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Fully annotated reference manual - version 1.8.12
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representativeswaption.cpp File Reference
#include <boost/test/unit_test.hpp>
#include <oret/toplevelfixture.hpp>
#include <qle/models/representativeswaption.hpp>
#include <qle/methods/multipathgeneratorbase.hpp>
#include <qle/models/irlgm1fconstantparametrization.hpp>
#include <qle/models/lgm.hpp>
#include <qle/pricingengines/analyticlgmswaptionengine.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/iborcoupon.hpp>
#include <ql/currencies/europe.hpp>
#include <ql/exercise.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/indexes/swap/euriborswap.hpp>
#include <ql/instruments/makevanillaswap.hpp>
#include <ql/instruments/nonstandardswap.hpp>
#include <ql/math/optimization/levenbergmarquardt.hpp>
#include <ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp>
#include <ql/pricingengines/swaption/blackswaptionengine.hpp>
#include <ql/termstructures/volatility/swaption/swaptionconstantvol.hpp>
#include <ql/termstructures/yield/flatforward.hpp>
#include <ql/time/calendars/target.hpp>
#include <ql/time/daycounters/actualactual.hpp>
#include <ql/timegrid.hpp>
#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/statistics/mean.hpp>
#include <boost/accumulators/statistics/stats.hpp>
#include <boost/timer/timer.hpp>

Go to the source code of this file.

Functions

 BOOST_AUTO_TEST_CASE (testStandardUnderlying)
 
 BOOST_AUTO_TEST_CASE (testEPEStandardPayerSwap)
 
 BOOST_AUTO_TEST_CASE (testEPEStandardReceiverSwap)
 
 BOOST_AUTO_TEST_CASE (testEPEAmortisingPayerSwap)
 
 BOOST_AUTO_TEST_CASE (testEPEAmortisingReceiverSwap)
 
 BOOST_AUTO_TEST_CASE (testEPEAccretingPayerSwap)
 
 BOOST_AUTO_TEST_CASE (testEPEAccretingReceiverSwap)
 

Function Documentation

◆ BOOST_AUTO_TEST_CASE() [1/7]

BOOST_AUTO_TEST_CASE ( testStandardUnderlying  )

Definition at line 64 of file representativeswaption.cpp.

64 {
65
66 Date today(6, Jun, 2019);
67 Settings::instance().evaluationDate() = today;
68
69 auto dsc = Handle<YieldTermStructure>(QuantLib::ext::make_shared<FlatForward>(today, 0.01, ActualActual(ActualActual::ISDA)));
70 auto fwd = Handle<YieldTermStructure>(QuantLib::ext::make_shared<FlatForward>(today, 0.02, ActualActual(ActualActual::ISDA)));
71
72 auto swapIndexBase = QuantLib::ext::make_shared<EuriborSwapIsdaFixA>(10 * Years, fwd, dsc);
73
74 for (Size i = 1; i <= 19; ++i) {
75
76 Date exerciseDate = TARGET().advance(today, i * Years);
77 Date valueDate = swapIndexBase->iborIndex()->valueDate(exerciseDate);
78 VanillaSwap underlying = MakeVanillaSwap((20 - i) * Years, swapIndexBase->iborIndex(), 0.03)
79 .withNominal(10000.0)
80 .withEffectiveDate(valueDate);
81
82 RepresentativeSwaptionMatcher matcher({underlying.leg(0), underlying.leg(1)}, {true, false}, swapIndexBase,
83 false, dsc, 0.01);
84
85 static constexpr Real tol = 1E-6;
86
87 auto w = matcher.representativeSwaption(
88 exerciseDate, RepresentativeSwaptionMatcher::InclusionCriterion::AccrualStartGeqExercise);
89
90 BOOST_REQUIRE_EQUAL(w->exercise()->dates().size(), 1);
91 BOOST_CHECK_EQUAL(w->exercise()->date(0), exerciseDate);
92 auto s = w->underlyingSwap();
93 BOOST_CHECK_EQUAL(s->type(), VanillaSwap::Payer);
94 BOOST_CHECK_CLOSE(s->nominal(), 10000.0, tol);
95 BOOST_CHECK_CLOSE(s->fixedRate(), 0.03, tol);
96 BOOST_REQUIRE(!s->fixedSchedule().dates().empty());
97 BOOST_CHECK_EQUAL(s->fixedSchedule().dates().front(), valueDate);
98 BOOST_CHECK_EQUAL(s->fixedSchedule().dates().back(), underlying.maturityDate());
99 BOOST_REQUIRE(!s->floatingSchedule().dates().empty());
100 BOOST_CHECK_EQUAL(s->floatingSchedule().dates().front(), valueDate);
101 BOOST_CHECK_EQUAL(s->floatingSchedule().dates().back(), underlying.maturityDate());
102 BOOST_CHECK_EQUAL(s->iborIndex()->name(), swapIndexBase->iborIndex()->name());
103 BOOST_CHECK_CLOSE(s->spread(), 0.0, tol);
104 }
105}
QuantExt::RepresentativeSwaptionMatcher::representativeSwaption
boost::shared_ptr< Swaption > representativeSwaption(Date exerciseDate, const InclusionCriterion criterion=InclusionCriterion::AccrualStartGeqExercise)
+ Here is the call graph for this function:

