{"text_format":"1","workbook":"xlsx","n_sheets":10,"sheets":["bond","inputs","tree","calc","yield","stats","cf","test","config","guide"],"not_rendered":{"charts":7,"images":0,"macros":1,"external_links":0,"defined_names":12,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

{"sheet":"bond","index":0,"n_rows":42,"n_cols":5,"rows_kept":42,"cut":false,"hidden":false,"merged":[[3,1,3,4]]}
[]
[null,"TAB: BOND PARAMETERS"]
[]
[null,"Bond terms"]
[]
[null,"General parameters"]
[null,"Parameter","Value",null,"Description"]
[null,"T",10,null,"Term to maturity"]
[null,"dt",2,null,"Time increment"]
[null,"principal",100,null,"Bond principal amount"]
[null,"coupon-rate",0.05,null,"Coupon / dividend rate"]
[null,"coupon-frequency",1,null,"Coupon payment frequency (measured in the # of tree periods)"]
[null,"n",{"$f":"INT(C8/C9)+1","v":6},null,"Number of periods in the tree that measure the bond life"]
[]
[]
[null,"Interest deferral"]
[null,"Parameter","Value",null,"Description"]
[null,"interest deferral period",0,null,"The latest period until the bond coupon payments are deferred"]
[null,"is compounded",1,null,"1 if deferred interest is compounded and zero otherwise"]
[]
[]
[null,"Bond amortization schedule"]
[null,"Parameter","Value",null,"Description"]
[null,1,0,null,"% of bond amortization in period t=0"]
[null,3,0,null,"% of bond amortization in period t=3"]
[null,5,{"$f":"1-SUM(C24:C25)","v":1},null,"% of bond amortization at maturity"]
[]
[null,"amortization schedule",{"$f":"_xll.AC.data.map(B24:B26, C24:C26)","v":"java.util.LinkedHashMap@Sun, 24 Jun 2018 12:54:35:752..6954858995633968606"}," ","Bond amortization schedule"]
[]
[]
[null,"Bond option parameters"]
[null,"Parameter","Value",null,"Description"]
[null,"option","call",null,"Option type"]
[]
[]
[null,"Bond redemption premium / discount"]
[null,"Parameter","Value",null,"Description"]
[null,1,0.03,null,"Bond redemption premium in period t=0"]
[null,2,0.02,null,"Bond redemption premium in period t=3"]
[null,3,0.01,null,"Bond redemption premium at maturity"]
[]
[null,"redemption premium",{"$f":"_xll.AC.data.map(B38:B40, C38:C40)","v":"java.util.LinkedHashMap@Sun, 24 Jun 2018 12:54:35:738..597428355098118818"}," ","Premium at which the bond is redeemed if option is exercised"]

{"sheet":"inputs","index":1,"n_rows":50,"n_cols":10,"rows_kept":50,"cut":false,"hidden":false,"merged":[[3,1,3,4],[3,6,3,9],[19,6,23,9],[17,6,17,9]]}
[]
[null,"TAB: INTEREST RATE TREE PARAMETERS"]
[]
[null,"Interest rate tree and tree calculator parameters",null,null,null,null,"Transition probability functions"]
[]
[null,"General parameters",null,null,null,null,"Function arguments"]
[null,"Parameter","Value",null,"Description",null,"Parameter","Value",null,"Description"]
[null,"Input parameters",null,null,null,null,"Diffusion drift and volatility function arguments"]
[null,"y0",{"$f":"bond!C11","v":0.05},null,"Initial yield rate",null,"t",0,null,"Time period"]
[null,"µ",0,null,"Drift parameter",null,"y",0,null,"Process state action"]
[null,"σ",1.0699999999999999E-2,null,"Standard deviation",null,"x",0,null,"Process state"]
[null,null,null,null,null,null,"mu",{"$f":"C10","v":0},null,"Diffusion drift parameter"]
[null,"Derived parameters",null,null,null,null,"sigma",{"$f":"C11","v":1.0699999999999999E-2},null,"Diffusion volatility parameter"]
[null,"(µ - σ2/2) x dt",{"$f":"(C10 - C11*C11/2)*bond!C9","v":-1.1448999999999998E-4},null,"Adjusted one-period drift parameter"]
[null,"σ x √dt",{"$f":"C11 * SQRT(bond!C9)","v":1.5132085117392117E-2},null,"Size of upward / downward movement"]
[]
[null,"Tree parameters",null,null,null,null,"Transition probability functions"]
[null,"Parameter","Value",null,"Description",null,"Diffusion drift and volatility functions (used to construct transition probabilities function)"]
[null,"States",null,null,null,null,{"$f":"_xll.AC.jmc.parse(\"tree-calc\", G20, G9:H13)","v":"jkr.parser.lib.jmc.calculator.Calculator@Sun, 24 Jun 2018 12:54:38:608..1134433183018976852"}]
[null,"dx-down",4,null,"Normalized downward change in state over dt period (xmin = E xT - ΣT x dxdown)",null,"'mux'    = 'mu';\n'sigmax' = 'sigma';\n\n'Fmu'    = FX('mux',    VARS('t', 'y', 'x'));\n'Fsigma' = FX('sigmax', VARS('t', 'y', 'x'));"]
[null,"dx-up",7,null,"Normalized upward change in state over dt period (xmax = E xT + ΣT x dxup)"]
[null,"X-min",-0.3,null,"Lower boundary on minimum state value"]
[null,"X-max",0.3,null,"Upper boundary on maximum state value"]
[null,"X-count",13,null,"Number of process discrete states {xt}"]
[null,"iter-count",10,null,"Number of iterations used to construct σ(T, x) - uniform set of states in period T"]
[null,null,null,null,null,null,"Variable name","Variable value",null,"Variable description"]
[null,"Diffusion tree parameter",null,null,null,null,"Fmu",{"$f":"_xll.AC.jmc.getVars(G19, G27:G28)","v":"jkr.parser.lib.jmc.formula.objects.function.CodeFunctionX@Sun, 24 Jun 2018 12:54:38:707..8001981852497446155"},null,"Diffusion drift function object"]
[null,null,null,null,null,null,"Fsigma","jkr.parser.lib.jmc.formula.objects.function.CodeFunctionX@Sun, 24 Jun 2018 12:54:38:707..1245235422123900535",null,"Diffusion dvolatility function object"]
[]
[null,"Calculator parameters",null,null,null,null,"Transition probability tree structure"]
[null,"Parameter","Value",null,"Description"]
[null,"Calculator option parameters",null,null,null,null,"Movement direction","ai","pi","Restrictions on the mapping coefficients"]
[null,"option",{"$f":"bond!C33","v":"call"},null,"Evaluated option",null,"up",{"$f":"SQRT(3)","v":1.7320508075688772},{"$f":"1/6","v":0.16666666666666666},"Σ ai2 x pi = 1"]
[null,"yield-min",-0.01,null,"Minimum yield bound in yield binary search estimation",null,"zero",0,{"$f":"1-I33-I35","v":0.66666666666666674},"Σ pi = 1"]
[null,"yield-max",0.2,null,"Maximum yield bound in yield binary search estimation",null,"down",{"$f":"-H33","v":-1.7320508075688772},{"$f":"I33","v":0.16666666666666666}]
[null,"yield-iter",10,null,"Maximum number of yield iterations"]
[null,"npv-delta",0.1,null,"Maximum difference between bond cash flow yield-based NPV and bond clean price",null,"Q tree structure",{"$f":"_xll.AC.data.map(H33:H35, I33:I35)","v":"java.util.LinkedHashMap@Sun, 24 Jun 2018 12:54:35:752..183204038153754872"},null," "]
[]
[null,"Calculator option executed methods"]
[null,"value-option",null,null,"Estimate the bond bullet prices and prices in the presence of the option "]
[null,"bond-yields",null,null,"Estimate the bond bullet yields and yields in the presence of the option "]
[]
[null,"Parameter objects"]
[null,"Parameter","Value",null,"Description"]
[null,"Parameter mappings objects"]
[null,"States mapping",{"$f":"_xll.AC.data.map(B20:B25, C20:C25)","v":"java.util.LinkedHashMap@Sun, 24 Jun 2018 12:54:35:739..1430619658721585294"}," ","State mapping object"]
[null,"Calculator option parameter mapping",{"$f":"_xll.AC.data.map(B33:B37, C33:C37)","v":"java.util.LinkedHashMap@Sun, 24 Jun 2018 12:54:35:752..6027289853123179485"}," ","Calculator parameter mapping object"]
