"currency": "CAD",
"name": "CAD_OIS",
"points": [
{
"date": "2026-10-09",
"discount_factor": 1.0,
"zero_rate": 0.022995383161531775
},
{
"date": "2027-01-09",
"discount_factor": 0.993960298213254,
"zero_rate": 0.0237052743597451
},
{
"date": "2027-04-09",
"discount_factor": 0.9872359442768615,
"zero_rate": 0.025410097908356227
},
{
"date": "2027-07-09",
"discount_factor": 0.9796624173478792,
"zero_rate": 0.027095259897574706
},
{
"date": "2027-10-09",
"discount_factor": 0.9715286720373006,
"zero_rate": 0.028488819390625253
},
{
"date": "2028-01-09",
"discount_factor": 0.9631963055644341,
"zero_rate": 0.029538937433724707
},
{
"date": "2028-04-09",
"discount_factor": 0.9548949625262105,
"zero_rate": 0.03032010094201543
},
{
"date": "2028-07-09",
"discount_factor": 0.9466262733773259,
"zero_rate": 0.030901919083354844
},
{
"date": "2028-10-09",
"discount_factor": 0.9383901145683661,
"zero_rate": 0.031316314331717936
},
{
"date": "2029-01-09",
"discount_factor": 0.9303382125489882,
"zero_rate": 0.03158511814586198
},
{
"date": "2029-04-09",
"discount_factor": 0.9225633893484231,
"zero_rate": 0.031780622834010896
},
{
"date": "2029-07-09",
"discount_factor": 0.9146892792669292,
"zero_rate": 0.03197361402052079
},
{
"date": "2029-10-09",
"discount_factor": 0.9066014020614198,
"zero_rate": 0.03220699072059804
},
{
"date": "2030-01-09",
"discount_factor": 0.8982952606928737,
"zero_rate": 0.032501959582793415
},
{
"date": "2030-04-09",
"discount_factor": 0.8899719242273059,
"zero_rate": 0.03283531339874561
},
{
"date": "2030-07-09",
"discount_factor": 0.8814001429741916,
"zero_rate": 0.03319772327990979
},
{
"date": "2030-10-09",
"discount_factor": 0.872617256283693,
"zero_rate": 0.03357492635215
},
{
"date": "2031-01-09",
"discount_factor": 0.8637584470576969,
"zero_rate": 0.03395129735687972
},
{
"date": "2031-04-09",
"discount_factor": 0.8550574685755743,
"zero_rate": 0.034309905742256605
},
{
"date": "2031-07-09",
"discount_factor": 0.8462622060160458,
"zero_rate": 0.03465592343398611
},
{
"date": "2031-10-09",
"discount_factor": 0.8374094176074675,
"zero_rate": 0.034983124050767256
},
{
"date": "2032-01-09",
"discount_factor": 0.8286266735612151,
"zero_rate": 0.03528404647844629
},
{
"date": "2032-04-09",
"discount_factor": 0.8200146993253646,
"zero_rate": 0.03555793162571795
},
{
"date": "2032-07-09",
"discount_factor": 0.8114771391591339,
"zero_rate": 0.0358112680313047
},
{
"date": "2032-10-09",
"discount_factor": 0.8029209177841561,
"zero_rate": 0.036049114599968624
},
{
"date": "2033-01-09",
"discount_factor": 0.7944397752611957,
"zero_rate": 0.03627080352838124
},
{
"date": "2033-04-09",
"discount_factor": 0.7862151828285214,
"zero_rate": 0.03647384651510094
},
{
"date": "2033-07-09",
"discount_factor": 0.7779713140833012,
"zero_rate": 0.036666785258833566
},
{
"date": "2033-10-09",
"discount_factor": 0.7697100800680519,
"zero_rate": 0.03685056221900583
},
{
"date": "2034-01-09",
"discount_factor": 0.7615219890017811,
"zero_rate": 0.03702417637490271
},
{
"date": "2034-04-09",
"discount_factor": 0.7535822100196823,
"zero_rate": 0.03718516924342683
},
{
"date": "2034-07-09",
"discount_factor": 0.7456244475830068,
"zero_rate": 0.03733991580313893
},
{
"date": "2034-10-09",
"discount_factor": 0.7376505568188008,
"zero_rate": 0.03748891992983562
},
{
"date": "2035-01-09",
"discount_factor": 0.7297478977477019,
"zero_rate": 0.037631126082637155
},
{
"date": "2035-04-09",
"discount_factor": 0.7220855023940483,
"zero_rate": 0.03776424619319476
},
{
"date": "2035-07-09",
"discount_factor": 0.7144063581702552,
"zero_rate": 0.03789333514874341
},
{
"date": "2035-10-09",
"discount_factor": 0.7067122652416646,
"zero_rate": 0.03801868064526811
},
{
"date": "2036-01-09",
"discount_factor": 0.699087518002352,
"zero_rate": 0.03813926084687653
},
{
"date": "2036-04-09",
"discount_factor": 0.6916134056088755,
"zero_rate": 0.038254216449618544
},
{
"date": "2036-07-09",
"discount_factor": 0.6842062239137167,
"zero_rate": 0.03836521413824234
},
{
"date": "2036-10-09",
"discount_factor": 0.6767852204886422,
"zero_rate": 0.038473712284832685
},
{
"date": "2037-01-09",
"discount_factor": 0.6694317115597265,
"zero_rate": 0.03857874567641415
},
{
"date": "2037-04-09",
"discount_factor": 0.6623030003016995,
"zero_rate": 0.038678374032744454
},
{
"date": "2037-07-09",
"discount_factor": 0.6551600260183844,
"zero_rate": 0.03877617756387592
},
{
"date": "2037-10-09",
"discount_factor": 0.6480045765924964,
"zero_rate": 0.038872251668576926
},
{
"date": "2038-01-09",
"discount_factor": 0.6409151349551009,
"zero_rate": 0.03896568399348271
},
{
"date": "2038-04-09",
"discount_factor": 0.6340433216743867,
"zero_rate": 0.03905468538536999
},
{
"date": "2038-07-09",
"discount_factor": 0.627158654122207,
"zero_rate": 0.03914240597829058
},
{
"date": "2038-10-09",
"discount_factor": 0.6202628634462047,
"zero_rate": 0.03922890492763481
},
{
"date": "2039-01-09",
"discount_factor": 0.6134315773930872,
"zero_rate": 0.03931333134375739
},
{
"date": "2039-04-09",
"discount_factor": 0.6068108452745005,
"zero_rate": 0.03939402785476795
},
{
"date": "2039-07-09",
"discount_factor": 0.6001785707279053,
"zero_rate": 0.03947381831177045
},
{
"date": "2039-10-09",
"discount_factor": 0.5935364286422344,
"zero_rate": 0.03955273957223782
},
{
"date": "2040-01-09",
"discount_factor": 0.5869572579386633,
"zero_rate": 0.03962999575187716
},
{
"date": "2040-04-09",
"discount_factor": 0.5805111655987172,
"zero_rate": 0.03970485655814159
},
{
"date": "2040-07-09",
"discount_factor": 0.5741259218008747,
"zero_rate": 0.03977824593277747
},
{
"date": "2040-10-09",
"discount_factor": 0.5677319774061295,
"zero_rate": 0.03985101745418831
},
{
"date": "2041-01-09",
"discount_factor": 0.5613994427190857,
"zero_rate": 0.03992242389134939
},
{
"date": "2041-04-09",
"discount_factor": 0.5552636134515663,
"zero_rate": 0.03999101729075084
},
{
"date": "2041-07-09",
"discount_factor": 0.5491185960707622,
"zero_rate": 0.0400591613093493
},
{
"date": "2041-10-09",
"discount_factor": 0.5429659546650455,
"zero_rate": 0.04012686940276877
},
{
"date": "2042-01-09",
"discount_factor": 0.5368731470001413,
"zero_rate": 0.040193437008367736
},
{
"date": "2042-04-09",
"discount_factor": 0.5309703046700089,
"zero_rate": 0.04025749969555589
},
{
"date": "2042-07-09",
"discount_factor": 0.5250593224782535,
"zero_rate": 0.0403212534645052
},
{
"date": "2042-10-09",
"discount_factor": 0.5191417103159573,
"zero_rate": 0.04038470563622935
},
{
"date": "2043-01-09",
"discount_factor": 0.5132823426547506,
"zero_rate": 0.040447189265525915
},
{
"date": "2043-04-09",
"discount_factor": 0.5076063252967304,
"zero_rate": 0.040507412800030874
},
{
"date": "2043-07-09",
"discount_factor": 0.5019231373809299,
"zero_rate": 0.04056743210203195
},
{
"date": "2043-10-09",
"discount_factor": 0.49623423546403583,
"zero_rate": 0.04062725033538336
},
{
"date": "2044-01-09",
"discount_factor": 0.49060198045831666,
"zero_rate": 0.0406862338880517
},
{
"date": "2044-04-09",
"discount_factor": 0.48508627682852173,
"zero_rate": 0.04074378361373372
},
{
"date": "2044-07-09",
"discount_factor": 0.4796252100311201,
"zero_rate": 0.04080057154140684
},
{
"date": "2044-10-09",
"discount_factor": 0.47415927364287463,
"zero_rate": 0.04085723461883327
},
{
"date": "2045-01-09",
"discount_factor": 0.46874837843225653,
"zero_rate": 0.04091316903814114
},
{
"date": "2045-04-09",
"discount_factor": 0.46350798293486356,
"zero_rate": 0.04096720460960157
},
{
"date": "2045-07-09",
"discount_factor": 0.45826213766608487,
"zero_rate": 0.04102117494480476
},
{
"date": "2045-10-09",
"discount_factor": 0.4530121952440188,
"zero_rate": 0.04107507835813803
},
{
"date": "2046-01-09",
"discount_factor": 0.4478156931804157,
"zero_rate": 0.04112833773204047
},
{
"date": "2046-04-09",
"discount_factor": 0.44278348185169636,
"zero_rate": 0.04117983400344157
},
{
"date": "2046-07-09",
"discount_factor": 0.43774657802576855,
"zero_rate": 0.041231310829426666
},
{
"date": "2046-10-09",
"discount_factor": 0.43270628397801625,
"zero_rate": 0.04128276513232941
},
{
"date": "2047-01-09",
"discount_factor": 0.4277178478828491,
"zero_rate": 0.04133364235437224
},
{
"date": "2047-04-09",
"discount_factor": 0.4228877267932634,
"zero_rate": 0.041382861002428814
},
{
"date": "2047-07-09",
"discount_factor": 0.4180537929722639,
"zero_rate": 0.041432074271553106
},
{
"date": "2047-10-09",
"discount_factor": 0.4132173962470391,
"zero_rate": 0.041481267129733664
},
{
"date": "2048-01-09",
"discount_factor": 0.4084316231512487,
"zero_rate": 0.041529898865822444
},
{
"date": "2048-04-09",
"discount_factor": 0.4037473616728236,
"zero_rate": 0.041577452954070324
},
{
"date": "2048-07-09",
"discount_factor": 0.39911201269688884,
"zero_rate": 0.041624463802767735
},
{
"date": "2048-10-09",
"discount_factor": 0.394475129814352,
"zero_rate": 0.04167144174620351
},
{
"date": "2049-01-09",
"discount_factor": 0.38988759720895394,
"zero_rate": 0.04171786979901027
},
{
"date": "2049-04-09",
"discount_factor": 0.3854472313941126,
"zero_rate": 0.04176275887087789
},
{
"date": "2049-07-09",
"discount_factor": 0.3810049114224926,
"zero_rate": 0.04180761640434492
},
{
"date": "2049-10-09",
"discount_factor": 0.3765618802658274,
"zero_rate": 0.04185242708098383
},
{
"date": "2050-01-09",
"discount_factor": 0.37216688309418283,
"zero_rate": 0.041896697202529795
},
{
"date": "2050-04-09",
"discount_factor": 0.36791358371756244,
"zero_rate": 0.04193948389697864
},
{
"date": "2050-07-09",
"discount_factor": 0.36365910891078124,
"zero_rate": 0.04198222401277257
},
{
"date": "2050-10-09",
"discount_factor": 0.35940464970346825,
"zero_rate": 0.042024902148297995
},
{
"date": "2051-01-09",
"discount_factor": 0.35519687131773336,
"zero_rate": 0.042067047573583885
},
{
"date": "2051-04-09",
"discount_factor": 0.35112540382115687,
"zero_rate": 0.04210776303675917
},
{
"date": "2051-07-09",
"discount_factor": 0.34705344993359216,
"zero_rate": 0.042148415924590815
},
{
"date": "2051-10-09",
"discount_factor": 0.3429821498522183,
"zero_rate": 0.042188990777606405
},
{
"date": "2052-01-09",
"discount_factor": 0.3389561493341471,
"zero_rate": 0.042229039560603324
},
{
"date": "2052-04-09",
"discount_factor": 0.3350181287066137,
"zero_rate": 0.04226813698824221
},
{
"date": "2052-07-09",
"discount_factor": 0.3311237428394348,
"zero_rate": 0.042306722604076905
},
{
"date": "2052-10-09",
"discount_factor": 0.3272305688757099,
"zero_rate": 0.04234521333736426
},
{
"date": "2053-01-09",
"discount_factor": 0.3233812893539431,
"zero_rate": 0.04238318367317312
},
{
"date": "2053-04-09",
"discount_factor": 0.31965782183332864,
"zero_rate": 0.042419826257589485
},
{
"date": "2053-07-09",
"discount_factor": 0.3159350057711847,
"zero_rate": 0.0424563720794354
},
{
"date": "2053-10-09",
"discount_factor": 0.31221388329093513,
"zero_rate": 0.04249280561351766
},
{
"date": "2054-01-09",
"discount_factor": 0.30853524138607236,
"zero_rate": 0.042528723599355
},
{
"date": "2054-04-09",
"discount_factor": 0.3049773318800411,
"zero_rate": 0.042563362969229517
},
{
"date": "2054-07-09",
"discount_factor": 0.3014205340702798,
"zero_rate": 0.042597887697294126
},
{
"date": "2054-10-09",
"discount_factor": 0.29786584312749925,
"zero_rate": 0.04263228224196095
},
{
"date": "2055-01-09",
"discount_factor": 0.2943522131076247,
"zero_rate": 0.04266616541986355
},
{
"date": "2055-04-09",
"discount_factor": 0.2909543541292263,
"zero_rate": 0.04269881811889839
},
{
"date": "2055-07-09",
"discount_factor": 0.28755800332503056,
"zero_rate": 0.04273133788792828
},
{
"date": "2055-10-09",
"discount_factor": 0.2841641103340769,
"zero_rate": 0.042763709176071175
},
{
"date": "2056-01-09",
"discount_factor": 0.28080985897855715,
"zero_rate": 0.042795572722272676
},
{
"date": "2056-04-09",
"discount_factor": 0.27753071458414036,
"zero_rate": 0.042826591252381974
},
{
"date": "2056-07-09",
"discount_factor": 0.2742896603918164,
"zero_rate": 0.04285711461978847
},
{
"date": "2056-10-09",
"discount_factor": 0.2710513590689823,
"zero_rate": 0.04288747082602288
}
],
"slope": 0.715739795311475,
"slope_deg": 5.112496810262473
},
{
"currency": "CAD",
"name": "CAD_IBOR",
"points": [
{
"date": "2026-10-09",
"discount_factor": 1.0,
"zero_rate": 0.023069806308734713
},
{
"date": "2027-01-09",
"discount_factor": 0.9939575251679055,
"zero_rate": 0.023716191357307567
},
{
"date": "2027-04-09",
"discount_factor": 0.9873046751126564,
"zero_rate": 0.02527239387483048
},
{
"date": "2027-07-09",
"discount_factor": 0.9798625195037544,
"zero_rate": 0.02682593852203593
},
{
"date": "2027-10-09",
"discount_factor": 0.9718796063430668,
"zero_rate": 0.02813261324071649
},
{
"date": "2028-01-09",
"discount_factor": 0.963681503120994,
"zero_rate": 0.0291422205027829
},
{
"date": "2028-04-09",
"discount_factor": 0.9554982167110311,
"zero_rate": 0.029905214219146662
},
{
"date": "2028-07-09",
"discount_factor": 0.9473453791981018,
"zero_rate": 0.030474109027390745
},
{
"date": "2028-10-09",
"discount_factor": 0.9392363960577161,
"zero_rate": 0.030872377905009418
},
{
"date": "2029-01-09",
"discount_factor": 0.9313277586414457,
"zero_rate": 0.031120103137666114
},
{
"date": "2029-04-09",
"discount_factor": 0.923700425430228,
"zero_rate": 0.0312949517330278
},
{
"date": "2029-07-09",
"discount_factor": 0.9159746885402288,
"zero_rate": 0.031470076716740174
},
{
"date": "2029-10-09",
"discount_factor": 0.9080279339638444,
"zero_rate": 0.0316905558098626
},
{
"date": "2030-01-09",
"discount_factor": 0.8998474374219291,
"zero_rate": 0.03197880121290258
},
{
"date": "2030-04-09",
"discount_factor": 0.8916326452563965,
"zero_rate": 0.03231015884526595
},
{
"date": "2030-07-09",
"discount_factor": 0.883158838281566,
"zero_rate": 0.032673539452660466
},
{
"date": "2030-10-09",
"discount_factor": 0.8744656381182272,
"zero_rate": 0.03305353884289437
},
{
"date": "2031-01-09",
"discount_factor": 0.8656897370086827,
"zero_rate": 0.033433569960102744
},
{
"date": "2031-04-09",
"discount_factor": 0.8570657742920448,
"zero_rate": 0.03379587400546204
},
{
"date": "2031-07-09",
"discount_factor": 0.8483466665083333,
"zero_rate": 0.0341451740934468
},
{
"date": "2031-10-09",
"discount_factor": 0.8395714829158745,
"zero_rate": 0.03447476254685814
},
{
"date": "2032-01-09",
"discount_factor": 0.830868899193434,
"zero_rate": 0.03477683698610716
},
{
"date": "2032-04-09",
"discount_factor": 0.8223388453905376,
"zero_rate": 0.03505076622722183
},
{
"date": "2032-07-09",
"discount_factor": 0.8138854341804407,
"zero_rate": 0.03530325722315502
},
{
"date": "2032-10-09",
"discount_factor": 0.805416170679689,
"zero_rate": 0.03553951416931362
},
{
"date": "2033-01-09",
"discount_factor": 0.7970235095231142,
"zero_rate": 0.03575901800291361
},
{
"date": "2033-04-09",
"discount_factor": 0.7888866042889418,
"zero_rate": 0.03595946425247115
},
{
"date": "2033-07-09",
"discount_factor": 0.7807321997883813,
"zero_rate": 0.03614941561815687
},
{
"date": "2033-10-09",
"discount_factor": 0.7725619060475145,
"zero_rate": 0.03632989011004281
},
{
"date": "2034-01-09",
"discount_factor": 0.7644649315355947,
"zero_rate": 0.036499994442970536
},
{
"date": "2034-04-09",
"discount_factor": 0.7566141628334554,
"zero_rate": 0.03665741703063872
},
{
"date": "2034-07-09",
"discount_factor": 0.748745988467335,
"zero_rate": 0.0368084718707851
},
{
"date": "2034-10-09",
"discount_factor": 0.7408619701588499,
"zero_rate": 0.036953709995073594
},
{
"date": "2035-01-09",
"discount_factor": 0.733048207728536,
"zero_rate": 0.03709216063660664
},
{
"date": "2035-04-09",
"discount_factor": 0.7254715809459039,
"zero_rate": 0.037221654793161085
},
{
"date": "2035-07-09",
"discount_factor": 0.7178777149266612,
"zero_rate": 0.03734715920129758
},
{
"date": "2035-10-09",
"discount_factor": 0.7102681260768169,
"zero_rate": 0.03746899471695678
},
{
"date": "2036-01-09",
"discount_factor": 0.7027259338813524,
"zero_rate": 0.03758620702852614
},
{
"date": "2036-04-09",
"discount_factor": 0.6953313472325888,
"zero_rate": 0.03769799534067105
},
{
"date": "2036-07-09",
"discount_factor": 0.68800136814897,
"zero_rate": 0.03780601035843149
},
{
"date": "2036-10-09",
"discount_factor": 0.6806558577299436,
"zero_rate": 0.03791170041943759
},
{
"date": "2037-01-09",
"discount_factor": 0.6733751172473227,
"zero_rate": 0.03801414702016424
},
{
"date": "2037-04-09",
"discount_factor": 0.666314977280627,
"zero_rate": 0.03811144753523373
},
{
"date": "2037-07-09",
"discount_factor": 0.6592387755259893,
"zero_rate": 0.03820708426065473
},
{
"date": "2037-10-09",
"discount_factor": 0.6521482841555887,
"zero_rate": 0.03830114304673849
},
{
"date": "2038-01-09",
"discount_factor": 0.6451213070147453,
"zero_rate": 0.03839272177916282
},
{
"date": "2038-04-09",
"discount_factor": 0.6383082522257142,
"zero_rate": 0.03848005357370054
},
{
"date": "2038-07-09",
"discount_factor": 0.6314806984209708,
"zero_rate": 0.03856621879109486
},
{
"date": "2038-10-09",
"discount_factor": 0.6246403641232321,
"zero_rate": 0.03865127000120684
},
{
"date": "2039-01-09",
"discount_factor": 0.617862299948931,
"zero_rate": 0.038734363867828844
},
{
"date": "2039-04-09",
"discount_factor": 0.6112915299620236,
"zero_rate": 0.03881385919304337
},
{
"date": "2039-07-09",
"discount_factor": 0.6047077164874332,
"zero_rate": 0.03889252971123792
},
{
"date": "2039-10-09",
"discount_factor": 0.5981125244839834,
"zero_rate": 0.0389704075172304
},
{
"date": "2040-01-09",
"discount_factor": 0.5915783068518455,
"zero_rate": 0.03904670212253778
},
{
"date": "2040-04-09",
"discount_factor": 0.5851747698864527,
"zero_rate": 0.03912068562016562
},
{
"date": "2040-07-09",
"discount_factor": 0.5788302365823988,
"zero_rate": 0.03919326490807505
},
{
"date": "2040-10-09",
"discount_factor": 0.572475628075279,
"zero_rate": 0.03926527993404117
},
{
"date": "2041-01-09",
"discount_factor": 0.5661806500452216,
"zero_rate": 0.03933598723091852
},
{
"date": "2041-04-09",
"discount_factor": 0.5600798890107053,
"zero_rate": 0.039403947268282995
},
{
"date": "2041-07-09",
"discount_factor": 0.5539686968638129,
"zero_rate": 0.03947149715377543
},
{
"date": "2041-10-09",
"discount_factor": 0.547848632127169,
"zero_rate": 0.03953864749348631
},
{
"date": "2042-01-09",
"discount_factor": 0.5417868200496555,
"zero_rate": 0.03960469633958358
},
{
"date": "2042-04-09",
"discount_factor": 0.5359128148341357,
"zero_rate": 0.03966828553470685
},
{
"date": "2042-07-09",
"discount_factor": 0.5300295415337793,
"zero_rate": 0.0397315912184772
},
{
"date": "2042-10-09",
"discount_factor": 0.5241385062030693,
"zero_rate": 0.03979461836388457
},
{
"date": "2043-01-09",
"discount_factor": 0.5183043146620264,
"zero_rate": 0.039856701904385325
},
{
"date": "2043-04-09",
"discount_factor": 0.5126516118698958,
"zero_rate": 0.03991655528120248
},
{
"date": "2043-07-09",
"discount_factor": 0.506990716231211,
"zero_rate": 0.039976218935143644
},
{
"date": "2043-10-09",
"discount_factor": 0.501323081935521,
"zero_rate": 0.04003569402189073
},
{
"date": "2044-01-09",
"discount_factor": 0.49571085762324685,
"zero_rate": 0.04009434842216131
},
{
"date": "2044-04-09",
"discount_factor": 0.49021378816481015,
"zero_rate": 0.04015158401672446
},
{
"date": "2044-07-09",
"discount_factor": 0.4847702199442251,
"zero_rate": 0.04020806702202122
},
{
"date": "2044-10-09",
"discount_factor": 0.479320856484594,
"zero_rate": 0.04026442910208958
},
{
"date": "2045-01-09",
"discount_factor": 0.4739254460087643,
"zero_rate": 0.04032006785080877
},
{
"date": "2045-04-09",
"discount_factor": 0.46869917935658506,
"zero_rate": 0.04037381751978398
},
{
"date": "2045-07-09",
"discount_factor": 0.46346662790539217,
"zero_rate": 0.04042750041444126
},
{
"date": "2045-10-09",
"discount_factor": 0.45822914417618854,
"zero_rate": 0.040481113237443696
},
{
"date": "2046-01-09",
"discount_factor": 0.4530441465920052,
"zero_rate": 0.040534080430133165
},
{
"date": "2046-04-09",
"discount_factor": 0.4480222967168118,
"zero_rate": 0.040585287869339896
},
{
"date": "2046-07-09",
"discount_factor": 0.44299500124575775,
"zero_rate": 0.040636468242520866
},
{
"date": "2046-10-09",
"discount_factor": 0.4379635632035046,
"zero_rate": 0.04068761697408714
},
{
"date": "2047-01-09",
"discount_factor": 0.4329831475004721,
"zero_rate": 0.040738181687352604
},
{
"date": "2047-04-09",
"discount_factor": 0.42816007955040136,
"zero_rate": 0.0407870881323756
},
{
"date": "2047-07-09",
"discount_factor": 0.4233324925266387,
"zero_rate": 0.04083597977943604
},
{
"date": "2047-10-09",
"discount_factor": 0.4185017231085305,
"zero_rate": 0.04088484195803035
},
{
"date": "2048-01-09",
"discount_factor": 0.4137207967917786,
"zero_rate": 0.04093313800044371
},
{
"date": "2048-04-09",
"discount_factor": 0.4090405743551551,
"zero_rate": 0.04098035561704493
},
{
"date": "2048-07-09",
"discount_factor": 0.40440852614940676,
"zero_rate": 0.04102702606960275
},
{
"date": "2048-10-09",
"discount_factor": 0.39977424266519473,
"zero_rate": 0.04107365635076835
},
{
"date": "2049-01-09",
"discount_factor": 0.3951885807116212,
"zero_rate": 0.04111973364358897
},
{
"date": "2049-04-09",
"discount_factor": 0.3907493521577195,
"zero_rate": 0.04116427699512576
},
{
"date": "2049-07-09",
"discount_factor": 0.38630749792621205,
"zero_rate": 0.041208782761522324
},
{
"date": "2049-10-09",
"discount_factor": 0.3818642509572892,
"zero_rate": 0.04125323593698912
},
{
"date": "2050-01-09",
"discount_factor": 0.37746836031243136,
"zero_rate": 0.04129714705252686
},
{
"date": "2050-04-09",
"discount_factor": 0.37321354341569973,
"zero_rate": 0.041339581434479085
},
{
"date": "2050-07-09",
"discount_factor": 0.3689568994042828,
"zero_rate": 0.041381964537307865
},
{
"date": "2050-10-09",
"discount_factor": 0.36469961069718226,
"zero_rate": 0.04142428125784391
},
{
"date": "2051-01-09",
"discount_factor": 0.36048837540479434,