◆ BOOST_AUTO_TEST_CASE() [2/7]

BOOST_AUTO_TEST_CASE ( testEPEStandardPayerSwap  )

Definition at line 279 of file representativeswaption.cpp.

279 {
280 runTest({10000.0}, true, 5.0,
281 {0, 0, 0, 0.00476312, 0.141555, 0.229646, 0.285095, 0.750794, 1.43698, 2.23473, 3.12387,
282 4.08822, 10.1648, 11.9295, 15.377, 18.4359, 21.1733, 23.829, 18.5224, 21.1229, 24.0598, 26.4625,
283 28.777, 31.1131, 46.7003, 50.1594, 53.5407, 57.2505, 60.4863, 64.6806, 51.473, 54.8708, 57.7915,
284 60.302, 62.9418, 65.1625, 86.3816, 89.7665, 93.488, 97.5451, 101.403, 105.314, 84.7002, 88.0465,
285 90.626, 94.0729, 97.6903, 100.334, 125.85, 129.309, 131.478, 133.738, 139.173, 143.482, 116.766,
286 119.195, 121.608, 124.51, 127.738, 130.716, 157.044, 160.824, 163.489, 166.715, 169.565, 172.198,
287 140.408, 143.187, 145.431, 148.512, 151.258, 154.147, 182.893, 186.55, 188.204, 190.143, 193.236,
288 196.31, 161.458, 163.681, 165.816, 167.875, 170.316, 172.51, 201.745, 204.853, 206.583, 208.683,
289 211.533, 213.877, 174.826, 177.235, 178.714, 180.611, 183.115, 185.117, 214.554, 216.786, 218.909,
290 221.963, 223.604, 225.513, 182.987, 184.414, 186.651, 188.521, 190.39, 192.539, 221.357, 223.192,
291 225.106, 226.645, 227.932, 230.81, 186.467, 188.049, 189.68, 191.836, 193.588, 195.276, 224.057,
292 225.636, 226.516, 228.609, 230.082, 231.878, 184.733, 186.123, 187.525, 189.293, 190.731, 191.882,
293 219.822, 221.445, 222.857, 223.791, 224.945, 226.246, 177.87, 179.055, 180.006, 181.366, 182.334,
294 183.467, 209.987, 211.417, 212.994, 214.195, 215.049, 216.597, 166.943, 168.152, 169.01, 169.767,
295 170.732, 171.77, 198.04, 199.156, 200.184, 201.36, 201.983, 202.727, 151.235, 152.127, 152.92,
296 153.78, 154.52, 155.813, 181.015, 181.805, 182.547, 183.035, 183.925, 184.402, 131.595, 132.355,
297 133.101, 134.118, 134.54, 134.86, 159.379, 160.045, 160.721, 161.29, 161.831, 162.648, 110.028,
298 110.509, 110.892, 111.467, 111.937, 112.641, 134.687, 135.165, 135.463, 136.04, 136.535, 136.947,
299 84.0783, 84.501, 84.9166, 85.1605, 85.5312, 85.9006, 105.707, 106.004, 106.191, 106.522, 106.961,
300 107.167, 55.3124, 55.482, 55.6544, 55.9519, 56.2398, 56.4192, 73.8899, 74.0573, 74.2138, 74.3796,
301 74.547, 74.6136, 25.2369, 25.2908, 25.3794, 25.4661, 25.5298, 25.5784, 38.5024, 38.5559, 38.5982,
302 38.6212, 38.6586, 38.7142, 1.25658, 1.25658, 1.25658, 1.25658, 1.25658, 1.25658, 0, 0,
303 0, 0, 0, 0, 0, 0, 0});
304}