[null,"Calculator option executed methods mapping",{"$f":"_xll.AC.data.list_x(B40:B41, 0, 1)","v":"java.util.ArrayList@Sun, 24 Jun 2018 12:54:35:739..6401836390831474856"}," ","Calculator option executed methods list object"]
[]
[null,null,null," "]

{"sheet":"tree","index":2,"n_rows":59,"n_cols":26,"rows_kept":59,"cut":false,"hidden":false,"merged":[[28,5,38,5],[26,7,26,12],[25,15,25,16],[7,7,7,12],[7,17,7,22],[9,5,21,5],[9,15,21,15]]}
[]
[null,"TAB: INTEREST RATE TREE MODELING"]
[]
[null,"Controlled diffusion tree inputs and objects",null,null,"Controlled diffusion tree output"]
[]
[null,"Interest rate tree objects",null,null,"Tree states",null,null,null,null,null,null,null,null,null,"Tree state distribution"]
[]
[null,"Diffusion tree",null,null,null,null,null,"time period",null,null,null,null,null,null,null,null,null,"time period"]
[null,"Parameter","Value",null,"#",null,null,0,{"$f":"H9+1","v":1},{"$f":"I9+1","v":2},{"$f":"J9+1","v":3},4,5,null,"#",null,null,{"$f":"H9","v":0},1,2,3,4,5]
[null,"T",{"$f":"bond!C8","v":10}," ",1,"state",{"$f":"_xll.AC.stats.markov.getTree(B20, B29)","v":-9.4301338092045481E-2},{"$f":"_xll.AC.stats.markov.getTree(B20, B28)","v":""},"","","","",-9.4301338092045481E-2,null,{"$f":"E10","v":1},"state",{"$f":"IF(G10=\"\", \"\", G10)","v":-9.4301338092045481E-2},{"$f":"_xll.AC.stats.markov.getCalc(calc!B15, B31)","v":""},"","","","",5.3150416423259296E-5,null,null,"stats"]
[null,"dt",{"$f":"bond!C9","v":2}," ",{"$f":"E10+1","v":2},null,-6.567056266113637E-2,"","","","",-6.567056266113637E-2,-6.567056266113637E-2,null,2,null,-6.567056266113637E-2,"","","","",3.8054440161030661E-4,1.3712178438189527E-3]
[null,"y0",{"$f":"inputs!C9","v":0.05}," ",{"$f":"E11+1","v":3},null,-3.7039787230227265E-2,"","","",-3.7039787230227265E-2,-3.7039787230227265E-2,-3.7039787230227265E-2,null,3,null,-3.7039787230227265E-2,"","","",2.7246078458489447E-3,7.8540761705133237E-3,1.4416071133123771E-2]
[null,"states",{"$f":"inputs!C46","v":"java.util.LinkedHashMap@Sun, 24 Jun 2018 12:54:35:739..1430619658721585294"}," ",4,null,-8.4090117993181786E-3,"","",-8.4090117993181786E-3,-8.4090117993181786E-3,-8.4090117993181786E-3,-8.4090117993181786E-3,null,4,null,-8.4090117993181786E-3,"","",1.9507547298681795E-2,4.2174994820951717E-2,6.2309938736804717E-2,7.8497168490533398E-2]
[null,"process-params",null," ",5,null,2.0221763631590922E-2,"",2.0221763631590922E-2,2.0221763631590922E-2,2.0221763631590922E-2,2.0221763631590922E-2,2.0221763631590922E-2,null,5,null,2.0221763631590922E-2,"",0.13966942148760325,0.20130865378047938,0.22578681456636268,0.23266253504281009,0.23134554736608537]
[null,{"$f":"inputs!G27","v":"Fmu"},{"$f":"inputs!H27","v":"jkr.parser.lib.jmc.formula.objects.function.CodeFunctionX@Sun, 24 Jun 2018 12:54:38:707..8001981852497446155"}," ",6,null,4.8852539062500012E-2,4.8852539062500012E-2,4.8852539062500012E-2,4.8852539062500012E-2,4.8852539062500012E-2,4.8852539062500012E-2,4.8852539062500012E-2,null,6,null,4.8852539062500012E-2,1,0.7206611570247935,0.55836759784167866,0.45862716553367561,0.39358581129652664,0.34863368950003482]
[null,{"$f":"inputs!G28","v":"Fsigma"},{"$f":"inputs!H28","v":"jkr.parser.lib.jmc.formula.objects.function.CodeFunctionX@Sun, 24 Jun 2018 12:54:38:707..1245235422123900535"}," ",7,null,7.7483314493409117E-2,"",7.7483314493409117E-2,7.7483314493409117E-2,7.7483314493409117E-2,7.7483314493409117E-2,7.7483314493409117E-2,null,7,null,7.7483314493409117E-2,"",0.13966942148760322,0.20130865378047735,0.22578681456635821,0.23266253504280332,0.23134554736607676]
[null,{"$f":"inputs!G37","v":"Q tree structure"},{"$f":"inputs!H37","v":"java.util.LinkedHashMap@Sun, 24 Jun 2018 12:54:35:752..183204038153754872"}," ",8,null,0.10611408992431819,"","",0.10611408992431819,0.10611408992431819,0.10611408992431819,0.10611408992431819,null,8,null,0.10611408992431819,"","",1.9507547298682683E-2,4.217499482095384E-2,6.2309938736808061E-2,7.8497168490537797E-2]
[null,"parameters",null," ",9,null,0.13474486535522726,"","","",0.13474486535522726,0.13474486535522726,0.13474486535522726,null,9,null,0.13474486535522726,"","","",2.7246078458488679E-3,7.8540761705131693E-3,1.4416071133123591E-2]
[null,null,null," ",10,null,0.16337564078613637,"","","","",0.16337564078613637,0.16337564078613637,null,10,null,0.16337564078613637,"","","","",3.8054440161027804E-4,1.3712178438188669E-3]
[null,{"$f":"_xll.AC.finance.srm.tree(\"SRM-tree\", C10, C11, C12, C13, C14, C15, C16, C17, C18)","v":"jeconkr.finance.HW.Derivatives2003.lib.ch23_srm.ShortRateModel@Sun, 24 Jun 2018 13:30:40:441..4490819340299241869"},null," ",11,null,0.19200641621704539,"","","","","",0.19200641621704539,null,{"$f":"E20","v":11},null,0.19200641621704539,"","","","","",5.3150416423250996E-5]
[null,null,null," ",12,null,0.22063719164795448,"","","","","","",null,12,null,0.22063719164795448,"","","","","",""]
[null,null,null," ",13,null,0.24926796707886356,"","","","","","",null,13,null,0.24926796707886356,"","","","","",""]
[null,null,null," "]
[null,"Tree output parameters",null," ","Transition probabilities",null,null,null,null,null,null,null,null,null,"Distribution of terminal states"]
[null,null,null," "]
[null,"Tree keys:","Description"," ","#",null,null,1,{"$f":"H26+1","v":2},3,4,5,6]
[null,"field","Markov tree field"," ",null,null,{"$f":"\"t = \" & C38","v":"t = 2"},"xt"]
[null,"state-value","State values (as  a tree)"," ",null,null,{"$f":"_xll.AC.stats.markov.getTree(B20, B30, B46)","v":""},"0:-0.008","0:0.02","0:0.049","0:0.077"]
[null,"tree-states","State values (as a list)"," ",1,"xt+1","0:0.02","","",0.13966942148760325,""]
[null,"Q","Transition probabilities (as array for period t)"," ",{"$f":"E29+1","v":2},null,"0:0.049","","",0.7206611570247935,0.13966942148761127]
[null,"P","State probabilities (as a tree)"," ",3,null,"0:0.077","","",0.13966942148760322,0.72066115702477895]
[null,"path-stats","Tree statistics (mean, stdev, quantiles)"," ",4,null,"0:0.106","","","",0.13966942148760983]
[null,"Q-drift","Transition probability drift parameter"," ",5,null,"0:0.135","","","",""]
[null,"Q-sigma","Transition probability sigma parameter"," ",6,null,"1:-0.001",1,1,"",""]
[null,null,null," ",7]
[null,"Calculator and tree parameter mapping",null," ",8]
[null,"key","value"," ",9]
[null,"t",2," ",10]
[null,"path-avg",null," ",11]
[null,"path-stdev",null," "]
[null,"path-pct",{"$f":"_xll.AC.data.list_x(C42:C43, 1, 1)","v":"java.util.ArrayList@Sun, 24 Jun 2018 12:54:35:739..2661628237244309353"}," ",null,null,null,null,null,null,null,null,null,null,"mean",null,{"$f":"SUMPRODUCT(Q10:Q22, W10:W22)","v":4.8852539062499985E-2}]
[null,"Lower percentile",0.25," ",null,null,null,null,null,null,null,null,null,null,"variance",null,{"$f":"SUMPRODUCT(Q10:Q22, Q10:Q22, W10:W22) - Q41*Q41","v":1.1449000000000064E-3}]
[null,"Upper percentile",0.75,null,null,null,null,null,null,null,null,null,null,null,"standard deviation",null,{"$f":"SQRT(Q42)","v":3.3836370963801751E-2}]
[null,null,null," ",null,null,null,null,null," "]
[null,null,null," "]
[null,{"$f":"_xll.AC.data.map(B38:B41, C38:C41)","v":"java.util.LinkedHashMap@Sun, 24 Jun 2018 12:54:35:750..3412010573071285858"},"Calculator parameters mapping"," "]