"zero_rate": 0.04146606510183579
},
{
"date": "2051-04-09",
"discount_factor": 0.35641293106948446,
"zero_rate": 0.04150642697467313
},
{
"date": "2051-07-09",
"discount_factor": 0.3523363697358728,
"zero_rate": 0.041546722754777325
},
{
"date": "2051-10-09",
"discount_factor": 0.3482598243216004,
"zero_rate": 0.041586937271248146
},
{
"date": "2052-01-09",
"discount_factor": 0.3442280002442482,
"zero_rate": 0.04162662668438619
},
{
"date": "2052-04-09",
"discount_factor": 0.3402836624839116,
"zero_rate": 0.04166536985210117
},
{
"date": "2052-07-09",
"discount_factor": 0.3363824174233788,
"zero_rate": 0.04170360264589174
},
{
"date": "2052-10-09",
"discount_factor": 0.33248176974050125,
"zero_rate": 0.04174173837690645
},
{
"date": "2053-01-09",
"discount_factor": 0.3286244863007114,
"zero_rate": 0.041779355645008176
},
{
"date": "2053-04-09",
"discount_factor": 0.3248926872070787,
"zero_rate": 0.04181565492089893
},
{
"date": "2053-07-09",
"discount_factor": 0.32116095387095933,
"zero_rate": 0.04185185591938062
},
{
"date": "2053-10-09",
"discount_factor": 0.3174303235365133,
"zero_rate": 0.04188794339261854
},
{
"date": "2054-01-09",
"discount_factor": 0.313741690013273,
"zero_rate": 0.04192351807957962
},
{
"date": "2054-04-09",
"discount_factor": 0.3101735489994249,
"zero_rate": 0.04195782446847134
},
{
"date": "2054-07-09",
"discount_factor": 0.30660595728669227,
"zero_rate": 0.04199201556258255
},
{
"date": "2054-10-09",
"discount_factor": 0.30303990623606114,
"zero_rate": 0.04202607609488654
},
{
"date": "2055-01-09",
"discount_factor": 0.2995144771717645,
"zero_rate": 0.04205962873586136
},
{
"date": "2055-04-09",
"discount_factor": 0.29610466151957915,
"zero_rate": 0.042091961604232515
},
{
"date": "2055-07-09",
"discount_factor": 0.2926958152689958,
"zero_rate": 0.04212416168171792
},
{
"date": "2055-10-09",
"discount_factor": 0.2892888852361445,
"zero_rate": 0.042156213690410914
},
{
"date": "2056-01-09",
"discount_factor": 0.2859212010029541,
"zero_rate": 0.04218776205108449
},
{
"date": "2056-04-09",
"discount_factor": 0.2826283907054164,
"zero_rate": 0.04221847298898076
},
{
"date": "2056-07-09",
"discount_factor": 0.2793733038092727,
"zero_rate": 0.042248693042814124
},
{
"date": "2056-10-09",
"discount_factor": 0.27612045292316234,
"zero_rate": 0.04227874708347847
}
],
"slope": 0.7039322514428172,
"slope_deg": 5.028592096747439
}
],
"valuation_date": "2026-10-09"
}
CHF
2026-10-09
Request:
{
"curves": [
{
"currency": "CHF",
"curve_type": "OIS",
"discount_curve_name": null,
"quotes": {
"10Y": 0.00893,
"12Y": 0.00951,
"15Y": 0.010049999999999998,
"1Y": 0.00244,
"20Y": 0.01031,
"25Y": 0.010129999999999998,
"2Y": 0.0047799999999999995,
"30Y": 0.0097,
"3Y": 0.00604,
"4Y": 0.00664,
"5Y": 0.0070999999999999995,
"6Y": 0.00749,
"7Y": 0.00786,
"8Y": 0.00823,
"9Y": 0.00859
}
},
{
"currency": "CHF",
"curve_type": "IBOR",
"discount_curve_name": "CHF_OIS",
"quotes": {
"10Y": 0.00893,
"12Y": 0.00951,
"15Y": 0.010049999999999998,
"1Y": 0.00244,
"20Y": 0.01031,
"25Y": 0.010129999999999998,
"2Y": 0.0047799999999999995,
"30Y": 0.0097,
"3Y": 0.00604,
"4Y": 0.00664,
"5Y": 0.0070999999999999995,
"6Y": 0.00749,
"7Y": 0.00786,
"8Y": 0.00823,
"9Y": 0.00859
}
}
],
"valuation_date": "2026-10-09"
}
Response:
{
"curves": [
{
"currency": "CHF",
"name": "CHF_OIS",
"points": [
{
"date": "2026-10-09",
"discount_factor": 1.0,
"zero_rate": 0.0012780073049196525
},
{
"date": "2027-01-09",
"discount_factor": 0.9996553930450389,
"zero_rate": 0.0013486943957577585
},
{
"date": "2027-04-09",
"discount_factor": 0.9992143506785816,
"zero_rate": 0.0015546424066571784
},
{
"date": "2027-07-09",
"discount_factor": 0.9985598737848272,
"zero_rate": 0.0019004362992486874
},
{
"date": "2027-10-09",
"discount_factor": 0.9975790958558262,
"zero_rate": 0.0023906359929944474
},
{
"date": "2028-01-09",
"discount_factor": 0.9961998640778329,
"zero_rate": 0.002999244906121947
},
{
"date": "2028-04-09",
"discount_factor": 0.9945017223838867,
"zero_rate": 0.0036219736512404285
},
{
"date": "2028-07-09",
"discount_factor": 0.9925681210942354,
"zero_rate": 0.004202610091783221
},
{
"date": "2028-10-09",
"discount_factor": 0.9904716089688267,
"zero_rate": 0.004715003517620271
},
{
"date": "2029-01-09",
"discount_factor": 0.9883203192850578,
"zero_rate": 0.005139043294580046
},
{
"date": "2029-04-09",
"discount_factor": 0.9861975559936352,
"zero_rate": 0.005480273849159172
},
{
"date": "2029-07-09",
"discount_factor": 0.9840518543232315,
"zero_rate": 0.005764548705916121
},
{
"date": "2029-10-09",
"discount_factor": 0.9819024726584691,
"zero_rate": 0.005998891063623418
},
{
"date": "2030-01-09",
"discount_factor": 0.979786757193809,
"zero_rate": 0.00618797748329569
},
{
"date": "2030-04-09",
"discount_factor": 0.9777363546122759,
"zero_rate": 0.006342315873392965
},
{
"date": "2030-07-09",
"discount_factor": 0.9756613534185544,
"zero_rate": 0.006479402209306439
},
{
"date": "2030-10-09",
"discount_factor": 0.9735401626592813,
"zero_rate": 0.0066076876581063594
},
{
"date": "2031-01-09",
"discount_factor": 0.9713777975918585,
"zero_rate": 0.006731699905131422
},
{
"date": "2031-04-09",
"discount_factor": 0.9692241372425492,
"zero_rate": 0.006849287267081888
},
{
"date": "2031-07-09",
"discount_factor": 0.9670152128394168,
"zero_rate": 0.006963540136469637
},
{
"date": "2031-10-09",
"discount_factor": 0.9647572666335135,
"zero_rate": 0.007073575423033204
},
{
"date": "2032-01-09",
"discount_factor": 0.9624799781596827,
"zero_rate": 0.007177854734873987
},
{
"date": "2032-04-09",
"discount_factor": 0.9602056828368941,
"zero_rate": 0.007276652675488162
},
{
"date": "2032-07-09",
"discount_factor": 0.9579046897364326,
"zero_rate": 0.007372627672025599
},
{
"date": "2032-10-09",
"discount_factor": 0.9555461842139992,
"zero_rate": 0.00746805897964975
},
{
"date": "2033-01-09",
"discount_factor": 0.9531508492689501,
"zero_rate": 0.007562852733569044
},
{
"date": "2033-04-09",
"discount_factor": 0.9507706635560885,
"zero_rate": 0.007655292099577613
},
{
"date": "2033-07-09",
"discount_factor": 0.9483265055037032,
"zero_rate": 0.007748605085999849
},
{
"date": "2033-10-09",
"discount_factor": 0.9458167369679452,
"zero_rate": 0.007842910840721246
},
{
"date": "2034-01-09",
"discount_factor": 0.9432677858830899,
"zero_rate": 0.00793726808925113
},
{
"date": "2034-04-09",
"discount_factor": 0.9407368864014006,
"zero_rate": 0.008029588931513806
},
{
"date": "2034-07-09",
"discount_factor": 0.9381410788280051,
"zero_rate": 0.008122889565493667
},
{
"date": "2034-10-09",
"discount_factor": 0.9354799413900532,
"zero_rate": 0.008217113974194001
},
{
"date": "2035-01-09",
"discount_factor": 0.932782952385538,
"zero_rate": 0.008311143379915592
},
{
"date": "2035-04-09",
"discount_factor": 0.9301126769604415,
"zero_rate": 0.008402653084627077
},
{
"date": "2035-07-09",
"discount_factor": 0.9273839201331746,
"zero_rate": 0.008494382628521533
},
{
"date": "2035-10-09",
"discount_factor": 0.9245990491241107,
"zero_rate": 0.008586015973529293
},
{
"date": "2036-01-09",
"discount_factor": 0.9217910819405066,
"zero_rate": 0.008676295474539991
},
{
"date": "2036-04-09",
"discount_factor": 0.9189932636972973,
"zero_rate": 0.008764131183862815
},
{
"date": "2036-07-09",
"discount_factor": 0.9161772636806028,
"zero_rate": 0.008850420932955358
},
{
"date": "2036-10-09",
"discount_factor": 0.9133139275905623,
"zero_rate": 0.008936003733011288
},
{
"date": "2037-01-09",
"discount_factor": 0.9104364564004096,
"zero_rate": 0.00901981894064076
},
{
"date": "2037-04-09",
"discount_factor": 0.9076112556419171,
"zero_rate": 0.00909989174944836
},
{
"date": "2037-07-09",
"discount_factor": 0.904748027329013,
"zero_rate": 0.009178697626176666
},
{
"date": "2037-10-09",
"discount_factor": 0.901850291544684,
"zero_rate": 0.00925595539400258
},
{
"date": "2038-01-09",
"discount_factor": 0.8989532369342859,
"zero_rate": 0.009330592346429597
},
{
"date": "2038-04-09",
"discount_factor": 0.8961233826456357,
"zero_rate": 0.00940090042645159
},
{
"date": "2038-07-09",
"discount_factor": 0.8932698531314507,
"zero_rate": 0.00946911218251514
},
{
"date": "2038-10-09",
"discount_factor": 0.8903964612864633,
"zero_rate": 0.009534985899394192
},
{
"date": "2039-01-09",
"discount_factor": 0.8875378205441202,
"zero_rate": 0.009597651795186755
},
{
"date": "2039-04-09",
"discount_factor": 0.8847570101134675,
"zero_rate": 0.00965590474180216
},
{
"date": "2039-07-09",
"discount_factor": 0.8819619887706329,
"zero_rate": 0.009711828907420183
},
{
"date": "2039-10-09",
"discount_factor": 0.8791542314142748,
"zero_rate": 0.009765412038414549
},
{
"date": "2040-01-09",
"discount_factor": 0.8763654720800589,
"zero_rate": 0.009816104341558085
},
{
"date": "2040-04-09",
"discount_factor": 0.8736266091250744,
"zero_rate": 0.009863475462408814
},
{
"date": "2040-07-09",
"discount_factor": 0.8709080975927086,
"zero_rate": 0.009908159237807985
},
{
"date": "2040-10-09",
"discount_factor": 0.8681812779833502,
"zero_rate": 0.009950666129968736
},
{
"date": "2041-01-09",
"discount_factor": 0.8654770160344873,
"zero_rate": 0.009990550471308647
},
{
"date": "2041-04-09",
"discount_factor": 0.86285420180585,
"zero_rate": 0.010027083916601003
},
{
"date": "2041-07-09",
"discount_factor": 0.86022585352978,
"zero_rate": 0.01006157590100861
},
{
"date": "2041-10-09",
"discount_factor": 0.85759358455424,
"zero_rate": 0.010093993243404674
},
{
"date": "2042-01-09",
"discount_factor": 0.8549871137917295,
"zero_rate": 0.01012399882052179
},
{
"date": "2042-04-09",
"discount_factor": 0.8524623237322847,
"zero_rate": 0.010151113884676485
},
{
"date": "2042-07-09",
"discount_factor": 0.8499345050325439,
"zero_rate": 0.010176382950796438
},
{
"date": "2042-10-09",
"discount_factor": 0.8474043531095362,
"zero_rate": 0.010199833908683939
},
{
"date": "2043-01-09",
"discount_factor": 0.8448996509607891,
"zero_rate": 0.010221271795338313
},
{
"date": "2043-04-09",
"discount_factor": 0.8424738968191611,
"zero_rate": 0.010240381029911046
},
{
"date": "2043-07-09",
"discount_factor": 0.8400456972359469,
"zero_rate": 0.01025790998448958
},
{
"date": "2043-10-09",
"discount_factor": 0.8376157366586432,
"zero_rate": 0.010273876542109954
},
{
"date": "2044-01-09",
"discount_factor": 0.8352107067401705,
"zero_rate": 0.010288152249281613
},
{
"date": "2044-04-09",
"discount_factor": 0.8328562196555801,
"zero_rate": 0.010300677813012192
},
{
"date": "2044-07-09",
"discount_factor": 0.8305258786143855,
"zero_rate": 0.010311681080909027
},
{
"date": "2044-10-09",
"discount_factor": 0.8281943526226502,
"zero_rate": 0.010321319183319095
},
{
"date": "2045-01-09",
"discount_factor": 0.825887261369711,
"zero_rate": 0.01032952164392138
},
{
"date": "2045-04-09",
"discount_factor": 0.8236538519223149,
"zero_rate": 0.010336210031408796
},
{
"date": "2045-07-09",
"discount_factor": 0.8214191703281163,
"zero_rate": 0.010341680211246661
},
{
"date": "2045-10-09",
"discount_factor": 0.8191838811283553,
"zero_rate": 0.010345938393240203
},
{
"date": "2046-01-09",
"discount_factor": 0.8169725562349142,
"zero_rate": 0.010348964620446703
},
{
"date": "2046-04-09",
"discount_factor": 0.814832381841447,
"zero_rate": 0.010350776074763186
},
{
"date": "2046-07-09",
"discount_factor": 0.8126915250842301,
"zero_rate": 0.010351493272613203
},
{
"date": "2046-10-09",
"discount_factor": 0.8105506415821355,
"zero_rate": 0.010351119072967027
},
{
"date": "2047-01-09",
"discount_factor": 0.8084333394853886,
"zero_rate": 0.010349674066902945
},
{
"date": "2047-04-09",
"discount_factor": 0.8063851367215445,
"zero_rate": 0.010347238260014796
},
{
"date": "2047-07-09",
"discount_factor": 0.8043377176041312,
"zero_rate": 0.010343755402698895
},
{
"date": "2047-10-09",
"discount_factor": 0.8022922092548427,
"zero_rate": 0.010339199379663854
},
{
"date": "2048-01-09",
"discount_factor": 0.8002715923346658,
"zero_rate": 0.010333610237502672
},
{
"date": "2048-04-09",
"discount_factor": 0.7982977653535461,
"zero_rate": 0.010327072478375662
},
{
"date": "2048-07-09",
"discount_factor": 0.7963489632873711,
"zero_rate": 0.010319537452367744
},
{
"date": "2048-10-09",
"discount_factor": 0.794404521523655,
"zero_rate": 0.010310912248308523
},
{
"date": "2049-01-09",
"discount_factor": 0.7924863336902994,
"zero_rate": 0.010301280321889563
},
{
"date": "2049-04-09",
"discount_factor": 0.7906355726195656,
"zero_rate": 0.010290889326121974
},
{
"date": "2049-07-09",
"discount_factor": 0.7887904389703955,
"zero_rate": 0.01027941446976129
},
{
"date": "2049-10-09",
"discount_factor": 0.7869521275326721,
"zero_rate": 0.010266828964366094
},
{
"date": "2050-01-09",
"discount_factor": 0.7851413914153825,
"zero_rate": 0.010253258677472248
},
{
"date": "2050-04-09",
"discount_factor": 0.7833970170908715,
"zero_rate": 0.010239035249326829
},
{
"date": "2050-07-09",
"discount_factor": 0.781660723126956,
"zero_rate": 0.010223704930914455
},
{
"date": "2050-10-09",
"discount_factor": 0.7799337397251063,
"zero_rate": 0.010207240738285538
},
{
"date": "2051-01-09",
"discount_factor": 0.7782356248014188,
"zero_rate": 0.010189810201539326
},
{
"date": "2051-04-09",
"discount_factor": 0.7766026692606032,
"zero_rate": 0.010171827542302048
},
{
"date": "2051-07-09",
"discount_factor": 0.7749802800166149,
"zero_rate": 0.01015271271526219
},
{
"date": "2051-10-09",
"discount_factor": 0.7733697242816829,
"zero_rate": 0.010132438600487445
},
{
"date": "2052-01-09",
"discount_factor": 0.7717890691828001,
"zero_rate": 0.010111225998650827
},
{
"date": "2052-04-09",
"discount_factor": 0.7702538971194791,
"zero_rate": 0.010089395480784533
},
{
"date": "2052-07-09",
"discount_factor": 0.7687454092037488,
"zero_rate": 0.01006681078073576
},
{
"date": "2052-10-09",
"discount_factor": 0.7672459959684073,
"zero_rate": 0.010043298884176915
},
{
"date": "2053-01-09",
"discount_factor": 0.7657708998198371,
"zero_rate": 0.010019189335133736
},
{
"date": "2053-04-09",
"discount_factor": 0.7643499913401336,
"zero_rate": 0.009995104526431514
},
{
"date": "2053-07-09",
"discount_factor": 0.7629341377844004,
"zero_rate": 0.009970326073560184
},
{
"date": "2053-10-09",
"discount_factor": 0.761522610177252,
"zero_rate": 0.009944914780399406
},
{
"date": "2054-01-09",
"discount_factor": 0.7601296492678469,
"zero_rate": 0.009919214072653556
},
{
"date": "2054-04-09",
"discount_factor": 0.7587835708694426,
"zero_rate": 0.00989385995051057
},
{
"date": "2054-07-09",
"discount_factor": 0.7574378719040482,
"zero_rate": 0.009868076409493432
},
{
"date": "2054-10-09",
"discount_factor": 0.7560916838442252,
"zero_rate": 0.00984192321136719
},
{
"date": "2055-01-09",
"discount_factor": 0.7547584883226057,
"zero_rate": 0.009815746391344615
},
{
"date": "2055-04-09",
"discount_factor": 0.7534655221007711,
"zero_rate": 0.009790174543794774
},
{
"date": "2055-07-09",
"discount_factor": 0.7521681805853595,
"zero_rate": 0.009764411507710359
},
{
"date": "2055-10-09",
"discount_factor": 0.7508654568787052,
"zero_rate": 0.009738516454081234
},
{
"date": "2056-01-09",
"discount_factor": 0.7495703100635547,
"zero_rate": 0.009712828187702386
},
{
"date": "2056-04-09",
"discount_factor": 0.7482953797685248,
"zero_rate": 0.009687674713568318
},
{
"date": "2056-07-09",
"discount_factor": 0.7470252606221444,
"zero_rate": 0.009662825344908983
},
{
"date": "2056-10-09",
"discount_factor": 0.7457447682449688,
"zero_rate": 0.009638061103683742
}
],
"slope": 0.42210002153910176,
"slope_deg": 3.0202681087253542
},
{
"currency": "CHF",
"name": "CHF_IBOR",
"points": [
{
"date": "2026-10-09",
"discount_factor": 1.0,
"zero_rate": 0.001257236309297925
},
{
"date": "2027-01-09",
"discount_factor": 0.9996607499262861,
"zero_rate": 0.0013277255166721114
},
{
"date": "2027-04-09",
"discount_factor": 0.9992252345873085,
"zero_rate": 0.00153309698609267
},
{
"date": "2027-07-09",
"discount_factor": 0.998576922045986,
"zero_rate": 0.0018779228454346162
},
{
"date": "2027-10-09",
"discount_factor": 0.9976032550106926,
"zero_rate": 0.0023667502488866105
},
{
"date": "2028-01-09",
"discount_factor": 0.9962335919432895,
"zero_rate": 0.0029725750097891134
},
{
"date": "2028-04-09",
"discount_factor": 0.9945502900391052,
"zero_rate": 0.0035898922790996764
},
{
"date": "2028-07-09",
"discount_factor": 0.9926389382808529,
"zero_rate": 0.004162415789255831
},
{
"date": "2028-10-09",
"discount_factor": 0.9905745295268982,
"zero_rate": 0.004663832663986488
},
{
"date": "2029-01-09",
"discount_factor": 0.9884650026545929,
"zero_rate": 0.005075012075727401
},
{
"date": "2029-04-09",
"discount_factor": 0.9863879578050435,
"zero_rate": 0.00540415416868724
},
{
"date": "2029-07-09",
"discount_factor": 0.9842890683400748,
"zero_rate": 0.005678123820652719
},
{
"date": "2029-10-09",
"discount_factor": 0.9821832573420591,
"zero_rate": 0.005904976073127545
},
{
"date": "2030-01-09",
"discount_factor": 0.9801038709437823,
"zero_rate": 0.006089915810661104
},
{
"date": "2030-04-09",
"discount_factor": 0.9780828971589308,
"zero_rate": 0.006242493131890475
},
{
"date": "2030-07-09",
"discount_factor": 0.9760336869583194,
"zero_rate": 0.006379067948775486
},
{
"date": "2030-10-09",
"discount_factor": 0.9739367253041261,
"zero_rate": 0.006507336641470696
},
{
"date": "2031-01-09",
"discount_factor": 0.97179866004241,
"zero_rate": 0.006631287126070724
},
{
"date": "2031-04-09",
"discount_factor": 0.9696693366596107,
"zero_rate": 0.006748664656922362
},
{
"date": "2031-07-09",
"discount_factor": 0.9674856701079895,
"zero_rate": 0.006862560300161909
},
{
"date": "2031-10-09",
"discount_factor": 0.9652540076463196,
"zero_rate": 0.006972090411523414
},
{
"date": "2032-01-09",
"discount_factor": 0.9630038662736853,
"zero_rate": 0.007075717858805202
},
{
"date": "2032-04-09",
"discount_factor": 0.9607575028047287,
"zero_rate": 0.00717370158733779
},
{
"date": "2032-07-09",
"discount_factor": 0.9584857767644468,
"zero_rate": 0.007268666685073936
},
{
"date": "2032-10-09",
"discount_factor": 0.9561584793073087,
"zero_rate": 0.007362855055118689
},
{
"date": "2033-01-09",
"discount_factor": 0.9537959918770679,
"zero_rate": 0.007456204528036471
},
{
"date": "2033-04-09",
"discount_factor": 0.9514483543884542,
"zero_rate": 0.007547242567239517
},
{
"date": "2033-07-09",
"discount_factor": 0.9490359933694681,
"zero_rate": 0.007639383053827537
},
{
"date": "2033-10-09",
"discount_factor": 0.9465556857756969,
"zero_rate": 0.007732957220586928
},
{
"date": "2034-01-09",
"discount_factor": 0.9440327736816022,
"zero_rate": 0.007827097923837135
},
{
"date": "2034-04-09",
"discount_factor": 0.9415269351432473,
"zero_rate": 0.007919253783839494
},
{
"date": "2034-07-09",
"discount_factor": 0.9389599503860773,
"zero_rate": 0.008011902024953969
},
{
"date": "2034-10-09",
"discount_factor": 0.9363354530950968,
"zero_rate": 0.008104494043374684
},
{
"date": "2035-01-09",
"discount_factor": 0.9336852896325535,
"zero_rate": 0.008195655193287556
},
{
"date": "2035-04-09",
"discount_factor": 0.9310673765542686,
"zero_rate": 0.008283668918792533
},
{
"date": "2035-07-09",
"discount_factor": 0.9283931628307848,
"zero_rate": 0.008371827501281702
},
{
"date": "2035-10-09",
"discount_factor": 0.9256600239078006,
"zero_rate": 0.00846041142711213
},
{
"date": "2036-01-09",
"discount_factor": 0.9228962975495014,
"zero_rate": 0.008548631432737732
},
{
"date": "2036-04-09",
"discount_factor": 0.9201356067821529,
"zero_rate": 0.008635250606619472
},
{
"date": "2036-07-09",
"discount_factor": 0.917352275117636,
"zero_rate": 0.008720847858073
},
{
"date": "2036-10-09",
"discount_factor": 0.9145195814866243,
"zero_rate": 0.008805996083564931
},
{
"date": "2037-01-09",
"discount_factor": 0.9116722285348869,
"zero_rate": 0.008889428767842093
},
{
"date": "2037-04-09",
"discount_factor": 0.9088765619506446,
"zero_rate": 0.008969115047048185
},
{
"date": "2037-07-09",
"discount_factor": 0.9060434812334446,
"zero_rate": 0.009047497035499733
},
{
"date": "2037-10-09",
"discount_factor": 0.9031767325647657,
"zero_rate": 0.009124273253393428
},
{
"date": "2038-01-09",
"discount_factor": 0.9003113932298623,
"zero_rate": 0.009198357636945641
},
{
"date": "2038-04-09",
"discount_factor": 0.8975134765403142,
"zero_rate": 0.009268040836168513
},
{
"date": "2038-07-09",
"discount_factor": 0.8946933618019385,
"zero_rate": 0.009335521671567674
},
{
"date": "2038-10-09",
"discount_factor": 0.8918551070141296,
"zero_rate": 0.009400541739557405
},
{
"date": "2039-01-09",
"discount_factor": 0.8890330936296424,
"zero_rate": 0.009462233442043166
},
{
"date": "2039-04-09",
"discount_factor": 0.8862893796463674,
"zero_rate": 0.009519438448769563
},
{
"date": "2039-07-09",
"discount_factor": 0.8835328942172167,
"zero_rate": 0.009574233727101682
},
{
"date": "2039-10-09",
"discount_factor": 0.880764899131107,
"zero_rate": 0.009626629396918173
},
{
"date": "2040-01-09",
"discount_factor": 0.8780164623296961,
"zero_rate": 0.009676110921081605
},
{
"date": "2040-04-09",
"discount_factor": 0.8753177950182794,
"zero_rate": 0.0097222825253542
},
{
"date": "2040-07-09",
"discount_factor": 0.8726395543999641,
"zero_rate": 0.00976578422648614
},
{
"date": "2040-10-09",
"discount_factor": 0.8699532896086625,
"zero_rate": 0.009807132029086646
},
{
"date": "2041-01-09",
"discount_factor": 0.8672891888070692,
"zero_rate": 0.00984591056797239
},
{
"date": "2041-04-09",
"discount_factor": 0.8647050589113436,
"zero_rate": 0.009881429176453151
},
{
"date": "2041-07-09",
"discount_factor": 0.8621149973432044,
"zero_rate": 0.009914976696725357
},
{
"date": "2041-10-09",
"discount_factor": 0.8595203676710922,
"zero_rate": 0.009946536345444046
},
{
"date": "2042-01-09",
"discount_factor": 0.8569502776434884,
"zero_rate": 0.009975791996982706
},
{
"date": "2042-04-09",
"discount_factor": 0.8544598593332035,
"zero_rate": 0.010002273650194148
},
{
"date": "2042-07-09",
"discount_factor": 0.8519656229234279,
"zero_rate": 0.01002699523528835
