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[null,"TAB: NELSON-SIEGEL TERM STRUCTURE",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,"yields eliminated"]
[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,"yields fitted"]
[null,"Yield Sample",null,null,null,null,null,null,"Output",null,null,null,null,null,null,null,"Calculator:",null,null,null,null,null,null,null,null,null,"Yields and fitted yields",null,null,null,"yields actual",null,null,null,null,null,"R2(α)"]
[null,null,null,null,null,null,null,null,"α","β0","β1","β2",null,null,null,null,"Parameter","Object"]
[null,"Sample count",null,null,null,null,null,null,{"$f":"_xll.AC.finance.irb.yts._get(R9, config!D6, 1)","v":0.33333333333333331},1.0198645001986149,2.1994636671991916,4.2166096237984663,null,null,null,null,"tenors:",{"$f":"_xll.AC.data.list_x(OFFSET(C12, 0, 0, D7, 1), 1, 1)","v":"java.util.ArrayList@Wed, 26 Sep 2018 15:07:26:758..1137113503805849784"},null,null,null,null,null,null," "]
[null,"Original",null,{"$f":"COUNTA(sample!C6:C101)","v":8},null,null,null,null,null,null,null,null,null,null,null,null,"yields:",{"$f":"_xll.AC.data.list_x(OFFSET(D12, 0, 0, D7, 1), 1, 1)","v":"java.util.ArrayList@Wed, 26 Sep 2018 15:07:26:758..2239115289336395169"},null,null,null,null,null,null," "]
[null,"Final",null,{"$f":"D7-Y13","v":8},null,null,null,null,null,null,"RMSE",{"$f":"SQRT(SUMPRODUCT(L12:L50, L12:L50) / D8)","v":4.7302587220245294E-2},null,null,null,null,"parameters:",{"$f":"_xll.AC.data.map(U12:U16, Y12:Y16)","v":"java.util.LinkedHashMap@Wed, 26 Sep 2018 15:07:26:757..1132630691865613397"},null,null,null,null,null,null," "]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"calculator:",{"$f":"_xll.AC.finance.irb.yts.calcTS(\"NS\", R6, R7, R8)","v":"jeconkr.finance.FSTP.lib.model.yts.calculator.CalculatorNelsonSiegelS@Wed, 26 Sep 2018 15:16:26:700..8870130776766751500"},null,null,null,null,null,null," "]
[null,"Original sample",null,null,null,null,null,null,"Final sample",null,null,null,null,"R2(α)"]
[null,"#","tenor","yield actual","index in final sample","yield actual matched","yield fitted matched",null,"tenor","yield actual","yield fitted","res",null,"α","R2",null,"Available methods",null,"α",null,"Parameter",null,null,null,"Value","Test"]
[null,1,{"$f":"IF(B12=\"\", \"\", OFFSET(sample!$E$5, B12, 0))","v":1.5660506502395619},{"$f":"IF(B12=\"\", \"\", OFFSET(sample!$F$5, B12, 0))","v":3.5209999999999999},{"$f":"IF(B12=\"\", \"\", IF(ISERROR(MATCH(B12, $Y$21:$Y$50, 0)), \"\", MATCH(B12, $Y$21:$Y$50, 0)))","v":1},{"$f":"IF(B12=\"\", \"\", IF(E12=\"\",  \"\", D12))","v":3.5209999999999999},{"$f":"IF(B12=\"\", \"\", TS!L28)","v":3.5164971357823549},null,{"$f":"_xll.AC.finance.irb.yts._get(R9, config!D7, 1)","v":1.5660506502395619},3.5209999999999999,3.5164971357823549,4.5028642176450084E-3,null,{"$f":"_xll.AC.finance.irb.yts._get(R9, config!D10, 0)","v":0.33333333333333331},0.87379665462804135,null,{"$f":"config!B6","v":"Diebold-Li"},null,{"$f":"1/1.37","v":0.72992700729927007},null,"method",null,null,null,{"$f":"Q13","v":"Fabozzi"}]
[null,{"$f":"IF(OR(B12=$D$7, B12=\"\"), \"\", B12+1)","v":2},{"$f":"IF(B13=\"\", \"\", OFFSET(sample!$E$5, B13, 0))","v":0.17248459958932238},{"$f":"IF(B13=\"\", \"\", OFFSET(sample!$F$5, B13, 0))","v":3.2549999999999999},{"$f":"IF(B13=\"\", \"\", IF(ISERROR(MATCH(B13, $Y$21:$Y$50, 0)), \"\", MATCH(B13, $Y$21:$Y$50, 0)))","v":2},{"$f":"IF(B13=\"\", \"\", IF(E13=\"\",  \"\", D13))","v":3.2549999999999999},{"$f":"IF(B13=\"\", \"\", TS!L29)","v":3.2739629286574945},null,0.17248459958932238,3.2549999999999999,3.2739629286574945,-1.8962928657494604E-2,null,0.33333333333333331,0.87379665462804135,null,{"$f":"config!B7","v":"Fabozzi"},null,{"$f":"1/3","v":0.33333333333333331},null,"screen-count",null,null,null,0]
[null,{"$f":"IF(OR(B13=$D$7, B13=\"\"), \"\", B13+1)","v":3},{"$f":"IF(B14=\"\", \"\", OFFSET(sample!$E$5, B14, 0))","v":2.4038329911019849},{"$f":"IF(B14=\"\", \"\", OFFSET(sample!$F$5, B14, 0))","v":3.548},3,3.548,{"$f":"IF(B14=\"\", \"\", TS!L30)","v":3.5416228366914355},null,2.4038329911019849,3.548,3.5416228366914355,6.3771633085645263E-3,null,0.33333333333333331,0.87379665462804135,null,{"$f":"config!B8","v":"Nelson-Siegel"},null,"[0, 1]",null,"yield-short-term",null,null,null,0,{"$f":"J6+K6","v":3.2193281673978067}]