◆ BOOST_AUTO_TEST_CASE() [3/7]

BOOST_AUTO_TEST_CASE ( testEPEStandardReceiverSwap  )

Definition at line 306 of file representativeswaption.cpp.

306 {
307 runTest({10000.0}, false, 5.0,
308 {1776.1, 1776.16, 1776.27, 1776.39, 1776.42, 1776.58, 1876.93, 1877.36, 1878.17, 1878.88, 1879.66, 1880.74,
309 1689.31, 1691.07, 1694.48, 1697.55, 1700.31, 1703.1, 1796.8, 1799.45, 1802.44, 1804.92, 1807.18, 1809.65,
310 1629.45, 1632.97, 1636.23, 1640, 1643.18, 1647.31, 1732.38, 1735.85, 1738.74, 1741.2, 1743.84, 1746.11,
311 1573.39, 1576.8, 1580.64, 1584.57, 1588.55, 1592.54, 1670.29, 1673.64, 1676.17, 1679.7, 1683.49, 1686.24,
312 1518.25, 1521.77, 1524.01, 1526.41, 1531.78, 1535.98, 1604.98, 1607.35, 1609.64, 1612.66, 1615.93, 1618.91,
313 1456.63, 1460.35, 1463.11, 1466.31, 1469.16, 1471.81, 1535.16, 1538.05, 1540.22, 1543.35, 1545.96, 1549.03,
314 1389.55, 1393.3, 1395.02, 1397, 1400.06, 1403.08, 1462.55, 1464.82, 1466.93, 1468.96, 1471.46, 1473.84,
315 1316.64, 1319.69, 1321.4, 1323.64, 1326.29, 1328.68, 1383.02, 1385.55, 1387.06, 1389.04, 1391.56, 1393.56,
316 1238.64, 1240.94, 1243.11, 1246.07, 1247.79, 1249.73, 1299.71, 1301.09, 1303.37, 1305.24, 1307, 1309.24,
317 1155.17, 1157.04, 1158.95, 1160.47, 1161.84, 1164.64, 1211.03, 1212.48, 1214.12, 1216.31, 1218.07, 1219.78,
318 1068.44, 1069.98, 1070.92, 1072.97, 1074.54, 1076.37, 1119.5, 1120.92, 1122.32, 1123.97, 1125.53, 1126.69,
319 976.39, 978.009, 979.414, 980.4, 981.515, 982.851, 1024.18, 1025.38, 1026.36, 1027.75, 1028.67, 1029.81,
320 879.091, 880.557, 882.126, 883.351, 884.23, 885.776, 924.896, 926.077, 926.923, 927.62, 928.595, 929.658,
321 780.719, 781.807, 782.875, 784.059, 784.728, 785.429, 821.668, 822.593, 823.351, 824.199, 825.001, 826.25,
322 677.732, 678.55, 679.337, 679.897, 680.778, 681.247, 716.469, 717.211, 717.967, 718.95, 719.399, 719.747,
323 570.817, 571.447, 572.099, 572.637, 573.167, 573.963, 607.066, 607.543, 607.927, 608.494, 608.939, 609.607,
324 462.062, 462.526, 462.861, 463.412, 463.919, 464.334, 496.515, 496.929, 497.349, 497.577, 497.939, 498.317,
325 350.516, 350.807, 350.997, 351.318, 351.743, 351.953, 384.239, 384.402, 384.575, 384.872, 385.161, 385.345,
326 235.92, 236.085, 236.247, 236.417, 236.582, 236.647, 270.98, 271.032, 271.119, 271.205, 271.265, 271.319,
327 119.009, 119.059, 119.098, 119.124, 119.161, 119.217, 164.655, 164.655, 164.655, 164.655, 164.655, 164.655,
328 0, 0, 0, 0, 0, 0, 0, 0, 0});
329}

◆ BOOST_AUTO_TEST_CASE() [4/7]

BOOST_AUTO_TEST_CASE ( testEPEAmortisingPayerSwap  )

Definition at line 331 of file representativeswaption.cpp.