[null,null,null," "]
[null,null,null," "]
[null,null,null," "]
[null,null,null," "]
[null,null,null," "]
[null,null,null," "]
[null,null,null," "]
[null,null,null," "]
[null,null,null," "]
[null,null,null," "]
[]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"MIN(bond!C13, config!D11)","v":6}]

{"sheet":"calc","index":3,"n_rows":58,"n_cols":23,"rows_kept":58,"cut":false,"hidden":false,"merged":[[43,17,43,22],[45,15,57,15],[7,7,7,12],[43,7,43,12],[9,5,21,5],[45,5,57,5],[7,17,7,22],[9,15,21,15],[25,7,25,12],[25,17,25,22],[27,5,39,5],[27,15,39,15]]}
[]
[null,"TAB: INTEREST RATE TREE CALCULATOR OUTPUT"]
[]
[null,"Interest rate tree output"]
[]
[null,"Interest rate tree calculator objects",null,null,"Bond value in the presence of the option (full value including accrued interest)",null,null,null,null,null,null,null,null,null,"Option exercise action function"]
[]
[null,"Markov tree calculator",null,null,null,null,null,"time period",null,null,null,null,null,null,null,null,null,"time period"]
[null,"Parameter","Value"," ","#",null,null,0,{"$f":"H9+1","v":1},{"$f":"I9+1","v":2},{"$f":"J9+1","v":3},4,5,null,"#",null,null,0,{"$f":"R9+1","v":1},{"$f":"S9+1","v":2},{"$f":"T9+1","v":3},{"$f":"U9+1","v":4},{"$f":"V9+1","v":5}]
[null,"Interest rate tree model",{"$f":"tree!B20","v":"jeconkr.finance.HW.Derivatives2003.lib.ch23_srm.ShortRateModel@Sun, 24 Jun 2018 13:30:40:441..4490819340299241869"}," ",1,"state",{"$f":"IF(tree!G10=\"\", \"\", tree!G10)","v":-9.4301338092045481E-2},{"$f":"_xll.AC.finance.srm.get(B15, B28)","v":""},"","","","",-110,null,1,"state",{"$f":"IF(G10=\"\", \"\", G10)","v":-9.4301338092045481E-2},{"$f":"_xll.AC.stats.markovctrl.getCalc(B15, B32)","v":""},"","","","",0]
[null,"bond cash flows",{"$f":"cf!B20","v":"java.util.LinkedHashMap@Sun, 24 Jun 2018 13:22:19:205..2304287379002258535"}," ",{"$f":"E10+1","v":2},null,{"$f":"IF(tree!G11=\"\", \"\", tree!G11)","v":-6.567056266113637E-2},"","","","",-111,-110,null,{"$f":"O10+1","v":2},null,{"$f":"IF(G11=\"\", \"\", G11)","v":-6.567056266113637E-2},"","","","",1,0]
[null,"parameters",{"$f":"inputs!C47","v":"java.util.LinkedHashMap@Sun, 24 Jun 2018 12:54:35:752..6027289853123179485"}," ",{"$f":"E11+1","v":3},null,{"$f":"IF(tree!G12=\"\", \"\", tree!G12)","v":-3.7039787230227265E-2},"","","",-111,-111,-110,null,{"$f":"O11+1","v":3},null,-3.7039787230227265E-2,"","","",1,1,0]
[null,"executed methods",{"$f":"inputs!C48","v":"java.util.ArrayList@Sun, 24 Jun 2018 12:54:35:739..6401836390831474856"}," ",4,null,{"$f":"IF(tree!G13=\"\", \"\", tree!G13)","v":-8.4090117993181786E-3},"","",-112,-111,-111,-110,null,4,null,-8.4090117993181786E-3,"","",1,1,1,0]
[null,null,null," ",5,null,{"$f":"IF(tree!G14=\"\", \"\", tree!G14)","v":2.0221763631590922E-2},"",-113,-112,-111,-111,-110,null,5,null,2.0221763631590922E-2,"",1,1,1,1,0]
[null,{"$f":"_xll.AC.finance.srm.calc(\"SRM-calc\",  C10, C11, , C12, C13)","v":"jeconkr.finance.HW.Derivatives2003.lib.ch23_srm.calculator.CalculatorSRM@Sun, 24 Jun 2018 13:30:40:445..7132322343992425990"},null," ",6,null,{"$f":"IF(tree!G15=\"\", \"\", tree!G15)","v":4.8852539062500012E-2},-95.667310048810364,-106.73709423954847,-107.87516236670601,-108.99756605001099,-109.76079671603397,-110,null,6,null,4.8852539062500012E-2,0,0,0,0,0,0]
[null,null,null," ",7,null,{"$f":"IF(tree!G16=\"\", \"\", tree!G16)","v":7.7483314493409117E-2},"",-91.51928398848743,-95.092665598222453,-99.285948023326711,-104.20881331429241,-110,null,7,null,7.7483314493409117E-2,"",0,0,0,0,0]
[null,null,null," ",8,null,{"$f":"IF(tree!G17=\"\", \"\", tree!G17)","v":0.10611408992431819},"","",-82.960267555061378,-90.074544960586621,-98.965814210069581,-110,null,8,null,0.10611408992431819,"","",0,0,0,0]
[null,null,null," ",9,null,{"$f":"IF(tree!G18=\"\", \"\", tree!G18)","v":0.13474486535522726},"","","",-81.834845558082691,-94.014603513319585,-110,null,9,null,0.13474486535522726,"","","",0,0,0]
[null,null,null," ",10,null,{"$f":"IF(tree!G19=\"\", \"\", tree!G19)","v":0.16337564078613637},"","","","",-89.338942336138132,-110,null,10,null,0.16337564078613637,"","","","",0,0]
[null,null,null," ",11,null,{"$f":"IF(tree!G20=\"\", \"\", tree!G20)","v":0.19200641621704539},"","","","","",-110,null,11,null,0.19200641621704539,"","","","","",0]
[null,null,null," ",12,null,{"$f":"IF(tree!G21=\"\", \"\", tree!G21)","v":0.22063719164795448},"","","","","","",null,12,null,0.22063719164795448,"","","","","",""]
[null,null,null," ",13,null,{"$f":"IF(tree!G22=\"\", \"\", tree!G22)","v":0.24926796707886356},"","","","","","",null,13,null,0.24926796707886356,"","","","","",""]
[null,null,null," "]
[null,"Tree calculator output parameters",null," ","Bond bullet value (full value including accrued interest)",null,null,null,null,null,null,null,null,null,"Option value"]
[null,null,null," "]
[null,"Tree keys:","Description"," ",null,null,null,{"$f":"H8","v":"time period"},null,null,null,null,null,null,null,null,null,{"$f":"H26","v":"time period"}]
[null,"field","Markov tree calculator field"," ",{"$f":"E9","v":"#"},null,null,{"$f":"H9","v":0},{"$f":"I9","v":1},2,3,4,5,null,{"$f":"E27","v":"#"},null,null,{"$f":"H27","v":0},{"$f":"I27","v":1},2,3,4,5]
[null,"bond-price","The full (dirty) price of the bond"," ",{"$f":"E10","v":1},{"$f":"F10","v":"state"},{"$f":"G10","v":-9.4301338092045481E-2},{"$f":"_xll.AC.finance.srm.get(B15, B29)","v":""},"","","","",-110,null,{"$f":"E28","v":1},{"$f":"F28","v":"state"},{"$f":"G28","v":-9.4301338092045481E-2},{"$f":"IF(H10=\"\", \"\", H10-H28)","v":""},{"$f":"IF(I10=\"\", \"\", I10-I28)","v":""},"","","",0]
[null,"bond-price-bullet","The full (dirty) bullet price of the bond (option-adjusted)"," ",{"$f":"E11","v":2},null,{"$f":"G11","v":-6.567056266113637E-2},"","","","",-135.43923914756692,-110,null,{"$f":"E29","v":2},null,{"$f":"G29","v":-6.567056266113637E-2},{"$f":"IF(H11=\"\", \"\", H11-H29)","v":""},"","","",24.439239147566923,0]
[null,"bond-ytm","The bond yield to maturity (based on bond clean price)"," ",3,null,-3.7039787230227265E-2,"","","",-148.39408046168148,-128.45817447487022,-110,null,3,null,-3.7039787230227265E-2,{"$f":"IF(H12=\"\", \"\", H12-H30)","v":""},"","",37.394080461681483,17.458174474870219,0]
[null,"bond-ytm-bullet","The bond bullet yield to maturity"," ",4,null,-8.4090117993181786E-3,"","",-146.47401824564986,-133.98461039974393,-121.86562669924305,-110,null,4,null,-8.4090117993181786E-3,{"$f":"IF(H13=\"\", \"\", H13-H31)","v":""},"",34.474018245649859,22.984610399743929,10.865626699243052,0]
[null,"mode-action","Optimal mode action estimated for the tree"," ",5,null,2.0221763631590922E-2,"",-131.88025286892486,-126.48574647051859,-121.10287201992833,-115.63997370623929,-110,null,5,null,2.0221763631590922E-2,{"$f":"IF(H14=\"\", \"\", H14-H32)","v":""},18.880252868924856,14.485746470518592,10.102872019928327,4.6399737062392887,0]
[null,"objective","Objective function defined on tree states"," ",6,null,4.8852539062500012E-2,-100.00535477533566,-109.66834459258858,-109.53901151151707,-109.58530446512161,-109.76079671603397,-110,null,6,null,4.8852539062500012E-2,{"$f":"IF(H15=\"\", \"\", H15-H33)","v":4.3380447265252968},2.9312503530401131,1.663849144811067,0.5877384151106213,0,0]