[null,4,{"$f":"IF(B15=\"\", \"\", OFFSET(sample!$E$5, B15, 0))","v":0.21081451060917181},{"$f":"IF(B15=\"\", \"\", OFFSET(sample!$F$5, B15, 0))","v":3.2549999999999999},4,3.2549999999999999,{"$f":"IF(B15=\"\", \"\", TS!L31)","v":3.2852198003981972},null,0.21081451060917181,3.2549999999999999,3.2852198003981972,-3.0219800398197272E-2,null,0.33333333333333331,0.87379665462804135,null,{"$f":"config!B9","v":"Ridge-OLS"},null,"[0, 1]",null,"yield-medium-term",null,null,null,0,{"$f":"TS!L15","v":3.3459899637593122}]
[null,5,{"$f":"IF(B16=\"\", \"\", OFFSET(sample!$E$5, B16, 0))","v":0.38329911019849416},{"$f":"IF(B16=\"\", \"\", OFFSET(sample!$F$5, B16, 0))","v":3.3450000000000002},5,3.3450000000000002,{"$f":"IF(B16=\"\", \"\", TS!L32)","v":3.3321061284415294},null,0.38329911019849416,3.3450000000000002,3.3321061284415294,1.2893871558470771E-2,null,0.33333333333333331,0.87379665462804135,null,null,null,null,null,"yield-long-term",null,null,null,0,{"$f":"J6","v":1.0198645001986149}]
[null,6,{"$f":"IF(B17=\"\", \"\", OFFSET(sample!$E$5, B17, 0))","v":0.24914442162902123},{"$f":"IF(B17=\"\", \"\", OFFSET(sample!$F$5, B17, 0))","v":3.2549999999999999},6,3.2549999999999999,{"$f":"IF(B17=\"\", \"\", TS!L33)","v":3.296166278241488},null,0.24914442162902123,3.2549999999999999,3.296166278241488,-4.1166278241488108E-2,null,0.33333333333333331,0.87379665462804135,null,null,null,null,null,null,null,null,null,null,null,"Eliminated observations"]
[null,7,{"$f":"IF(B18=\"\", \"\", OFFSET(sample!$E$5, B18, 0))","v":5.7494866529774126E-2},{"$f":"IF(B18=\"\", \"\", OFFSET(sample!$F$5, B18, 0))","v":3.343},7,3.343,{"$f":"IF(B18=\"\", \"\", TS!L34)","v":3.2382788672446639},null,5.7494866529774126E-2,3.343,3.2382788672446639,0.10472113275533612,null,0.33333333333333331,0.87379665462804135,null,"Eliminated observations",null,null,null,null,null,"Elimination index mapping"]
[null,8,{"$f":"IF(B19=\"\", \"\", OFFSET(sample!$E$5, B19, 0))","v":0.32580424366872007},{"$f":"IF(B19=\"\", \"\", OFFSET(sample!$F$5, B19, 0))","v":3.2559999999999998},8,3.2559999999999998,{"$f":"IF(B19=\"\", \"\", TS!L35)","v":3.3171479765065519},null,0.32580424366872007,3.2559999999999998,3.3171479765065519,-6.1147976506552126E-2,null,0.33333333333333331,0.87379665462804135]
[null,"",{"$f":"IF(B20=\"\", \"\", OFFSET(sample!$E$5, B20, 0))","v":""},{"$f":"IF(B20=\"\", \"\", OFFSET(sample!$F$5, B20, 0))","v":""},"","",{"$f":"IF(B20=\"\", \"\", TS!L36)","v":""},null,null,null,null,null,null,0.33333333333333331,0.87379665462804135,null,"#","residuals","index","yield - ST","yield - LT",null,"#","final","original"]
[null,"",{"$f":"IF(B21=\"\", \"\", OFFSET(sample!$E$5, B21, 0))","v":""},{"$f":"IF(B21=\"\", \"\", OFFSET(sample!$F$5, B21, 0))","v":""},"","",{"$f":"IF(B21=\"\", \"\", TS!L37)","v":""},null,null,null,null,null,null,0.33333333333333331,0.87379665462804135,null,1,{"$f":"_xll.AC.finance.irb.yts._get(R9, config!D8, 1)","v":{"$error":"#N/A"}},{"$error":"#N/A"},{"$error":"#N/A"},{"$error":"#N/A"},null,1,{"$f":"_xll.AC.finance.irb.yts._get(R9, config!D9, 0)","v":1},1]
[null,"",{"$f":"IF(B22=\"\", \"\", OFFSET(sample!$E$5, B22, 0))","v":""},{"$f":"IF(B22=\"\", \"\", OFFSET(sample!$F$5, B22, 0))","v":""},"","",{"$f":"IF(B22=\"\", \"\", TS!L38)","v":""},null,null,null,null,null,null,0.33333333333333331,0.87379665462804135,null,{"$f":"IF(R22=\"\", \"\", Q21+1)","v":""},null,null,null,null,null,{"$f":"IF(X22=\"\", \"\", W21+1)","v":2},2,2]
[null,"",{"$f":"IF(B23=\"\", \"\", OFFSET(sample!$E$5, B23, 0))","v":""},{"$f":"IF(B23=\"\", \"\", OFFSET(sample!$F$5, B23, 0))","v":""},"","",{"$f":"IF(B23=\"\", \"\", TS!L39)","v":""},null,null,null,null,null,null,0.33333333333333331,0.87379665462804135,null,{"$f":"IF(R23=\"\", \"\", Q22+1)","v":""},null,null,null,null,null,{"$f":"IF(X23=\"\", \"\", W22+1)","v":3},3,3]
[null,"",{"$f":"IF(B24=\"\", \"\", OFFSET(sample!$E$5, B24, 0))","v":""},{"$f":"IF(B24=\"\", \"\", OFFSET(sample!$F$5, B24, 0))","v":""},"","",{"$f":"IF(B24=\"\", \"\", TS!L40)","v":""},null,null,null,null,null,null,0.33333333333333331,0.87379665462804135,null,"",null,null,null,null,null,4,4,4]