331 {
332 runTest({10000.0, 9500.0, 9000.0, 8500.0, 8000.0, 7500.0, 7000.0, 6500.0, 6000.0, 5500.0, 5000.0,
333 4500.0, 4000.0, 3500.0, 3000.0, 2500.0, 2000.0, 1500.0, 1000.0, 500.0, 0.0},
334 true, 5.0,
335 {0, 0, 0, 0, 0.0635402, 0.0996111, 0.035936, 0.166171, 0.388186, 0.634441,
336 0.903261, 1.16444, 5.22218, 6.0652, 7.75181, 9.2517, 10.602, 11.8243, 6.61368, 7.63869,
337 8.68031, 9.73107, 10.5444, 11.5449, 22.8357, 24.4621, 25.9824, 27.7498, 29.2149, 31.165,
338 19.2384, 20.6274, 21.7167, 22.7248, 23.7752, 24.4396, 39.8875, 41.3704, 42.9692, 44.7158,
339 46.4326, 48.1301, 30.8631, 32.1783, 33.1271, 34.4257, 35.8597, 36.958, 54.8657, 56.2677,
340 57.103, 57.9756, 60.2837, 62.0728, 41.1482, 42.0981, 43.0602, 44.1488, 45.2792, 46.4176,
341 64.2242, 65.7178, 66.695, 67.9049, 69.0142, 69.9904, 46.9911, 48.0362, 48.8651, 49.8856,
342 50.7845, 51.6657, 70.0341, 71.3877, 72.0085, 72.6884, 73.7758, 74.8804, 51.3413, 51.997,
343 52.6139, 53.2466, 53.9994, 54.6788, 72.1067, 73.1625, 73.7329, 74.4325, 75.3778, 76.1421,
344 51.6972, 52.403, 52.8399, 53.3164, 54.0852, 54.6213, 71.0502, 71.7524, 72.3968, 73.3006,
345 73.83, 74.4205, 49.8508, 50.2944, 50.8843, 51.4477, 52.029, 52.7141, 67.5214, 68.0293,
346 68.5529, 68.9871, 69.3272, 70.1703, 46.8175, 47.2749, 47.6874, 48.1455, 48.5909, 48.9994,
347 62.5804, 62.9791, 63.1859, 63.7347, 64.1205, 64.5542, 42.0059, 42.3223, 42.6418, 43.0848,
348 43.3828, 43.6137, 55.6927, 56.082, 56.3962, 56.5947, 56.8809, 57.1763, 36.3262, 36.5648,
349 36.7741, 37.0445, 37.2607, 37.4808, 47.8274, 48.1118, 48.4317, 48.6837, 48.8367, 49.1609,
350 30.1894, 30.3809, 30.5203, 30.6408, 30.8201, 30.9834, 40.0044, 40.2067, 40.3934, 40.6031,
351 40.7129, 40.843, 23.7438, 23.8644, 23.9791, 24.1195, 24.2254, 24.4208, 31.9716, 32.0886,
352 32.1989, 32.2737, 32.4059, 32.4767, 17.4688, 17.573, 17.6864, 17.8163, 17.8776, 17.9241,
353 24.0637, 24.1502, 24.2402, 24.3139, 24.3819, 24.4917, 12.1097, 12.1592, 12.2033, 12.2612,
354 12.3094, 12.3633, 16.9255, 16.9758, 17.0046, 17.0663, 17.1174, 17.161, 7.27119, 7.30655,
355 7.33206, 7.3495, 7.382, 7.40213, 10.5911, 10.6146, 10.6292, 10.6574, 10.6943, 10.7102,
356 3.50722, 3.51497, 3.52593, 3.53726, 3.55108, 3.56092, 5.55212, 5.5622, 5.57099, 5.58081,
357 5.59027, 5.59405, 1.0627, 1.06533, 1.06692, 1.06874, 1.06958, 1.07202, 1.92512, 1.92779,
358 1.92991, 1.93106, 1.93293, 1.93571, 0.0628288, 0.0628288, 0.0628288, 0.0628288, 0.0628288, 0.0628289,
359 0, 0, 0, 0, 0, 0, 0, 0, 0});
360}