[null,"discount","Discount function defined on tree states"," ",7,null,7.7483314493409117E-2,"",-91.761704421315642,-95.162970282128754,-99.285948023326711,-104.20881331429241,-110,null,7,null,7.7483314493409117E-2,{"$f":"IF(H16=\"\", \"\", H16-H34)","v":""},0.24242043282821157,7.0304683906300625E-2,0,0,0]
[null,null,null," ",8,null,0.10611408992431819,"","",-82.960267555061378,-90.074544960586621,-98.965814210069581,-110,null,8,null,0.10611408992431819,{"$f":"IF(H17=\"\", \"\", H17-H35)","v":""},"",0,0,0,0]
[null,null,null," ",9,null,0.13474486535522726,"","","",-81.834845558082691,-94.014603513319585,-110,null,9,null,0.13474486535522726,{"$f":"IF(H18=\"\", \"\", H18-H36)","v":""},"","",0,0,0]
[null,null,null," ",10,null,0.16337564078613637,"","","","",-89.338942336138132,-110,null,10,null,0.16337564078613637,{"$f":"IF(H19=\"\", \"\", H19-H37)","v":""},"","","",0,0]
[null,null,null,null,11,null,0.19200641621704539,"","","","","",-110,null,11,null,0.19200641621704539,{"$f":"IF(H20=\"\", \"\", H20-H38)","v":""},"","","","",0]
[null,null,null,null,12,null,0.22063719164795448,"","","","","","",null,12,null,0.22063719164795448,{"$f":"IF(H21=\"\", \"\", H21-H39)","v":""},"","","","",""]
[null,null,null,null,13,null,0.24926796707886356,"","","","","","",null,13,null,0.24926796707886356,{"$f":"IF(H22=\"\", \"\", H22-H40)","v":""},"","","","",""]
[]
[null,null,null,null,"Objective function (bond cash flow or bond redemption price)",null,null,null,null,null,null,null,null,null,"Discount function"]
[]
[null,null,null,null,null,null,null,"time period",null,null,null,null,null,null,null,null,null,"time period"]
[null,null,null,null,"#",null,null,0,{"$f":"H45+1","v":1},{"$f":"I45+1","v":2},{"$f":"J45+1","v":3},4,5,null,"#",null,null,0,{"$f":"R45+1","v":1},{"$f":"S45+1","v":2},{"$f":"T45+1","v":3},{"$f":"U45+1","v":4},{"$f":"V45+1","v":5}]
[null,null,null,null,1,"state",{"$f":"IF(G10=\"\", \"\", G10)","v":-9.4301338092045481E-2},{"$f":"_xll.AC.stats.markov.getCalc(B15, B33)","v":""},"","","","",-220,null,1,"state",{"$f":"IF(G10=\"\", \"\", G10)","v":-9.4301338092045481E-2},{"$f":"_xll.AC.stats.markov.getCalc(B15, B34)","v":""},"","","",""]
[null,null,null,null,{"$f":"E46+1","v":2},null,-6.567056266113637E-2,"","","","",-111,-220,null,{"$f":"O46+1","v":2},null,-6.567056266113637E-2,"","","","",1.1403567195233357]
[null,null,null,null,{"$f":"E47+1","v":3},null,-3.7039787230227265E-2,"","","",-111,-111,-220,null,{"$f":"O47+1","v":3},null,-3.7039787230227265E-2,"","","",1.0768924952260928,1.0768924952260928]
[null,null,null,null,4,null,-8.4090117993181786E-3,"","",-112,-111,-111,-220,null,4,null,-8.4090117993181786E-3,"","",1.0169602427203912,1.0169602427203912,1.0169602427203912]
[null,null,null,null,5,null,2.0221763631590922E-2,"",-113,-112,-111,-111,-220,null,5,null,2.0221763631590922E-2,"",0.96036339732944798,0.96036339732944798,0.96036339732944798,0.96036339732944798]
[null,null,null,null,6,null,4.8852539062500012E-2,0,-10,-10,-10,-10,-220,null,6,null,4.8852539062500012E-2,0.90691633378212699,0.90691633378212699,0.90691633378212699,0.90691633378212699,0.90691633378212699]
[null,null,null,null,7,null,7.7483314493409117E-2,"",-10,-10,-10,-10,-220,null,7,null,7.7483314493409117E-2,"",0.85644375740265821,0.85644375740265821,0.85644375740265821,0.85644375740265821]
[null,null,null,null,8,null,0.10611408992431819,"","",-10,-10,-10,-220,null,8,null,0.10611408992431819,"","",0.80878012918245068,0.80878012918245068,0.80878012918245068]
[null,null,null,null,9,null,0.13474486535522726,"","","",-10,-10,-220,null,9,null,0.13474486535522726,"","","",0.76376912284835985,0.76376912284835985]
[null,null,null,null,10,null,0.16337564078613637,"","","","",-10,-220,null,10,null,0.16337564078613637,"","","","",0.72126311214671035]
[null,null,null,null,11,null,0.19200641621704539,"","","","","",-220,null,11,null,0.19200641621704539,"","","","",""]
[null,null,null,null,12,null,0.22063719164795448,"","","","","","",null,12,null,0.22063719164795448,"","","","",""]
[null,null,null,null,13,null,0.24926796707886356,"","","","","","",null,13,null,0.24926796707886356,"","","","",""]

{"sheet":"yield","index":4,"n_rows":38,"n_cols":23,"rows_kept":38,"cut":false,"hidden":false,"merged":[[7,5,19,5],[25,5,37,5],[7,15,19,15],[5,7,5,12],[5,17,5,22],[23,7,23,12]]}
[]
[null,"TAB: BOND YIELD RATES AND OPTION PREMIUM"]
[]
[null,"Parameters",null,null,"Bond value in the presence of the option",null,null,null,null,null,null,null,null,null,"Option annual premium"]
[]
[null,{"$f":"bond!B10","v":"principal"},{"$f":"bond!C10","v":100},null,null,null,null,"time period",null,null,null,null,null,null,null,null,null,"time period"]
[null,{"$f":"bond!B8","v":"T"},{"$f":"bond!C8","v":10},null,"#",null,null,0,{"$f":"H7+1","v":1},{"$f":"I7+1","v":2},{"$f":"J7+1","v":3},4,5,null,"#",null,null,0,{"$f":"R7+1","v":1},{"$f":"S7+1","v":2},{"$f":"T7+1","v":3},{"$f":"U7+1","v":4},{"$f":"V7+1","v":5}]
[null,{"$f":"bond!B11","v":"coupon-rate"},{"$f":"bond!C11","v":0.05},null,1,"state",{"$f":"calc!G10","v":-9.4301338092045481E-2},{"$f":"_xll.AC.finance.srm.get(calc!B15, calc!B30)","v":""},"","","","",null,null,1,"state",{"$f":"calc!Q10","v":-9.4301338092045481E-2},{"$f":"IF(H8=\"\", \"\", H8-H26)","v":""},{"$f":"IF(I8=\"\", \"\", I8-I26)","v":""},"","","",""]
[null,{"$f":"bond!B12","v":"coupon-frequency"},{"$f":"INT((1/bond!C9)/bond!C12)","v":0},null,{"$f":"E8+1","v":2},null,{"$f":"calc!G11","v":-6.567056266113637E-2},"","","","",4.4577636718750001E-2,null,null,{"$f":"O8+1","v":2},null,{"$f":"calc!Q11","v":-6.567056266113637E-2},{"$f":"IF(H9=\"\", \"\", H9-H27)","v":""},"","","",4.9526367187500003E-2,""]
[null,"dt",{"$f":"bond!C9","v":2},null,{"$f":"E9+1","v":3},null,{"$f":"calc!G12","v":-3.7039787230227265E-2},"","","",4.7141113281250001E-2,4.4577636718750001E-2,null,null,{"$f":"O9+1","v":3},null,{"$f":"calc!Q12","v":-3.7039787230227265E-2},{"$f":"IF(H10=\"\", \"\", H10-H28)","v":""},"","",5.2089843750000003E-2,4.9526367187500003E-2,""]
[null,null,null,null,4,null,{"$f":"calc!G13","v":-8.4090117993181786E-3},"","",4.601318359375E-2,4.7141113281250001E-2,4.4577636718750001E-2,null,null,4,null,{"$f":"calc!Q13","v":-8.4090117993181786E-3},{"$f":"IF(H11=\"\", \"\", H11-H29)","v":""},"",5.0961914062500002E-2,5.2089843750000003E-2,4.9526367187500003E-2,""]
[null,null,null,null,5,null,{"$f":"calc!G14","v":2.0221763631590922E-2},"",4.5397949218750004E-2,4.601318359375E-2,4.7141113281250001E-2,4.4577636718750001E-2,null,null,5,null,{"$f":"calc!Q14","v":2.0221763631590922E-2},{"$f":"IF(H12=\"\", \"\", H12-H30)","v":""},2.5532226562500003E-2,2.5737304687499997E-2,2.6660156249999997E-2,2.3891601562499996E-2,""]
[null,null,null,null,6,null,{"$f":"calc!G15","v":4.8852539062500012E-2},5.5856933593749998E-2,5.5241699218750002E-2,5.4318847656250002E-2,5.2883300781249996E-2,5.1345214843750001E-2,null,null,6,null,{"$f":"calc!Q15","v":4.8852539062500012E-2},{"$f":"IF(H13=\"\", \"\", H13-H31)","v":5.8447265624999994E-3},4.7167968750000053E-3,3.3837890625000033E-3,1.6406249999999928E-3,0,""]