[null,"",{"$f":"IF(B25=\"\", \"\", OFFSET(sample!$E$5, B25, 0))","v":""},{"$f":"IF(B25=\"\", \"\", OFFSET(sample!$F$5, B25, 0))","v":""},"","",{"$f":"IF(B25=\"\", \"\", TS!L41)","v":""},null,null,null,null,null,null,0.33333333333333331,0.87379665462804135,null,"",null,null,null,null,null,5,5,5]
[null,"",{"$f":"IF(B26=\"\", \"\", OFFSET(sample!$E$5, B26, 0))","v":""},{"$f":"IF(B26=\"\", \"\", OFFSET(sample!$F$5, B26, 0))","v":""},"","",{"$f":"IF(B26=\"\", \"\", TS!L42)","v":""},null,null,null,null,null,null,0.33333333333333331,0.87379665462804135,null,"",null,null,null,null,null,6,6,6]
[null,"",{"$f":"IF(B27=\"\", \"\", OFFSET(sample!$E$5, B27, 0))","v":""},{"$f":"IF(B27=\"\", \"\", OFFSET(sample!$F$5, B27, 0))","v":""},"","",{"$f":"IF(B27=\"\", \"\", TS!L43)","v":""},null,null,null,null,null,null,0.33333333333333331,0.87379665462804135,null,"",null,null,null,null,null,7,7,7]
[null,"",{"$f":"IF(B28=\"\", \"\", OFFSET(sample!$E$5, B28, 0))","v":""},{"$f":"IF(B28=\"\", \"\", OFFSET(sample!$F$5, B28, 0))","v":""},"","",{"$f":"IF(B28=\"\", \"\", TS!L44)","v":""},null,null,null,null,null,null,0.33333333333333331,0.87379665462804135,null,"",null,null,null,null,null,8,8,8]
[null,"",{"$f":"IF(B29=\"\", \"\", OFFSET(sample!$E$5, B29, 0))","v":""},{"$f":"IF(B29=\"\", \"\", OFFSET(sample!$F$5, B29, 0))","v":""},"","",{"$f":"IF(B29=\"\", \"\", TS!L45)","v":""},null,null,null,null,null,null,0.33333333333333331,0.87379665462804135,null,"",null,null,null,null,null,""]
[null,"",{"$f":"IF(B30=\"\", \"\", OFFSET(sample!$E$5, B30, 0))","v":""},{"$f":"IF(B30=\"\", \"\", OFFSET(sample!$F$5, B30, 0))","v":""},"","",{"$f":"IF(B30=\"\", \"\", TS!L46)","v":""},null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,""]
[null,"",{"$f":"IF(B31=\"\", \"\", OFFSET(sample!$E$5, B31, 0))","v":""},{"$f":"IF(B31=\"\", \"\", OFFSET(sample!$F$5, B31, 0))","v":""},"","",{"$f":"IF(B31=\"\", \"\", TS!L47)","v":""},null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,""]
[null,"",{"$f":"IF(B32=\"\", \"\", OFFSET(sample!$E$5, B32, 0))","v":""},{"$f":"IF(B32=\"\", \"\", OFFSET(sample!$F$5, B32, 0))","v":""},"","",{"$f":"IF(B32=\"\", \"\", TS!L48)","v":""},null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,""]
[null,"",{"$f":"IF(B33=\"\", \"\", OFFSET(sample!$E$5, B33, 0))","v":""},{"$f":"IF(B33=\"\", \"\", OFFSET(sample!$F$5, B33, 0))","v":""},"","",{"$f":"IF(B33=\"\", \"\", TS!L49)","v":""},null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,"",null,null,null,"Residuals"]
[null,"",{"$f":"IF(B34=\"\", \"\", OFFSET(sample!$E$5, B34, 0))","v":""},{"$f":"IF(B34=\"\", \"\", OFFSET(sample!$F$5, B34, 0))","v":""},"","",{"$f":"IF(B34=\"\", \"\", TS!L50)","v":""},null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,""]
[null,"",{"$f":"IF(B35=\"\", \"\", OFFSET(sample!$E$5, B35, 0))","v":""},{"$f":"IF(B35=\"\", \"\", OFFSET(sample!$F$5, B35, 0))","v":""},"","",{"$f":"IF(B35=\"\", \"\", TS!L51)","v":""},null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(Q34=\"\", Q34>=$Y$13), \"\", Q34+1)","v":""},null,null,null,null,null,""]
[null,"",{"$f":"IF(B36=\"\", \"\", OFFSET(sample!$E$5, B36, 0))","v":""},{"$f":"IF(B36=\"\", \"\", OFFSET(sample!$F$5, B36, 0))","v":""},"","",{"$f":"IF(B36=\"\", \"\", TS!L52)","v":""},null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(Q35=\"\", Q35>=$Y$13), \"\", Q35+1)","v":""},{"$f":"IF(Q36=\"\", \"\", OFFSET(sample!$D$5, S28, 0))","v":""},null,null,null,null,""]
[null,"",{"$f":"IF(B37=\"\", \"\", OFFSET(sample!$E$5, B37, 0))","v":""},{"$f":"IF(B37=\"\", \"\", OFFSET(sample!$F$5, B37, 0))","v":""},"","",{"$f":"IF(B37=\"\", \"\", TS!L53)","v":""},null,null,null,null,null,null,null,null,null,{"$f":"IF(Q21=\"\", \"\", Q21)","v":1},{"$f":"IF(Q37=\"\", \"\", OFFSET(sample!$C$6, S21, 0))","v":{"$error":"#N/A"}},null,{"$f":"IF(Q37=\"\", \"\", OFFSET(sample!$D$5, S21, 0))","v":{"$error":"#N/A"}},null,null,""]
[null,"",{"$f":"IF(B38=\"\", \"\", OFFSET(sample!$E$5, B38, 0))","v":""},{"$f":"IF(B38=\"\", \"\", OFFSET(sample!$F$5, B38, 0))","v":""},"","",{"$f":"IF(B38=\"\", \"\", TS!L54)","v":""},null,null,null,null,null,null,null,null,null,{"$f":"IF(Q22=\"\", \"\", Q22)","v":""},{"$f":"IF(Q38=\"\", \"\", OFFSET(sample!$C$6, S22, 0))","v":""},null,{"$f":"IF(Q38=\"\", \"\", OFFSET(sample!$D$5, S22, 0))","v":""},null,null,""]