},
{
"date": "2042-10-09",
"discount_factor": 0.8494682790074434,
"zero_rate": 0.010049980247265205
},
{
"date": "2043-01-09",
"discount_factor": 0.8469952893107114,
"zero_rate": 0.010071033110914004
},
{
"date": "2043-04-09",
"discount_factor": 0.8445995495544532,
"zero_rate": 0.010089837558970808
},
{
"date": "2043-07-09",
"discount_factor": 0.8422007344637374,
"zero_rate": 0.010107124542056528
},
{
"date": "2043-10-09",
"discount_factor": 0.8397995479230153,
"zero_rate": 0.010122908303592934
},
{
"date": "2044-01-09",
"discount_factor": 0.8374224049767337,
"zero_rate": 0.01013705782030672
},
{
"date": "2044-04-09",
"discount_factor": 0.835094679043155,
"zero_rate": 0.010149509088562566
},
{
"date": "2044-07-09",
"discount_factor": 0.8327903298518254,
"zero_rate": 0.010160483481241976
},
{
"date": "2044-10-09",
"discount_factor": 0.8304843484305415,
"zero_rate": 0.010170133929088297
},
{
"date": "2045-01-09",
"discount_factor": 0.828202113829555,
"zero_rate": 0.010178386080729905
},
{
"date": "2045-04-09",
"discount_factor": 0.8259924017078276,
"zero_rate": 0.010185155185079996
},
{
"date": "2045-07-09",
"discount_factor": 0.8237811045762059,
"zero_rate": 0.010190735440127342
},
{
"date": "2045-10-09",
"discount_factor": 0.821568914601491,
"zero_rate": 0.010195130297015454
},
{
"date": "2046-01-09",
"discount_factor": 0.8193801905548297,
"zero_rate": 0.010198315172917567
},
{
"date": "2046-04-09",
"discount_factor": 0.8172616880562849,
"zero_rate": 0.010200299837738333
},
{
"date": "2046-07-09",
"discount_factor": 0.8151423481436306,
"zero_rate": 0.010201207188371423
},
{
"date": "2046-10-09",
"discount_factor": 0.8130228580173833,
"zero_rate": 0.010201037578005381
},
{
"date": "2047-01-09",
"discount_factor": 0.8109266276245187,
"zero_rate": 0.010199806970465668
},
{
"date": "2047-04-09",
"discount_factor": 0.8088987442930102,
"zero_rate": 0.01019758932500674
},
{
"date": "2047-07-09",
"discount_factor": 0.8068715849871023,
"zero_rate": 0.010194334906611542
},
{
"date": "2047-10-09",
"discount_factor": 0.8048462779728488,
"zero_rate": 0.010190017259695474
},
{
"date": "2048-01-09",
"discount_factor": 0.802845590422676,
"zero_rate": 0.010184673381388305
},
{
"date": "2048-04-09",
"discount_factor": 0.800891219093721,
"zero_rate": 0.010178384452314322
},
{
"date": "2048-07-09",
"discount_factor": 0.7989616272925869,
"zero_rate": 0.010171103940444378
},
{
"date": "2048-10-09",
"discount_factor": 0.797036367866035,
"zero_rate": 0.010162741326826425
},
{
"date": "2049-01-09",
"discount_factor": 0.7951371324910216,
"zero_rate": 0.010153376818570915
},
{
"date": "2049-04-09",
"discount_factor": 0.7933046994611661,
"zero_rate": 0.0101432516562204
},
{
"date": "2049-07-09",
"discount_factor": 0.7914778939075283,
"zero_rate": 0.010132049415071676
},
{
"date": "2049-10-09",
"discount_factor": 0.7896579140387725,
"zero_rate": 0.010119743018922971
},
{
"date": "2050-01-09",
"discount_factor": 0.7878653207220853,
"zero_rate": 0.010106454956725327
},
{
"date": "2050-04-09",
"discount_factor": 0.7861385219640913,
"zero_rate": 0.010092510261526976
},
{
"date": "2050-07-09",
"discount_factor": 0.7844198348695937,
"zero_rate": 0.010077464075268891
},
{
"date": "2050-10-09",
"discount_factor": 0.7827104941799702,
"zero_rate": 0.01006128914149866
},
{
"date": "2051-01-09",
"discount_factor": 0.7810298735266687,
"zero_rate": 0.010044149540201176
},
{
"date": "2051-04-09",
"discount_factor": 0.7794138979657124,
"zero_rate": 0.01002645280078706
},
{
"date": "2051-07-09",
"discount_factor": 0.7778085522775916,
"zero_rate": 0.010007628085613857
},
{
"date": "2051-10-09",
"discount_factor": 0.7762151093363485,
"zero_rate": 0.009987648012858558
},
{
"date": "2052-01-09",
"discount_factor": 0.7746514309352523,
"zero_rate": 0.009966731241692681
},
{
"date": "2052-04-09",
"discount_factor": 0.7731328901807062,
"zero_rate": 0.009945196361881624
},
{
"date": "2052-07-09",
"discount_factor": 0.7716408783466968,
"zero_rate": 0.00992290988239238
},
{
"date": "2052-10-09",
"discount_factor": 0.7701579691840269,
"zero_rate": 0.009899701689046638
},
{
"date": "2053-01-09",
"discount_factor": 0.7686992277717621,
"zero_rate": 0.009875897653381517
},
{
"date": "2053-04-09",
"discount_factor": 0.7672941781944723,
"zero_rate": 0.009852113090069493
},
{
"date": "2053-07-09",
"discount_factor": 0.7658942226986944,
"zero_rate": 0.009827639235362617
},
{
"date": "2053-10-09",
"discount_factor": 0.7644986316879863,
"zero_rate": 0.009802536568032058
},
{
"date": "2054-01-09",
"discount_factor": 0.7631214742479625,
"zero_rate": 0.009777144820178333
},
{
"date": "2054-04-09",
"discount_factor": 0.7617907304194989,
"zero_rate": 0.009752092939396828
},
{
"date": "2054-07-09",
"discount_factor": 0.760460413670874,
"zero_rate": 0.009726614681819918
},
{
"date": "2054-10-09",
"discount_factor": 0.7591296546107408,
"zero_rate": 0.009700769489094688
},
{
"date": "2055-01-09",
"discount_factor": 0.7578117682422961,
"zero_rate": 0.009674899735695418
},
{
"date": "2055-04-09",
"discount_factor": 0.7565336652004094,
"zero_rate": 0.00964962708958779
},
{
"date": "2055-07-09",
"discount_factor": 0.7552512408641291,
"zero_rate": 0.009624165110814587
},
{
"date": "2055-10-09",
"discount_factor": 0.7539634871969466,
"zero_rate": 0.009598572653076858
},
{
"date": "2056-01-09",
"discount_factor": 0.7526832011686883,
"zero_rate": 0.009573184940418342
},
{
"date": "2056-04-09",
"discount_factor": 0.7514228648778426,
"zero_rate": 0.009548326494411358
},
{
"date": "2056-07-09",
"discount_factor": 0.750167237112948,
"zero_rate": 0.009523769668409395
},
{
"date": "2056-10-09",
"discount_factor": 0.7489012929805823,
"zero_rate": 0.00949929842306218
}
],
"slope": 0.4142163419578443,
"slope_deg": 2.9639592603980476
}
],
"valuation_date": "2026-10-09"
}
EUR
2026-10-09
Request:
{
"curves": [
{
"currency": "EUR",
"curve_type": "OIS",
"discount_curve_name": null,
"quotes": {
"10Y": 0.03568,
"12Y": 0.03611,
"15Y": 0.03643,
"1D": 0.024390000000000002,
"1M": 0.02414,
"1W": 0.024700000000000003,
"1Y": 0.0322,
"20Y": 0.03624,
"25Y": 0.03556,
"2Y": 0.0104933,
"30Y": 0.034780000000000005,
"3M": 0.02642,
"3Y": 0.03445,
"4Y": 0.03465,
"5Y": 0.03473,
"6M": 0.02936,
"6Y": 0.03486,
"7Y": 0.0351,
"8Y": 0.03526,
"9Y": 0.03548
}
},
{
"currency": "EUR",
"curve_type": "IBOR",
"discount_curve_name": "EUR_OIS",
"quotes": {
"10Y": 0.03568,
"12Y": 0.03611,
"15Y": 0.03643,
"1D": 0.024390000000000002,
"1M": 0.02414,
"1W": 0.024700000000000003,
"1Y": 0.0322,
"20Y": 0.03624,
"25Y": 0.03556,
"2Y": 0.0104933,
"30Y": 0.034780000000000005,
"3M": 0.02642,
"3Y": 0.03445,
"4Y": 0.03465,
"5Y": 0.03473,
"6M": 0.02936,
"6Y": 0.03486,
"7Y": 0.0351,
"8Y": 0.03526,
"9Y": 0.03548
}
}
],
"valuation_date": "2026-10-09"
}
Response:
{
"curves": [
{
"currency": "EUR",
"name": "EUR_OIS",
"points": [
{
"date": "2026-10-09",
"discount_factor": 1.0,
"zero_rate": 0.023965576716029488
},
{
"date": "2027-01-09",
"discount_factor": 0.9933483534822416,
"zero_rate": 0.02611513295154915
},
{
"date": "2027-04-09",
"discount_factor": 0.9855180667037645,
"zero_rate": 0.028855028634761613
},
{
"date": "2027-07-09",
"discount_factor": 0.9754008164394469,
"zero_rate": 0.03284413012238322
},
{
"date": "2027-10-09",
"discount_factor": 0.9682520036823725,
"zero_rate": 0.03182093379030473
},
{
"date": "2028-01-09",
"discount_factor": 0.9696315706705174,
"zero_rate": 0.024293385836702094
},
{
"date": "2028-04-09",
"discount_factor": 0.975932401455069,
"zero_rate": 0.0160042045216976
},
{
"date": "2028-07-09",
"discount_factor": 0.981199623502116,
"zero_rate": 0.010692591723684352
},
{
"date": "2028-10-09",
"discount_factor": 0.9793290084752215,
"zero_rate": 0.010286656276759272
},
{
"date": "2029-01-09",
"discount_factor": 0.9658653087944824,
"zero_rate": 0.015192125269903599
},
{
"date": "2029-04-09",
"discount_factor": 0.9450049040303015,
"zero_rate": 0.022303897413636153
},
{
"date": "2029-07-09",
"discount_factor": 0.9217180772069533,
"zero_rate": 0.029228799900506235
},
{
"date": "2029-10-09",
"discount_factor": 0.9011416224587362,
"zero_rate": 0.03419108214531769
},
{
"date": "2030-01-09",
"discount_factor": 0.8873627035226862,
"zero_rate": 0.0362125666230343
},
{
"date": "2030-04-09",
"discount_factor": 0.8792725945209083,
"zero_rate": 0.03624234097605809
},
{
"date": "2030-07-09",
"discount_factor": 0.8740248401687472,
"zero_rate": 0.035407402260421994
},
{
"date": "2030-10-09",
"discount_factor": 0.8692849435130942,
"zero_rate": 0.03451769428083728
},
{
"date": "2031-01-09",
"discount_factor": 0.8631405754490558,
"zero_rate": 0.03411717671848382
},
{
"date": "2031-04-09",
"discount_factor": 0.8558347341976316,
"zero_rate": 0.03411081925887141
},
{
"date": "2031-07-09",
"discount_factor": 0.8477776094279976,
"zero_rate": 0.0342844838652448
},
{
"date": "2031-10-09",
"discount_factor": 0.8395729481798748,
"zero_rate": 0.034474418466763135
},
{
"date": "2032-01-09",
"discount_factor": 0.8318036659894905,
"zero_rate": 0.03456578935299287
},
{
"date": "2032-04-09",
"discount_factor": 0.824503177298089,
"zero_rate": 0.0345797620797573
},
{
"date": "2032-07-09",
"discount_factor": 0.8173988300971529,
"zero_rate": 0.03456482384603655
},
{
"date": "2032-10-09",
"discount_factor": 0.8102331662027378,
"zero_rate": 0.03456019925305278
},
{
"date": "2033-01-09",
"discount_factor": 0.8029446550075032,
"zero_rate": 0.03459238899680719
},
{
"date": "2033-04-09",
"discount_factor": 0.7957313379462571,
"zero_rate": 0.0346494184880425
},
{
"date": "2033-07-09",
"discount_factor": 0.7884359497635475,
"zero_rate": 0.03471540701435609
},
{
"date": "2033-10-09",
"discount_factor": 0.7811390591973805,
"zero_rate": 0.034775421668860426
},
{
"date": "2034-01-09",
"discount_factor": 0.7739812269802806,
"zero_rate": 0.03481870807257042
},
{
"date": "2034-04-09",
"discount_factor": 0.767088202244663,
"zero_rate": 0.034850403656361474
},
{
"date": "2034-07-09",
"discount_factor": 0.7601807260330735,
"zero_rate": 0.034880447901516606
},
{
"date": "2034-10-09",
"discount_factor": 0.7532138523865672,
"zero_rate": 0.03491656151819949
},
{
"date": "2035-01-09",
"discount_factor": 0.7462285567508922,
"zero_rate": 0.034963638277944346
},
{
"date": "2035-04-09",
"discount_factor": 0.7393918014598051,
"zero_rate": 0.035017343888636684
},
{
"date": "2035-07-09",
"discount_factor": 0.7325032161074335,
"zero_rate": 0.03507465324058595
},
{
"date": "2035-10-09",
"discount_factor": 0.7255906566435425,
"zero_rate": 0.03513140630315242
},
{
"date": "2036-01-09",
"discount_factor": 0.7187505560330529,
"zero_rate": 0.03518399786134416
},
{
"date": "2036-04-09",
"discount_factor": 0.7120474567356837,
"zero_rate": 0.03523338851474677
},
{
"date": "2036-07-09",
"discount_factor": 0.7053900261220964,
"zero_rate": 0.03528266897412436
},
{
"date": "2036-10-09",
"discount_factor": 0.6986895629413373,
"zero_rate": 0.035334670268240234
},
{
"date": "2037-01-09",
"discount_factor": 0.6920072010933189,
"zero_rate": 0.035390443310328874
},
{
"date": "2037-04-09",
"discount_factor": 0.6854920696750847,
"zero_rate": 0.0354478762813202
},
{
"date": "2037-07-09",
"discount_factor": 0.6789354253234825,
"zero_rate": 0.035507522435671866
},
{
"date": "2037-10-09",
"discount_factor": 0.6723469462322362,
"zero_rate": 0.035568213478230526
},
{
"date": "2038-01-09",
"discount_factor": 0.6658073347824665,
"zero_rate": 0.035628169699861344
},
{
"date": "2038-04-09",
"discount_factor": 0.6594649866771503,
"zero_rate": 0.03568511990944544
},
{
"date": "2038-07-09",
"discount_factor": 0.6531150878998617,
"zero_rate": 0.035740081876378435
},
{
"date": "2038-10-09",
"discount_factor": 0.646767096078813,
"zero_rate": 0.03579211699683855
},
{
"date": "2039-01-09",
"discount_factor": 0.6404972727456684,
"zero_rate": 0.03583994405331521
},
{
"date": "2039-04-09",
"discount_factor": 0.6344403875959252,
"zero_rate": 0.03588265088445302
},
{
"date": "2039-07-09",
"discount_factor": 0.628392885985417,
"zero_rate": 0.03592188351825203
},
{
"date": "2039-10-09",
"discount_factor": 0.6223569100571572,
"zero_rate": 0.035957656814247035
},
{
"date": "2040-01-09",
"discount_factor": 0.6163989274315502,
"zero_rate": 0.0359896548786199
},
{
"date": "2040-04-09",
"discount_factor": 0.6105820149918852,
"zero_rate": 0.03601771554548029
},
{
"date": "2040-07-09",
"discount_factor": 0.6048405737644036,
"zero_rate": 0.036042320438446476
},
{
"date": "2040-10-09",
"discount_factor": 0.5991123234016169,
"zero_rate": 0.03606379055312475
},
{
"date": "2041-01-09",
"discount_factor": 0.5934603259190014,
"zero_rate": 0.03608193802045591
},
{
"date": "2041-04-09",
"discount_factor": 0.588004544161398,
"zero_rate": 0.03609656666563115
},
{
"date": "2041-07-09",
"discount_factor": 0.5825614511332692,
"zero_rate": 0.03610830096446294
},
{
"date": "2041-10-09",
"discount_factor": 0.5771330161154983,
"zero_rate": 0.03611712047172049
},
{
"date": "2042-01-09",
"discount_factor": 0.5717789560743207,
"zero_rate": 0.03612295978799311
},
{
"date": "2042-04-09",
"discount_factor": 0.5666126229152887,
"zero_rate": 0.0361258768508766
},
{
"date": "2042-07-09",
"discount_factor": 0.5614599421957505,
"zero_rate": 0.0361261031464242
},
{
"date": "2042-10-09",
"discount_factor": 0.5563225838683056,
"zero_rate": 0.03612363241240366
},
{
"date": "2043-01-09",
"discount_factor": 0.551256873750387,
"zero_rate": 0.03611852726545349
},
{
"date": "2043-04-09",
"discount_factor": 0.5463699552442778,
"zero_rate": 0.03611105629480712
},
{
"date": "2043-07-09",
"discount_factor": 0.5414971283282835,
"zero_rate": 0.03610107988629832
},
{
"date": "2043-10-09",
"discount_factor": 0.536639991747064,
"zero_rate": 0.03608858329222606
},
{
"date": "2044-01-09",
"discount_factor": 0.5318517991957986,
"zero_rate": 0.03607372551978625
},
{
"date": "2044-04-09",
"discount_factor": 0.5271828197467942,
"zero_rate": 0.03605676443383459
},
{
"date": "2044-07-09",
"discount_factor": 0.5225799951584164,
"zero_rate": 0.03603760515022165
},
{
"date": "2044-10-09",
"discount_factor": 0.5179931881836511,
"zero_rate": 0.03601605282618145
},
{
"date": "2045-01-09",
"discount_factor": 0.5134726913460566,
"zero_rate": 0.03599235573383977
},
{
"date": "2045-04-09",
"discount_factor": 0.5091140063924383,
"zero_rate": 0.035967143747124904
},
{
"date": "2045-07-09",
"discount_factor": 0.5047701656515647,
"zero_rate": 0.03593965325603154
},
{
"date": "2045-10-09",
"discount_factor": 0.5004426392563522,
"zero_rate": 0.03590985961427277
},
{
"date": "2046-01-09",
"discount_factor": 0.4961788820366375,
"zero_rate": 0.035878093925329875
},
{
"date": "2046-04-09",
"discount_factor": 0.4920689185439047,
"zero_rate": 0.03584514712511949
},
{
"date": "2046-07-09",
"discount_factor": 0.4879741347342024,
"zero_rate": 0.03580998693552042
},
{
"date": "2046-10-09",
"discount_factor": 0.483895943448414,
"zero_rate": 0.0357725858688278
},
{
"date": "2047-01-09",
"discount_factor": 0.47987897876131147,
"zero_rate": 0.035733362228215396
},
{
"date": "2047-04-09",
"discount_factor": 0.47600748181503044,
"zero_rate": 0.035693310329792845
},
{
"date": "2047-07-09",
"discount_factor": 0.4721502196080945,
"zero_rate": 0.03565121530401877
},
{
"date": "2047-10-09",
"discount_factor": 0.46830787645216615,
"zero_rate": 0.035607113915029374
},
{
"date": "2048-01-09",
"discount_factor": 0.4645219510019953,
"zero_rate": 0.03556154692693608
},
{
"date": "2048-04-09",
"discount_factor": 0.46083152167440267,
"zero_rate": 0.035515114681051466
},
{
"date": "2048-07-09",
"discount_factor": 0.45719401935030346,
"zero_rate": 0.03546740611101755
},
{
"date": "2048-10-09",
"discount_factor": 0.453569232652366,
"zero_rate": 0.03541795033881845
},
{
"date": "2049-01-09",
"discount_factor": 0.4499963218923725,
"zero_rate": 0.03536733675400162
},
{
"date": "2049-04-09",
"discount_factor": 0.44655024194825127,
"zero_rate": 0.03531676928362677
},
{
"date": "2049-07-09",
"discount_factor": 0.44311428685086457,
"zero_rate": 0.03526464327897012
},
{
"date": "2049-10-09",
"discount_factor": 0.4396890439297203,
"zero_rate": 0.03521098765523396
},
{
"date": "2050-01-09",
"discount_factor": 0.4363115271700433,
"zero_rate": 0.03515643004947829
},
{
"date": "2050-04-09",
"discount_factor": 0.4330526640940854,
"zero_rate": 0.03510224113074429
},
{
"date": "2050-07-09",
"discount_factor": 0.4298021387682057,
"zero_rate": 0.035046681426462806
},
{
"date": "2050-10-09",
"discount_factor": 0.42656049400304663,
"zero_rate": 0.03498977757220928
},
{
"date": "2051-01-09",
"discount_factor": 0.4233627675724466,
"zero_rate": 0.034932186715935655
},
{
"date": "2051-04-09",
"discount_factor": 0.4202761794438828,
"zero_rate": 0.034875229876363774
},
{
"date": "2051-07-09",
"discount_factor": 0.4171962921643763,
"zero_rate": 0.03481706378989446
},
{
"date": "2051-10-09",
"discount_factor": 0.41412360645112717,
"zero_rate": 0.03475771350654352
},
{
"date": "2052-01-09",
"discount_factor": 0.4110912506723194,
"zero_rate": 0.03469786669090601
},
{
"date": "2052-04-09",
"discount_factor": 0.40813022792914283,
"zero_rate": 0.03463826808956682
},
{
"date": "2052-07-09",
"discount_factor": 0.4052059966812794,
"zero_rate": 0.034578362005932124
},
{
"date": "2052-10-09",
"discount_factor": 0.40228567042616886,
"zero_rate": 0.034517575563097556
},
{
"date": "2053-01-09",
"discount_factor": 0.3994002400894298,
"zero_rate": 0.03445665371520727
},
{
"date": "2053-04-09",
"discount_factor": 0.396610041112094,
"zero_rate": 0.03439700674493069
},
{
"date": "2053-07-09",
"discount_factor": 0.39382029101955907,
"zero_rate": 0.03433672585914097
},
{
"date": "2053-10-09",
"discount_factor": 0.39103080073880997,
"zero_rate": 0.03427588939558387
},
{
"date": "2054-01-09",
"discount_factor": 0.3882711777687747,
"zero_rate": 0.03421523586650143
},
{
"date": "2054-04-09",
"discount_factor": 0.3855993003785122,
"zero_rate": 0.034156148050841245
},
{
"date": "2054-07-09",
"discount_factor": 0.3829245216530445,
"zero_rate": 0.03409671998271832
},
{
"date": "2054-10-09",
"discount_factor": 0.3802466098979386,
"zero_rate": 0.03403702892361139
},
{
"date": "2055-01-09",
"discount_factor": 0.3775939944998456,
"zero_rate": 0.03397779530227645
},
{
"date": "2055-04-09",
"discount_factor": 0.3750224797488112,
"zero_rate": 0.0339203526921098
},
{
"date": "2055-07-09",
"discount_factor": 0.37244493826309616,
"zero_rate": 0.03386283664566379
},
{
"date": "2055-10-09",
"discount_factor": 0.3698610998792649,
"zero_rate": 0.03380532381428096
},
{
"date": "2056-01-09",
"discount_factor": 0.36729840351725335,
"zero_rate": 0.03374850638082915
},
{
"date": "2056-04-09",
"discount_factor": 0.36478339507424334,
"zero_rate": 0.033693044482073935
},
{
"date": "2056-07-09",
"discount_factor": 0.36228717654677933,
"zero_rate": 0.03363836807108498
},
{
"date": "2056-10-09",
"discount_factor": 0.3597817011129202,
"zero_rate": 0.03358393997189579
}
],
"slope": 2.5048013991480964,
"slope_deg": 17.38534738435758
},
{
"currency": "EUR",
"name": "EUR_IBOR",
"points": [
{
"date": "2026-10-09",
"discount_factor": 1.0,
"zero_rate": 0.02396616990454947
},
{
"date": "2027-01-09",
"discount_factor": 0.9933490740862237,
"zero_rate": 0.026112294316260484
},
{
"date": "2027-04-09",
"discount_factor": 0.9855145003387106,
"zero_rate": 0.02886218665799885
},
{
"date": "2027-07-09",
"discount_factor": 0.9755866852705793,
"zero_rate": 0.03259287094633387
},
{
"date": "2027-10-09",
"discount_factor": 0.9686709842747377,
"zero_rate": 0.03139423521611207
},
{
"date": "2028-01-09",
"discount_factor": 0.9701024224564062,
"zero_rate": 0.023910950203888295
},
{
"date": "2028-04-09",
"discount_factor": 0.9763212944362878,
"zero_rate": 0.01574247916821138
},
{
"date": "2028-07-09",
"discount_factor": 0.9814921161317319,
"zero_rate": 0.010524674798211406
},
{
"date": "2028-10-09",
"discount_factor": 0.9796331414919164,
"zero_rate": 0.010133740375814567
},
{
"date": "2029-01-09",
"discount_factor": 0.9663793754131617,
"zero_rate": 0.014959375128335674
},
{
"date": "2029-04-09",
"discount_factor": 0.9458503019274384,
"zero_rate": 0.021951311759883123
},
{
"date": "2029-07-09",
"discount_factor": 0.9229231779717961,
"zero_rate": 0.028760299150857718
},
{
"date": "2029-10-09",
"discount_factor": 0.9026466525488194,
"zero_rate": 0.03364295455089225
},
{
"date": "2030-01-09",
"discount_factor": 0.8890445592751743,
"zero_rate": 0.035638764183375075
},
{
"date": "2030-04-09",
"discount_factor": 0.8810326945376222,
"zero_rate": 0.035679026203421234
},
{
"date": "2030-07-09",
"discount_factor": 0.8758117393737325,
"zero_rate": 0.03487033118466465
},
{
"date": "2030-10-09",
"discount_factor": 0.8710860634259494,
"zero_rate": 0.034007678958729394
},
{
"date": "2031-01-09",
"discount_factor": 0.8649763625118928,
"zero_rate": 0.03362467201533386
},
{
"date": "2031-04-09",
"discount_factor": 0.8577274007425474,
"zero_rate": 0.033626792515064584
},
{
"date": "2031-07-09",
"discount_factor": 0.8497456579454493,
"zero_rate": 0.033803086551139346
},
{
"date": "2031-10-09",
"discount_factor": 0.8416304388582895,
"zero_rate": 0.03399186042213057
},
{
"date": "2032-01-09",
"discount_factor": 0.8339592004309332,
"zero_rate": 0.03408002468195396
},
{
"date": "2032-04-09",
"discount_factor": 0.8267596548061436,
"zero_rate": 0.034090019760716045
},
{
"date": "2032-07-09",
"discount_factor": 0.8197557769849446,
"zero_rate": 0.03407122560515446
},
{
"date": "2032-10-09",
"discount_factor": 0.8126867657520868,
"zero_rate": 0.03406360822755935
},
{
"date": "2033-01-09",
"discount_factor": 0.8054863244467813,
"zero_rate": 0.0340942467261013
},
{
"date": "2033-04-09",
"discount_factor": 0.7983508612872033,
"zero_rate": 0.034151034899177465
},
{
"date": "2033-07-09",
"discount_factor": 0.7911268662655213,
"zero_rate": 0.034217808226958565
},
{
"date": "2033-10-09",
"discount_factor": 0.7838957186256172,
"zero_rate": 0.03427944489513531
},
{
"date": "2034-01-09",
"discount_factor": 0.77679907764072,