[null,null,null,null,7,null,{"$f":"calc!G16","v":7.7483314493409117E-2},"",8.3439941406250009E-2,8.3542480468750013E-2,8.3645019531250003E-2,8.3850097656250011E-2,null,null,7,null,{"$f":"calc!Q16","v":7.7483314493409117E-2},{"$f":"IF(H14=\"\", \"\", H14-H32)","v":""},5.1269531249999167E-4,1.0253906250000389E-4,0,0,""]
[null,null,null,null,8,null,{"$f":"calc!G17","v":0.10611408992431819},"","",9.9948730468749997E-2,9.9948730468749997E-2,9.9948730468749997E-2,null,null,8,null,{"$f":"calc!Q17","v":0.10611408992431819},{"$f":"IF(H15=\"\", \"\", H15-H33)","v":""},"",0,0,0,""]
[null,null,null,null,9,null,{"$f":"calc!G18","v":0.13474486535522726},"","","",9.9948730468749997E-2,9.9948730468749997E-2,null,null,9,null,{"$f":"calc!Q18","v":0.13474486535522726},{"$f":"IF(H16=\"\", \"\", H16-H34)","v":""},"","",0,0,""]
[null,null,null,null,10,null,{"$f":"calc!G19","v":0.16337564078613637},"","","","",9.9948730468749997E-2,null,null,10,null,{"$f":"calc!Q19","v":0.16337564078613637},{"$f":"IF(H17=\"\", \"\", H17-H35)","v":""},"","","",0,""]
[null,null,null,null,11,null,{"$f":"calc!G20","v":0.19200641621704539},"","","","","",null,null,11,null,{"$f":"calc!Q20","v":0.19200641621704539},{"$f":"IF(H18=\"\", \"\", H18-H36)","v":""},"","","","",""]
[null,null,null,null,12,null,{"$f":"calc!G21","v":0.22063719164795448},"","","","","",null,null,12,null,{"$f":"calc!Q21","v":0.22063719164795448},{"$f":"IF(H19=\"\", \"\", H19-H37)","v":""},"","","","",""]
[null,null,null,null,13,null,{"$f":"calc!G22","v":0.24926796707886356},"","","","","",null,null,13,null,{"$f":"calc!Q22","v":0.24926796707886356},{"$f":"IF(H20=\"\", \"\", H20-H38)","v":""},"","","","",""]
[]
[null,null,null,null,"Bond bullet value",null,null,null,null,null,null,null,null,null,"Option premium / discount term structure"]
[]
[null,null,null,null,null,null,null,{"$f":"H6","v":"time period"}]
[null,null,null,null,{"$f":"E7","v":"#"},null,null,{"$f":"H7","v":0},{"$f":"I7","v":1},2,3,4,5]
[null,null,null,null,{"$f":"E8","v":1},{"$f":"F8","v":"state"},{"$f":"G8","v":-9.4301338092045481E-2},{"$f":"_xll.AC.finance.srm.get(calc!B15, calc!B31)","v":""},"","","",""]
[null,null,null,null,{"$f":"E9","v":2},null,{"$f":"G9","v":-6.567056266113637E-2},"","","","",-4.9487304687500008E-3]
[null,null,null,null,3,null,-3.7039787230227265E-2,"","","",-4.9487304687500008E-3,-4.9487304687500008E-3]
[null,null,null,null,4,null,-8.4090117993181786E-3,"","",-4.9487304687500008E-3,-4.9487304687500008E-3,-4.9487304687500008E-3]
[null,null,null,null,5,null,2.0221763631590922E-2,"",1.9865722656250001E-2,2.0275878906250003E-2,2.0480957031250004E-2,2.0686035156250004E-2]
[null,null,null,null,6,null,4.8852539062500012E-2,5.0012207031249999E-2,5.0524902343749997E-2,5.0935058593749999E-2,5.1242675781250004E-2,5.1345214843750001E-2]
[null,null,null,null,7,null,7.7483314493409117E-2,"",8.2927246093750018E-2,8.3439941406250009E-2,8.3645019531250003E-2,8.3850097656250011E-2]
[null,null,null,null,8,null,0.10611408992431819,"","",9.9948730468749997E-2,9.9948730468749997E-2,9.9948730468749997E-2]
[null,null,null,null,9,null,0.13474486535522726,"","","",9.9948730468749997E-2,9.9948730468749997E-2]
[null,null,null,null,10,null,0.16337564078613637,"","","","",9.9948730468749997E-2]
[null,null,null,null,11,null,0.19200641621704539,"","","","",""]
[null,null,null,null,12,null,0.22063719164795448,"","","","",""]
[null,null,null,null,13,null,0.24926796707886356,"","","","",""]

{"sheet":"stats","index":5,"n_rows":57,"n_cols":13,"rows_kept":57,"cut":false,"hidden":false,"merged":[[44,5,56,5],[5,7,5,12],[5,4,6,4],[5,6,6,6],[24,7,24,12],[26,5,38,5],[42,7,42,12]]}
[]
[null,"TAB: INTEREST TREE STATISTICS"]
[]
[null,"Parameters",null,null,"Interest rate tree statistics"]
[]
[null,"Interest rate tree",{"$f":"calc!$B$15","v":"jeconkr.finance.HW.Derivatives2003.lib.ch23_srm.calculator.CalculatorSRM@Sun, 24 Jun 2018 13:30:40:445..7132322343992425990"}," ","Statistics",null,"Parameter","time period"]
[null,"Tree output parameters",null,null,null,null,null,0,{"$f":"H7+1","v":1},{"$f":"I7+1","v":2},3,4,{"$f":"L7+1","v":5}]
[null,"Field key",{"$f":"tree!B32","v":"path-stats"},null,"mean",null,null,{"$f":"_xll.AC.stats.diffusionctrl.getTree(C6, C8, C9)","v":0},0,0,0,0,0]
[null,"Parameters",{"$f":"tree!B46","v":"java.util.LinkedHashMap@Sun, 24 Jun 2018 12:54:35:750..3412010573071285858"}," ","stdev",null,null,0,0,0,0,0,0]
[null,null,null,null,"lower quartile",null,{"$f":"tree!C42","v":0.25},0,0,0,0,0,0]
[null,"Q output parameters",null,null,"upper quartile",null,{"$f":"tree!C43","v":0.75},0,0,0,0,0,0]
[null,"Q drift field parameter",{"$f":"tree!B33","v":"Q-drift"}]
[null,"Q sigma field parameter",{"$f":"tree!B34","v":"Q-sigma"}," "]
[]
[]
[]
[]
[]
[]
[]
[null,null,null,null,"Interest rate transitional probability statistics"]
[]
[null,null,null,null,"Interest process drift parameter"]
[]
[null,null,null,null,null,null,null,{"$f":"tree!H8","v":"time period"},{"$f":"tree!I8","v":0},{"$f":"tree!J8","v":0},{"$f":"tree!K8","v":0},{"$f":"tree!L8","v":0},{"$f":"tree!M8","v":0}]
[null,null,null,null,{"$f":"tree!E9","v":"#"},null,null,{"$f":"tree!H9","v":0},{"$f":"tree!I9","v":1},{"$f":"tree!J9","v":2},{"$f":"tree!K9","v":3},{"$f":"tree!L9","v":4},{"$f":"tree!M9","v":5}]
[null,null,null,null,{"$f":"tree!E10","v":1},{"$f":"tree!F10","v":"state"},{"$f":"tree!G10","v":-9.4301338092045481E-2},{"$f":"_xll.AC.stats.diffusionctrl.getTree(C6, C12)","v":0},0,0,0,0]
[null,null,null,null,{"$f":"tree!E11","v":2},{"$f":"tree!F11","v":0},{"$f":"tree!G11","v":-6.567056266113637E-2},0,0,0,0,0]
[null,null,null,null,{"$f":"tree!E12","v":3},{"$f":"tree!F12","v":0},{"$f":"tree!G12","v":-3.7039787230227265E-2},0,0,0,0,0]
[null,null,null,null,{"$f":"tree!E13","v":4},{"$f":"tree!F13","v":0},{"$f":"tree!G13","v":-8.4090117993181786E-3},0,0,0,0,0]
[null,null,null,null,{"$f":"tree!E14","v":5},{"$f":"tree!F14","v":0},{"$f":"tree!G14","v":2.0221763631590922E-2},0,0,0,0,0]
[null,null,null,null,{"$f":"tree!E15","v":6},{"$f":"tree!F15","v":0},{"$f":"tree!G15","v":4.8852539062500012E-2},0,0,0,0,0]
[null,null,null,null,{"$f":"tree!E16","v":7},{"$f":"tree!F16","v":0},{"$f":"tree!G16","v":7.7483314493409117E-2},0,0,0,0,0]
[null,null,null,null,{"$f":"tree!E17","v":8},{"$f":"tree!F17","v":0},{"$f":"tree!G17","v":0.10611408992431819},0,0,0,0,0]
[null,null,null,null,{"$f":"tree!E18","v":9},{"$f":"tree!F18","v":0},{"$f":"tree!G18","v":0.13474486535522726},0,0,0,0,0]
[null,null,null,null,{"$f":"tree!E19","v":10},{"$f":"tree!F19","v":0},{"$f":"tree!G19","v":0.16337564078613637},0,0,0,0,0]
[null,null,null,null,{"$f":"tree!E20","v":11},{"$f":"tree!F20","v":0},{"$f":"tree!G20","v":0.19200641621704539},0,0,0,0,0]
[null,null,null,null,{"$f":"tree!E21","v":12},{"$f":"tree!F21","v":0},{"$f":"tree!G21","v":0.22063719164795448},0,0,0,0,0]
[null,null,null,null,{"$f":"tree!E22","v":13},{"$f":"tree!F22","v":0},{"$f":"tree!G22","v":0.24926796707886356},0,0,0,0,0]
[]
[null,null,null,null,"Interest process volatility parameter"]
[]
[null,null,null,null,null,null,null,{"$f":"H25","v":"time period"},0,0,0,0,0]