[null,"",{"$f":"IF(B39=\"\", \"\", OFFSET(sample!$E$5, B39, 0))","v":""},{"$f":"IF(B39=\"\", \"\", OFFSET(sample!$F$5, B39, 0))","v":""},"","",{"$f":"IF(B39=\"\", \"\", TS!L55)","v":""},null,null,null,null,null,null,null,null,null,"",{"$f":"IF(Q39=\"\", \"\", OFFSET(sample!$C$6, S23, 0))","v":""},null,{"$f":"IF(Q39=\"\", \"\", OFFSET(sample!$D$5, S23, 0))","v":""},null,null,""]
[null,"",{"$f":"IF(B40=\"\", \"\", OFFSET(sample!$E$5, B40, 0))","v":""},{"$f":"IF(B40=\"\", \"\", OFFSET(sample!$F$5, B40, 0))","v":""},"","",{"$f":"IF(B40=\"\", \"\", TS!L56)","v":""},null,null,null,null,null,null,null,null,null,"",{"$f":"IF(Q40=\"\", \"\", OFFSET(sample!$C$6, S24, 0))","v":""},null,{"$f":"IF(Q40=\"\", \"\", OFFSET(sample!$D$5, S24, 0))","v":""},null,null,""]
[null,"",{"$f":"IF(B41=\"\", \"\", OFFSET(sample!$E$5, B41, 0))","v":""},{"$f":"IF(B41=\"\", \"\", OFFSET(sample!$F$5, B41, 0))","v":""},"","",{"$f":"IF(B41=\"\", \"\", TS!L57)","v":""},null,null,null,null,null,null,null,null,null,"",{"$f":"IF(Q41=\"\", \"\", OFFSET(sample!$C$6, S25, 0))","v":""},null,{"$f":"IF(Q41=\"\", \"\", OFFSET(sample!$D$5, S25, 0))","v":""},null,null,""]
[null,"",{"$f":"IF(B42=\"\", \"\", OFFSET(sample!$E$5, B42, 0))","v":""},{"$f":"IF(B42=\"\", \"\", OFFSET(sample!$F$5, B42, 0))","v":""},"","",{"$f":"IF(B42=\"\", \"\", TS!L58)","v":""},null,null,null,null,null,null,null,null,null,"",{"$f":"IF(Q42=\"\", \"\", OFFSET(sample!$C$6, S26, 0))","v":""},null,{"$f":"IF(Q42=\"\", \"\", OFFSET(sample!$D$5, S34, 0))","v":""},null,null,""]
[null,"",{"$f":"IF(B43=\"\", \"\", OFFSET(sample!$E$5, B43, 0))","v":""},{"$f":"IF(B43=\"\", \"\", OFFSET(sample!$F$5, B43, 0))","v":""},"","",{"$f":"IF(B43=\"\", \"\", TS!L59)","v":""},null,null,null,null,null,null,null,null,null,"",{"$f":"IF(Q43=\"\", \"\", OFFSET(sample!$C$6, S27, 0))","v":""},null,{"$f":"IF(Q43=\"\", \"\", OFFSET(sample!$D$5, S35, 0))","v":""},null,null,""]
[null,"",{"$f":"IF(B44=\"\", \"\", OFFSET(sample!$E$5, B44, 0))","v":""},{"$f":"IF(B44=\"\", \"\", OFFSET(sample!$F$5, B44, 0))","v":""},"","",{"$f":"IF(B44=\"\", \"\", TS!L60)","v":""},null,null,null,null,null,null,null,null,null,"",{"$f":"IF(Q44=\"\", \"\", OFFSET(sample!$C$6, S28, 0))","v":""},null,{"$f":"IF(Q44=\"\", \"\", OFFSET(sample!$D$5, S36, 0))","v":""},null,null,""]
[null,"",{"$f":"IF(B45=\"\", \"\", OFFSET(sample!$E$5, B45, 0))","v":""},{"$f":"IF(B45=\"\", \"\", OFFSET(sample!$F$5, B45, 0))","v":""},"","",{"$f":"IF(B45=\"\", \"\", TS!L61)","v":""},null,null,null,null,null,null,null,null,null,"",{"$f":"IF(Q45=\"\", \"\", OFFSET(sample!$C$6, S29, 0))","v":""},null,{"$f":"IF(Q45=\"\", \"\", OFFSET(sample!$D$5, AA33, 0))","v":""},null,null,""]
[null,"",{"$f":"IF(B46=\"\", \"\", OFFSET(sample!$E$5, B46, 0))","v":""},{"$f":"IF(B46=\"\", \"\", OFFSET(sample!$F$5, B46, 0))","v":""},"","",{"$f":"IF(B46=\"\", \"\", TS!L62)","v":""},null,null,null,null,null,null,null,null,null,"",{"$f":"IF(Q46=\"\", \"\", OFFSET(sample!$C$6, S30, 0))","v":""},null,{"$f":"IF(Q46=\"\", \"\", OFFSET(sample!$D$5,#REF!, 0))","v":""},null,null,""]
[null,"",{"$f":"IF(B47=\"\", \"\", OFFSET(sample!$E$5, B47, 0))","v":""},{"$f":"IF(B47=\"\", \"\", OFFSET(sample!$F$5, B47, 0))","v":""},"","",{"$f":"IF(B47=\"\", \"\", TS!L63)","v":""},null,null,null,null,null,null,null,null,null,"",{"$f":"IF(Q47=\"\", \"\", OFFSET(sample!$C$6, S31, 0))","v":""},null,{"$f":"IF(Q47=\"\", \"\", OFFSET(sample!$D$5,#REF!, 0))","v":""},null,null,""]
[null,"",{"$f":"IF(B48=\"\", \"\", OFFSET(sample!$E$5, B48, 0))","v":""},{"$f":"IF(B48=\"\", \"\", OFFSET(sample!$F$5, B48, 0))","v":""},"","",{"$f":"IF(B48=\"\", \"\", TS!L64)","v":""},null,null,null,null,null,null,null,null,null,"",{"$f":"IF(Q48=\"\", \"\", OFFSET(sample!$C$6, S32, 0))","v":""},null,{"$f":"IF(Q48=\"\", \"\", OFFSET(sample!$D$5,#REF!, 0))","v":""},null,null,""]
[null,"",{"$f":"IF(B49=\"\", \"\", OFFSET(sample!$E$5, B49, 0))","v":""},{"$f":"IF(B49=\"\", \"\", OFFSET(sample!$F$5, B49, 0))","v":""},"","",{"$f":"IF(B49=\"\", \"\", TS!L65)","v":""},null,null,null,null,null,null,null,null,null,"",{"$f":"IF(Q49=\"\", \"\", OFFSET(sample!$C$6, S33, 0))","v":""},null,{"$f":"IF(Q49=\"\", \"\", OFFSET(sample!$D$5,#REF!, 0))","v":""},null,null,""]