"zero_rate": 0.034324831174034884
},
{
"date": "2034-04-09",
"discount_factor": 0.7699669861775779,
"zero_rate": 0.03435806880363094
},
{
"date": "2034-07-09",
"discount_factor": 0.763128525693474,
"zero_rate": 0.034388117688910654
},
{
"date": "2034-10-09",
"discount_factor": 0.7562452093633507,
"zero_rate": 0.03442171717248026
},
{
"date": "2035-01-09",
"discount_factor": 0.7493605989299624,
"zero_rate": 0.03446336745104714
},
{
"date": "2035-04-09",
"discount_factor": 0.7426299600934572,
"zero_rate": 0.03451052240633763
},
{
"date": "2035-07-09",
"discount_factor": 0.7358442721504014,
"zero_rate": 0.03456188950907805
},
{
"date": "2035-10-09",
"discount_factor": 0.729019382829635,
"zero_rate": 0.03461508526619332
},
{
"date": "2036-01-09",
"discount_factor": 0.7222418335323538,
"zero_rate": 0.03466773862248197
},
{
"date": "2036-04-09",
"discount_factor": 0.7155812840244518,
"zero_rate": 0.03471977795255413
},
{
"date": "2036-07-09",
"discount_factor": 0.7089564122319149,
"zero_rate": 0.03477282886109207
},
{
"date": "2036-10-09",
"discount_factor": 0.7022877443235022,
"zero_rate": 0.034828454428296456
},
{
"date": "2037-01-09",
"discount_factor": 0.6956433767793526,
"zero_rate": 0.03488665694890338
},
{
"date": "2037-04-09",
"discount_factor": 0.6891719367661079,
"zero_rate": 0.034945297976396665
},
{
"date": "2037-07-09",
"discount_factor": 0.6826647416521702,
"zero_rate": 0.035005222741339805
},
{
"date": "2037-10-09",
"discount_factor": 0.676130377113875,
"zero_rate": 0.03506544752454413
},
{
"date": "2038-01-09",
"discount_factor": 0.6696477899365179,
"zero_rate": 0.03512438465524513
},
{
"date": "2038-04-09",
"discount_factor": 0.6633628982780349,
"zero_rate": 0.03517997834198909
},
{
"date": "2038-07-09",
"discount_factor": 0.6570716757959096,
"zero_rate": 0.03523336786589801
},
{
"date": "2038-10-09",
"discount_factor": 0.6507825216422561,
"zero_rate": 0.035283758581077136
},
{
"date": "2039-01-09",
"discount_factor": 0.6445701523270843,
"zero_rate": 0.03533000700473497
},
{
"date": "2039-04-09",
"discount_factor": 0.638567945309338,
"zero_rate": 0.03537125745417794
},
{
"date": "2039-07-09",
"discount_factor": 0.6325741970817182,
"zero_rate": 0.03540910497072561
},
{
"date": "2039-10-09",
"discount_factor": 0.626591003033773,
"zero_rate": 0.035443566390906095
},
{
"date": "2040-01-09",
"discount_factor": 0.6206842364850731,
"zero_rate": 0.035474340662166884
},
{
"date": "2040-04-09",
"discount_factor": 0.6149164486968569,
"zero_rate": 0.0355012767036372
},
{
"date": "2040-07-09",
"discount_factor": 0.6092226121009119,
"zero_rate": 0.03552484164538638
},
{
"date": "2040-10-09",
"discount_factor": 0.6035409514642059,
"zero_rate": 0.03554534577418303
},
{
"date": "2041-01-09",
"discount_factor": 0.5979340051403484,
"zero_rate": 0.03556261247612409
},
{
"date": "2041-04-09",
"discount_factor": 0.5925208146034181,
"zero_rate": 0.03557646139061883
},
{
"date": "2041-07-09",
"discount_factor": 0.5871193060223077,
"zero_rate": 0.03558748910148616
},
{
"date": "2041-10-09",
"discount_factor": 0.5817314091375523,
"zero_rate": 0.03559567736376127
},
{
"date": "2042-01-09",
"discount_factor": 0.5764163855385059,
"zero_rate": 0.03560096852255836
},
{
"date": "2042-04-09",
"discount_factor": 0.5712867954646315,
"zero_rate": 0.0356034293581039
},
{
"date": "2042-07-09",
"discount_factor": 0.5661698216070115,
"zero_rate": 0.0356032744677209
},
{
"date": "2042-10-09",
"discount_factor": 0.5610670948770164,
"zero_rate": 0.0356004999116758
},
{
"date": "2043-01-09",
"discount_factor": 0.5560345499936593,
"zero_rate": 0.03559517262447672
},
{
"date": "2043-04-09",
"discount_factor": 0.5511786661256839,
"zero_rate": 0.03558756309348193
},
{
"date": "2043-07-09",
"discount_factor": 0.5463358108141239,
"zero_rate": 0.03557752550316173
},
{
"date": "2043-10-09",
"discount_factor": 0.5415075461912439,
"zero_rate": 0.035565047461959216
},
{
"date": "2044-01-09",
"discount_factor": 0.5367467992122587,
"zero_rate": 0.03555028884077015
},
{
"date": "2044-04-09",
"discount_factor": 0.5321035742706242,
"zero_rate": 0.03553350488736523
},
{
"date": "2044-07-09",
"discount_factor": 0.5275251296191691,
"zero_rate": 0.03551460114825443
},
{
"date": "2044-10-09",
"discount_factor": 0.5229615840849464,
"zero_rate": 0.03549338667964863
},
{
"date": "2045-01-09",
"discount_factor": 0.5184629658516333,
"zero_rate": 0.03547010718304087
},
{
"date": "2045-04-09",
"discount_factor": 0.5141243566746087,
"zero_rate": 0.03544538069323439
},
{
"date": "2045-07-09",
"discount_factor": 0.5097994911768304,
"zero_rate": 0.03541845833014389
},
{
"date": "2045-10-09",
"discount_factor": 0.5054898069174458,
"zero_rate": 0.03538931784287518
},
{
"date": "2046-01-09",
"discount_factor": 0.5012425543810801,
"zero_rate": 0.0353582843638702
},
{
"date": "2046-04-09",
"discount_factor": 0.49714745374706276,
"zero_rate": 0.03532613020734957
},
{
"date": "2046-07-09",
"discount_factor": 0.4930664189513074,
"zero_rate": 0.035291848106323416
},
{
"date": "2046-10-09",
"discount_factor": 0.4890008318516075,
"zero_rate": 0.03525541297974605
},
{
"date": "2047-01-09",
"discount_factor": 0.48499519257426366,
"zero_rate": 0.03521723240668455
},
{
"date": "2047-04-09",
"discount_factor": 0.4811336189213234,
"zero_rate": 0.03517826782929811
},
{
"date": "2047-07-09",
"discount_factor": 0.4772853248740771,
"zero_rate": 0.03513733024080392
},
{
"date": "2047-10-09",
"discount_factor": 0.4734510553796651,
"zero_rate": 0.035094449308280394
},
{
"date": "2048-01-09",
"discount_factor": 0.46967229922862574,
"zero_rate": 0.035050144644642386
},
{
"date": "2048-04-09",
"discount_factor": 0.4659881612641849,
"zero_rate": 0.03500499402381329
},
{
"date": "2048-07-09",
"discount_factor": 0.46235624071869946,
"zero_rate": 0.03495859220057742
},
{
"date": "2048-10-09",
"discount_factor": 0.4587364605476862,
"zero_rate": 0.03491047558274099
},
{
"date": "2049-01-09",
"discount_factor": 0.4551679990825436,
"zero_rate": 0.03486121208089836
},
{
"date": "2049-04-09",
"discount_factor": 0.45172580989963285,
"zero_rate": 0.034811969269093135
},
{
"date": "2049-07-09",
"discount_factor": 0.4482933995482891,
"zero_rate": 0.034761180218983403
},
{
"date": "2049-10-09",
"discount_factor": 0.4448714168804237,
"zero_rate": 0.0347088675377058
},
{
"date": "2050-01-09",
"discount_factor": 0.4414969082234152,
"zero_rate": 0.03465563808636303
},
{
"date": "2050-04-09",
"discount_factor": 0.4382408121501922,
"zero_rate": 0.034602728567369165
},
{
"date": "2050-07-09",
"discount_factor": 0.43499297420883276,
"zero_rate": 0.0345484371381671
},
{
"date": "2050-10-09",
"discount_factor": 0.43175399927597646,
"zero_rate": 0.034492784355419755
},
{
"date": "2051-01-09",
"discount_factor": 0.4285589598823216,
"zero_rate": 0.03443640817234195
},
{
"date": "2051-04-09",
"discount_factor": 0.4254750773687875,
"zero_rate": 0.03438059967520774
},
{
"date": "2051-07-09",
"discount_factor": 0.4223980618179072,
"zero_rate": 0.03432355002057293
},
{
"date": "2051-10-09",
"discount_factor": 0.41932847658178796,
"zero_rate": 0.034265278338924836
},
{
"date": "2052-01-09",
"discount_factor": 0.4162994638106051,
"zero_rate": 0.034206456532278544
},
{
"date": "2052-04-09",
"discount_factor": 0.41334197161944575,
"zero_rate": 0.03414782087915904
},
{
"date": "2052-07-09",
"discount_factor": 0.4104214631040894,
"zero_rate": 0.034088830181096916
},
{
"date": "2052-10-09",
"discount_factor": 0.40750506541174275,
"zero_rate": 0.034028923842400395
},
{
"date": "2053-01-09",
"discount_factor": 0.40462369927131486,
"zero_rate": 0.03396883943075908
},
{
"date": "2053-04-09",
"discount_factor": 0.4018375787646606,
"zero_rate": 0.03390997311445915
},
{
"date": "2053-07-09",
"discount_factor": 0.3990520274579955,
"zero_rate": 0.033850445378309606
},
{
"date": "2053-10-09",
"discount_factor": 0.3962668304083618,
"zero_rate": 0.03379033593301027
},
{
"date": "2054-01-09",
"discount_factor": 0.3935115209754693,
"zero_rate": 0.033730377336119305
},
{
"date": "2054-04-09",
"discount_factor": 0.3908438561775948,
"zero_rate": 0.03367194062976638
},
{
"date": "2054-07-09",
"discount_factor": 0.38817330318355825,
"zero_rate": 0.03361314428227014
},
{
"date": "2054-10-09",
"discount_factor": 0.38549960255498,
"zero_rate": 0.03355406689228756
},
{
"date": "2055-01-09",
"discount_factor": 0.3828511103476558,
"zero_rate": 0.03349542397868719
},
{
"date": "2055-04-09",
"discount_factor": 0.3802835188417455,
"zero_rate": 0.0334385390342292
},
{
"date": "2055-07-09",
"discount_factor": 0.3777098083776823,
"zero_rate": 0.03338156848805902
},
{
"date": "2055-10-09",
"discount_factor": 0.37512967922697443,
"zero_rate": 0.0333245903084161
},
{
"date": "2056-01-09",
"discount_factor": 0.3725705023092133,
"zero_rate": 0.03326829247527216
},
{
"date": "2056-04-09",
"discount_factor": 0.37005876411935373,
"zero_rate": 0.03321333151218501
},
{
"date": "2056-07-09",
"discount_factor": 0.36756558241253817,
"zero_rate": 0.033159144805286166
},
{
"date": "2056-10-09",
"discount_factor": 0.36506291620110654,
"zero_rate": 0.033105202058420394
}
],
"slope": 2.4694714052481888,
"slope_deg": 17.154616241724664
}
],
"valuation_date": "2026-10-09"
}
GBP
2026-10-09
Request:
{
"curves": [
{
"currency": "GBP",
"curve_type": "OIS",
"discount_curve_name": null,
"quotes": {
"10Y": 0.0518,
"12Y": 0.052629999999999996,
"15Y": 0.05361,
"1Y": 0.047009999999999996,
"20Y": 0.05454,
"25Y": 0.05485,
"2Y": 0.049210000000000004,
"30Y": 0.05469,
"3M": 0.03849999999999998,
"3Y": 0.04972000000000001,
"4Y": 0.049859999999999995,
"5Y": 0.05005,
"6Y": 0.050300000000000004,
"7Y": 0.0506,
"8Y": 0.05102,
"9Y": 0.05141
}
},
{
"currency": "GBP",
"curve_type": "IBOR",
"discount_curve_name": "GBP_OIS",
"quotes": {
"10Y": 0.0518,
"12Y": 0.052629999999999996,
"15Y": 0.05361,
"1Y": 0.047009999999999996,
"20Y": 0.05454,
"25Y": 0.05485,
"2Y": 0.049210000000000004,
"30Y": 0.05469,
"3M": 0.03849999999999998,
"3Y": 0.04972000000000001,
"4Y": 0.049859999999999995,
"5Y": 0.05005,
"6Y": 0.050300000000000004,
"7Y": 0.0506,
"8Y": 0.05102,
"9Y": 0.05141
}
}
],
"valuation_date": "2026-10-09"
}
Response:
{
"curves": [
{
"currency": "GBP",
"name": "GBP_OIS",
"points": [
{
"date": "2026-10-09",
"discount_factor": 1.0,
"zero_rate": 0.03682700253953079
},
{
"date": "2027-01-09",
"discount_factor": 0.9903120927768218,
"zero_rate": 0.038094027275446404
},
{
"date": "2027-04-09",
"discount_factor": 0.9794466029900805,
"zero_rate": 0.0410786854454771
},
{
"date": "2027-07-09",
"discount_factor": 0.9673302250896263,
"zero_rate": 0.043800458135992766
},
{
"date": "2027-10-09",
"discount_factor": 0.9546999263889072,
"zero_rate": 0.04572315723161288
},
{
"date": "2028-01-09",
"discount_factor": 0.9423219161413254,
"zero_rate": 0.04679868123739229
},
{
"date": "2028-04-09",
"discount_factor": 0.9304097678368065,
"zero_rate": 0.047384789319828334
},
{
"date": "2028-07-09",
"discount_factor": 0.9187576028666337,
"zero_rate": 0.04773687507624853
},
{
"date": "2028-10-09",
"discount_factor": 0.907174355883601,
"zero_rate": 0.047977320032298584
},
{
"date": "2029-01-09",
"discount_factor": 0.8957350427770217,
"zero_rate": 0.04816503466938834
},
{
"date": "2029-04-09",
"discount_factor": 0.8846843667550857,
"zero_rate": 0.04831189957951922
},
{
"date": "2029-07-09",
"discount_factor": 0.8736680118359624,
"zero_rate": 0.048426032741416096
},
{
"date": "2029-10-09",
"discount_factor": 0.8627070246568335,
"zero_rate": 0.04850807199347357
},
{
"date": "2030-01-09",
"discount_factor": 0.8519324529714738,
"zero_rate": 0.048560010862304104
},
{
"date": "2030-04-09",
"discount_factor": 0.8415524112974586,
"zero_rate": 0.04859351665042934
},
{
"date": "2030-07-09",
"discount_factor": 0.8311904197178099,
"zero_rate": 0.04862139623009494
},
{
"date": "2030-10-09",
"discount_factor": 0.8208237901344148,
"zero_rate": 0.04865219406253136
},
{
"date": "2031-01-09",
"discount_factor": 0.8105444687001973,
"zero_rate": 0.04869134995348939
},
{
"date": "2031-04-09",
"discount_factor": 0.8005692040077294,
"zero_rate": 0.04873744841724011
},
{
"date": "2031-07-09",
"discount_factor": 0.7905655237489628,
"zero_rate": 0.048790325973989856
},
{
"date": "2031-10-09",
"discount_factor": 0.7805374906815822,
"zero_rate": 0.04884890589167813
},
{
"date": "2032-01-09",
"discount_factor": 0.7705968915575323,
"zero_rate": 0.04891155214472192
},
{
"date": "2032-04-09",
"discount_factor": 0.7608521902570389,
"zero_rate": 0.04897651644207803
},
{
"date": "2032-07-09",
"discount_factor": 0.7511967248293349,
"zero_rate": 0.04904360760273243
},
{
"date": "2032-10-09",
"discount_factor": 0.7415276496141382,
"zero_rate": 0.049112873431957
},
{
"date": "2033-01-09",
"discount_factor": 0.7319499492935836,
"zero_rate": 0.04918368272792649
},
{
"date": "2033-04-09",
"discount_factor": 0.7226526341327064,
"zero_rate": 0.04925761763994149
},
{
"date": "2033-07-09",
"discount_factor": 0.7133048067439417,
"zero_rate": 0.049340658155274976
},
{
"date": "2033-10-09",
"discount_factor": 0.703889047147462,
"zero_rate": 0.04943622758790657
},
{
"date": "2034-01-09",
"discount_factor": 0.69449621728452,
"zero_rate": 0.04954499163902092
},
{
"date": "2034-04-09",
"discount_factor": 0.6853469218754973,
"zero_rate": 0.04966003684106179
},
{
"date": "2034-07-09",
"discount_factor": 0.6761601240859046,
"zero_rate": 0.04977990458444954
},
{
"date": "2034-10-09",
"discount_factor": 0.6669617851484677,
"zero_rate": 0.04990010616078103
},
{
"date": "2035-01-09",
"discount_factor": 0.6578721377720358,
"zero_rate": 0.05001595453632608
},
{
"date": "2035-04-09",
"discount_factor": 0.6490831117908602,
"zero_rate": 0.050125651836281926
},
{
"date": "2035-07-09",
"discount_factor": 0.6402919012229022,
"zero_rate": 0.05023449137438256
},
{
"date": "2035-10-09",
"discount_factor": 0.631493771810169,
"zero_rate": 0.05034383690857899
},
{
"date": "2036-01-09",
"discount_factor": 0.622778275483605,
"zero_rate": 0.05045377324385157
},
{
"date": "2036-04-09",
"discount_factor": 0.6142320267328772,
"zero_rate": 0.05056418163289611
},
{
"date": "2036-07-09",
"discount_factor": 0.60575360304377,
"zero_rate": 0.05067720012460841
},
{
"date": "2036-10-09",
"discount_factor": 0.5972449197769739,
"zero_rate": 0.05079498482924113
},
{
"date": "2037-01-09",
"discount_factor": 0.5887955277130481,
"zero_rate": 0.05091681457656897
},
{
"date": "2037-04-09",
"discount_factor": 0.580591538970008,
"zero_rate": 0.0510390634017841
},
{
"date": "2037-07-09",
"discount_factor": 0.5723649173793598,
"zero_rate": 0.05116461245171315
},
{
"date": "2037-10-09",
"discount_factor": 0.5641241704005189,
"zero_rate": 0.051292464140176235
},
{
"date": "2038-01-09",
"discount_factor": 0.55596607011446,
"zero_rate": 0.05142026378694718
},
{
"date": "2038-04-09",
"discount_factor": 0.5480706882176583,
"zero_rate": 0.05154437205043708
},
{
"date": "2038-07-09",
"discount_factor": 0.5401784958986038,
"zero_rate": 0.051668150218983244
},
{
"date": "2038-10-09",
"discount_factor": 0.532297360854759,
"zero_rate": 0.051790800560096495
},
{
"date": "2039-01-09",
"discount_factor": 0.5245184980127852,
"zero_rate": 0.05191035758500353
},
{
"date": "2039-04-09",
"discount_factor": 0.5170084131824372,
"zero_rate": 0.05202422943030602
},
{
"date": "2039-07-09",
"discount_factor": 0.5095148950526179,
"zero_rate": 0.05213630351286631
},
{
"date": "2039-10-09",
"discount_factor": 0.5020409955073851,
"zero_rate": 0.052246516296602964
},
{
"date": "2040-01-09",
"discount_factor": 0.49466930789408986,
"zero_rate": 0.05235365488229539
},
{
"date": "2040-04-09",
"discount_factor": 0.4874779526124634,
"zero_rate": 0.05245663706992819
},
{
"date": "2040-07-09",
"discount_factor": 0.4803858730865435,
"zero_rate": 0.05255667353210902
},
{
"date": "2040-10-09",
"discount_factor": 0.4733163506471692,
"zero_rate": 0.05265484293717104
},
{
"date": "2041-01-09",
"discount_factor": 0.46634740285419257,
"zero_rate": 0.05275005613712014
},
{
"date": "2041-04-09",
"discount_factor": 0.4596267894814573,
"zero_rate": 0.052840362644678576
},
{
"date": "2041-07-09",
"discount_factor": 0.45292836003730813,
"zero_rate": 0.0529288420610062
},
{
"date": "2041-10-09",
"discount_factor": 0.4462547666234748,
"zero_rate": 0.05301542164574068
},
{
"date": "2042-01-09",
"discount_factor": 0.4396795014961121,
"zero_rate": 0.05309914204696638
},
{
"date": "2042-04-09",
"discount_factor": 0.43334139527632154,
"zero_rate": 0.053178341487431544
},
{
"date": "2042-07-09",
"discount_factor": 0.4270265897956012,
"zero_rate": 0.053255778640986365
},
{
"date": "2042-10-09",
"discount_factor": 0.42073715033425807,
"zero_rate": 0.053331436526751694
},
{
"date": "2043-01-09",
"discount_factor": 0.4145419323448052,
"zero_rate": 0.05340451693128998
},
{
"date": "2043-04-09",
"discount_factor": 0.40857154602612,
"zero_rate": 0.05347357537818575
},
{
"date": "2043-07-09",
"discount_factor": 0.4026244558773984,
"zero_rate": 0.053541011639198506
},
{
"date": "2043-10-09",
"discount_factor": 0.39670259110134926,
"zero_rate": 0.05360680160150793
},
{
"date": "2044-01-09",
"discount_factor": 0.3908707449044779,
"zero_rate": 0.053670243733169296
},
{
"date": "2044-04-09",
"discount_factor": 0.3851898087567015,
"zero_rate": 0.05373073534314528
},
{
"date": "2044-07-09",
"discount_factor": 0.3795948902730559,
"zero_rate": 0.053789023960542234
},
{
"date": "2044-10-09",
"discount_factor": 0.3740248907727856,
"zero_rate": 0.053845757434060185
},
{
"date": "2045-01-09",
"discount_factor": 0.3685407191359821,
"zero_rate": 0.05390032496715872
},
{
"date": "2045-04-09",
"discount_factor": 0.3632578126862852,
"zero_rate": 0.0539516484902411
},
{
"date": "2045-07-09",
"discount_factor": 0.35799770325555436,
"zero_rate": 0.054001509186937205
},
{
"date": "2045-10-09",
"discount_factor": 0.3527620700119713,
"zero_rate": 0.054049874624776506
},
{
"date": "2046-01-09",
"discount_factor": 0.3476081346582754,
"zero_rate": 0.05409621929235455
},
{
"date": "2046-04-09",
"discount_factor": 0.3426443045335094,
"zero_rate": 0.05413963182349091
},
{
"date": "2046-07-09",
"discount_factor": 0.3377028303641678,
"zero_rate": 0.05418162059034568
},
{
"date": "2046-10-09",
"discount_factor": 0.3327852774581554,
"zero_rate": 0.05422215077226853
},
{
"date": "2047-01-09",
"discount_factor": 0.3279454682105376,
"zero_rate": 0.05426076224891591
},
{
"date": "2047-04-09",
"discount_factor": 0.3232857050404914,
"zero_rate": 0.054296617064321526
},
{
"date": "2047-07-09",
"discount_factor": 0.3186491385531276,
"zero_rate": 0.0543308627388145
},
{
"date": "2047-10-09",
"discount_factor": 0.3140379359983419,
"zero_rate": 0.05436335523239147
},
{
"date": "2048-01-09",
"discount_factor": 0.3095031099237365,
"zero_rate": 0.05439363178666325
},
{
"date": "2048-04-09",
"discount_factor": 0.30509232984155443,
"zero_rate": 0.054421329155945185
},
{
"date": "2048-07-09",
"discount_factor": 0.3007554885728915,
"zero_rate": 0.054446722417293654
},
{
"date": "2048-10-09",
"discount_factor": 0.29644571000685815,
"zero_rate": 0.054469988160181185
},
{
"date": "2049-01-09",
"discount_factor": 0.29221058786635,
"zero_rate": 0.05449077218463635
},
{
"date": "2049-04-09",
"discount_factor": 0.28813929426216894,
"zero_rate": 0.05450864588103126
},
{
"date": "2049-07-09",
"discount_factor": 0.28409442139276625,
"zero_rate": 0.05452419129837545
},
{
"date": "2049-10-09",
"discount_factor": 0.2800778104870965,
"zero_rate": 0.05453727117436014
},
{
"date": "2050-01-09",
"discount_factor": 0.27613374731542767,
"zero_rate": 0.054547648417622344
},
{
"date": "2050-04-09",
"discount_factor": 0.27234506573512307,
"zero_rate": 0.05455513705767836
},
{
"date": "2050-07-09",
"discount_factor": 0.2685837404170211,
"zero_rate": 0.05455998515828024
},
{
"date": "2050-10-09",
"discount_factor": 0.26485147063080067,
"zero_rate": 0.05456205742561776
},
{
"date": "2051-01-09",
"discount_factor": 0.26118934968561536,
"zero_rate": 0.05456124142116419
},
{
"date": "2051-04-09",
"discount_factor": 0.25767410386380113,
"zero_rate": 0.05455760796862458
},
{
"date": "2051-07-09",
"discount_factor": 0.2541868111822836,
"zero_rate": 0.05455104434910329
},
{
"date": "2051-10-09",
"discount_factor": 0.2507290433644413,
"zero_rate": 0.05454141663794906
},
{
"date": "2052-01-09",
"discount_factor": 0.24733858428472028,
"zero_rate": 0.054528781741381226
},
{
"date": "2052-04-09",
"discount_factor": 0.24404912887932068,
"zero_rate": 0.054513513140715696
},
{
"date": "2052-07-09",
"discount_factor": 0.24082113327300303,
"zero_rate": 0.0544957246559524
},
{
"date": "2052-10-09",
"discount_factor": 0.23761784835122898,
"zero_rate": 0.05447540981330724
},
{
"date": "2053-01-09",
"discount_factor": 0.2344728444864889,
"zero_rate": 0.054452975267838
},
{
"date": "2053-04-09",
"discount_factor": 0.23145053086695516,
"zero_rate": 0.05442918508380096
},
{
"date": "2053-07-09",
"discount_factor": 0.22844725508227856,
"zero_rate": 0.05440347733056001
},
{
"date": "2053-10-09",
"discount_factor": 0.225462786965694,
"zero_rate": 0.054375994418164514
},
{
"date": "2054-01-09",
"discount_factor": 0.22252848434261385,
"zero_rate": 0.05434720311219804
},
{
"date": "2054-04-09",
"discount_factor": 0.21970471972679176,
"zero_rate": 0.054317950438145864
},
{
"date": "2054-07-09",
"discount_factor": 0.21689485658980634,
"zero_rate": 0.05428745208637144
},
{
"date": "2054-10-09",
"discount_factor": 0.21409868884724492,
"zero_rate": 0.054255847723986846
},
{
"date": "2055-01-09",
"discount_factor": 0.21134567072009264,
"zero_rate": 0.054223634557758194
},
{
"date": "2055-04-09",
"discount_factor": 0.20869270409919316,
"zero_rate": 0.054191687265858456
},
{
"date": "2055-07-09",
"discount_factor": 0.20604919015673878,
"zero_rate": 0.05415909776670992
},
{
"date": "2055-10-09",
"discount_factor": 0.2034149448768402,
"zero_rate": 0.05412600417245245
},
{
"date": "2056-01-09",
"discount_factor": 0.20081778791625218,
"zero_rate": 0.05409290823148385