[null,null,null,null,{"$f":"E26","v":"#"},null,null,{"$f":"H26","v":0},1,2,3,4,5]
[null,null,null,null,{"$f":"E27","v":1},"state",-9.4301338092045481E-2,{"$f":"_xll.AC.stats.diffusionctrl.getTree(C6, C13)","v":0},0,0,0,0]
[null,null,null,null,{"$f":"E28","v":2},0,-6.567056266113637E-2,0,0,0,0,0]
[null,null,null,null,{"$f":"E29","v":3},0,-3.7039787230227265E-2,0,0,0,0,0]
[null,null,null,null,{"$f":"E30","v":4},0,-8.4090117993181786E-3,0,0,0,0,0]
[null,null,null,null,{"$f":"E31","v":5},0,2.0221763631590922E-2,0,0,0,0,0]
[null,null,null,null,{"$f":"E32","v":6},0,4.8852539062500012E-2,0,0,0,0,0]
[null,null,null,null,{"$f":"E33","v":7},0,7.7483314493409117E-2,0,0,0,0,0]
[null,null,null,null,{"$f":"E34","v":8},0,0.10611408992431819,0,0,0,0,0]
[null,null,null,null,{"$f":"E35","v":9},0,0.13474486535522726,0,0,0,0,0]
[null,null,null,null,{"$f":"E36","v":10},0,0.16337564078613637,0,0,0,0,0]
[null,null,null,null,{"$f":"E37","v":11},0,0.19200641621704539,0,0,0,0,0]
[null,null,null,null,{"$f":"E38","v":12},0,0.22063719164795448,0,0,0,0,0]
[null,null,null,null,{"$f":"E39","v":13},0,0.24926796707886356,0,0,0,0,0]

{"sheet":"cf","index":6,"n_rows":35,"n_cols":13,"rows_kept":35,"cut":false,"hidden":false,"merged":[[3,1,3,4],[3,6,3,12]]}
[]
[null,"TAB: BOND INTEREST AND PRINCIPAL PAYMENTS CASH FLOWS"]
[]
[null,"Bond cash flows inputs",null,null,null,null,"Bond cash flows output"]
[]
[null,"Parameter","Value",null,"Description",null,"period","principal outstanding","principal paid","interest accrued","interest paid","Total amount paid","Redemption value"]
[null,"first period",0,null,null,null,0,{"$f":"_xll.AC.data._get(B20, \"\", 0)","v":100},0,0,0,0,100]
[null,"bond maturity period",{"$f":"C9","v":5},null,null," ",{"$f":"IF(G7=\"\", \"\", IF(G7+1>$C$9, \"\", G7+1))","v":1},100,0,10,10,10,113]
[null,"last period",{"$f":"bond!C13-1","v":5},null,{"$f":"bond!E10","v":"Bond principal amount"}," ",{"$f":"IF(G8=\"\", \"\", IF(G8+1>$C$9, \"\", G8+1))","v":2},100,0,10,10,10,112]
[null,{"$f":"bond!B10","v":"principal"},{"$f":"bond!C10","v":100},null,"Coupon rate"," ",3,100,0,10,10,10,111]
[null,{"$f":"bond!B11","v":"coupon-rate"},{"$f":"bond!C11","v":0.05},null,"Coupon payment frequency"," ",4,100,0,10,10,10,111]
[null,{"$f":"bond!B12","v":"coupon-frequency"},{"$f":"bond!C12","v":1},null,null," ",5,100,100,10,10,110,111]
[null,{"$f":"bond!B9","v":"dt"},{"$f":"bond!C9","v":2},null,null," ",""]
[null,{"$f":"bond!B18","v":"interest deferral period"},{"$f":"bond!C18","v":0},null,"Indicator of compounded interest"," ",""]
[null,{"$f":"bond!B19","v":"is compounded"},{"$f":"bond!C19","v":1}," ",{"$f":"bond!E28","v":"Bond amortization schedule"}," ",""]
[null,{"$f":"bond!B28","v":"amortization schedule"},{"$f":"bond!C28","v":"java.util.LinkedHashMap@Sun, 24 Jun 2018 12:54:35:752..6954858995633968606"},null,null," ",""]
[null,"bond redemption premiums",{"$f":"bond!C42","v":"java.util.LinkedHashMap@Sun, 24 Jun 2018 12:54:35:738..597428355098118818"},null,null," ",""]
[null,"bond default redemption premium",0,null,null," ",""]
[null,null,null," ",null," ",""]
[null,{"$f":"_xll.AC.finance.cf.bond(C7, C8, C9, C10, C11, C12, C13, C14, C15, C16, C17, C18)","v":"java.util.LinkedHashMap@Sun, 24 Jun 2018 13:22:19:205..2304287379002258535"},null,null,null," ",""]
[null,null,null,null,null," ",""]
[null,null,null,null,null," ",""]
[null,"bullet interest payment",{"$f":"C10*C11*C12*C13","v":10},null,null," ",""]
[null,"Discount rate",{"$f":"1/(1+C11*C13)","v":0.90909090909090906},null,null," ",""]
[null,null,{"$f":"(C10+C23)*C24","v":100},null,null," ",""]
[null,null,null,null,null," ",""]
[null,null,null,null,null," ",""]
[null,null,null,null,null," ",""]
[null,null,null,null,null," ",""]
[null,null,null,null,null," ",""]
[null,null,null,null,null," ",""]
[null,null,null,null,null," ",""]
[null,null,null,null,null," ",""]
[null,null,null,null,null,null,""]
[null,null,null,null,null,null,""]

{"sheet":"test","index":7,"n_rows":58,"n_cols":25,"rows_kept":58,"cut":false,"hidden":false,"merged":[[45,11,57,11],[5,4,5,8],[5,1,5,2],[10,11,22,11],[28,11,40,11],[5,10,5,24]]}
[]
[null,"TAB: TESTING CODE EXECUTION"]
[]
[null,"Parameter testing"]
[]
[null,"Testing mapping and list input parameters",null,null,"Testing function input parameters",null,null,null,null,null,"Testing backward recursion"]
[]
[null,"State mapping",null,null,"Probability transition function Q(x)",null,null,null,null,null,"Tested bond value function",null,null,null,null,null,null,null,null,null,"Discount rates"]
[]
[null,"key","value",null,"#","t","y","x","FT(x)",null,"#",null,null,5,{"$f":"N10-1","v":4},{"$f":"O10-1","v":3},2,1,0,null,{"$f":"O10","v":4},{"$f":"P10","v":3},2,1,0]
[null,{"$f":"_xll.AC.data._get(inputs!C46, \"\", 1)","v":"java.lang.ClassCastException: java.lang.Double cannot be cast to java.util.Map"},"java.lang.ClassCastException: java.lang.Double cannot be cast to java.util.Map",null,1,0,0,-2,{"$f":"_xll.AC.math.F.eval(inputs!H27, F11:H17)","v":{"$error":"#NAME?"}},null,{"$f":"calc!E10","v":1},"state",{"$f":"IF(calc!G10=\"\", \"\", calc!G10)","v":-9.4301338092045481E-2},{"$f":"IF(calc!M10=\"\", \"\", calc!M10)","v":-110},{"$f":"IF(O29=\"\", \"\",  -O$25+U11*N11)","v":""},null,null,null,null,null,{"$f":"IF(calc!V46=\"\", \"\", calc!V46)","v":""}]
[null,"java.lang.ClassCastException: java.lang.Double cannot be cast to java.util.Map","java.lang.ClassCastException: java.lang.Double cannot be cast to java.util.Map",null,{"$f":"E11+1","v":2},1,0,{"$f":"H11+1","v":-1},{"$error":"#NAME?"},null,{"$f":"calc!E11","v":2},null,{"$f":"IF(calc!G11=\"\", \"\", calc!G11)","v":-6.567056266113637E-2},{"$f":"IF(calc!M11=\"\", \"\", calc!M11)","v":-110},{"$f":"IF(O30=\"\", \"\",  -O$25+U12*N12)","v":-135.43923914756692},null,null,null,null,null,{"$f":"IF(calc!V47=\"\", \"\", calc!V47)","v":1.1403567195233357}]
[null,"java.lang.ClassCastException: java.lang.Double cannot be cast to java.util.Map","java.lang.ClassCastException: java.lang.Double cannot be cast to java.util.Map",null,{"$f":"E12+1","v":3},1,0,0,{"$error":"#NAME?"},null,{"$f":"calc!E12","v":3},null,{"$f":"IF(calc!G12=\"\", \"\", calc!G12)","v":-3.7039787230227265E-2},{"$f":"IF(calc!M12=\"\", \"\", calc!M12)","v":-110},{"$f":"IF(O31=\"\", \"\",  -O$25+U13*N13)","v":-128.45817447487019},null,null,null,null,null,{"$f":"IF(calc!V48=\"\", \"\", calc!V48)","v":1.0768924952260928}]
[null,"java.lang.ClassCastException: java.lang.Double cannot be cast to java.util.Map","java.lang.ClassCastException: java.lang.Double cannot be cast to java.util.Map",null,4,0,0,1,{"$error":"#NAME?"},null,{"$f":"calc!E13","v":4},null,{"$f":"IF(calc!G13=\"\", \"\", calc!G13)","v":-8.4090117993181786E-3},{"$f":"IF(calc!M13=\"\", \"\", calc!M13)","v":-110},-121.86562669924304,null,null,null,null,null,{"$f":"IF(calc!V49=\"\", \"\", calc!V49)","v":1.0169602427203912}]
[null,"java.lang.ClassCastException: java.lang.Double cannot be cast to java.util.Map","java.lang.ClassCastException: java.lang.Double cannot be cast to java.util.Map",null,5,0,0,2,{"$error":"#NAME?"},null,{"$f":"calc!E14","v":5},null,{"$f":"IF(calc!G14=\"\", \"\", calc!G14)","v":2.0221763631590922E-2},{"$f":"IF(calc!M14=\"\", \"\", calc!M14)","v":-110},-115.63997370623927,null,null,null,null,null,{"$f":"IF(calc!V50=\"\", \"\", calc!V50)","v":0.96036339732944798}]