[null,"",{"$f":"IF(B50=\"\", \"\", OFFSET(sample!$E$5, B50, 0))","v":""},{"$f":"IF(B50=\"\", \"\", OFFSET(sample!$F$5, B50, 0))","v":""},"","",{"$f":"IF(B50=\"\", \"\", TS!L66)","v":""},null,null,null,null,null,null,null,null,null,"",{"$f":"IF(Q50=\"\", \"\", OFFSET(sample!$C$6, S34, 0))","v":""},null,{"$f":"IF(Q50=\"\", \"\", OFFSET(sample!$D$5, S42, 0))","v":""},null,null,""]

{"sheet":"TS","index":1,"n_rows":60,"n_cols":19,"rows_kept":60,"cut":false,"hidden":false,"merged":[]}
[]
[null,"TAB: YIELD FITTED TERM STRUCTURE"]
[]
[null,null,"α","β0","β1","β2",null,null,null,null,null,null,null,null,null,null,null,null,"Term structure"]
[null,"coefficient",{"$f":"calc!I6","v":0.33333333333333331},{"$f":"calc!J6","v":1.0198645001986149},{"$f":"calc!K6","v":2.1994636671991916},{"$f":"calc!L6","v":4.2166096237984663}]
[]
[null,"Full term structure",null,null,null,null,null,"Standard term structure",null,null,null,null,null,"Yields estimated from the term structure"]
[null,"Maturity","level","slope","curvature","yield",null,{"$f":"B8","v":"Maturity"},{"$f":"C8","v":"level"},"slope","curvature","yield",null,"Parameter",null,null,"Value"]
[null,0.01,1,{"$f":"(1 - EXP(-$C$5*$B9)) / ($C$5*$B9)","v":0.99833518364301777},{"$f":"(1 - EXP(-$C$5*$B9)) / ($C$5*$B9) - EXP(-$C$5*$B9)","v":1.6629675884944906E-3},{"$f":"SUMPRODUCT(D$5:F$5, C9:E9)","v":3.2226785494457761},null,0.25,1,{"$f":"(1 - EXP(-$C$5*$H9)) / ($C$5*$H9)","v":0.95946702444812049},{"$f":"(1 - EXP(-$C$5*$H9)) / ($C$5*$H9) - EXP(-$C$5*$H9)","v":3.9422609818797194E-2},{"$f":"SUMPRODUCT(D$5:F$5, I9:K9)","v":3.2964071163051667},null,"Long-term yield (level)",null,null,{"$f":"D5","v":1.0198645001986149}]
[null,1,1,{"$f":"(1 - EXP(-$C$5*$B10)) / ($C$5*$B10)","v":0.85040606827863219},{"$f":"(1 - EXP(-$C$5*$B10)) / ($C$5*$B10) - EXP(-$C$5*$B10)","v":0.13387475770484292},{"$f":"SUMPRODUCT(D$5:F$5, C10:E10)","v":3.4547993414651099},null,0.5,1,{"$f":"(1 - EXP(-$C$5*$H10)) / ($C$5*$H10)","v":0.92110965065631523},{"$f":"(1 - EXP(-$C$5*$H10)) / ($C$5*$H10) - EXP(-$C$5*$H10)","v":7.4627925765701097E-2},{"$f":"SUMPRODUCT(D$5:F$5, I10:K10)","v":3.360488540311493},null,"Short-term yield (level + slope)",null,null,{"$f":"D5+E5","v":3.2193281673978067}]
[null,{"$f":"B10+1","v":2},1,0.72987432145111197,0.21645720241851996,3.5379120747104236,null,1,1,0.85040606827863219,0.13387475770484292,3.4547993414651099,null,"Long-term premium (-slope)",null,null,{"$f":"-E5","v":-2.1994636671991916}]
[null,{"$f":"B11+1","v":3},1,0.63212055882855767,0.26424111765711533,3.524392342347932,null,{"$f":"H11+1","v":2},1,0.72987432145111197,0.21645720241851996,3.5379120747104236]
[null,4,1,0.55230214641320496,0.28870500829747819,3.4519893209765504,null,{"$f":"H12+1","v":3},1,0.63212055882855767,0.26424111765711533,3.524392342347932,null,"Actual yields"]
[null,5,1,0.48667463829746294,0.29779903545990105,3.3459899637593122,null,4,1,0.55230214641320496,0.28870500829747819,3.4519893209765504,null,"Longest maturity yield (level)",null,null,{"$f":"OFFSET(calc!D11, calc!D7, 0)","v":3.2559999999999998}]
[null,6,1,0.43233235838169365,0.29699707514508095,3.2230845399104346,null,5,1,0.48667463829746294,0.29779903545990105,3.3459899637593122,null,"Shortest maturity yield",null,null,{"$f":"calc!D12","v":3.5209999999999999}]
[null,7,1,0.38701201377239786,0.29004004590799276,3.0940690121231884,null,{"$f":"H15+2","v":7},1,0.38701201377239786,0.29004004590799276,3.0940690121231884,null,"Long-term premium",null,null,{"$f":"Q14-Q15","v":-0.26500000000000012}]
[null,8,1,0.34894370579144945,0.27946025456864793,2.965728301868082,null,8,1,0.34894370579144945,0.27946025456864793,2.965728301868082]
[null,9,1,0.31673764387737868,0.26695057550951473,2.8421438057131447,null,9,1,0.31673764387737868,0.26695057550951473,2.8421438057131447,null,"Mid-term maturity (τ)",null,null,{"$f":"curv!J8","v":4.8000000000000016}]
[null,10,1,0.28929780199582428,0.25362380864857187,2.7255970970610051,null,10,1,0.28929780199582428,0.25362380864857187,2.7255970970610051,null,null,null,null,null,null,"Slope"]
[null,11,1,0.26575594548913434,0.24019441228262695,2.617191117057676,null,{"$f":"H19+5","v":15},1,0.1986524106001829,0.19191446360109743,2.2660216338817607]