},
{
"date": "2056-04-09",
"discount_factor": 0.19828398244849665,
"zero_rate": 0.054060306968070154
},
{
"date": "2056-07-09",
"discount_factor": 0.1957838042911134,
"zero_rate": 0.05402797132672386
},
{
"date": "2056-10-09",
"discount_factor": 0.19328906031422893,
"zero_rate": 0.05399567949763577
}
],
"slope": 0.28176647969425517,
"slope_deg": 2.0171699341506804
},
{
"currency": "GBP",
"name": "GBP_IBOR",
"points": [
{
"date": "2026-10-09",
"discount_factor": 1.0,
"zero_rate": 0.036947752394984754
},
{
"date": "2027-01-09",
"discount_factor": 0.9903076100927969,
"zero_rate": 0.03811173985041871
},
{
"date": "2027-04-09",
"discount_factor": 0.9795571991039687,
"zero_rate": 0.04085534586445825
},
{
"date": "2027-07-09",
"discount_factor": 0.9676504632755912,
"zero_rate": 0.04336397613929369
},
{
"date": "2027-10-09",
"discount_factor": 0.9552582668484475,
"zero_rate": 0.045146503797279906
},
{
"date": "2028-01-09",
"discount_factor": 0.9430868719414848,
"zero_rate": 0.046159465976291204
},
{
"date": "2028-04-09",
"discount_factor": 0.9313480236752096,
"zero_rate": 0.04672264894520195
},
{
"date": "2028-07-09",
"discount_factor": 0.9198578785760274,
"zero_rate": 0.047062591932930456
},
{
"date": "2028-10-09",
"discount_factor": 0.9084458995707496,
"zero_rate": 0.04728752278432737
},
{
"date": "2029-01-09",
"discount_factor": 0.8971995555733276,
"zero_rate": 0.04745043718893515
},
{
"date": "2029-04-09",
"discount_factor": 0.8863499502908969,
"zero_rate": 0.04757024567130155
},
{
"date": "2029-07-09",
"discount_factor": 0.8755333353314091,
"zero_rate": 0.047661293623648106
},
{
"date": "2029-10-09",
"discount_factor": 0.8647551543862311,
"zero_rate": 0.04772919108347334
},
{
"date": "2030-01-09",
"discount_factor": 0.8541322286360206,
"zero_rate": 0.04777856445781159
},
{
"date": "2030-04-09",
"discount_factor": 0.843873153243008,
"zero_rate": 0.0478177712809334
},
{
"date": "2030-07-09",
"discount_factor": 0.8336127412205248,
"zero_rate": 0.04785615520048171
},
{
"date": "2030-10-09",
"discount_factor": 0.8233342415238408,
"zero_rate": 0.047899721140888335
},
{
"date": "2031-01-09",
"discount_factor": 0.8131345576012047,
"zero_rate": 0.047951785721098004
},
{
"date": "2031-04-09",
"discount_factor": 0.8032335530247343,
"zero_rate": 0.04800944152397011
},
{
"date": "2031-07-09",
"discount_factor": 0.7933053261595577,
"zero_rate": 0.04807206327365792
},
{
"date": "2031-10-09",
"discount_factor": 0.7833578744895694,
"zero_rate": 0.048137802558697
},
{
"date": "2032-01-09",
"discount_factor": 0.7735050403699489,
"zero_rate": 0.048204542942101705
},
{
"date": "2032-04-09",
"discount_factor": 0.763852734506002,
"zero_rate": 0.04827122704825365
},
{
"date": "2032-07-09",
"discount_factor": 0.7542926138129336,
"zero_rate": 0.048338555019171024
},
{
"date": "2032-10-09",
"discount_factor": 0.744720408264615,
"zero_rate": 0.048407259081320604
},
{
"date": "2033-01-09",
"discount_factor": 0.7352374784656394,
"zero_rate": 0.048477330788343105
},
{
"date": "2033-04-09",
"discount_factor": 0.7260282599074093,
"zero_rate": 0.04855091920477794
},
{
"date": "2033-07-09",
"discount_factor": 0.7167624777139516,
"zero_rate": 0.04863443230307927
},
{
"date": "2033-10-09",
"discount_factor": 0.7074201516742331,
"zero_rate": 0.04873171123855598
},
{
"date": "2034-01-09",
"discount_factor": 0.6980910858367949,
"zero_rate": 0.04884335527955198
},
{
"date": "2034-04-09",
"discount_factor": 0.6890030169438282,
"zero_rate": 0.048960739879481574
},
{
"date": "2034-07-09",
"discount_factor": 0.6798868718817775,
"zero_rate": 0.049080702979322356
},
{
"date": "2034-10-09",
"discount_factor": 0.6707785003528745,
"zero_rate": 0.04919708011943172
},
{
"date": "2035-01-09",
"discount_factor": 0.661802669280687,
"zero_rate": 0.049304454561957596
},
{
"date": "2035-04-09",
"discount_factor": 0.6531373789305076,
"zero_rate": 0.049403480871125796
},
{
"date": "2035-07-09",
"discount_factor": 0.6444697450546925,
"zero_rate": 0.04950167898443449
},
{
"date": "2035-10-09",
"discount_factor": 0.6357814155523412,
"zero_rate": 0.04960272769804814
},
{
"date": "2036-01-09",
"discount_factor": 0.6271501831399434,
"zero_rate": 0.04970847190801063
},
{
"date": "2036-04-09",
"discount_factor": 0.6186652216013869,
"zero_rate": 0.049818085426213736
},
{
"date": "2036-07-09",
"discount_factor": 0.6102328188838043,
"zero_rate": 0.04993240684054355
},
{
"date": "2036-10-09",
"discount_factor": 0.601761584276587,
"zero_rate": 0.05005251096334709
},
{
"date": "2037-01-09",
"discount_factor": 0.5933459726716421,
"zero_rate": 0.050176754082978496
},
{
"date": "2037-04-09",
"discount_factor": 0.5851733523810133,
"zero_rate": 0.05030116632193108
},
{
"date": "2037-07-09",
"discount_factor": 0.5769776255079857,
"zero_rate": 0.050428590061902666
},
{
"date": "2037-10-09",
"discount_factor": 0.568768111270459,
"zero_rate": 0.050557911270161585
},
{
"date": "2038-01-09",
"discount_factor": 0.5606420477289018,
"zero_rate": 0.05068665444055622
},
{
"date": "2038-04-09",
"discount_factor": 0.5527795191000492,
"zero_rate": 0.05081109056570424
},
{
"date": "2038-07-09",
"discount_factor": 0.5449227624693534,
"zero_rate": 0.05093452278179316
},
{
"date": "2038-10-09",
"discount_factor": 0.5370803906439299,
"zero_rate": 0.051056056873112404
},
{
"date": "2039-01-09",
"discount_factor": 0.5293436413212731,
"zero_rate": 0.05117369450310856
},
{
"date": "2039-04-09",
"discount_factor": 0.5218773898970541,
"zero_rate": 0.05128502462647458
},
{
"date": "2039-07-09",
"discount_factor": 0.5144300178339865,
"zero_rate": 0.05139400149885887
},
{
"date": "2039-10-09",
"discount_factor": 0.5070038395726895,
"zero_rate": 0.05150067666960059
},
{
"date": "2040-01-09",
"discount_factor": 0.4996801828095612,
"zero_rate": 0.05160399319295457
},
{
"date": "2040-04-09",
"discount_factor": 0.49253593068087126,
"zero_rate": 0.05170302809170856
},
{
"date": "2040-07-09",
"discount_factor": 0.48548988724118736,
"zero_rate": 0.05179905527190002
},
{
"date": "2040-10-09",
"discount_factor": 0.4784651867455309,
"zero_rate": 0.05189320634632773
},
{
"date": "2041-01-09",
"discount_factor": 0.4715387286539652,
"zero_rate": 0.05198452838519255
},
{
"date": "2041-04-09",
"discount_factor": 0.46485687890847766,
"zero_rate": 0.0520712339318842
},
{
"date": "2041-07-09",
"discount_factor": 0.4581943134897735,
"zero_rate": 0.052156356237115
},
{
"date": "2041-10-09",
"discount_factor": 0.4515530841807901,
"zero_rate": 0.052239905536766315
},
{
"date": "2042-01-09",
"discount_factor": 0.4450059015821307,
"zero_rate": 0.052321016796221004
},
{
"date": "2042-04-09",
"discount_factor": 0.4386912421015352,
"zero_rate": 0.052398056235701096
},
{
"date": "2042-07-09",
"discount_factor": 0.4323963473836451,
"zero_rate": 0.05247367013250823
},
{
"date": "2042-10-09",
"discount_factor": 0.4261234037623032,
"zero_rate": 0.05254782101450346
},
{
"date": "2043-01-09",
"discount_factor": 0.4199412683932341,
"zero_rate": 0.05261970169660614
},
{
"date": "2043-04-09",
"discount_factor": 0.4139806001940704,
"zero_rate": 0.05268785589913281
},
{
"date": "2043-07-09",
"discount_factor": 0.4080404531241066,
"zero_rate": 0.05275462244309994
},
{
"date": "2043-10-09",
"discount_factor": 0.40212287095422844,
"zero_rate": 0.0528199600020605
},
{
"date": "2044-01-09",
"discount_factor": 0.3962927598239703,
"zero_rate": 0.05288315147097054
},
{
"date": "2044-04-09",
"discount_factor": 0.39061122631936934,
"zero_rate": 0.05294357119912393
},
{
"date": "2044-07-09",
"discount_factor": 0.38501359244212596,
"zero_rate": 0.05300194207902332
},
{
"date": "2044-10-09",
"discount_factor": 0.379438872701354,
"zero_rate": 0.05305889530243468
},
{
"date": "2045-01-09",
"discount_factor": 0.37394816705398976,
"zero_rate": 0.053113800734557265
},
{
"date": "2045-04-09",
"discount_factor": 0.3686572722983462,
"zero_rate": 0.053165551642085064
},
{
"date": "2045-07-09",
"discount_factor": 0.3633876326822391,
"zero_rate": 0.05321592524880724
},
{
"date": "2045-10-09",
"discount_factor": 0.35814102780927637,
"zero_rate": 0.05326487573209616
},
{
"date": "2046-01-09",
"discount_factor": 0.35297492060337515,
"zero_rate": 0.053311856878265576
},
{
"date": "2046-04-09",
"discount_factor": 0.34799815424114683,
"zero_rate": 0.05335592770647744
},
{
"date": "2046-07-09",
"discount_factor": 0.3430426919574112,
"zero_rate": 0.05339860451362914
},
{
"date": "2046-10-09",
"discount_factor": 0.338110192342067,
"zero_rate": 0.05343984018645126
},
{
"date": "2047-01-09",
"discount_factor": 0.33325473924295157,
"zero_rate": 0.053479155812693704
},
{
"date": "2047-04-09",
"discount_factor": 0.3285790688564172,
"zero_rate": 0.053515693656436956
},
{
"date": "2047-07-09",
"discount_factor": 0.3239258705345057,
"zero_rate": 0.05355062156835549
},
{
"date": "2047-10-09",
"discount_factor": 0.3192973516250937,
"zero_rate": 0.05358379276401962
},
{
"date": "2048-01-09",
"discount_factor": 0.3147447617539505,
"zero_rate": 0.05361473454683743
},
{
"date": "2048-04-09",
"discount_factor": 0.3103160250300937,
"zero_rate": 0.0536430744262938
},
{
"date": "2048-07-09",
"discount_factor": 0.30596089523002257,
"zero_rate": 0.0536690926840769
},
{
"date": "2048-10-09",
"discount_factor": 0.30163234076789286,
"zero_rate": 0.05369297044006581
},
{
"date": "2049-01-09",
"discount_factor": 0.29737820445967134,
"zero_rate": 0.053714344544132125
},
{
"date": "2049-04-09",
"discount_factor": 0.29328812572939217,
"zero_rate": 0.053732772450627804
},
{
"date": "2049-07-09",
"discount_factor": 0.28922411840335754,
"zero_rate": 0.05374885332461262
},
{
"date": "2049-10-09",
"discount_factor": 0.2851880631728997,
"zero_rate": 0.05376244737509062
},
{
"date": "2050-01-09",
"discount_factor": 0.2812244986577581,
"zero_rate": 0.05377330982748822
},
{
"date": "2050-04-09",
"discount_factor": 0.2774167246209608,
"zero_rate": 0.05378124357727073
},
{
"date": "2050-07-09",
"discount_factor": 0.2736361183490651,
"zero_rate": 0.053786510555364445
},
{
"date": "2050-10-09",
"discount_factor": 0.2698844181406816,
"zero_rate": 0.0537889730019307
},
{
"date": "2051-01-09",
"discount_factor": 0.2662029668995936,
"zero_rate": 0.05378851230231713
},
{
"date": "2051-04-09",
"discount_factor": 0.26266894266099344,
"zero_rate": 0.0537851913987125
},
{
"date": "2051-07-09",
"discount_factor": 0.25916282891970466,
"zero_rate": 0.05377890733753842
},
{
"date": "2051-10-09",
"discount_factor": 0.2556862360730098,
"zero_rate": 0.053769523771696616
},
{
"date": "2052-01-09",
"discount_factor": 0.25227715276409346,
"zero_rate": 0.05375709790475931
},
{
"date": "2052-04-09",
"discount_factor": 0.24896942388300178,
"zero_rate": 0.0537420084662755
},
{
"date": "2052-07-09",
"discount_factor": 0.24572327594399115,
"zero_rate": 0.053724374000196425
},
{
"date": "2052-10-09",
"discount_factor": 0.2425017363251867,
"zero_rate": 0.05370419154148606
},
{
"date": "2053-01-09",
"discount_factor": 0.23933854976929314,
"zero_rate": 0.05368186809183472
},
{
"date": "2053-04-09",
"discount_factor": 0.23629849428543437,
"zero_rate": 0.053658167999602595
},
{
"date": "2053-07-09",
"discount_factor": 0.23327730171529878,
"zero_rate": 0.05363253458566496
},
{
"date": "2053-10-09",
"discount_factor": 0.23027471908500377,
"zero_rate": 0.05360511161296237
},
{
"date": "2054-01-09",
"discount_factor": 0.22732227782319595,
"zero_rate": 0.053576366808882024
},
{
"date": "2054-04-09",
"discount_factor": 0.22448072363133725,
"zero_rate": 0.05354714835282553
},
{
"date": "2054-07-09",
"discount_factor": 0.2216528063195884,
"zero_rate": 0.05351667493429929
},
{
"date": "2054-10-09",
"discount_factor": 0.21883829620493891,
"zero_rate": 0.05348508754676564
},
{
"date": "2055-01-09",
"discount_factor": 0.2160668242846411,
"zero_rate": 0.053452884686881856
},
{
"date": "2055-04-09",
"discount_factor": 0.2133956773518404,
"zero_rate": 0.053420942521378696
},
{
"date": "2055-07-09",
"discount_factor": 0.21073363327855543,
"zero_rate": 0.05338835466958475
},
{
"date": "2055-10-09",
"discount_factor": 0.20808048380104668,
"zero_rate": 0.053355260554944064
},
{
"date": "2056-01-09",
"discount_factor": 0.20546423218001653,
"zero_rate": 0.053322163293226525
},
{
"date": "2056-04-09",
"discount_factor": 0.20291133394627495,
"zero_rate": 0.05328956126407844
},
{
"date": "2056-07-09",
"discount_factor": 0.2003918408585459,
"zero_rate": 0.05325722666633868
},
{
"date": "2056-10-09",
"discount_factor": 0.19787732643349495,
"zero_rate": 0.05322493898109874
}
],
"slope": 0.27649881790197206,
"slope_deg": 1.9794889605929302
}
],
"valuation_date": "2026-10-09"
}
JPY
2026-10-09
Request:
{
"curves": [
{
"currency": "JPY",
"curve_type": "OIS",
"discount_curve_name": null,
"quotes": {
"10Y": 0.02946,
"12Y": 0.03113,
"15Y": 0.03311,
"1Y": 0.01705,
"20Y": 0.03537,
"25Y": 0.03643,
"2Y": 0.019710000000000002,
"30Y": 0.03681,
"3M": 0.01242,
"3Y": 0.02144,
"4Y": 0.02284,
"5Y": 0.024089999999999997,
"6Y": 0.025249999999999998,
"7Y": 0.02644,
"8Y": 0.0275,
"9Y": 0.02851
}
},
{
"currency": "JPY",
"curve_type": "IBOR",
"discount_curve_name": "JPY_OIS",
"quotes": {
"10Y": 0.02946,
"12Y": 0.03113,
"15Y": 0.03311,
"1Y": 0.01705,
"20Y": 0.03537,
"25Y": 0.03643,
"2Y": 0.019710000000000002,
"30Y": 0.03681,
"3M": 0.01242,
"3Y": 0.02144,
"4Y": 0.02284,
"5Y": 0.024089999999999997,
"6Y": 0.025249999999999998,
"7Y": 0.02644,
"8Y": 0.0275,
"9Y": 0.02851
}
}
],
"valuation_date": "2026-10-09"
}
Response:
{
"curves": [
{
"currency": "JPY",
"name": "JPY_OIS",
"points": [
{
"date": "2026-10-09",
"discount_factor": 1.0,
"zero_rate": 0.011594632622414478
},
{
"date": "2027-01-09",
"discount_factor": 0.9968661504976334,
"zero_rate": 0.012282144621197984
},
{
"date": "2027-04-09",
"discount_factor": 0.9929852207110765,
"zero_rate": 0.013924282788713226
},
{
"date": "2027-07-09",
"discount_factor": 0.9883053906543824,
"zero_rate": 0.015512346122865776
},
{
"date": "2027-10-09",
"discount_factor": 0.9831356834333976,
"zero_rate": 0.016775150220303573
},
{
"date": "2028-01-09",
"discount_factor": 0.9778093118390615,
"zero_rate": 0.017677501150850917
},
{
"date": "2028-04-09",
"discount_factor": 0.9724389431192064,
"zero_rate": 0.0183599926984891
},
{
"date": "2028-07-09",
"discount_factor": 0.9669533579751218,
"zero_rate": 0.018932404749502543
},
{
"date": "2028-10-09",
"discount_factor": 0.9612766542380256,
"zero_rate": 0.019449371731052063
},
{
"date": "2029-01-09",
"discount_factor": 0.955459119435818,
"zero_rate": 0.019930483898565787
},
{
"date": "2029-04-09",
"discount_factor": 0.9496429590940915,
"zero_rate": 0.020373396629375373
},
{
"date": "2029-07-09",
"discount_factor": 0.9436536732325211,
"zero_rate": 0.020795397033297417
},
{
"date": "2029-10-09",
"discount_factor": 0.9375049984259363,
"zero_rate": 0.021197033046608464
},
{
"date": "2030-01-09",
"discount_factor": 0.9312765893585377,
"zero_rate": 0.02157544162565521
},
{
"date": "2030-04-09",
"discount_factor": 0.9251068013118102,
"zero_rate": 0.021928475283710783
},
{
"date": "2030-07-09",
"discount_factor": 0.9187876673210439,
"zero_rate": 0.022273252816872827
},
{
"date": "2030-10-09",
"discount_factor": 0.9123130187629283,
"zero_rate": 0.02261325473527953
},
{
"date": "2031-01-09",
"discount_factor": 0.9057507784105879,
"zero_rate": 0.022947065246003137
},
{
"date": "2031-04-09",
"discount_factor": 0.8992562071973867,
"zero_rate": 0.02326684465315612
},
{
"date": "2031-07-09",
"discount_factor": 0.892626910716755,
"zero_rate": 0.023581988627510635
},
{
"date": "2031-10-09",
"discount_factor": 0.8858736310995001,
"zero_rate": 0.023891099757899298
},
{
"date": "2032-01-09",
"discount_factor": 0.8790761311601512,
"zero_rate": 0.02419090647537179
},
{
"date": "2032-04-09",
"discount_factor": 0.8722909452385835,
"zero_rate": 0.02448363009132895
},
{
"date": "2032-07-09",
"discount_factor": 0.8654199726118754,
"zero_rate": 0.024778349555203305
},
{
"date": "2032-10-09",
"discount_factor": 0.8583622138495383,
"zero_rate": 0.02508324765029329
},
{
"date": "2033-01-09",
"discount_factor": 0.8511785932776095,
"zero_rate": 0.02539754441810611
},
{
"date": "2033-04-09",
"discount_factor": 0.8440585436792615,
"zero_rate": 0.02570852232832534
},
{
"date": "2033-07-09",
"discount_factor": 0.8368070980645865,
"zero_rate": 0.026019559105075227
},
{
"date": "2033-10-09",
"discount_factor": 0.8294629309672552,
"zero_rate": 0.026324469750573332
},
{
"date": "2034-01-09",
"discount_factor": 0.8221365932773429,
"zero_rate": 0.02661590838424364
},
{
"date": "2034-04-09",
"discount_factor": 0.8149769807042244,
"zero_rate": 0.02689096306788864
},
{
"date": "2034-07-09",
"discount_factor": 0.8077244738100967,
"zero_rate": 0.027163370846134488
},
{
"date": "2034-10-09",
"discount_factor": 0.8003581164159441,
"zero_rate": 0.027436879584104075
},
{
"date": "2035-01-09",
"discount_factor": 0.792941858541327,
"zero_rate": 0.027711325886499574
},
{
"date": "2035-04-09",
"discount_factor": 0.7856452059616238,
"zero_rate": 0.027980023496202405
},
{
"date": "2035-07-09",
"discount_factor": 0.7782387684524427,
"zero_rate": 0.028250355105751038
},
{
"date": "2035-10-09",
"discount_factor": 0.7707345992829449,
"zero_rate": 0.028520848736945836
},
{
"date": "2036-01-09",
"discount_factor": 0.7632256162377444,
"zero_rate": 0.028787385101232996
},
{
"date": "2036-04-09",
"discount_factor": 0.7557992844937136,
"zero_rate": 0.029046857784331616
},
{
"date": "2036-07-09",
"discount_factor": 0.7483779343711767,
"zero_rate": 0.029302156908568806
},
{
"date": "2036-10-09",
"discount_factor": 0.7408839964111861,
"zero_rate": 0.02955599172124853
},
{
"date": "2037-01-09",
"discount_factor": 0.7334029746899359,
"zero_rate": 0.029805497526712917
},
{
"date": "2037-04-09",
"discount_factor": 0.7261011039896602,
"zero_rate": 0.03004531013753775
},
{
"date": "2037-07-09",
"discount_factor": 0.718738720505561,
"zero_rate": 0.03028340725247415
},
{
"date": "2037-10-09",
"discount_factor": 0.7113204627274737,
"zero_rate": 0.03051956263103256
},
{
"date": "2038-01-09",
"discount_factor": 0.7039312364992859,
"zero_rate": 0.03075106011869786
},
{
"date": "2038-04-09",
"discount_factor": 0.6967343265950117,
"zero_rate": 0.030972952105098345
},
{
"date": "2038-07-09",
"discount_factor": 0.6894927691654441,
"zero_rate": 0.031192650849323728
},
{
"date": "2038-10-09",
"discount_factor": 0.6822111364628848,
"zero_rate": 0.031409945362921014
},
{
"date": "2039-01-09",
"discount_factor": 0.6749721402942838,
"zero_rate": 0.031622388946550783
},
{
"date": "2039-04-09",
"discount_factor": 0.6679327275372517,
"zero_rate": 0.03182572057101738
},
{
"date": "2039-07-09",
"discount_factor": 0.660857955461848,
"zero_rate": 0.03202703780601679
},
{
"date": "2039-10-09",
"discount_factor": 0.6537496452488066,
"zero_rate": 0.032226430127989925
},
{
"date": "2040-01-09",
"discount_factor": 0.6466861724716035,
"zero_rate": 0.03242187910650525
},
{
"date": "2040-04-09",
"discount_factor": 0.6397439525307473,
"zero_rate": 0.032611521489769583
},
{
"date": "2040-07-09",
"discount_factor": 0.6328463133958258,
"zero_rate": 0.032797682950559605
},
{
"date": "2040-10-09",
"discount_factor": 0.6259185322307008,
"zero_rate": 0.03298252255782576
},
{
"date": "2041-01-09",
"discount_factor": 0.6190369819480886,
"zero_rate": 0.03316413654051514
},
{
"date": "2041-04-09",
"discount_factor": 0.6123500634170804,
"zero_rate": 0.033338825140200444
},
{
"date": "2041-07-09",
"discount_factor": 0.6056344131064009,
"zero_rate": 0.03351259538109173
},
{
"date": "2041-10-09",
"discount_factor": 0.5988918171742366,
"zero_rate": 0.033685480752495126
},
{
"date": "2042-01-09",
"discount_factor": 0.5921969049621135,
"zero_rate": 0.03385564392033515
},
{
"date": "2042-04-09",
"discount_factor": 0.5856956337063333,
"zero_rate": 0.034019397185611235
},
{
"date": "2042-07-09",
"discount_factor": 0.5791727999272536,
"zero_rate": 0.03418212520295042
},
{
"date": "2042-10-09",
"discount_factor": 0.5726323302566967,
"zero_rate": 0.03434361965361479
},
{
"date": "2043-01-09",
"discount_factor": 0.5661483643426799,
"zero_rate": 0.034501967424735346
},
{
"date": "2043-04-09",
"discount_factor": 0.5598620113014995,
"zero_rate": 0.034653729877596504
},
{
"date": "2043-07-09",
"discount_factor": 0.553564665438643,
"zero_rate": 0.034803925665331824
},
{
"date": "2043-10-09",
"discount_factor": 0.5472601007996948,
"zero_rate": 0.03495235798582919
},
{
"date": "2044-01-09",
"discount_factor": 0.5410196029057697,
"zero_rate": 0.03509727278808095
},
{
"date": "2044-04-09",
"discount_factor": 0.5349115820176826,
"zero_rate": 0.035237073322956364
},
{
"date": "2044-07-09",
"discount_factor": 0.5288693643303396,
"zero_rate": 0.035373280478839836
},
{
"date": "2044-10-09",
"discount_factor": 0.5228290836246045,
"zero_rate": 0.03550726092488636
},
{
"date": "2045-01-09",
"discount_factor": 0.5168588766645371,
"zero_rate": 0.03563743013718018
},
{
"date": "2045-04-09",
"discount_factor": 0.5110874935919807,
"zero_rate": 0.035761020262753525
},
{
"date": "2045-07-09",
"discount_factor": 0.5053225557783171,
"zero_rate": 0.03588215516131721
},
{
"date": "2045-10-09",
"discount_factor": 0.49956749804428885,
"zero_rate": 0.03600065146529216
},
{
"date": "2046-01-09",
"discount_factor": 0.49388710120335855,
"zero_rate": 0.03611510211540869
},
{
"date": "2046-04-09",
"discount_factor": 0.4884033536243351,
"zero_rate": 0.03622310043217199
},
{
"date": "2046-07-09",
"discount_factor": 0.4829330927452717,
"zero_rate": 0.036328265261925535
},
{
"date": "2046-10-09",
"discount_factor": 0.4774795819980121,
"zero_rate": 0.036430417093512114
},
{
"date": "2047-01-09",
"discount_factor": 0.47210387945092186,
"zero_rate": 0.036528355313022204
},
{
"date": "2047-04-09",
"discount_factor": 0.4669198007034761,
"zero_rate": 0.03662016787108496
},
{
"date": "2047-07-09",
"discount_factor": 0.46175246052820146,
"zero_rate": 0.03670908936887746
},
{
"date": "2047-10-09",
"discount_factor": 0.456603473207234,