◆ BOOST_AUTO_TEST_CASE() [5/7]

BOOST_AUTO_TEST_CASE ( testEPEAmortisingReceiverSwap  )

Definition at line 362 of file representativeswaption.cpp.

362 {
363 runTest({10000.0, 9500.0, 9000.0, 8500.0, 8000.0, 7500.0, 7000.0, 6500.0, 6000.0, 5500.0, 5000.0,
364 4500.0, 4000.0, 3500.0, 3000.0, 2500.0, 2000.0, 1500.0, 1000.0, 500.0, 0.0},
365 false, 10.0,
366 {961.998, 962.037, 962.093, 962.152, 962.166, 962.237, 1062.45, 1062.55, 1062.85, 1063.06, 1063.27, 1063.59,
367 870.155, 870.999, 872.661, 874.169, 875.532, 876.831, 965.656, 966.707, 967.782, 968.878, 969.664, 970.75,
368 796.03, 797.683, 799.142, 800.936, 802.374, 804.28, 880.794, 882.224, 883.305, 884.29, 885.348, 886.051,
369 726.982, 728.478, 730.147, 731.837, 733.62, 735.345, 801.657, 802.972, 803.892, 805.221, 806.744, 807.896,
370 661.313, 662.726, 663.603, 664.556, 666.834, 668.564, 724.232, 725.157, 726.057, 727.194, 728.346, 729.481,
371 596.371, 597.825, 598.856, 600.059, 601.174, 602.158, 650.48, 651.571, 652.373, 653.42, 654.263, 655.219,
372 532.429, 533.819, 534.461, 535.156, 536.233, 537.315, 579.784, 580.467, 581.072, 581.694, 582.468, 583.218,
373 470.182, 471.213, 471.776, 472.542, 473.394, 474.18, 510.442, 511.19, 511.636, 512.148, 512.923, 513.461,
374 410.043, 410.763, 411.425, 412.296, 412.855, 413.461, 444.386, 444.818, 445.418, 445.977, 446.516, 447.238,
375 352.314, 352.837, 353.361, 353.789, 354.161, 354.972, 381.526, 381.944, 382.361, 382.829, 383.274, 383.688,
376 298.222, 298.614, 298.844, 299.368, 299.784, 300.23, 322.807, 323.135, 323.454, 323.857, 324.194, 324.43,
377 247.386, 247.777, 248.087, 248.301, 248.576, 248.88, 268.402, 268.647, 268.865, 269.143, 269.347, 269.569,
378 200.161, 200.452, 200.77, 201.032, 201.188, 201.512, 218.047, 218.234, 218.371, 218.477, 218.657, 218.826,
379 157.762, 157.958, 158.155, 158.366, 158.485, 158.606, 172.207, 172.335, 172.442, 172.582, 172.699, 172.885,
380 119.639, 119.76, 119.878, 119.966, 120.097, 120.166, 131.566, 131.667, 131.782, 131.905, 131.971, 132.022,
381 86.1339, 86.2152, 86.302, 86.3712, 86.4373, 86.5439, 95.5948, 95.6435, 95.688, 95.7448, 95.7896, 95.839,
382 58.0129, 58.0613, 58.095, 58.1534, 58.2064, 58.2508, 65.3708, 65.4053, 65.4312, 65.4474, 65.4788, 65.4999,
383 35.1676, 35.1909, 35.2061, 35.2332, 35.2684, 35.2847, 40.7032, 40.7105, 40.7214, 40.7327, 40.7466, 40.7568,
384 17.7212, 17.7311, 17.7403, 17.7504, 17.7597, 17.7634, 21.6034, 21.6059, 21.6075, 21.6092, 21.6099, 21.6126,
385 5.95044, 5.95296, 5.95492, 5.95619, 5.95805, 5.96085, 8.23275, 8.23275, 8.23275, 8.23275, 8.23275, 8.23275,
386 0, 0, 0, 0, 0, 0, 0, 0, 0});
387}

◆ BOOST_AUTO_TEST_CASE() [6/7]

BOOST_AUTO_TEST_CASE ( testEPEAccretingPayerSwap  )

Definition at line 389 of file representativeswaption.cpp.