[null,12,1,0.24542109027781644,0.22710545138908228,2.5172743033733838,null,{"$f":"H20+5","v":20},1,0.14980910492979904,0.14853647112845925,1.9756844971526633]
[null,13,1,0.22774067798378286,0.21461694924684188,2.4257277405917566,null,25,1,0.11997115566282968,0.11973078618641016,1.7885946834894808]
[null,14,1,0.21227066516753676,0.20286710261604154,2.3421574930897289,null,30,1,9.9995460007023751E-2,9.995006007726126E-2,1.6612512665899482]
[null,15,1,0.1986524106001829,0.19191446360109743,2.2660216338817607]
[null,16,1,0.18659475937615663,0.1817668093823252,2.196712571664901]
[null,17,1,0.17586010988180037,0.17240073254533561,2.1336090103938599,null,"Sample-based term structure"]
[null,18,1,0.16625354130388895,0.1637747891272226,2.0761074758091298,null,{"$f":"H8","v":"Maturity"},{"$f":"I8","v":"level"},"slope","curvature","yield"]
[null,19,1,0.15761429944014721,0.15583819589441283,2.0236402618120444,null,{"$f":"IF(calc!C12=\"\", \"\", calc!C12)","v":1.5660506502395619},{"$f":"IF(H28=\"\", \"\", 1)","v":1},{"$f":"IF(H28=\"\", \"\", (1 - EXP(-$C$5*$H28)) / ($C$5*$H28))","v":0.77905013265929079},{"$f":"IF(H28=\"\", \"\", (1 - EXP(-$C$5*$H28)) / ($C$5*$H28) - EXP(-$C$5*$H28))","v":0.18572745493272391},{"$f":"IF(H28=\"\", \"\", SUMPRODUCT(D$5:F$5, I28:K28))","v":3.5164971357823549}]
[null,20,1,0.14980910492979904,0.14853647112845925,1.9756844971526633,null,{"$f":"IF(calc!C13=\"\", \"\", calc!C13)","v":0.17248459958932238},{"$f":"IF(H29=\"\", \"\", 1)","v":1},{"$f":"IF(H29=\"\", \"\", (1 - EXP(-$C$5*$H29)) / ($C$5*$H29))","v":0.97179568110814762},{"$f":"IF(H29=\"\", \"\", (1 - EXP(-$C$5*$H29)) / ($C$5*$H29) - EXP(-$C$5*$H29))","v":2.766894408767151E-2},{"$f":"IF(H29=\"\", \"\", SUMPRODUCT(D$5:F$5, I29:K29))","v":3.2739629286574945}]
[null,21,1,0.14272687400492079,0.14181499203936626,1.9317655341374493,null,{"$f":"IF(calc!C14=\"\", \"\", calc!C14)","v":2.4038329911019849},1,0.68795722827505468,0.2392019888732731,3.5416228366914355]
[null,22,1,0.13627453745729082,0.13562114547742343,1.8914568213109768,null,{"$f":"IF(calc!C15=\"\", \"\", calc!C15)","v":0.21081451060917181},1,0.9656730045076527,3.3532298458909149E-2,3.2852198003981972]
[null,23,1,0.13037371619848007,0.12990554038682728,1.8543777039147464,null,{"$f":"IF(calc!C16=\"\", \"\", calc!C16)","v":0.38329911019849416},1,0.93875279302467973,5.8693829778916684E-2,3.3321061284415294]
[null,24,1,0.12495806717151219,0.12462260454360967,1.8201901025272071,null,{"$f":"IF(calc!C17=\"\", \"\", calc!C17)","v":0.24914442162902123},1,0.95960195371436052,3.9295111631774904E-2,3.296166278241488]
[null,25,1,0.11997115566282968,0.11973078618641016,1.7885946834894808,null,{"$f":"IF(calc!C18=\"\", \"\", calc!C18)","v":5.7494866529774126E-2},1,0.99047844598552537,9.4609213363773259E-3,3.2382788672446639,null,null,null,null,null,null,"Curvature"]
[null,26,1,0.11536474243200452,0.11519251017604371,1.7593269066514103,null,{"$f":"IF(calc!C19=\"\", \"\", calc!C19)","v":0.32580424366872007},1,0.94761277272013689,5.0524860289104523E-2,3.3171479765065519]
[null,27,1,0.11109739891065704,0.11097398910657036,1.7321531830810106,null,{"$f":"IF(calc!C20=\"\", \"\", calc!C20)","v":""},"","","",""]
[null,28,1,0.10713338282264361,0.10704495583398373,1.706867274209819,null,{"$f":"IF(calc!C21=\"\", \"\", calc!C21)","v":""},"","","",""]
[null,29,1,0.10344172130626815,0.10337836060019359,1.6832869980835805,null,{"$f":"IF(calc!C22=\"\", \"\", calc!C22)","v":""},"","","",""]
[null,30,1,9.9995460007023751E-2,9.995006007726126E-2,1.6612512665899482,null,{"$f":"IF(calc!C23=\"\", \"\", calc!C23)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C24=\"\", \"\", calc!C24)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C25=\"\", \"\", calc!C25)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C26=\"\", \"\", calc!C26)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C27=\"\", \"\", calc!C27)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C28=\"\", \"\", calc!C28)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C29=\"\", \"\", calc!C29)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C30=\"\", \"\", calc!C30)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C31=\"\", \"\", calc!C31)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C32=\"\", \"\", calc!C32)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C33=\"\", \"\", calc!C33)","v":""},{"$f":"IF(H49=\"\", \"\", 