"zero_rate": 0.03679509488487409
},
{
"date": "2048-01-09",
"discount_factor": 0.4515291778068516,
"zero_rate": 0.0368772870729503
},
{
"date": "2048-04-09",
"discount_factor": 0.44658268027722375,
"zero_rate": 0.036954929298540065
},
{
"date": "2048-07-09",
"discount_factor": 0.44170760547163834,
"zero_rate": 0.03702902455702251
},
{
"date": "2048-10-09",
"discount_factor": 0.4368507322205688,
"zero_rate": 0.03710041535549759
},
{
"date": "2049-01-09",
"discount_factor": 0.4320651929611451,
"zero_rate": 0.037168352029641416
},
{
"date": "2049-04-09",
"discount_factor": 0.42745191574139596,
"zero_rate": 0.037231546714840365
},
{
"date": "2049-07-09",
"discount_factor": 0.42285519598580174,
"zero_rate": 0.0372922342681823
},
{
"date": "2049-10-09",
"discount_factor": 0.4182764790764031,
"zero_rate": 0.0373503806080083
},
{
"date": "2050-01-09",
"discount_factor": 0.41376584646257475,
"zero_rate": 0.0374053713917419
},
{
"date": "2050-04-09",
"discount_factor": 0.40941838038128847,
"zero_rate": 0.03745617801593112
},
{
"date": "2050-07-09",
"discount_factor": 0.40508731434106904,
"zero_rate": 0.0375046059364422
},
{
"date": "2050-10-09",
"discount_factor": 0.40077401733876566,
"zero_rate": 0.03755061841116757
},
{
"date": "2051-01-09",
"discount_factor": 0.3965256618277625,
"zero_rate": 0.037593726223166105
},
{
"date": "2051-04-09",
"discount_factor": 0.3924317570142169,
"zero_rate": 0.037633140899439914
},
{
"date": "2051-07-09",
"discount_factor": 0.38835406600652966,
"zero_rate": 0.03767027471161887
},
{
"date": "2051-10-09",
"discount_factor": 0.38429388651438096,
"zero_rate": 0.03770508906716104
},
{
"date": "2052-01-09",
"discount_factor": 0.38029544934893644,
"zero_rate": 0.03773722854009425
},
{
"date": "2052-04-09",
"discount_factor": 0.3763994961063703,
"zero_rate": 0.03776653592403886
},
{
"date": "2052-07-09",
"discount_factor": 0.372560333754651,
"zero_rate": 0.03779354198917025
},
{
"date": "2052-10-09",
"discount_factor": 0.36873482972889493,
"zero_rate": 0.037818669504195344
},
{
"date": "2053-01-09",
"discount_factor": 0.36496363321303676,
"zero_rate": 0.03784176906274644
},
{
"date": "2053-04-09",
"discount_factor": 0.3613252426076318,
"zero_rate": 0.0378625518953517
},
{
"date": "2053-07-09",
"discount_factor": 0.35769585268078574,
"zero_rate": 0.03788188349935786
},
{
"date": "2053-10-09",
"discount_factor": 0.35407543663168267,
"zero_rate": 0.03789984837350562
},
{
"date": "2054-01-09",
"discount_factor": 0.35050250776402586,
"zero_rate": 0.03791636230431045
},
{
"date": "2054-04-09",
"discount_factor": 0.3470516692456483,
"zero_rate": 0.037931240408422114
},
{
"date": "2054-07-09",
"discount_factor": 0.34360566317646424,
"zero_rate": 0.037945122699892926
},
{
"date": "2054-10-09",
"discount_factor": 0.34016444298142345,
"zero_rate": 0.03795809172665279
},
{
"date": "2055-01-09",
"discount_factor": 0.3367646573720625,
"zero_rate": 0.03797010736689805
},
{
"date": "2055-04-09",
"discount_factor": 0.33347751440400036,
"zero_rate": 0.037981049287284525
},
{
"date": "2055-07-09",
"discount_factor": 0.33019147593537823,
"zero_rate": 0.037991402149124796
},
{
"date": "2055-10-09",
"discount_factor": 0.3269064791212958,
"zero_rate": 0.03800124739443342
},
{
"date": "2056-01-09",
"discount_factor": 0.32365754997464197,
"zero_rate": 0.038010570573008114
},
{
"date": "2056-04-09",
"discount_factor": 0.3204781887678101,
"zero_rate": 0.03801937643929029
},
{
"date": "2056-07-09",
"discount_factor": 0.31733171365359136,
"zero_rate": 0.038027862073043865
},
{
"date": "2056-10-09",
"discount_factor": 0.314182928860753,
"zero_rate": 0.03803620726571139
}
],
"slope": 1.0106619990196466,
"slope_deg": 7.200190134331098
},
{
"currency": "JPY",
"name": "JPY_IBOR",
"points": [
{
"date": "2026-10-09",
"discount_factor": 1.0,
"zero_rate": 0.01163607658472152
},
{
"date": "2027-01-09",
"discount_factor": 0.9968646017588447,
"zero_rate": 0.012288223959854535
},
{
"date": "2027-04-09",
"discount_factor": 0.9930238092672702,
"zero_rate": 0.013847416056378433
},
{
"date": "2027-07-09",
"discount_factor": 0.9884186137717437,
"zero_rate": 0.015361282838829796
},
{
"date": "2027-10-09",
"discount_factor": 0.9833362874636654,
"zero_rate": 0.016573920776438857
},
{
"date": "2028-01-09",
"discount_factor": 0.9780895453863968,
"zero_rate": 0.017451770761465975
},
{
"date": "2028-04-09",
"discount_factor": 0.9727914933525343,
"zero_rate": 0.01812186939828214
},
{
"date": "2028-07-09",
"discount_factor": 0.9673807016018486,
"zero_rate": 0.018683474658519692
},
{
"date": "2028-10-09",
"discount_factor": 0.9617909649272715,
"zero_rate": 0.01918595332031205
},
{
"date": "2029-01-09",
"discount_factor": 0.9560782430711225,
"zero_rate": 0.019647131254834523
},
{
"date": "2029-04-09",
"discount_factor": 0.9503762482245584,
"zero_rate": 0.020069042641416564
},
{
"date": "2029-07-09",
"discount_factor": 0.9445046482945133,
"zero_rate": 0.020472192652079363
},
{
"date": "2029-10-09",
"discount_factor": 0.9384678368056055,
"zero_rate": 0.02085986312231764
},
{
"date": "2030-01-09",
"discount_factor": 0.9323366478096285,
"zero_rate": 0.021230702854860502
},
{
"date": "2030-04-09",
"discount_factor": 0.9262491110570417,
"zero_rate": 0.02158086256191355
},
{
"date": "2030-07-09",
"discount_factor": 0.9200040536503336,
"zero_rate": 0.021925341863077284
},
{
"date": "2030-10-09",
"discount_factor": 0.9135988323166135,
"zero_rate": 0.022266213928582232
},
{
"date": "2031-01-09",
"discount_factor": 0.9071039450322469,
"zero_rate": 0.02260100684602825
},
{
"date": "2031-04-09",
"discount_factor": 0.9006748197297441,
"zero_rate": 0.022921460067127204
},
{
"date": "2031-07-09",
"discount_factor": 0.8941122750325977,
"zero_rate": 0.023236800915417466
},
{
"date": "2031-10-09",
"discount_factor": 0.887428091065149,
"zero_rate": 0.023545455982569657
},
{
"date": "2032-01-09",
"discount_factor": 0.8807022454949069,
"zero_rate": 0.0238440281862412
},
{
"date": "2032-04-09",
"discount_factor": 0.8739910546543926,
"zero_rate": 0.024134718665080705
},
{
"date": "2032-07-09",
"discount_factor": 0.8671976605208467,
"zero_rate": 0.024426573606732043
},
{
"date": "2032-10-09",
"discount_factor": 0.860222432047076,
"zero_rate": 0.02472771042614773
},
{
"date": "2033-01-09",
"discount_factor": 0.8531254194016152,
"zero_rate": 0.025037449755232907
},
{
"date": "2033-04-09",
"discount_factor": 0.8460905977804503,
"zero_rate": 0.025343884074327458
},
{
"date": "2033-07-09",
"discount_factor": 0.8389211433741015,
"zero_rate": 0.0256510684273088
},
{
"date": "2033-10-09",
"discount_factor": 0.8316509788978758,
"zero_rate": 0.025953567527894437
},
{
"date": "2034-01-09",
"discount_factor": 0.8243872789912082,
"zero_rate": 0.02624437518166568
},
{
"date": "2034-04-09",
"discount_factor": 0.817285873758666,
"zero_rate": 0.02651912446578491
},
{
"date": "2034-07-09",
"discount_factor": 0.8101000700657006,
"zero_rate": 0.02678978743320951
},
{
"date": "2034-10-09",
"discount_factor": 0.8028199446422156,
"zero_rate": 0.027058499201551584
},
{
"date": "2035-01-09",
"discount_factor": 0.7955161015726944,
"zero_rate": 0.02732418998404637
},
{
"date": "2035-04-09",
"discount_factor": 0.7883456275345803,
"zero_rate": 0.027582062435319354
},
{
"date": "2035-07-09",
"discount_factor": 0.7810690928175941,
"zero_rate": 0.027841314472049364
},
{
"date": "2035-10-09",
"discount_factor": 0.7736848617122282,
"zero_rate": 0.0281024130625998
},
{
"date": "2036-01-09",
"discount_factor": 0.766273611925888,
"zero_rate": 0.02836275579349444
},
{
"date": "2036-04-09",
"discount_factor": 0.7589245001685396,
"zero_rate": 0.02861875289598574
},
{
"date": "2036-07-09",
"discount_factor": 0.7515670900689774,
"zero_rate": 0.028872262736140217
},
{
"date": "2036-10-09",
"discount_factor": 0.7441302408353306,
"zero_rate": 0.029125133766750633
},
{
"date": "2037-01-09",
"discount_factor": 0.7367037974974586,
"zero_rate": 0.02937382467389881
},
{
"date": "2037-04-09",
"discount_factor": 0.7294545129939077,
"zero_rate": 0.02961277079267306
},
{
"date": "2037-07-09",
"discount_factor": 0.7221451428003858,
"zero_rate": 0.029849843946525338
},
{
"date": "2037-10-09",
"discount_factor": 0.7147809619015865,
"zero_rate": 0.03008474038740351
},
{
"date": "2038-01-09",
"discount_factor": 0.7074469204419406,
"zero_rate": 0.03031468698302409
},
{
"date": "2038-04-09",
"discount_factor": 0.7003056450071661,
"zero_rate": 0.030534720301015558
},
{
"date": "2038-07-09",
"discount_factor": 0.6931225530060166,
"zero_rate": 0.030752142263949133
},
{
"date": "2038-10-09",
"discount_factor": 0.6859028323206913,
"zero_rate": 0.030966678039924242
},
{
"date": "2039-01-09",
"discount_factor": 0.6787288980162505,
"zero_rate": 0.031175879144267293
},
{
"date": "2039-04-09",
"discount_factor": 0.6717556983703912,
"zero_rate": 0.03137564020012764
},
{
"date": "2039-07-09",
"discount_factor": 0.6647497810884031,
"zero_rate": 0.031573034394837815
},
{
"date": "2039-10-09",
"discount_factor": 0.6577123674745485,
"zero_rate": 0.031768223862835926
},
{
"date": "2040-01-09",
"discount_factor": 0.65072043762565,
"zero_rate": 0.03195930974118613
},
{
"date": "2040-04-09",
"discount_factor": 0.6438490084265933,
"zero_rate": 0.032144549616649816
},
{
"date": "2040-07-09",
"discount_factor": 0.6370216048983327,
"zero_rate": 0.03232628726503548
},
{
"date": "2040-10-09",
"discount_factor": 0.630163701188432,
"zero_rate": 0.032506694186494565
},
{
"date": "2041-01-09",
"discount_factor": 0.6233503456305395,
"zero_rate": 0.032683973042395106
},
{
"date": "2041-04-09",
"discount_factor": 0.6167280070334643,
"zero_rate": 0.03285456686508518
},
{
"date": "2041-07-09",
"discount_factor": 0.6100750276724258,
"zero_rate": 0.033024392045628174
},
{
"date": "2041-10-09",
"discount_factor": 0.6033926362615417,
"zero_rate": 0.033193534620702826
},
{
"date": "2042-01-09",
"discount_factor": 0.596754382575117,
"zero_rate": 0.03336023713847574
},
{
"date": "2042-04-09",
"discount_factor": 0.59030513483694,
"zero_rate": 0.03352087110225323
},
{
"date": "2042-07-09",
"discount_factor": 0.5838316235159148,
"zero_rate": 0.03368069459388745
},
{
"date": "2042-10-09",
"discount_factor": 0.577337810562079,
"zero_rate": 0.0338394901566399
},
{
"date": "2043-01-09",
"discount_factor": 0.5708974195439356,
"zero_rate": 0.033995361347783616
},
{
"date": "2043-04-09",
"discount_factor": 0.564650847967451,
"zero_rate": 0.03414490118488892
},
{
"date": "2043-07-09",
"discount_factor": 0.5583909973103783,
"zero_rate": 0.03429303678033003
},
{
"date": "2043-10-09",
"discount_factor": 0.5521216852424097,
"zero_rate": 0.0344395639521743
},
{
"date": "2044-01-09",
"discount_factor": 0.5459139038587706,
"zero_rate": 0.034582739299798965
},
{
"date": "2044-04-09",
"discount_factor": 0.5398358772864215,
"zero_rate": 0.03472097026997086
},
{
"date": "2044-07-09",
"discount_factor": 0.5338214247050358,
"zero_rate": 0.03485574678099312
},
{
"date": "2044-10-09",
"discount_factor": 0.5278070718788314,
"zero_rate": 0.03498841129099461
},
{
"date": "2045-01-09",
"discount_factor": 0.521860760851822,
"zero_rate": 0.035117385421335155
},
{
"date": "2045-04-09",
"discount_factor": 0.5161109030995187,
"zero_rate": 0.03523991400303437
},
{
"date": "2045-07-09",
"discount_factor": 0.5103659809158573,
"zero_rate": 0.03536007481805846
},
{
"date": "2045-10-09",
"discount_factor": 0.5046294834610395,
"zero_rate": 0.0354776791699842
},
{
"date": "2046-01-09",
"discount_factor": 0.4989660734330317,
"zero_rate": 0.035591322934512476
},
{
"date": "2046-04-09",
"discount_factor": 0.4934975252221576,
"zero_rate": 0.03569860664879068
},
{
"date": "2046-07-09",
"discount_factor": 0.48804130848350274,
"zero_rate": 0.0358031168923741
},
{
"date": "2046-10-09",
"discount_factor": 0.4826007442978809,
"zero_rate": 0.035904669414000195
},
{
"date": "2047-01-09",
"discount_factor": 0.47723682716078886,
"zero_rate": 0.03600206443020123
},
{
"date": "2047-04-09",
"discount_factor": 0.47206323352440055,
"zero_rate": 0.03609339386854455
},
{
"date": "2047-07-09",
"discount_factor": 0.46690551845665296,
"zero_rate": 0.03618186972544012
},
{
"date": "2047-10-09",
"discount_factor": 0.4617653363895663,
"zero_rate": 0.03626746295436128
},
{
"date": "2048-01-09",
"discount_factor": 0.45669898655867325,
"zero_rate": 0.036349275962980154
},
{
"date": "2048-04-09",
"discount_factor": 0.4517595700116441,
"zero_rate": 0.036426570680379924
},
{
"date": "2048-07-09",
"discount_factor": 0.4468908668465831,
"zero_rate": 0.03650034108462599
},
{
"date": "2048-10-09",
"discount_factor": 0.44203977764977687,
"zero_rate": 0.03657142188371667
},
{
"date": "2049-01-09",
"discount_factor": 0.4372594231253672,
"zero_rate": 0.036639062646935235
},
{
"date": "2049-04-09",
"discount_factor": 0.4326506956434393,
"zero_rate": 0.036701977398771846
},
{
"date": "2049-07-09",
"discount_factor": 0.4280581067670545,
"zero_rate": 0.036762387590653325
},
{
"date": "2049-10-09",
"discount_factor": 0.4234831413853246,
"zero_rate": 0.03682025550093164
},
{
"date": "2050-01-09",
"discount_factor": 0.41897588710128547,
"zero_rate": 0.03687496613494616
},
{
"date": "2050-04-09",
"discount_factor": 0.4146314149500681,
"zero_rate": 0.036925493609639475
},
{
"date": "2050-07-09",
"discount_factor": 0.4103031119529615,
"zero_rate": 0.03697363087318191
},
{
"date": "2050-10-09",
"discount_factor": 0.4059923862586568,
"zero_rate": 0.03701933768434253
},
{
"date": "2051-01-09",
"discount_factor": 0.4017464256042021,
"zero_rate": 0.03706212482826992
},
{
"date": "2051-04-09",
"discount_factor": 0.3976547364768798,
"zero_rate": 0.037101208396586705
},
{
"date": "2051-07-09",
"discount_factor": 0.39357920017716636,
"zero_rate": 0.037137987133570256
},
{
"date": "2051-10-09",
"discount_factor": 0.38952115325574965,
"zero_rate": 0.037172419045532326
},
{
"date": "2052-01-09",
"discount_factor": 0.38552481492739427,
"zero_rate": 0.037204152469382315
},
{
"date": "2052-04-09",
"discount_factor": 0.3816308681068809,
"zero_rate": 0.037233038706150086
},
{
"date": "2052-07-09",
"discount_factor": 0.3777936180247765,
"zero_rate": 0.037259606374260644
},
{
"date": "2052-10-09",
"discount_factor": 0.37396992685743774,
"zero_rate": 0.037284275238304326
},
{
"date": "2053-01-09",
"discount_factor": 0.37020039771330754,
"zero_rate": 0.03730690266225381
},
{
"date": "2053-04-09",
"discount_factor": 0.3665634744275719,
"zero_rate": 0.037327212466893085
},
{
"date": "2053-07-09",
"discount_factor": 0.3629353808229237,
"zero_rate": 0.03734605639070875
},
{
"date": "2053-10-09",
"discount_factor": 0.35931606128458965,
"zero_rate": 0.03736352041518163
},
{
"date": "2054-01-09",
"discount_factor": 0.355743991280797,
"zero_rate": 0.03737952739387708
},
{
"date": "2054-04-09",
"discount_factor": 0.35229374183219914,
"zero_rate": 0.0373939052881349
},
{
"date": "2054-07-09",
"discount_factor": 0.34884805808754804,
"zero_rate": 0.037407279080476544
},
{
"date": "2054-10-09",
"discount_factor": 0.34540686361768724,
"zero_rate": 0.03741973277661716
},
{
"date": "2055-01-09",
"discount_factor": 0.3420067813258667,
"zero_rate": 0.037431233348584766
},
{
"date": "2055-04-09",
"discount_factor": 0.33871901668183385,
"zero_rate": 0.037441673058969414
},
{
"date": "2055-07-09",
"discount_factor": 0.33543199724444817,
"zero_rate": 0.037451521161996335
},
{
"date": "2055-10-09",
"discount_factor": 0.33214562937641495,
"zero_rate": 0.03746086054331837
},
{
"date": "2056-01-09",
"discount_factor": 0.3288949288560807,
"zero_rate": 0.03746968363771597
},
{
"date": "2056-04-09",
"discount_factor": 0.3257134034855454,
"zero_rate": 0.037478001790094764
},
{
"date": "2056-07-09",
"discount_factor": 0.32256433675392626,
"zero_rate": 0.03748600780227267
},
{
"date": "2056-10-09",
"discount_factor": 0.31941247979217957,
"zero_rate": 0.03749387750383458
}
],
"slope": 0.9939180446438582,
"slope_deg": 7.082123682205585
}
],
"valuation_date": "2026-10-09"
}
NZD
2026-10-09
Request:
{
"curves": [
{
"currency": "NZD",
"curve_type": "OIS",
"discount_curve_name": null,
"quotes": {
"10Y": 0.05085,
"3M": 0.0325
}
},
{
"currency": "NZD",
"curve_type": "IBOR",
"discount_curve_name": "NZD_OIS",
"quotes": {
"10Y": 0.05085,
"3M": 0.0325
}
}
],
"valuation_date": "2026-10-09"
}
Response:
{
"curves": [
{
"currency": "NZD",
"name": "NZD_OIS",
"points": [
{
"date": "2026-10-09",
"discount_factor": 1.0,
"zero_rate": 0.03210095711430279
},
{
"date": "2027-01-09",
"discount_factor": 0.9917727040708002,
"zero_rate": 0.03232693139557279
},
{
"date": "2027-04-09",
"discount_factor": 0.9835083785979956,
"zero_rate": 0.03289276884086957
},
{
"date": "2027-07-09",
"discount_factor": 0.9748839628530621,
"zero_rate": 0.03354306926404266
},
{
"date": "2027-10-09",
"discount_factor": 0.9659080179167293,
"zero_rate": 0.034211509003910755
},
{
"date": "2028-01-09",
"discount_factor": 0.9566914617389585,
"zero_rate": 0.03487694261231993
},
{
"date": "2028-04-09",
"discount_factor": 0.947355471119175,
"zero_rate": 0.035527592455559115
},
{
"date": "2028-07-09",
"discount_factor": 0.9378177934513284,
"zero_rate": 0.03616878811086534
},
{
"date": "2028-10-09",
"discount_factor": 0.9279870459407921,
"zero_rate": 0.0368064322123133
},
{
"date": "2029-01-09",
"discount_factor": 0.9179836539994881,
"zero_rate": 0.03743286763492453
},
{
"date": "2029-04-09",
"discount_factor": 0.9080464309890453,
"zero_rate": 0.03803451899844617
},
{
"date": "2029-07-09",
"discount_factor": 0.8978621346553723,
"zero_rate": 0.0386314233521405
},
{
"date": "2029-10-09",
"discount_factor": 0.8874417132477875,
"zero_rate": 0.03922306259223873
},
{
"date": "2030-01-09",
"discount_factor": 0.8769117140681962,
"zero_rate": 0.03980271508683893
},
{
"date": "2030-04-09",
"discount_factor": 0.8665189878915208,
"zero_rate": 0.04035810049207568
},
{
"date": "2030-07-09",
"discount_factor": 0.8559326683751426,
"zero_rate": 0.04090787667989704
},
{
"date": "2030-10-09",
"discount_factor": 0.8451640977661641,
"zero_rate": 0.04145161526223068
},
{
"date": "2031-01-09",
"discount_factor": 0.8343429325236218,
"zero_rate": 0.04198317938346935
},
{
"date": "2031-04-09",
"discount_factor": 0.8237188887351184,
"zero_rate": 0.04249138540574046
},
{
"date": "2031-07-09",
"discount_factor": 0.8129508312462312,
"zero_rate": 0.04299335282390079
},
{
"date": "2031-10-09",
"discount_factor": 0.8020500908244927,
"zero_rate": 0.04348867340875581
},
{
"date": "2032-01-09",
"discount_factor": 0.7911468100158531,
"zero_rate": 0.043971752892462815
},
{
"date": "2032-04-09",
"discount_factor": 0.7803707870612469,
"zero_rate": 0.044437529875671844
},
{
"date": "2032-07-09",
"discount_factor": 0.769614149111489,
"zero_rate": 0.04489131339077432
},
{
"date": "2032-10-09",
"discount_factor": 0.7587694178188754,
"zero_rate": 0.04533788514126225
},
{
"date": "2033-01-09",
"discount_factor": 0.7479650002502589,
"zero_rate": 0.045772186320579625
},
{
"date": "2033-04-09",
"discount_factor": 0.7374437044128849,
"zero_rate": 0.046185168325701235
},
{
"date": "2033-07-09",
"discount_factor": 0.7268628277476288,
"zero_rate": 0.046590791345876736
},
{
"date": "2033-10-09",
"discount_factor": 0.7162328314049097,
"zero_rate": 0.046988655959359624
},
{
"date": "2034-01-09",
"discount_factor": 0.7056785808215665,
"zero_rate": 0.047374235077635954
},
{
"date": "2034-04-09",
"discount_factor": 0.6954345707300598,
"zero_rate": 0.04773954180045521
},
{
"date": "2034-07-09",
"discount_factor": 0.6851650913056371,
"zero_rate": 0.048096949045567446
},
{
"date": "2034-10-09",
"discount_factor": 0.6748799147429496,
"zero_rate": 0.04844605848307209
},
{
"date": "2035-01-09",
"discount_factor": 0.6646989403097341,
"zero_rate": 0.04878287404868566
},
{
"date": "2035-04-09",
"discount_factor": 0.6548460132660336,
"zero_rate": 0.049100470194920184
},
{
"date": "2035-07-09",
"discount_factor": 0.6449964472534736,
"zero_rate": 0.04940963046035875
},
{
"date": "2035-10-09",
"discount_factor": 0.6351592497399351,
"zero_rate": 0.04970995705327658
},
{
"date": "2036-01-09",
"discount_factor": 0.6254482790543526,
"zero_rate": 0.049997984713985734
},
{
"date": "2036-04-09",
"discount_factor": 0.615971564546003,
"zero_rate": 0.0502707815756594
},
{
"date": "2036-07-09",
"discount_factor": 0.6066269928598417,
"zero_rate": 0.05053154366666071
},
{
"date": "2036-10-09",
"discount_factor": 0.597317940775558,
"zero_rate": 0.05078293664543985
},
{
"date": "2037-01-09",
"discount_factor": 0.5881506575420161,
"zero_rate": 0.05102215532534034
},
{
"date": "2037-04-09",
"discount_factor": 0.5793188175800474,
"zero_rate": 0.05124506767036736
},
{
"date": "2037-07-09",
"discount_factor": 0.5705236785367759,
"zero_rate": 0.05146006572499884
},
{
"date": "2037-10-09",
"discount_factor": 0.5617676176849437,
"zero_rate": 0.051667526693593674
},
{
"date": "2038-01-09",
"discount_factor": 0.5531459396896437,
"zero_rate": 0.05186569987186698
},
{
"date": "2038-04-09",
"discount_factor": 0.5448397406702151,
"zero_rate": 0.05205116411805537
},
{
"date": "2038-07-09",
"discount_factor": 0.5365680582561834,
"zero_rate": 0.052230779029671194
},
{
"date": "2038-10-09",
"discount_factor": 0.5283331282331384,
"zero_rate": 0.05240478599927744
},
{
"date": "2039-01-09",
"discount_factor": 0.5202245830580935,
"zero_rate": 0.052571638268904354
},
{
"date": "2039-04-09",
"discount_factor": 0.5124127406280393,
"zero_rate": 0.05272835576687979
},
{
"date": "2039-07-09",
"discount_factor": 0.5046333604929469,
"zero_rate": 0.05288065455246838
},
{
"date": "2039-10-09",
"discount_factor": 0.496888545372086,
"zero_rate": 0.05302869246310167
},
{
"date": "2040-01-09",
"discount_factor": 0.4892625931048378,
"zero_rate": 0.05317110248622327
},
{
"date": "2040-04-09",
"discount_factor": 0.4818346753427255,
"zero_rate": 0.053306736879701326
},
{
"date": "2040-07-09",
"discount_factor": 0.47451952721201024,
"zero_rate": 0.05343745580929786
},
{
"date": "2040-10-09",
"discount_factor": 0.4672368814394331,