389 {
390 runTest({10000.0, 11000.0, 12000.0, 13000.0, 14000.0, 15000.0, 16000.0, 17000.0, 18000.0, 19000.0,
391 20000.0, 21000.0, 22000.0, 23000.0, 24000.0, 25000.0, 26000.0, 27000.0, 28000.0, 29000.0},
392 true, 10.0,
393 {0, 0, 0, 0.0201268, 0.303151, 0.492128, 0.996429, 2.34557, 3.95999, 6.21514, 8.50881,
394 10.8789, 20.0638, 23.6787, 30.6577, 36.8466, 42.3846, 47.9246, 44.0161, 49.9686, 56.4549, 61.9091,
395 67.2612, 72.4536, 94.4797, 101.627, 108.739, 116.334, 123.174, 131.838, 118.332, 125.834, 132.444,
396 138.029, 143.965, 149.348, 179.48, 186.679, 194.639, 203.367, 211.48, 219.84, 194.913, 202.513,
397 208.166, 216.025, 224.238, 230.37, 267.965, 275.567, 280.404, 285.421, 297.124, 306.53, 270.392,
398 276.072, 281.611, 287.977, 295.193, 302.139, 342.83, 351.21, 357.283, 364.517, 370.867, 376.839,
399 329.971, 336.168, 341.369, 348.435, 354.896, 361.73, 408.801, 417.062, 420.807, 425.29, 432.412,
400 439.367, 384.213, 389.783, 394.784, 399.9, 405.539, 410.878, 461.195, 468.37, 472.436, 477.354,
401 484.027, 489.531, 423.175, 429.096, 432.727, 437.811, 443.607, 448.655, 501.693, 506.981, 512.066,
402 519.459, 523.331, 527.855, 451.411, 454.973, 460.204, 465.019, 469.408, 474.516, 529.141, 533.641,
403 538.364, 542.097, 545.255, 552.239, 467.676, 471.477, 475.712, 480.977, 485.523, 489.821, 547.096,
404 551.04, 553.258, 558.449, 562.113, 566.617, 471.922, 475.411, 478.939, 483.373, 487.003, 490.123,
405 548.138, 552.224, 555.849, 558.254, 561.161, 564.46, 462.237, 465.516, 467.838, 471.329, 473.883,
406 476.937, 534.355, 538.071, 542.18, 545.286, 547.528, 551.54, 441.736, 444.906, 447.21, 449.377,
407 451.856, 454.677, 514.14, 517.086, 519.79, 522.9, 524.555, 526.529, 407.306, 409.76, 411.966,
408 414.283, 416.297, 419.716, 479.117, 481.257, 483.262, 484.575, 486.981, 488.28, 360.88, 362.938,
409 364.905, 367.684, 368.849, 369.822, 430.016, 431.843, 433.689, 435.253, 436.746, 438.971, 306.661,
410 307.983, 309.111, 310.686, 312.051, 314.024, 370.213, 371.546, 372.385, 373.993, 375.38, 376.525,
411 238.345, 239.511, 240.697, 241.412, 242.45, 243.555, 295.939, 296.785, 297.316, 298.253, 299.496,
412 300.087, 159.434, 159.911, 160.415, 161.286, 162.106, 162.602, 210.565, 211.048, 211.5, 211.978,
413 212.462, 212.654, 73.8598, 74.0193, 74.2862, 74.5391, 74.7318, 74.8647, 111.657, 111.812, 111.935,
414 112.002, 112.11, 112.271, 3.64407, 3.64407, 3.64407, 3.64407, 3.64407, 3.64407, 0, 0,
415 0, 0, 0, 0, 0, 0, 0});
416}

◆ BOOST_AUTO_TEST_CASE() [7/7]

BOOST_AUTO_TEST_CASE ( testEPEAccretingReceiverSwap  )

Definition at line 418 of file representativeswaption.cpp.