1)","v":""},{"$f":"IF(H49=\"\", \"\", (1 - EXP(-$C$5*$H49)) / ($C$5*$H49))","v":""},{"$f":"IF(H49=\"\", \"\", (1 - EXP(-$C$5*$H49)) / ($C$5*$H49) - EXP(-$C$5*$H49))","v":""},{"$f":"IF(H49=\"\", \"\", SUMPRODUCT(D$5:F$5, I49:K49))","v":""}]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C34=\"\", \"\", calc!C34)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C35=\"\", \"\", calc!C35)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C36=\"\", \"\", calc!C36)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C37=\"\", \"\", calc!C37)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C38=\"\", \"\", calc!C38)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C39=\"\", \"\", calc!C39)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C40=\"\", \"\", calc!C40)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C41=\"\", \"\", calc!C41)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C42=\"\", \"\", calc!C42)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C43=\"\", \"\", calc!C43)","v":""},"","","",""]
[null,null,null,null,null,null,null,{"$f":"IF(calc!C44=\"\", \"\", calc!C44)","v":""},"","","",""]

{"sheet":"sample","index":2,"n_rows":36,"n_cols":13,"rows_kept":36,"cut":false,"hidden":false,"merged":[]}
[]
[null,"TAB: SAMPLE DATA",null,null,null,null,null,null,{"$f":"calc!D8","v":8}]
[]
[null,"Original Sample",null,null,null,null,null,null,"Final Sample"]
[null,"#","Transaction-specific Bloomberg code","Issuer Name","Tenor","Yield","is eliminated",null,{"$f":"B5","v":"#"},{"$f":"C5","v":"Transaction-specific Bloomberg code"},"Issuer Name","Tenor","Yield"]
[null,1,"QZ766903 Corp","MALAYSIA INVESTMNT ISSUE",1.5660506502395619,3.5209999999999999,{"$f":"IF(B6=\"\", \"\", IF(ISERROR(MATCH(B6, calc!$Y$21:$Y$50, 0)), 1, 0))","v":0},null,1,{"$f":"IF($I6=\"\", \"\", OFFSET(C$5, calc!$Y21, 0))","v":"QZ766903 Corp"},{"$f":"IF($I6=\"\", \"\", OFFSET(D$5, calc!$Y21, 0))","v":"MALAYSIA INVESTMNT ISSUE"},{"$f":"IF($I6=\"\", \"\", OFFSET(E$5, calc!$Y21, 0))","v":1.5660506502395619},{"$f":"IF($I6=\"\", \"\", OFFSET(F$5, calc!$Y21, 0))","v":3.5209999999999999}]
[null,{"$f":"IF(C7=\"\", \"\", B6+1)","v":2},"AU144805 Corp","MALAYSIA T-BILL",0.17248459958932238,3.2549999999999999,{"$f":"IF(B7=\"\", \"\", IF(ISERROR(MATCH(B7, calc!$Y$21:$Y$50, 0)), 1, 0))","v":0},null,{"$f":"IF(calc!W22=\"\", \"\", calc!W22)","v":2},{"$f":"IF($I7=\"\", \"\", OFFSET(C$5, calc!$Y22, 0))","v":"AU144805 Corp"},{"$f":"IF($I7=\"\", \"\", OFFSET(D$5, calc!$Y22, 0))","v":"MALAYSIA T-BILL"},{"$f":"IF($I7=\"\", \"\", OFFSET(E$5, calc!$Y22, 0))","v":0.17248459958932238},{"$f":"IF($I7=\"\", \"\", OFFSET(F$5, calc!$Y22, 0))","v":3.2549999999999999}]
[null,{"$f":"IF(C8=\"\", \"\", B7+1)","v":3},"AO724590 Corp","MALAYSIA GOVERNMENT",2.4038329911019849,3.548,{"$f":"IF(B8=\"\", \"\", IF(ISERROR(MATCH(B8, calc!$Y$21:$Y$50, 0)), 1, 0))","v":0},null,{"$f":"IF(calc!W23=\"\", \"\", calc!W23)","v":3},{"$f":"IF($I8=\"\", \"\", OFFSET(C$5, calc!$Y23, 0))","v":"AO724590 Corp"},{"$f":"IF($I8=\"\", \"\", OFFSET(D$5, calc!$Y23, 0))","v":"MALAYSIA GOVERNMENT"},{"$f":"IF($I8=\"\", \"\", OFFSET(E$5, calc!$Y23, 0))","v":2.4038329911019849},{"$f":"IF($I8=\"\", \"\", OFFSET(F$5, calc!$Y23, 0))","v":3.548}]
[null,4,"AU365855 Corp","MALAYSIA T-BILL",0.21081451060917181,3.2549999999999999,{"$f":"IF(B9=\"\", \"\", IF(ISERROR(MATCH(B9, calc!$Y$21:$Y$50, 0)), 1, 0))","v":0},null,{"$f":"IF(calc!W24=\"\", \"\", calc!W24)","v":4},{"$f":"IF($I9=\"\", \"\", OFFSET(C$5, calc!$Y24, 0))","v":"AU365855 Corp"},{"$f":"IF($I9=\"\", \"\", OFFSET(D$5, calc!$Y24, 0))","v":"MALAYSIA T-BILL"},{"$f":"IF($I9=\"\", \"\", OFFSET(E$5, calc!$Y24, 0))","v":0.21081451060917181},{"$f":"IF($I9=\"\", \"\", OFFSET(F$5, calc!$Y24, 0))","v":3.2549999999999999}]
[null,5,"AR129958 Corp","MALAYSIA ISLAMIC T-BILL",0.38329911019849416,3.3450000000000002,{"$f":"IF(B10=\"\", \"\", IF(ISERROR(MATCH(B10, calc!$Y$21:$Y$50, 0)), 1, 0))","v":0},null,{"$f":"IF(calc!W25=\"\", \"\", calc!W25)","v":5},{"$f":"IF($I10=\"\", \"\", OFFSET(C$5, calc!$Y25, 0))","v":"AR129958 Corp"},{"$f":"IF($I10=\"\", \"\", OFFSET(D$5, calc!$Y25, 0))","v":"MALAYSIA ISLAMIC T-BILL"},{"$f":"IF($I10=\"\", \"\", OFFSET(E$5, calc!$Y25, 0))","v":0.38329911019849416},{"$f":"IF($I10=\"\", \"\", OFFSET(F$5, calc!$Y25, 0))","v":3.3450000000000002}]