"zero_rate": 0.05356488214564094
},
{
"date": "2041-01-09",
"discount_factor": 0.46006600541795656,
"zero_rate": 0.053687804746700284
},
{
"date": "2041-04-09",
"discount_factor": 0.4531575215461973,
"zero_rate": 0.05380392264610667
},
{
"date": "2041-07-09",
"discount_factor": 0.44627774604166265,
"zero_rate": 0.05391738590203594
},
{
"date": "2041-10-09",
"discount_factor": 0.4394285384659469,
"zero_rate": 0.05402826466011708
},
{
"date": "2042-01-09",
"discount_factor": 0.43268444848758253,
"zero_rate": 0.054135481294434636
},
{
"date": "2042-04-09",
"discount_factor": 0.426187133974588,
"zero_rate": 0.054236995073971846
},
{
"date": "2042-07-09",
"discount_factor": 0.4197168192048766,
"zero_rate": 0.05433640692528534
},
{
"date": "2042-10-09",
"discount_factor": 0.41327525306528917,
"zero_rate": 0.05443376400628939
},
{
"date": "2043-01-09",
"discount_factor": 0.4069325482827694,
"zero_rate": 0.054528103280200316
},
{
"date": "2043-04-09",
"discount_factor": 0.40082193173297365,
"zero_rate": 0.05461760436338007
},
{
"date": "2043-07-09",
"discount_factor": 0.39473670799397925,
"zero_rate": 0.05470542217005313
},
{
"date": "2043-10-09",
"discount_factor": 0.3886785218648572,
"zero_rate": 0.054791588280355755
},
{
"date": "2044-01-09",
"discount_factor": 0.3827133132025677,
"zero_rate": 0.05487523819254765
},
{
"date": "2044-04-09",
"discount_factor": 0.3769030120330175,
"zero_rate": 0.054955610039381944
},
{
"date": "2044-07-09",
"discount_factor": 0.37118092206103037,
"zero_rate": 0.05503372557337899
},
{
"date": "2044-10-09",
"discount_factor": 0.3654842562382532,
"zero_rate": 0.05511050146170797
},
{
"date": "2045-01-09",
"discount_factor": 0.35987501948191675,
"zero_rate": 0.055185158441464495
},
{
"date": "2045-04-09",
"discount_factor": 0.3544710323612399,
"zero_rate": 0.05525622527034233
},
{
"date": "2045-07-09",
"discount_factor": 0.34908950163615116,
"zero_rate": 0.05532618248717723
},
{
"date": "2045-10-09",
"discount_factor": 0.3437318819017673,
"zero_rate": 0.05539504350010138
},
{
"date": "2046-01-09",
"discount_factor": 0.3384564877544713,
"zero_rate": 0.0554621026890241
},
{
"date": "2046-04-09",
"discount_factor": 0.3333741274857098,
"zero_rate": 0.05552602765117618
},
{
"date": "2046-07-09",
"discount_factor": 0.3283128870845881,
"zero_rate": 0.05558904096106521
},
{
"date": "2046-10-09",
"discount_factor": 0.32327413457369114,
"zero_rate": 0.05565115081049656
},
{
"date": "2047-01-09",
"discount_factor": 0.31831271386384397,
"zero_rate": 0.05571171568057202
},
{
"date": "2047-04-09",
"discount_factor": 0.3135328383155375,
"zero_rate": 0.055769523669246764
},
{
"date": "2047-07-09",
"discount_factor": 0.3087728256525003,
"zero_rate": 0.05582657788758737
},
{
"date": "2047-10-09",
"discount_factor": 0.30403396247728653,
"zero_rate": 0.05588288284884627
},
{
"date": "2048-01-09",
"discount_factor": 0.29936782857851063,
"zero_rate": 0.05593785308801403
},
{
"date": "2048-04-09",
"discount_factor": 0.2948228671556642,
"zero_rate": 0.05599095876603228
},
{
"date": "2048-07-09",
"discount_factor": 0.29034690671543256,
"zero_rate": 0.05604284777317953
},
{
"date": "2048-10-09",
"discount_factor": 0.2858908336741492,
"zero_rate": 0.05609411236045943
},
{
"date": "2049-01-09",
"discount_factor": 0.28150314981315316,
"zero_rate": 0.05614421643050762
},
{
"date": "2049-04-09",
"discount_factor": 0.2772760172986201,
"zero_rate": 0.056192145773865325
},
{
"date": "2049-07-09",
"discount_factor": 0.27306645073267827,
"zero_rate": 0.05623955199062604
},
{
"date": "2049-10-09",
"discount_factor": 0.26887558793564004,
"zero_rate": 0.05628643515160406
},
{
"date": "2050-01-09",
"discount_factor": 0.2647490440285148,
"zero_rate": 0.05633230259356407
},
{
"date": "2050-04-09",
"discount_factor": 0.2607734960001986,
"zero_rate": 0.05637622145515541
},
{
"date": "2050-07-09",
"discount_factor": 0.25681446845522354,
"zero_rate": 0.05641970166821368
},
{
"date": "2050-10-09",
"discount_factor": 0.25287303149472423,
"zero_rate": 0.05646274201330132
},
{
"date": "2051-01-09",
"discount_factor": 0.2489920853835413,
"zero_rate": 0.05650488831644992
},
{
"date": "2051-04-09",
"discount_factor": 0.24525314839230422,
"zero_rate": 0.05654527978649672
},
{
"date": "2051-07-09",
"discount_factor": 0.24152974864167828,
"zero_rate": 0.05658530225136178
},
{
"date": "2051-10-09",
"discount_factor": 0.23782289254403446,
"zero_rate": 0.05662495359419266
},
{
"date": "2052-01-09",
"discount_factor": 0.23417292708700901,
"zero_rate": 0.05666381388778999
},
{
"date": "2052-04-09",
"discount_factor": 0.23061774574057262,
"zero_rate": 0.05670149656512493
},
{
"date": "2052-07-09",
"discount_factor": 0.22711653867102335,
"zero_rate": 0.05673845002956515
},
{
"date": "2052-10-09",
"discount_factor": 0.22363088801729195,
"zero_rate": 0.05677508968585597
},
{
"date": "2053-01-09",
"discount_factor": 0.22019873307352045,
"zero_rate": 0.0568110262764718
},
{
"date": "2053-04-09",
"discount_factor": 0.21689216536778827,
"zero_rate": 0.05684552058968357
},
{
"date": "2053-07-09",
"discount_factor": 0.21359933818193155,
"zero_rate": 0.05687975202743438
},
{
"date": "2053-10-09",
"discount_factor": 0.2103211415471682,
"zero_rate": 0.056913717453513264
},
{
"date": "2054-01-09",
"discount_factor": 0.20709325674046408,
"zero_rate": 0.056947055027633295
},
{
"date": "2054-04-09",
"discount_factor": 0.2039834846484317,
"zero_rate": 0.05697907691831153
},
{
"date": "2054-07-09",
"discount_factor": 0.20088663528747314,
"zero_rate": 0.05701087637770179
},
{
"date": "2054-10-09",
"discount_factor": 0.19780354571718886,
"zero_rate": 0.05704245001530474
},
{
"date": "2055-01-09",
"discount_factor": 0.19476777358683686,
"zero_rate": 0.05707346065752839
},
{
"date": "2055-04-09",
"discount_factor": 0.19184308450588486,
"zero_rate": 0.05710326672566957
},
{
"date": "2055-07-09",
"discount_factor": 0.18893054903920076,
"zero_rate": 0.05713288446361727
},
{
"date": "2055-10-09",
"discount_factor": 0.1860309544274573,
"zero_rate": 0.05716231033671594
},
{
"date": "2056-01-09",
"discount_factor": 0.18317586108327066,
"zero_rate": 0.057191229437009466
},
{
"date": "2056-04-09",
"discount_factor": 0.18039491021699608,
"zero_rate": 0.057219348382876636
},
{
"date": "2056-07-09",
"discount_factor": 0.17765617936636605,
"zero_rate": 0.057246996350633385
},
{
"date": "2056-10-09",
"discount_factor": 0.17492961712932537,
"zero_rate": 0.05727448134372115
}
],
"slope": 1.3976504433126546,
"slope_deg": 9.909917260200295
},
{
"currency": "NZD",
"name": "NZD_IBOR",
"points": [
{
"date": "2026-10-09",
"discount_factor": 1.0,
"zero_rate": 0.03211208857872954
},
{
"date": "2027-01-09",
"discount_factor": 0.9917722902190349,
"zero_rate": 0.03232856424983689
},
{
"date": "2027-04-09",
"discount_factor": 0.983519392823082,
"zero_rate": 0.032870617268219014
},
{
"date": "2027-07-09",
"discount_factor": 0.9749205481318959,
"zero_rate": 0.03349358294531616
},
{
"date": "2027-10-09",
"discount_factor": 0.9659840002753245,
"zero_rate": 0.034133925470565506
},
{
"date": "2028-01-09",
"discount_factor": 0.9568196626132797,
"zero_rate": 0.03477138822416929
},
{
"date": "2028-04-09",
"discount_factor": 0.9475471491885982,
"zero_rate": 0.035394688633799555
},
{
"date": "2028-07-09",
"discount_factor": 0.9380839315174546,
"zero_rate": 0.03600893225309524
},
{
"date": "2028-10-09",
"discount_factor": 0.9283388388794718,
"zero_rate": 0.03661977360464644
},
{
"date": "2029-01-09",
"discount_factor": 0.9184307467881931,
"zero_rate": 0.03721987742327902
},
{
"date": "2029-04-09",
"discount_factor": 0.9085953335156718,
"zero_rate": 0.03779623895665105
},
{
"date": "2029-07-09",
"discount_factor": 0.8985218661742088,
"zero_rate": 0.038368053016138874
},
{
"date": "2029-10-09",
"discount_factor": 0.8882208105088436,
"zero_rate": 0.038934823275962024
},
{
"date": "2030-01-09",
"discount_factor": 0.877816798277969,
"zero_rate": 0.03949011064148078
},
{
"date": "2030-04-09",
"discount_factor": 0.8675530329795265,
"zero_rate": 0.04002215096114532
},
{
"date": "2030-07-09",
"discount_factor": 0.8571021750439014,
"zero_rate": 0.040548817841395426
},
{
"date": "2030-10-09",
"discount_factor": 0.8464750635373276,
"zero_rate": 0.04106970090103485
},
{
"date": "2031-01-09",
"discount_factor": 0.8357992332490126,
"zero_rate": 0.04157892124121554
},
{
"date": "2031-04-09",
"discount_factor": 0.8253205035529514,
"zero_rate": 0.0420657653174104
},
{
"date": "2031-07-09",
"discount_factor": 0.8147019411098071,
"zero_rate": 0.042546633023153244
},
{
"date": "2031-10-09",
"discount_factor": 0.8039543835487221,
"zero_rate": 0.04302113328876683
},
{
"date": "2032-01-09",
"discount_factor": 0.7932057816179189,
"zero_rate": 0.043483906996018486
},
{
"date": "2032-04-09",
"discount_factor": 0.7825837024627634,
"zero_rate": 0.04393010549655939
},
{
"date": "2032-07-09",
"discount_factor": 0.7719814542798592,
"zero_rate": 0.04436481466276577
},
{
"date": "2032-10-09",
"discount_factor": 0.7612927856895659,
"zero_rate": 0.04479261520387202
},
{
"date": "2033-01-09",
"discount_factor": 0.7506439522512169,
"zero_rate": 0.04520866095533761
},
{
"date": "2033-04-09",
"discount_factor": 0.7402739822334257,
"zero_rate": 0.04560428366336856
},
{
"date": "2033-07-09",
"discount_factor": 0.7298448435173078,
"zero_rate": 0.04599285671423132
},
{
"date": "2033-10-09",
"discount_factor": 0.719366583915936,
"zero_rate": 0.046373997475484194
},
{
"date": "2034-01-09",
"discount_factor": 0.708962041949127,
"zero_rate": 0.04674336915037777
},
{
"date": "2034-04-09",
"discount_factor": 0.6988622100332196,
"zero_rate": 0.04709332056024881
},
{
"date": "2034-07-09",
"discount_factor": 0.6887359320791062,
"zero_rate": 0.047435704539278464
},
{
"date": "2034-10-09",
"discount_factor": 0.6785926220853952,
"zero_rate": 0.04777013950097631
},
{
"date": "2035-01-09",
"discount_factor": 0.6685503370859548,
"zero_rate": 0.04809279735173614
},
{
"date": "2035-04-09",
"discount_factor": 0.6588297885830914,
"zero_rate": 0.048397043652725694
},
{
"date": "2035-07-09",
"discount_factor": 0.6491105570634254,
"zero_rate": 0.048693208666967316
},
{
"date": "2035-10-09",
"discount_factor": 0.6394013493625474,
"zero_rate": 0.048980911323524674
},
{
"date": "2036-01-09",
"discount_factor": 0.6298144049375988,
"zero_rate": 0.04925683202153188
},
{
"date": "2036-04-09",
"discount_factor": 0.6204563255112807,
"zero_rate": 0.049518162132333954
},
{
"date": "2036-07-09",
"discount_factor": 0.6112262436996315,
"zero_rate": 0.049767963342348835
},
{
"date": "2036-10-09",
"discount_factor": 0.6020286173346634,
"zero_rate": 0.05000878926166533
},
{
"date": "2037-01-09",
"discount_factor": 0.5929683482244797,
"zero_rate": 0.05023795261692086
},
{
"date": "2037-04-09",
"discount_factor": 0.58423699482804,
"zero_rate": 0.05045149505823657
},
{
"date": "2037-07-09",
"discount_factor": 0.5755393375937075,
"zero_rate": 0.05065745587865935
},
{
"date": "2037-10-09",
"discount_factor": 0.5668777204969361,
"zero_rate": 0.050856196427129595
},
{
"date": "2038-01-09",
"discount_factor": 0.5583464569760728,
"zero_rate": 0.051046039588515044
},
{
"date": "2038-04-09",
"discount_factor": 0.5501249047665735,
"zero_rate": 0.05122370802542035
},
{
"date": "2038-07-09",
"discount_factor": 0.5419350812872543,
"zero_rate": 0.05139577299884522
},
{
"date": "2038-10-09",
"discount_factor": 0.5337791936548931,
"zero_rate": 0.05156246575465091
},
{
"date": "2039-01-09",
"discount_factor": 0.525746048589619,
"zero_rate": 0.05172230455133521
},
{
"date": "2039-04-09",
"discount_factor": 0.5180045315916834,
"zero_rate": 0.05187243458164154
},
{
"date": "2039-07-09",
"discount_factor": 0.5102928907652725,
"zero_rate": 0.052018331635840416
},
{
"date": "2039-10-09",
"discount_factor": 0.5026132043593129,
"zero_rate": 0.05216014691682038
},
{
"date": "2040-01-09",
"discount_factor": 0.4950490938987784,
"zero_rate": 0.05229657087306886
},
{
"date": "2040-04-09",
"discount_factor": 0.48767919543117816,
"zero_rate": 0.0524265040066787
},
{
"date": "2040-07-09",
"discount_factor": 0.4804190141695928,
"zero_rate": 0.052551728293152515
},
{
"date": "2040-10-09",
"discount_factor": 0.4731889166333529,
"zero_rate": 0.05267379838732931
},
{
"date": "2041-01-09",
"discount_factor": 0.4660676289252875,
"zero_rate": 0.05279155405635656
},
{
"date": "2041-04-09",
"discount_factor": 0.45920486603588145,
"zero_rate": 0.05290279105274941
},
{
"date": "2041-07-09",
"discount_factor": 0.4523685880177575,
"zero_rate": 0.05301148499102287
},
{
"date": "2041-10-09",
"discount_factor": 0.44556063721391,
"zero_rate": 0.05311770306830267
},
{
"date": "2042-01-09",
"discount_factor": 0.43885514311323615,
"zero_rate": 0.05322041295563103
},
{
"date": "2042-04-09",
"discount_factor": 0.43239307923437936,
"zero_rate": 0.05331765970213551
},
{
"date": "2042-07-09",
"discount_factor": 0.42595595384353485,
"zero_rate": 0.05341289287292567
},
{
"date": "2042-10-09",
"discount_factor": 0.41954550171404514,
"zero_rate": 0.05350615764367873
},
{
"date": "2043-01-09",
"discount_factor": 0.4132315241052979,
"zero_rate": 0.05359653145792599
},
{
"date": "2043-04-09",
"discount_factor": 0.40714676345607215,
"zero_rate": 0.05368227045008584
},
{
"date": "2043-07-09",
"discount_factor": 0.40108548520091614,
"zero_rate": 0.05376639692063049
},
{
"date": "2043-10-09",
"discount_factor": 0.3950493228242351,
"zero_rate": 0.053848941122255876
},
{
"date": "2044-01-09",
"discount_factor": 0.3891040020700561,
"zero_rate": 0.053929074891711934
},
{
"date": "2044-04-09",
"discount_factor": 0.38331133014330043,
"zero_rate": 0.0540060683861008
},
{
"date": "2044-07-09",
"discount_factor": 0.37760489492414123,
"zero_rate": 0.054080900409568956
},
{
"date": "2044-10-09",
"discount_factor": 0.3719221052344321,
"zero_rate": 0.05415444909807236
},
{
"date": "2045-01-09",
"discount_factor": 0.36632483906174196,
"zero_rate": 0.054225967944265166
},
{
"date": "2045-04-09",
"discount_factor": 0.3609307710017532,
"zero_rate": 0.054294047548081176
},
{
"date": "2045-07-09",
"discount_factor": 0.3555575198052578,
"zero_rate": 0.05436106418131773
},
{
"date": "2045-10-09",
"discount_factor": 0.35020653353678327,
"zero_rate": 0.054427030688509216
},
{
"date": "2046-01-09",
"discount_factor": 0.34493607728792725,
"zero_rate": 0.05449127110961945
},
{
"date": "2046-04-09",
"discount_factor": 0.33985695493847873,
"zero_rate": 0.05455250904813433
},
{
"date": "2046-07-09",
"discount_factor": 0.33479743400959794,
"zero_rate": 0.05461287365480272
},
{
"date": "2046-10-09",
"discount_factor": 0.32975887801706233,
"zero_rate": 0.05467237277709544
},
{
"date": "2047-01-09",
"discount_factor": 0.3247961501041685,
"zero_rate": 0.054730391861737504
},
{
"date": "2047-04-09",
"discount_factor": 0.320013584598178,
"zero_rate": 0.05478576994780832
},
{
"date": "2047-07-09",
"discount_factor": 0.3152494760364045,
"zero_rate": 0.054840425947548205
},
{
"date": "2047-10-09",
"discount_factor": 0.3105051083224591,
"zero_rate": 0.054894364184499396
},
{
"date": "2048-01-09",
"discount_factor": 0.30583214128231695,
"zero_rate": 0.054947023803104934
},
{
"date": "2048-04-09",
"discount_factor": 0.30127915480651435,
"zero_rate": 0.054997897235576194
},
{
"date": "2048-07-09",
"discount_factor": 0.29679394958405536,
"zero_rate": 0.05504760513875368
},
{
"date": "2048-10-09",
"discount_factor": 0.29232732952871116,
"zero_rate": 0.05509671486894592
},
{
"date": "2049-01-09",
"discount_factor": 0.28792793016552315,
"zero_rate": 0.05514471286312002
},
{
"date": "2049-04-09",
"discount_factor": 0.2836882426366555,
"zero_rate": 0.055190627543125835
},
{
"date": "2049-07-09",
"discount_factor": 0.2794649169696631,
"zero_rate": 0.055236041085652596
},
{
"date": "2049-10-09",
"discount_factor": 0.2752590913298507,
"zero_rate": 0.05528095355853798
},
{
"date": "2050-01-09",
"discount_factor": 0.27111656153949354,
"zero_rate": 0.055324893007166816
},
{
"date": "2050-04-09",
"discount_factor": 0.2671244184217082,
"zero_rate": 0.05536696578210838
},
{
"date": "2050-07-09",
"discount_factor": 0.2631476818389173,
"zero_rate": 0.05540861834668154
},
{
"date": "2050-10-09",
"discount_factor": 0.25918742350189156,
"zero_rate": 0.055449849532706576
},
{
"date": "2051-01-09",
"discount_factor": 0.25528676533305433,
"zero_rate": 0.055490224256976285
},
{
"date": "2051-04-09",
"discount_factor": 0.25152771314716427,
"zero_rate": 0.05552891791084762
},
{
"date": "2051-07-09",
"discount_factor": 0.24778316794845856,
"zero_rate": 0.05556725807031131
},
{
"date": "2051-10-09",
"discount_factor": 0.2440541388732825,
"zero_rate": 0.05560524270749469
},
{
"date": "2052-01-09",
"discount_factor": 0.24038123006631765,
"zero_rate": 0.05564246954643002
},
{
"date": "2052-04-09",
"discount_factor": 0.23680262487152082,
"zero_rate": 0.05567856826905771
},
{
"date": "2052-07-09",
"discount_factor": 0.23327729511398132,
"zero_rate": 0.05571396843054576
},
{
"date": "2052-10-09",
"discount_factor": 0.22976657312563614,
"zero_rate": 0.05574906797450489
},
{
"date": "2053-01-09",
"discount_factor": 0.22630868597864762,
"zero_rate": 0.055783494005471175
},
{
"date": "2053-04-09",
"discount_factor": 0.22297633085399363,
"zero_rate": 0.05581653838376193
},
{
"date": "2053-07-09",
"discount_factor": 0.21965683600121044,
"zero_rate": 0.05584933093630615
},
{
"date": "2053-10-09",
"discount_factor": 0.21635109600768476,
"zero_rate": 0.055881868658720475
},
{
"date": "2054-01-09",
"discount_factor": 0.21309510596550932,
"zero_rate": 0.05591380492032262
},
{
"date": "2054-04-09",
"discount_factor": 0.20995731845491486,
"zero_rate": 0.05594448080195738
},
{
"date": "2054-07-09",
"discount_factor": 0.20683164033811233,
"zero_rate": 0.0559749436019871
},
{
"date": "2054-10-09",
"discount_factor": 0.20371891396984007,
"zero_rate": 0.05600519007242881
},
{
"date": "2055-01-09",
"discount_factor": 0.20065303278167623,
"zero_rate": 0.056034897212454644
},
{
"date": "2055-04-09",
"discount_factor": 0.19769845258438554,
"zero_rate": 0.056063450411498524
},
{
"date": "2055-07-09",
"discount_factor": 0.19475527474464077,
"zero_rate": 0.05609182319662547
},
{
"date": "2055-10-09",
"discount_factor": 0.1918242924342615,
"zero_rate": 0.05612001218175582
},
{
"date": "2056-01-09",
"discount_factor": 0.1889374201348435,
"zero_rate": 0.0561477156957832
},
{
"date": "2056-04-09",
"discount_factor": 0.18612466960103713,
"zero_rate": 0.056174652689097646
},
{
"date": "2056-07-09",
"discount_factor": 0.1833537930674145,
"zero_rate": 0.056201138501408655
},
{
"date": "2056-10-09",
"discount_factor": 0.18059439810506406,
"zero_rate": 0.05622746818953245
}
],
"slope": 1.3389015657018892,
"slope_deg": 9.501119524769292
}
],
"valuation_date": "2026-10-09"
}
USD
2026-10-09
Request:
{
"curves": [
{
"currency": "USD",
"curve_type": "OIS",
"discount_curve_name": null,
"quotes": {
"10Y": 0.051295,
"1D": 0.0387,
"1M": 0.03885000000000005,
"1Y": 0.047517,
"2Y": 0.049370000000000004,
"30Y": 0.05221,
"3M": 0.03939999999999999,
"3Y": 0.04987,
"4Y": 0.050045,
"5Y": 0.05018500000000001,
"6Y": 0.050365,
"7Y": 0.05059
}
},
{
"currency": "USD",
"curve_type": "IBOR",
"discount_curve_name": "USD_OIS",
"quotes": {
"10Y": 0.051295,
"1D": 0.0387,
"1M": 0.03885000000000005,
"1Y": 0.047517,
"2Y": 0.049370000000000004,
"30Y": 0.05221,
"3M": 0.03939999999999999,
"3Y": 0.04987,
"4Y": 0.050045,
"5Y": 0.05018500000000001,
"6Y": 0.050365,
"7Y": 0.05059
}
}
],
"valuation_date": "2026-10-09"
}
Response:
{
"curves": [
{
"currency": "USD",
"name": "USD_OIS",
"points": [
{
"date": "2026-10-09",
"discount_factor": 1.0,
"zero_rate": 0.038665830904844364
},
{
"date": "2027-01-09",
"discount_factor": 0.990062398004837,
"zero_rate": 0.039080776507772495
},
{
"date": "2027-04-09",
"discount_factor": 0.9791382191772101,
"zero_rate": 0.041701573928693
},
{
"date": "2027-07-09",
"discount_factor": 0.9669191421741442,
"zero_rate": 0.04436097259541222
},
{
"date": "2027-10-09",
"discount_factor": 0.9542098989400872,
"zero_rate": 0.046229535006241086
},
{
"date": "2028-01-09",
"discount_factor": 0.9418298010802599,
"zero_rate": 0.047210178634506626
},
{
"date": "2028-04-09",
"discount_factor": 0.9299734516111092,
"zero_rate": 0.04769293131921041
},
{
"date": "2028-07-09",
"discount_factor": 0.9183988284750095,
"zero_rate": 0.047956917764979574
},
{
"date": "2028-10-09",
"discount_factor": 0.906881463463305,
"zero_rate": 0.04813634767072331
},
{
"date": "2029-01-09",
"discount_factor": 0.8954678775550897,
"zero_rate": 0.04829552183548255
},
{
"date": "2029-04-09",
"discount_factor": 0.8844051292051965,
"zero_rate": 0.04843637561202791
},
{
"date": "2029-07-09",
"discount_factor": 0.8733491211213888,
"zero_rate": 0.04855693390228379
},
{
"date": "2029-10-09",
"discount_factor": 0.862329735756819,
"zero_rate": 0.04865175242484013
},
{
"date": "2030-01-09",
"discount_factor": 0.8514879297858992,
"zero_rate": 0.04871816794443131
},
{
"date": "2030-04-09",
"discount_factor": 0.8410431658478407,
"zero_rate": 0.04876402634242671
},
{
"date": "2030-07-09",
"discount_factor": 0.8306261921467265,
"zero_rate": 0.048799962848078346
},
{
"date": "2030-10-09",
"discount_factor": 0.8202238086694146,
"zero_rate": 0.048832370898418805
},
{
"date": "2031-01-09",
"discount_factor": 0.8099356667410252,
"zero_rate": 0.04886552799015063
},
{
"date": "2031-04-09",
"discount_factor": 0.7999759298551411,
"zero_rate": 0.04889988448037349
},
{
"date": "2031-07-09",
"discount_factor": 0.7900078800858631,
"zero_rate": 0.04893682189174797
},
{
"date": "2031-10-09",
"discount_factor": 0.7800319775637448,
"zero_rate": 0.04897663240657775
},
{
"date": "2032-01-09",
"discount_factor": 0.7701553059873751,
"zero_rate": 0.04901914067702725
},
{
"date": "2032-04-09",
"discount_factor": 0.7604800666113748,
"zero_rate": 0.04906417932756493
},
{
"date": "2032-07-09",
"discount_factor": 0.7508948260578829,
"zero_rate": 0.049112516952195644
},
{