[null,"java.lang.ClassCastException: java.lang.Double cannot be cast to java.util.Map","java.lang.ClassCastException: java.lang.Double cannot be cast to java.util.Map",null,6,0,0,3,{"$error":"#NAME?"},null,{"$f":"calc!E15","v":6},null,{"$f":"IF(calc!G15=\"\", \"\", calc!G15)","v":4.8852539062500012E-2},{"$f":"IF(calc!M15=\"\", \"\", calc!M15)","v":-110},-109.76079671603397,null,null,null,null,null,{"$f":"IF(calc!V51=\"\", \"\", calc!V51)","v":0.90691633378212699}]
[null,null,null,null,7,0,0,4,{"$error":"#NAME?"},null,{"$f":"calc!E16","v":7},null,{"$f":"IF(calc!G16=\"\", \"\", calc!G16)","v":7.7483314493409117E-2},{"$f":"IF(calc!M16=\"\", \"\", calc!M16)","v":-110},-104.2088133142924,null,null,null,null,null,{"$f":"IF(calc!V52=\"\", \"\", calc!V52)","v":0.85644375740265821}]
[null,null,null,null,null,null,null,null,null,null,{"$f":"calc!E17","v":8},null,{"$f":"IF(calc!G17=\"\", \"\", calc!G17)","v":0.10611408992431819},{"$f":"IF(calc!M17=\"\", \"\", calc!M17)","v":-110},-98.965814210069581,null,null,null,null,null,{"$f":"IF(calc!V53=\"\", \"\", calc!V53)","v":0.80878012918245068}]
[null,"Calculator methods list object",null,null,null,null,null,null,null,null,{"$f":"calc!E18","v":9},null,{"$f":"IF(calc!G18=\"\", \"\", calc!G18)","v":0.13474486535522726},{"$f":"IF(calc!M18=\"\", \"\", calc!M18)","v":-110},-94.014603513319585,null,null,null,null,null,{"$f":"IF(calc!V54=\"\", \"\", calc!V54)","v":0.76376912284835985}]
[null,{"$f":"_xll.AC.data._get(inputs!C48, \"\", 1)","v":"value-option"},null,null,null,null,null,null,null,null,{"$f":"calc!E19","v":10},null,{"$f":"IF(calc!G19=\"\", \"\", calc!G19)","v":0.16337564078613637},{"$f":"IF(calc!M19=\"\", \"\", calc!M19)","v":-110},-89.338942336138132,null,null,null,null,null,{"$f":"IF(calc!V55=\"\", \"\", calc!V55)","v":0.72126311214671035}]
[null,null,null,null,null,null,null,null,null,null,{"$f":"calc!E20","v":11},null,{"$f":"IF(calc!G20=\"\", \"\", calc!G20)","v":0.19200641621704539},{"$f":"IF(calc!M20=\"\", \"\", calc!M20)","v":-110},"",null,null,null,null,null,{"$f":"IF(calc!V56=\"\", \"\", calc!V56)","v":""}]
[null,"Test of state uniform distribution",null,null,null,null,null,null,null,null,{"$f":"calc!E21","v":12},null,{"$f":"IF(calc!G21=\"\", \"\", calc!G21)","v":0.22063719164795448},{"$f":"IF(calc!M21=\"\", \"\", calc!M21)","v":""},"",null,null,null,null,null,{"$f":"IF(calc!V57=\"\", \"\", calc!V57)","v":""}]
[null,null,null,null,null,null,null,null,null,null,{"$f":"calc!E22","v":13},null,{"$f":"IF(calc!G22=\"\", \"\", calc!G22)","v":0.24926796707886356},{"$f":"IF(calc!M22=\"\", \"\", calc!M22)","v":""},"",null,null,null,null,null,{"$f":"IF(calc!V58=\"\", \"\", calc!V58)","v":""}]
[null,"State","Change in state",null,"Parameter","Value"]
[null,{"$f":"tree!G10","v":-9.4301338092045481E-2},null,null,"Σ",{"$f":"inputs!C11*inputs!C9*SQRT(bond!C8)","v":1.6918185481900831E-3},null,null,null,null,"bond cash flow",null,null,{"$f":"OFFSET(cf!$L$7, N10, 0)","v":110},{"$f":"OFFSET(cf!$L$7, O10, 0)","v":10},{"$f":"OFFSET(cf!$L$7, P10, 0)","v":10},{"$f":"OFFSET(cf!$L$7, Q10, 0)","v":10},{"$f":"OFFSET(cf!$L$7, R10, 0)","v":10},{"$f":"OFFSET(cf!$L$7, S10, 0)","v":0}]
[null,{"$f":"tree!G11","v":-6.567056266113637E-2},{"$f":"IF(OR(B25=\"\", B26=\"\"), \"\", (B26-B25))","v":2.8630775430909111E-2},null,"µT",{"$f":"inputs!C10*inputs!C9*bond!C8","v":0},null,null,null,null,"bond redemption value",null,null,{"$f":"OFFSET(cf!$M$7, N10, 0)","v":111},{"$f":"OFFSET(cf!$M$7, O10, 0)","v":111},{"$f":"OFFSET(cf!$M$7, P10, 0)","v":111},{"$f":"OFFSET(cf!$M$7, Q10, 0)","v":112},{"$f":"OFFSET(cf!$M$7, R10, 0)","v":113},{"$f":"OFFSET(cf!$M$7, S10, 0)","v":100},null,"Difference between calculated and tested values"]
[null,{"$f":"tree!G12","v":-3.7039787230227265E-2},{"$f":"IF(OR(B26=\"\", B27=\"\"), \"\", (B27-B26))","v":2.8630775430909104E-2},null,"x0",{"$f":"inputs!C9","v":0.05}]
[null,{"$f":"tree!G13","v":-8.4090117993181786E-3},2.8630775430909087E-2,null,"xmin",{"$f":"MAX(C13, F27-F25*inputs!C20)","v":4.3232725807239671E-2},null,null,null,null,"#",null,null,5,{"$f":"N28-1","v":4},{"$f":"O28-1","v":3},2,1,0,null,{"$f":"O28","v":4},{"$f":"P28","v":3},{"$f":"Q28","v":2},{"$f":"R28","v":1},{"$f":"S28","v":0}]
[null,{"$f":"tree!G14","v":2.0221763631590922E-2},2.8630775430909101E-2,null,"xmax",{"$f":"MIN(C14, F27+F25*inputs!C21)","v":6.1842729837330586E-2},null,null,null,null,{"$f":"K11","v":1},"state",{"$f":"M11","v":-9.4301338092045481E-2},{"$f":"N11","v":-110},{"$f":"IF(calc!L10=\"\", \"\", calc!L10)","v":""},null,null,null,null,null,{"$f":"IF(O11=\"\", \"\", MAX(-O$26, O11)-O29)","v":""},{"$f":"IF(P11=\"\", \"\", P11-P29)","v":""},"","",""]
[null,{"$f":"tree!G15","v":4.8852539062500012E-2},2.863077543090909E-2,null,null,null,null,null,null,null,{"$f":"K12","v":2},null,{"$f":"M12","v":-6.567056266113637E-2},{"$f":"N12","v":-110},{"$f":"IF(calc!L11=\"\", \"\", calc!L11)","v":-111},null,null,null,null,null,{"$f":"IF(O12=\"\", \"\", MAX(-O$26, O12)-O30)","v":0},{"$f":"IF(P12=\"\", \"\", P12-P30)","v":""},"","",""]
[null,{"$f":"tree!G16","v":7.7483314493409117E-2},2.8630775430909104E-2,null,null,null,null,null,null,null,3,null,-3.7039787230227265E-2,-110,{"$f":"IF(calc!L12=\"\", \"\", calc!L12)","v":-111},null,null,null,null,null,0,{"$f":"IF(P13=\"\", \"\", P13-P31)","v":""},"","",""]
[null,{"$f":"tree!G17","v":0.10611408992431819},2.863077543090907E-2,null,null,null,null,null,null,null,4,null,-8.4090117993181786E-3,-110,{"$f":"IF(calc!L13=\"\", \"\", calc!L13)","v":-111},null,null,null,null,null,0,{"$f":"IF(P14=\"\", \"\", P14-P32)","v":""},"","",""]
[null,{"$f":"tree!G18","v":0.13474486535522726},2.863077543090907E-2,null,null,null,null,null,null,null,5,null,2.0221763631590922E-2,-110,{"$f":"IF(calc!L14=\"\", \"\", calc!L14)","v":-111},null,null,null,null,null,0,{"$f":"IF(P15=\"\", \"\", P15-P33)","v":""},"","",""]
[null,{"$f":"tree!G19","v":0.16337564078613637},2.8630775430909111E-2,null,null,null,null,null,null,null,6,null,4.8852539062500012E-2,-110,{"$f":"IF(calc!L15=\"\", \"\", calc!L15)","v":-109.76079671603397},null,null,null,null,null,0,{"$f":"IF(P16=\"\", \"\", P16-P34)","v":""},"","",""]
[null,{"$f":"tree!G20","v":0.19200641621704539},2.8630775430909028E-2,null,null,null,null,null,null,null,7,null,7.7483314493409117E-2,-110,{"$f":"IF(calc!L16=\"\", \"\", calc!L16)","v":-104.20881331429241},null,null,null,null,null,1.4210854715202004E-14,{"$f":"IF(P17=\"\", \"\", P17-P35)","v":""},"","",""]
[null,{"$f":"tree!G21","v":0.22063719164795448},{"$f":"IF(OR(B35=\"\", B36=\"\"), \"\", (B36-B35)/B35)","v":0.14911363898665062},null,null,null,null,null,null,null,8,null,0.10611408992431819,-110,{"$f":"IF(calc!L17=\"\", \"\", calc!L17)","v":-98.965814210069581},null,null,null,null,null,0,{"$f":"IF(P18=\"\", \"\", P18-P36)","v":""},"","",""]