418 {
419 runTest({10000.0, 11000.0, 12000.0, 13000.0, 14000.0, 15000.0, 16000.0, 17000.0, 18000.0, 19000.0,
420 20000.0, 21000.0, 22000.0, 23000.0, 24000.0, 25000.0, 26000.0, 27000.0, 28000.0, 29000.0},
421 false, 10.0,
422 {3404.31, 3404.42, 3404.64, 3404.86, 3404.94, 3405.25, 3506.11, 3507.41, 3509.22, 3511.31, 3513.38, 3515.98,
423 3327.63, 3331.23, 3338.16, 3344.34, 3349.95, 3355.74, 3460.75, 3466.82, 3473.4, 3478.98, 3484.22, 3489.64,
424 3296.33, 3303.63, 3310.49, 3318.2, 3324.93, 3333.48, 3437.95, 3445.57, 3452.12, 3457.58, 3463.5, 3468.97,
425 3266.31, 3273.56, 3281.74, 3290.2, 3298.54, 3307.08, 3410.11, 3417.72, 3423.28, 3431.31, 3439.86, 3446.21,
426 3232.28, 3240.03, 3244.99, 3250.28, 3261.86, 3271.03, 3368.87, 3374.43, 3379.72, 3386.34, 3393.63, 3400.6,
427 3177.29, 3185.58, 3191.84, 3199, 3205.33, 3211.35, 3307.24, 3313.69, 3318.71, 3325.88, 3332.06, 3339.26,
428 3103.98, 3112.46, 3116.36, 3120.92, 3127.98, 3134.82, 3230.59, 3236.27, 3241.21, 3246.27, 3252.05, 3257.8,
429 3009.72, 3016.78, 3020.79, 3025.99, 3032.27, 3037.86, 3130.27, 3136.46, 3140.16, 3145.44, 3151.27, 3156.31,
430 2895.98, 2901.43, 2906.62, 2913.77, 2917.83, 2922.44, 3012.5, 3015.96, 3021.3, 3026.12, 3030.27, 3035.58,
431 2760.99, 2765.57, 2770.28, 2773.96, 2777.31, 2784.13, 2871.94, 2875.44, 2879.7, 2885.02, 2889.59, 2893.95,
432 2608.95, 2612.81, 2615.15, 2620.26, 2624.16, 2628.75, 2714.6, 2718.19, 2721.71, 2725.87, 2729.77, 2732.93,
433 2434.45, 2438.53, 2442.14, 2444.67, 2447.48, 2450.87, 2537.02, 2540.33, 2542.72, 2546.29, 2548.73, 2551.79,
434 2237, 2240.81, 2244.9, 2248.06, 2250.37, 2254.37, 2339.88, 2342.98, 2345.25, 2347.26, 2349.77, 2352.66,
435 2026.66, 2029.53, 2032.34, 2035.47, 2037.25, 2039.11, 2121.68, 2124.22, 2126.33, 2128.61, 2130.79, 2134.1,
436 1793.93, 1796.15, 1798.27, 1799.78, 1802.16, 1803.44, 1887.31, 1889.32, 1891.31, 1894, 1895.24, 1896.29,
437 1540.19, 1541.92, 1543.7, 1545.18, 1546.64, 1548.81, 1630.81, 1632.12, 1633.25, 1634.8, 1636.1, 1637.97,
438 1270.16, 1271.46, 1272.4, 1273.93, 1275.35, 1276.51, 1359.46, 1360.6, 1361.8, 1362.47, 1363.48, 1364.61,
439 981.213, 982.04, 982.58, 983.491, 984.696, 985.296, 1071.82, 1072.28, 1072.79, 1073.65, 1074.48, 1074.99,
440 672.318, 672.794, 673.262, 673.752, 674.228, 674.414, 770.008, 770.161, 770.425, 770.674, 770.856, 771.005,
441 345.125, 345.272, 345.386, 345.459, 345.567, 345.729, 477.499, 477.499, 477.499, 477.499, 477.499, 477.499,
442 0, 0, 0, 0, 0, 0, 0, 0, 0});
443}
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