"date": "2032-10-09",
"discount_factor": 0.7412922738026771,
"zero_rate": 0.049165012752565726
},
{
"date": "2033-01-09",
"discount_factor": 0.7317752984881227,
"zero_rate": 0.0492212965466994
},
{
"date": "2033-04-09",
"discount_factor": 0.7225471969355572,
"zero_rate": 0.04927974439523818
},
{
"date": "2033-07-09",
"discount_factor": 0.7132987493640494,
"zero_rate": 0.04934189837056749
},
{
"date": "2033-10-09",
"discount_factor": 0.7040324206146383,
"zero_rate": 0.04940755333398886
},
{
"date": "2034-01-09",
"discount_factor": 0.6948505342362836,
"zero_rate": 0.04947567590467983
},
{
"date": "2034-04-09",
"discount_factor": 0.6859523944008862,
"zero_rate": 0.04954397146742634
},
{
"date": "2034-07-09",
"discount_factor": 0.6770429414927518,
"zero_rate": 0.04961392524294385
},
{
"date": "2034-10-09",
"discount_factor": 0.6681279105786507,
"zero_rate": 0.04968488388589288
},
{
"date": "2035-01-09",
"discount_factor": 0.6593084034299326,
"zero_rate": 0.049755471832838884
},
{
"date": "2035-04-09",
"discount_factor": 0.6507754837130834,
"zero_rate": 0.049823649202616394
},
{
"date": "2035-07-09",
"discount_factor": 0.6422454092218082,
"zero_rate": 0.04989124405397903
},
{
"date": "2035-10-09",
"discount_factor": 0.633723575320022,
"zero_rate": 0.0499577947823769
},
{
"date": "2036-01-09",
"discount_factor": 0.6253063034701666,
"zero_rate": 0.050022171929157
},
{
"date": "2036-04-09",
"discount_factor": 0.6170852296033426,
"zero_rate": 0.050083379389642725
},
{
"date": "2036-07-09",
"discount_factor": 0.6089699697692893,
"zero_rate": 0.05014183553951641
},
{
"date": "2036-10-09",
"discount_factor": 0.6008746610950358,
"zero_rate": 0.050197867518042755
},
{
"date": "2037-01-09",
"discount_factor": 0.5928901006315909,
"zero_rate": 0.0502506384446425
},
{
"date": "2037-04-09",
"discount_factor": 0.5851852955214961,
"zero_rate": 0.05029925044900446
},
{
"date": "2037-07-09",
"discount_factor": 0.5775001096028091,
"zero_rate": 0.050345591657464425
},
{
"date": "2037-10-09",
"discount_factor": 0.5698364816518253,
"zero_rate": 0.05038977105469365
},
{
"date": "2038-01-09",
"discount_factor": 0.5622778985684549,
"zero_rate": 0.05043145137508673
},
{
"date": "2038-04-09",
"discount_factor": 0.5549838103682977,
"zero_rate": 0.05046997167160644
},
{
"date": "2038-07-09",
"discount_factor": 0.5477079646682953,
"zero_rate": 0.05050680407773475
},
{
"date": "2038-10-09",
"discount_factor": 0.5404521971049785,
"zero_rate": 0.050542019532076904
},
{
"date": "2039-01-09",
"discount_factor": 0.5332955570648753,
"zero_rate": 0.0505753334695775
},
{
"date": "2039-04-09",
"discount_factor": 0.526389036780617,
"zero_rate": 0.05060619963857236
},
{
"date": "2039-07-09",
"discount_factor": 0.5194994839998295,
"zero_rate": 0.05063578312163112
},
{
"date": "2039-10-09",
"discount_factor": 0.5126286370456574,
"zero_rate": 0.05066413145037852
},
{
"date": "2040-01-09",
"discount_factor": 0.5058513569897368,
"zero_rate": 0.050691005980713355
},
{
"date": "2040-04-09",
"discount_factor": 0.49923846849317166,
"zero_rate": 0.05071622503766399
},
{
"date": "2040-07-09",
"discount_factor": 0.4927145204290932,
"zero_rate": 0.050740167650874676
},
{
"date": "2040-10-09",
"discount_factor": 0.4862080020105593,
"zero_rate": 0.05076315080716287
},
{
"date": "2041-01-09",
"discount_factor": 0.479789809696805,
"zero_rate": 0.0507849750829705
},
{
"date": "2041-04-09",
"discount_factor": 0.4735953927157777,
"zero_rate": 0.0508052667152743
},
{
"date": "2041-07-09",
"discount_factor": 0.4674156653040167,
"zero_rate": 0.05082477872198618
},
{
"date": "2041-10-09",
"discount_factor": 0.461252187025007,
"zero_rate": 0.050843534068911095
},
{
"date": "2042-01-09",
"discount_factor": 0.4551721210524618,
"zero_rate": 0.05086136630285457
},
{
"date": "2042-04-09",
"discount_factor": 0.44930379764051637,
"zero_rate": 0.05087796569745611
},
{
"date": "2042-07-09",
"discount_factor": 0.4434491503232466,
"zero_rate": 0.05089394473569204
},
{
"date": "2042-10-09",
"discount_factor": 0.43760965682533326,
"zero_rate": 0.05090931994363124
},
{
"date": "2043-01-09",
"discount_factor": 0.4318489541046965,
"zero_rate": 0.05092395253627284
},
{
"date": "2043-04-09",
"discount_factor": 0.4262886472497707,
"zero_rate": 0.050937585649775644
},
{
"date": "2043-07-09",
"discount_factor": 0.4207410773370832,
"zero_rate": 0.05095072011982724
},
{
"date": "2043-10-09",
"discount_factor": 0.4152076448029877,
"zero_rate": 0.050963368108566574
},
{
"date": "2044-01-09",
"discount_factor": 0.4097486551838822,
"zero_rate": 0.05097541400182358
},
{
"date": "2044-04-09",
"discount_factor": 0.40442120203264925,
"zero_rate": 0.050986766480383194
},
{
"date": "2044-07-09",
"discount_factor": 0.39916454488676034,
"zero_rate": 0.05099758744487243
},
{
"date": "2044-10-09",
"discount_factor": 0.3939210792165461,
"zero_rate": 0.051008013790096264
},
{
"date": "2045-01-09",
"discount_factor": 0.3887479540510383,
"zero_rate": 0.051017949335796356
},
{
"date": "2045-04-09",
"discount_factor": 0.38375439793564736,
"zero_rate": 0.051027217271274086
},
{
"date": "2045-07-09",
"discount_factor": 0.37877189942120515,
"zero_rate": 0.05103615614593866
},
{
"date": "2045-10-09",
"discount_factor": 0.373801716772768,
"zero_rate": 0.0510447730312573
},
{
"date": "2046-01-09",
"discount_factor": 0.3688980238803622,
"zero_rate": 0.05105298794453913
},
{
"date": "2046-04-09",
"discount_factor": 0.36416437254046186,
"zero_rate": 0.051060654104148444
},
{
"date": "2046-07-09",
"discount_factor": 0.3594410309905991,
"zero_rate": 0.05106805109162675
},
{
"date": "2046-10-09",
"discount_factor": 0.35472919231674355,
"zero_rate": 0.0510751845171491
},
{
"date": "2047-01-09",
"discount_factor": 0.3500802176761816,
"zero_rate": 0.05108198792262
},
{
"date": "2047-04-09",
"discount_factor": 0.3455922912050953,
"zero_rate": 0.05108833941806538
},
{
"date": "2047-07-09",
"discount_factor": 0.34111398115011066,
"zero_rate": 0.05109447040272668
},
{
"date": "2047-10-09",
"discount_factor": 0.33664641898609254,
"zero_rate": 0.0511003854562759
},
{
"date": "2048-01-09",
"discount_factor": 0.3322383060838883,
"zero_rate": 0.05110602939085603
},
{
"date": "2048-04-09",
"discount_factor": 0.32793577833493237,
"zero_rate": 0.051111358144678806
},
{
"date": "2048-07-09",
"discount_factor": 0.32368981303951727,
"zero_rate": 0.05111644662781429
},
{
"date": "2048-10-09",
"discount_factor": 0.3194538925368297,
"zero_rate": 0.05112135859624332
},
{
"date": "2049-01-09",
"discount_factor": 0.31527419578510946,
"zero_rate": 0.05112604824713133
},
{
"date": "2049-04-09",
"discount_factor": 0.31123901537679266,
"zero_rate": 0.05113043131707456
},
{
"date": "2049-07-09",
"discount_factor": 0.3072122104474057,
"zero_rate": 0.05113466736567797
},
{
"date": "2049-10-09",
"discount_factor": 0.30319479898642365,
"zero_rate": 0.051138759728117135
},
{
"date": "2050-01-09",
"discount_factor": 0.29923058035899586,
"zero_rate": 0.051142670336519855
},
{
"date": "2050-04-09",
"discount_factor": 0.2954033041252423,
"zero_rate": 0.05114632885100232
},
{
"date": "2050-07-09",
"discount_factor": 0.2915838502759258,
"zero_rate": 0.0511498684422685
},
{
"date": "2050-10-09",
"discount_factor": 0.2877731847021792,
"zero_rate": 0.05115329208404521
},
{
"date": "2051-01-09",
"discount_factor": 0.28401285510615126,
"zero_rate": 0.05115656805817797
},
{
"date": "2051-04-09",
"discount_factor": 0.2803823116603504,
"zero_rate": 0.051159637349203514
},
{
"date": "2051-07-09",
"discount_factor": 0.27675907745092887,
"zero_rate": 0.05116261165936729
},
{
"date": "2051-10-09",
"discount_factor": 0.27314406907910826,
"zero_rate": 0.05116549371099592
},
{
"date": "2052-01-09",
"discount_factor": 0.26957670319020266,
"zero_rate": 0.0511682569471672
},
{
"date": "2052-04-09",
"discount_factor": 0.2660943401412876,
"zero_rate": 0.05117087969953281
},
{
"date": "2052-07-09",
"discount_factor": 0.2626573253012652,
"zero_rate": 0.05117339873678966
},
{
"date": "2052-10-09",
"discount_factor": 0.25922801211055824,
"zero_rate": 0.05117584601605598
},
{
"date": "2053-01-09",
"discount_factor": 0.2558437945119482,
"zero_rate": 0.051178199127416786
},
{
"date": "2053-04-09",
"discount_factor": 0.2525761897806913,
"zero_rate": 0.05118041535978091
},
{
"date": "2053-07-09",
"discount_factor": 0.2493149750333516,
"zero_rate": 0.05118257521960061
},
{
"date": "2053-10-09",
"discount_factor": 0.24606097596300774,
"zero_rate": 0.05118468114364133
},
{
"date": "2054-01-09",
"discount_factor": 0.24284967674735336,
"zero_rate": 0.051186713970008256
},
{
"date": "2054-04-09",
"discount_factor": 0.23974894664210986,
"zero_rate": 0.05118863651598864
},
{
"date": "2054-07-09",
"discount_factor": 0.23665419639125218,
"zero_rate": 0.05119051845197516
},
{
"date": "2054-10-09",
"discount_factor": 0.2335662098996021,
"zero_rate": 0.05119236214349734
},
{
"date": "2055-01-09",
"discount_factor": 0.23051866277552957,
"zero_rate": 0.0511941509061483
},
{
"date": "2055-04-09",
"discount_factor": 0.22757596911516476,
"zero_rate": 0.05119585164919475
},
{
"date": "2055-07-09",
"discount_factor": 0.22463887453742704,
"zero_rate": 0.05119752576785953
},
{
"date": "2055-10-09",
"discount_factor": 0.22170812337784362,
"zero_rate": 0.051199175587288565
},
{
"date": "2056-01-09",
"discount_factor": 0.21881567817554398,
"zero_rate": 0.051200786227934614
},
{
"date": "2056-04-09",
"discount_factor": 0.2159918479134794,
"zero_rate": 0.051202344383715535
},
{
"date": "2056-07-09",
"discount_factor": 0.2132044933089695,
"zero_rate": 0.051203871165803945
},
{
"date": "2056-10-09",
"discount_factor": 0.21042309003077367,
"zero_rate": 0.05120538618663697
}
],
"slope": 0.20615198473194418,
"slope_deg": 1.4761281540931213
},
{
"currency": "USD",
"name": "USD_IBOR",
"points": [
{
"date": "2026-10-09",
"discount_factor": 1.0,
"zero_rate": 0.03866942117458757
},
{
"date": "2027-01-09",
"discount_factor": 0.9900607740746088,
"zero_rate": 0.03908719480505632
},
{
"date": "2027-04-09",
"discount_factor": 0.9792412743368563,
"zero_rate": 0.04149339632921146
},
{
"date": "2027-07-09",
"discount_factor": 0.9672388560549339,
"zero_rate": 0.04392501986957868
},
{
"date": "2027-10-09",
"discount_factor": 0.9547799231296187,
"zero_rate": 0.04564051598770102
},
{
"date": "2028-01-09",
"discount_factor": 0.9426131431674815,
"zero_rate": 0.04655526385773771
},
{
"date": "2028-04-09",
"discount_factor": 0.9309306522080888,
"zero_rate": 0.04701711146950224
},
{
"date": "2028-07-09",
"discount_factor": 0.9195151249565232,
"zero_rate": 0.04727255547221349
},
{
"date": "2028-10-09",
"discount_factor": 0.9081649812474517,
"zero_rate": 0.04743983448922451
},
{
"date": "2029-01-09",
"discount_factor": 0.896941736087655,
"zero_rate": 0.04757615353807459
},
{
"date": "2029-04-09",
"discount_factor": 0.8860794252373279,
"zero_rate": 0.04769061068642438
},
{
"date": "2029-07-09",
"discount_factor": 0.8752237348937478,
"zero_rate": 0.04778810974470424
},
{
"date": "2029-10-09",
"discount_factor": 0.8643882805991308,
"zero_rate": 0.04786857337858397
},
{
"date": "2030-01-09",
"discount_factor": 0.85369918955356,
"zero_rate": 0.047932237666767276
},
{
"date": "2030-04-09",
"discount_factor": 0.8433761495643397,
"zero_rate": 0.0479837230938171
},
{
"date": "2030-07-09",
"discount_factor": 0.8330611072732358,
"zero_rate": 0.04803022740431826
},
{
"date": "2030-10-09",
"discount_factor": 0.8227466686606977,
"zero_rate": 0.04807563208132901
},
{
"date": "2031-01-09",
"discount_factor": 0.8125374082582255,
"zero_rate": 0.04812208433081919
},
{
"date": "2031-04-09",
"discount_factor": 0.8026509962126244,
"zero_rate": 0.0481684128941509
},
{
"date": "2031-07-09",
"discount_factor": 0.792757711567758,
"zero_rate": 0.048215426573309454
},
{
"date": "2031-10-09",
"discount_factor": 0.7828623980944305,
"zero_rate": 0.04826254144604983
},
{
"date": "2032-01-09",
"discount_factor": 0.7730743771294942,
"zero_rate": 0.0483090749957216
},
{
"date": "2032-04-09",
"discount_factor": 0.7634922810237652,
"zero_rate": 0.04835580645630032
},
{
"date": "2032-07-09",
"discount_factor": 0.7540017349019098,
"zero_rate": 0.04840467600787086
},
{
"date": "2032-10-09",
"discount_factor": 0.7444927424853406,
"zero_rate": 0.04845747400922633
},
{
"date": "2033-01-09",
"discount_factor": 0.7350643558592362,
"zero_rate": 0.048514448712642086
},
{
"date": "2033-04-09",
"discount_factor": 0.725919021130491,
"zero_rate": 0.04857373721465578
},
{
"date": "2033-07-09",
"discount_factor": 0.7167521840060334,
"zero_rate": 0.0486365297224505
},
{
"date": "2033-10-09",
"discount_factor": 0.7075680306056938,
"zero_rate": 0.048702283610308775
},
{
"date": "2034-01-09",
"discount_factor": 0.6984694039912148,
"zero_rate": 0.04876972643590118
},
{
"date": "2034-04-09",
"discount_factor": 0.6896536802568,
"zero_rate": 0.048836677335701704
},
{
"date": "2034-07-09",
"discount_factor": 0.6808280378838119,
"zero_rate": 0.04890473031184928
},
{
"date": "2034-10-09",
"discount_factor": 0.6719977495640269,
"zero_rate": 0.048973341354535946
},
{
"date": "2035-01-09",
"discount_factor": 0.6632625372696676,
"zero_rate": 0.04904126675852944
},
{
"date": "2035-04-09",
"discount_factor": 0.6548112282807225,
"zero_rate": 0.049106631106268395
},
{
"date": "2035-07-09",
"discount_factor": 0.6463624192048122,
"zero_rate": 0.04917125769822902
},
{
"date": "2035-10-09",
"discount_factor": 0.6379210826827358,
"zero_rate": 0.04923475854317607
},
{
"date": "2036-01-09",
"discount_factor": 0.6295822748555348,
"zero_rate": 0.04929610674993972
},
{
"date": "2036-04-09",
"discount_factor": 0.6214364763706218,
"zero_rate": 0.04935440058735462
},
{
"date": "2036-07-09",
"discount_factor": 0.6133938574615077,
"zero_rate": 0.0494100799938063
},
{
"date": "2036-10-09",
"discount_factor": 0.6053690138663109,
"zero_rate": 0.049463494109272456
},
{
"date": "2037-01-09",
"discount_factor": 0.5974516998535913,
"zero_rate": 0.049513874708483195
},
{
"date": "2037-04-09",
"discount_factor": 0.5898095849754065,
"zero_rate": 0.049560362800811726
},
{
"date": "2037-07-09",
"discount_factor": 0.5821847621153872,
"zero_rate": 0.0496047558691989
},
{
"date": "2037-10-09",
"discount_factor": 0.5745791573416135,
"zero_rate": 0.04964715438397279
},
{
"date": "2038-01-09",
"discount_factor": 0.5670756642580161,
"zero_rate": 0.049687229561556016
},
{
"date": "2038-04-09",
"discount_factor": 0.5598327114935805,
"zero_rate": 0.0497243373734768
},
{
"date": "2038-07-09",
"discount_factor": 0.5526058765207764,
"zero_rate": 0.049759888978204145
},
{
"date": "2038-10-09",
"discount_factor": 0.5453969848349246,
"zero_rate": 0.04979394964611121
},
{
"date": "2039-01-09",
"discount_factor": 0.5382846107719218,
"zero_rate": 0.04982623983516552
},
{
"date": "2039-04-09",
"discount_factor": 0.531418942196823,
"zero_rate": 0.04985622259898124
},
{
"date": "2039-07-09",
"discount_factor": 0.5245683011883082,
"zero_rate": 0.04988502356457487
},
{
"date": "2039-10-09",
"discount_factor": 0.5177344182057543,
"zero_rate": 0.04991268634634457
},
{
"date": "2040-01-09",
"discount_factor": 0.5109917843255971,
"zero_rate": 0.04993897437136781
},
{
"date": "2040-04-09",
"discount_factor": 0.5044109529603135,
"zero_rate": 0.04996370426017544
},
{
"date": "2040-07-09",
"discount_factor": 0.49791692703794516,
"zero_rate": 0.04998724222574671
},
{
"date": "2040-10-09",
"discount_factor": 0.491438554039631,
"zero_rate": 0.050009896596106836
},
{
"date": "2041-01-09",
"discount_factor": 0.485046453811925,
"zero_rate": 0.05003146756959399
},
{
"date": "2041-04-09",
"discount_factor": 0.47887563469939814,
"zero_rate": 0.05005157972121237
},
{
"date": "2041-07-09",
"discount_factor": 0.47271788810561916,
"zero_rate": 0.05007097453447783
},
{
"date": "2041-10-09",
"discount_factor": 0.46657476952926996,
"zero_rate": 0.05008967289566344
},
{
"date": "2042-01-09",
"discount_factor": 0.4605132478937021,
"zero_rate": 0.05010750599042136
},
{
"date": "2042-04-09",
"discount_factor": 0.45466136308167593,
"zero_rate": 0.0501241586067565
},
{
"date": "2042-07-09",
"discount_factor": 0.44882167767462644,
"zero_rate": 0.05014024075615209
},
{
"date": "2042-10-09",
"discount_factor": 0.4429956668969978,
"zero_rate": 0.05015576736688236
},
{
"date": "2043-01-09",
"discount_factor": 0.43724684612341475,
"zero_rate": 0.05017059570638267
},
{
"date": "2043-04-09",
"discount_factor": 0.4316966626308166,
"zero_rate": 0.05018446043741916
},
{
"date": "2043-07-09",
"discount_factor": 0.42615786745241935,
"zero_rate": 0.05019786682609175
},
{
"date": "2043-10-09",
"discount_factor": 0.4206318598961467,
"zero_rate": 0.05021082576319711
},
{
"date": "2044-01-09",
"discount_factor": 0.41517888784429235,
"zero_rate": 0.05022321643702521
},
{
"date": "2044-04-09",
"discount_factor": 0.4098560470281409,
"zero_rate": 0.050234940999401054
},
{
"date": "2044-07-09",
"discount_factor": 0.40460271287794264,
"zero_rate": 0.05024616284227344
},
{
"date": "2044-10-09",
"discount_factor": 0.3993613387820735,
"zero_rate": 0.05025702173901558
},
{
"date": "2045-01-09",
"discount_factor": 0.394189072319654,
"zero_rate": 0.05026741534272482
},
{
"date": "2045-04-09",
"discount_factor": 0.38919520270944696,
"zero_rate": 0.050277154316879145
},
{
"date": "2045-07-09",
"discount_factor": 0.38421126574744,
"zero_rate": 0.0502865908772917
},
{
"date": "2045-10-09",
"discount_factor": 0.3792385208126758,
"zero_rate": 0.05029573120490515
},
{
"date": "2046-01-09",
"discount_factor": 0.3743311893082322,
"zero_rate": 0.050304488422056905
},
{
"date": "2046-04-09",
"discount_factor": 0.36959297241947686,
"zero_rate": 0.05031270194163152
},
{
"date": "2046-07-09",
"discount_factor": 0.36486403753970564,
"zero_rate": 0.05032066797269169
},
{
"date": "2046-10-09",
"discount_factor": 0.3601455797695531,
"zero_rate": 0.05032839134420275
},
{
"date": "2047-01-09",
"discount_factor": 0.3554890503810647,
"zero_rate": 0.050335798174726935
},
{
"date": "2047-04-09",
"discount_factor": 0.35099285986409917,
"zero_rate": 0.05034275187346769
},
{
"date": "2047-07-09",
"discount_factor": 0.3465053465952428,
"zero_rate": 0.05034950262146907
},
{
"date": "2047-10-09",
"discount_factor": 0.34202764483843817,
"zero_rate": 0.05035605429428219
},
{
"date": "2048-01-09",
"discount_factor": 0.33760858296930873,
"zero_rate": 0.05036234392097891
},
{
"date": "2048-04-09",
"discount_factor": 0.3332944581707181,
"zero_rate": 0.050368319310404315
},
{
"date": "2048-07-09",
"discount_factor": 0.3290361610109539,
"zero_rate": 0.050374061436672335
},
{
"date": "2048-10-09",
"discount_factor": 0.32478705393421164,
"zero_rate": 0.05037964047084771
},
{
"date": "2049-01-09",
"discount_factor": 0.3205934747513976,
"zero_rate": 0.050385002609647414
},
{
"date": "2049-04-09",
"discount_factor": 0.31654406594702017,
"zero_rate": 0.05039004801021811
},
{
"date": "2049-07-09",
"discount_factor": 0.31250224809503196,
"zero_rate": 0.05039495748391908
},
{
"date": "2049-10-09",
"discount_factor": 0.3084690431963435,
"zero_rate": 0.050399733754902074
},
{
"date": "2050-01-09",
"discount_factor": 0.304488436635634,
"zero_rate": 0.05040433065958081
},
{
"date": "2050-04-09",
"discount_factor": 0.3006445763594843,
"zero_rate": 0.050408662203772624
},
{
"date": "2050-07-09",
"discount_factor": 0.29680782105477815,
"zero_rate": 0.05041288333391899
},
{
"date": "2050-10-09",
"discount_factor": 0.2929791410929795,
"zero_rate": 0.05041699643976178
},
{
"date": "2051-01-09",
"discount_factor": 0.2892002932590844,
"zero_rate": 0.050420961715792814
},
{
"date": "2051-04-09",
"discount_factor": 0.2855511670507773,
"zero_rate": 0.05042470461183147
},
{
"date": "2051-07-09",
"discount_factor": 0.28190869382261513,
"zero_rate": 0.05042835876176048
},
{
"date": "2051-10-09",
"discount_factor": 0.27827379504418276,
"zero_rate": 0.050431926322727985
},
{
"date": "2052-01-09",
"discount_factor": 0.2746861158414844,
"zero_rate": 0.050435372747725485
},
{
"date": "2052-04-09",
"discount_factor": 0.2711832628461053,
"zero_rate": 0.05043866849863112
},
{
"date": "2052-07-09",
"discount_factor": 0.26772538071499874,
"zero_rate": 0.050441857326647875
},
{
"date": "2052-10-09",
"discount_factor": 0.2642746050238646,
"zero_rate": 0.0504449780479761
},
{
"date": "2053-01-09",
"discount_factor": 0.26086857436511346,
"zero_rate": 0.050448000437077305
},
{
"date": "2053-04-09",
"discount_factor": 0.2575793077949738,
"zero_rate": 0.05045086696456506
},
{
"date": "2053-07-09",
"discount_factor": 0.2542958815485238,
"zero_rate": 0.05045367949803757
},
{
"date": "2053-10-09",
"discount_factor": 0.25101912675586585,
"zero_rate": 0.05045643993044374
},
{
"date": "2054-01-09",
"discount_factor": 0.24778478545550814,
"zero_rate": 0.050459121524654295
},
{
"date": "2054-04-09",
"discount_factor": 0.24466125151922516,
"zero_rate": 0.050461672832827056
},
{
"date": "2054-07-09",
"discount_factor": 0.2415431939749805,
"zero_rate": 0.05046418424702277
},
{
"date": "2054-10-09",
"discount_factor": 0.23843140235978671,
"zero_rate": 0.05046665759428343
},
{
"date": "2055-01-09",
"discount_factor": 0.23535982076899473,
"zero_rate": 0.05046906891299786
},
{
"date": "2055-04-09",
"discount_factor": 0.23239340601185376,
"zero_rate": 0.050471371507921844
},
{
"date": "2055-07-09",
"discount_factor": 0.22943212893075243,
"zero_rate": 0.05047364666489606
},
{
"date": "2055-10-09",
"discount_factor": 0.2264767396384557,
"zero_rate": 0.050475896173599835
},
{
"date": "2056-01-09",
"discount_factor": 0.22355947749519045,
"zero_rate": 0.05047809822562912
},
{
"date": "2056-04-09",
"discount_factor": 0.22071093569590747,
"zero_rate": 0.050480232954350945
},
{
"date": "2056-07-09",
"discount_factor": 0.21789871720970055,
"zero_rate": 0.05048232768995747
},
{
"date": "2056-10-09",
"discount_factor": 0.21509203289571283,
"zero_rate": 0.05048440789265763
}
],
"slope": 0.2023659620047944,
"slope_deg": 1.4490304292328866
}
],
"valuation_date": "2026-10-09"
}