[null,{"$f":"tree!G22","v":0.24926796707886356},0.12976404937473976,null,null,null,null,null,null,null,9,null,0.13474486535522726,-110,{"$f":"IF(calc!L18=\"\", \"\", calc!L18)","v":-94.014603513319585},null,null,null,null,null,0,{"$f":"IF(P19=\"\", \"\", P19-P37)","v":""},"","",""]
[null,null,null,null,null,null,null,null,null,null,10,null,0.16337564078613637,-110,{"$f":"IF(calc!L19=\"\", \"\", calc!L19)","v":-89.338942336138132},null,null,null,null,null,0,{"$f":"IF(P20=\"\", \"\", P20-P38)","v":""},"","",""]
[null,null,null,null,null,null,null,null,null,null,11,null,0.19200641621704539,-110,{"$f":"IF(calc!L20=\"\", \"\", calc!L20)","v":""},null,null,null,null,null,"",{"$f":"IF(P21=\"\", \"\", P21-P39)","v":""},"","",""]
[null,null,null,null,null,null,null,null,null,null,12,null,0.22063719164795448,"",{"$f":"IF(calc!L21=\"\", \"\", calc!L21)","v":""},null,null,null,null,null,"",{"$f":"IF(P22=\"\", \"\", P22-P40)","v":""},"","",""]
[null,null,null,null,null,null,null,null,null,null,13,null,0.24926796707886356,"",{"$f":"IF(calc!L22=\"\", \"\", calc!L22)","v":""},null,null,null,null,null,"",{"$f":"IF(P23=\"\", \"\", P23-P41)","v":""},"","",""]
[]
[null,null,null,null,null,null,null,null,null,null,"dt",{"$f":"bond!C9","v":2}]
[]
[null,null,null,null,null,null,null,null,null,null,"#",null,null,null,null,null,null,null,null,null,{"$f":"U10","v":4},{"$f":"V10","v":3},2,1,0]
[null,null,null,null,null,null,null,null,null,null,{"$f":"K29","v":1},"state",{"$f":"M29","v":-9.4301338092045481E-2},null,null,null,null,null,null,null,{"$f":"IF(U11=\"\", \"\", 1/(1+$M46*$L$43))","v":""},{"$f":"IF(V11=\"\", \"\", 1/(1+$M46*$L$43))","v":""},"","",""]
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{"sheet":"config","index":8,"n_rows":33,"n_cols":5,"rows_kept":33,"cut":false,"hidden":false,"merged":[]}
[]
[null,"TAB: CONFIGURATION FILE","Calculation enabled",null,true]
[]
[null,"Test connection",{"$f":"_xll.AC.test.connection()","v":"host: home-pc; user: Konstantin Rybakov; key: null"}]
[]
[null,"Output array sizes"]
[]
[null,"Maximum size"]
[]
[null,"Object","number of rows","number of cols"]
[null,"Tree dimension",13,6]
[null,"Transition probabilities",12,7]
[]
[null,{"$f":"bond!B8","v":"T"},{"$f":"bond!C8","v":10}]
[null,{"$f":"bond!B9","v":"dt"},{"$f":"bond!C9","v":2}]
[null,"nT",{"$f":"bond!C13","v":6}]
[null,{"$f":"inputs!B24","v":"X-count"},{"$f":"inputs!C24","v":13}]
[]
[null,"Array formula cell address","number of rows","number of cols","Description"]
[null,{"$f":"addressFla(tree!H10)","v":"'tree'!$H$10"},{"$f":"MIN(C11, C17)","v":13},{"$f":"MIN(D11, C16)","v":6},"Tree states "]
[null,{"$f":"addressFla(tree!G10)","v":"'tree'!$G$10"},{"$f":"C20","v":13},1,"Tree list of states"]
[null,{"$f":"addressFla(tree!R10)","v":"'tree'!$R$10"},{"$f":"MIN(C11, C17)","v":13},{"$f":"MIN(D11, C16)","v":6},"Tree probabilities"]
[null,{"$f":"addressFla(tree!G28)","v":"'tree'!$G$28"},{"$f":"MIN(C12, COUNTIF(OFFSET(INDIRECT($B$20), 0, tree!$C$38+1, $C$20, 1), \">=0\") + 1)","v":6},{"$f":"MIN(D12, COUNTIF(OFFSET(INDIRECT($B$20), 0, tree!$C$38, $C$20, 1), \">=0\") + 1)","v":5},"Transition probabilities"]
[null,{"$f":"addressFla(calc!H10)","v":"'calc'!$H$10"},{"$f":"C20","v":13},{"$f":"D20","v":6},"Option value function"]
[null,{"$f":"addressFla(calc!R10)","v":"'calc'!$R$10"},{"$f":"C24","v":13},{"$f":"D24","v":6},"Option exercise action value"]
[null,{"$f":"addressFla(yield!H8)","v":"'yield'!$H$8"},{"$f":"C20","v":13},{"$f":"D20-1","v":5},"Yields"]
[null,{"$f":"addressFla(yield!H26)","v":"'yield'!$H$26"},{"$f":"C20","v":13},{"$f":"D20-1","v":5},"Bullet yields"]
[null,{"$f":"addressFla(calc!H46)","v":"'calc'!$H$46"},{"$f":"C24","v":13},{"$f":"D24","v":6},"Asset cash flows"]
[null,{"$f":"addressFla(calc!R46)","v":"'calc'!$R$46"},{"$f":"C24","v":13},{"$f":"D24-1","v":5},"Discount function"]
[null,{"$f":"addressFla(stats!H8)","v":"'stats'!$H$8"},4,{"$f":"D20","v":6},"Interest tree statistics (mean, stdev, lower and upper quartiles)"]
[null,{"$f":"addressFla(stats!H27)","v":"'stats'!$H$27"},{"$f":"C20","v":13},{"$f":"D20-1","v":5},"Interest tree drift parameters"]
[null,{"$f":"addressFla(stats!H45)","v":"'stats'!$H$45"},{"$f":"C20","v":13},{"$f":"D20-1","v":5},"Interest tree volatility parameter"]
[null,{"$f":"addressFla(cf!H7)","v":"'cf'!$H$7"},{"$f":"bond!C13","v":6},6,"Bond cash flows"]

{"sheet":"guide","index":9,"n_rows":2,"n_cols":11,"rows_kept":2,"cut":false,"hidden":false,"merged":[[1,1,38,8],[1,10,38,18]]}
[]
[null,"Package: SRM\n\nInterest rate process modelling\n\nThe objective of the model is to analyze fixed income securities, specifically bonds. The template allows to set generic parameters for the interest rate tree but generally assumes specific inputs for the calculated bond prices and related interest rate options.\n\nModelling bond prices\n\nThe bond prices are modelled as follows:\n\n1. The bond terminal value. The terminal value is generally assumed to be equal to the sum of the outstanding principal value and the accrued interest. The outstanding principal value  depends on the (i) time period; (ii) applied amortization schedule; (iii) and exercised options. The accrued interest depends on the (i) time period; (ii) interest payment schedule; and (iii) outstanding balances used as a base for interest calculations.\n\n2. The bond coupon payments. The bond coupon payments depend on time period and interest payment terms. Fixed interest payments are assumed (will be extended to variable interest rate).\n\n3. Redemption price. The redemption price models the penalty that is applied in the case of bond option exercise. Generally, both call (early prepayment) and put (pay-on-demand) options nvolve a penalty that determines the bond redemption price.\n\n4. Amortization schedule. The schedule determines the timing of bond principal repayments. Based on the amortization schedule, the outstanding principal balances are calculated. ",null,null,null,null,null,null,null,null,"Package: SRM\n\nNote: to resize the output arrays, press Ctrl+R\n\nMarkov tree objects and output\n \nIMarkovTreeR1 tree = Markov.tree(int T, double x0, Map states, Object Q);\n\nConstruct Markov tree object using the following paarmeters:\nT          - number of periods\nx0        - initial state,\nstates - Map: X-min - minimum state value, X-max - maximum state value; X-count - number of states; and X-type which is set either to uniform or log-uniform to describe how the states are generated within the range;\nQ         - object that describes transition probabilities (typically in the form of a function: (t, x) => {xi => pi} that mapps given period and state (t, x) into a mapping {xi => pi} between next period states and probabilities;\n\nObject[][] out = Markov.get(IMarkovTreeR1 tree, String key, Map<String, Object> params);\n\nReturn the value of a given field (referred to bya given key) of the Markov tree using the given set of parameters (if necessary). Keys include:\nstate-values - an array[][] that describes tree structure (contains a state value in a given cell if the cell belong to the tree or zero otherwise);\nQ - returns an array of transition probabilities Q(xt, xt+1) for a given period t;\nP - return an array of tree state probabilites"]