[null,6,"AR793937 Corp","MALAYSIA T-BILL",0.24914442162902123,3.2549999999999999,{"$f":"IF(B11=\"\", \"\", IF(ISERROR(MATCH(B11, calc!$Y$21:$Y$50, 0)), 1, 0))","v":0},null,{"$f":"IF(calc!W26=\"\", \"\", calc!W26)","v":6},{"$f":"IF($I11=\"\", \"\", OFFSET(C$5, calc!$Y26, 0))","v":"AR793937 Corp"},{"$f":"IF($I11=\"\", \"\", OFFSET(D$5, calc!$Y26, 0))","v":"MALAYSIA T-BILL"},{"$f":"IF($I11=\"\", \"\", OFFSET(E$5, calc!$Y26, 0))","v":0.24914442162902123},{"$f":"IF($I11=\"\", \"\", OFFSET(F$5, calc!$Y26, 0))","v":3.2549999999999999}]
[null,7,"AT536680 Corp","MALAYSIA ISLAMIC T-BILL",5.7494866529774126E-2,3.343,{"$f":"IF(B12=\"\", \"\", IF(ISERROR(MATCH(B12, calc!$Y$21:$Y$50, 0)), 1, 0))","v":0},null,{"$f":"IF(calc!W27=\"\", \"\", calc!W27)","v":7},{"$f":"IF($I12=\"\", \"\", OFFSET(C$5, calc!$Y27, 0))","v":"AT536680 Corp"},{"$f":"IF($I12=\"\", \"\", OFFSET(D$5, calc!$Y27, 0))","v":"MALAYSIA ISLAMIC T-BILL"},{"$f":"IF($I12=\"\", \"\", OFFSET(E$5, calc!$Y27, 0))","v":5.7494866529774126E-2},{"$f":"IF($I12=\"\", \"\", OFFSET(F$5, calc!$Y27, 0))","v":3.343}]
[null,8,"AQ803695 Corp","MALAYSIA T-BILL",0.32580424366872007,3.2559999999999998,{"$f":"IF(B13=\"\", \"\", IF(ISERROR(MATCH(B13, calc!$Y$21:$Y$50, 0)), 1, 0))","v":0},null,{"$f":"IF(calc!W28=\"\", \"\", calc!W28)","v":8},{"$f":"IF($I13=\"\", \"\", OFFSET(C$5, calc!$Y28, 0))","v":"AQ803695 Corp"},{"$f":"IF($I13=\"\", \"\", OFFSET(D$5, calc!$Y28, 0))","v":"MALAYSIA T-BILL"},{"$f":"IF($I13=\"\", \"\", OFFSET(E$5, calc!$Y28, 0))","v":0.32580424366872007},{"$f":"IF($I13=\"\", \"\", OFFSET(F$5, calc!$Y28, 0))","v":3.2559999999999998}]
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[]
[null,"TAB: CALCULATION OF CURVATURE PROXY USING YIELDS"]
[]
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[null,70,6.9999999999999911,0.14272687400492098,0.14181499203936646,0.5]

{"sheet":"config","index":4,"n_rows":29,"n_cols":9,"rows_kept":29,"cut":false,"hidden":false,"merged":[]}
[]
[null,"TAB: CONFIGURATION FILE",null,"Calculation enabled",null,true]
[null,null,null,"Test connection",null,{"$f":"_xll.AC.test.connection()","v":"host: CA2013466W3; user: Konstantin.Rybakov; key: null"}]
[]
[null,"Term structure estimation methods",null,"Term structure output keys",null,null,null,"Alpha (α) range"]
[null,"Diebold-Li",null,"TS-coeffs",null,"Array of term structure regression coefficients",null,"minimum",0.1]
[null,"Fabozzi",null,"TS-term-structure",null,"Term structure yields",null,"maximum",1]
[null,"Nelson-Siegel",null,"TS-elimination-data",null,"Elimnated sample observations",null,"delta",0.05]
[null,"Ridge-OLS",null,"TS-index-mapping",null,"Mapping between the indices of original and final samples"]
[null,null,null,"TS-R2",null,"Mapping sample index => R2 (term structure ols)"]
[]
[null,"Array formula cell address","number of rows","number of \ncols","Description"]
[null,{"$f":"addressFla(calc!I12)","v":"'calc'!$I$12"},{"$f":"calc!D8","v":8},4,"Final sample and term structure"]
[null,{"$f":"addressFla(calc!N12)","v":"'calc'!$N$12"},18,2,"R2(α) sequence of values"]
[null,{"$f":"addressFla(calc!R21)","v":"'calc'!$R$21"},{"$f":"calc!Y13","v":0},4,"Elimination output array"]
[null,{"$f":"addressFla(calc!X21)","v":"'calc'!$X$21"},{"$f":"calc!D8","v":8},2,"Index mapping for the final sample"]
[]
[]
[]
[null,"Graph configuration"]
[null,"Parameter","Value",null,"Description"]
[null,"line","no",null,"Set to yes/no to set line visible or non-visible"]
[null,"line-size",1.5,null,"Set line size"]
[null,"marker","yes",null,"Set to yes/no to set markers visible or non-visible"]
[null,"marker-size",4,null,"Set markers size (larger or equal than 2)"]
[null,"exclude-series",null,null,"List of series names that are not modified"]
[null,"exclude-charts",null,null,"List of charts that are not modified"]
[null,"reference-chart",1,null,"Chart index used for series colors mar]tching"]
[null,"match-colors","no",null,"Set yes if colors of each series is matched to the series color in the reference chart"]

{"sheet":"guide","index":5,"n_rows":2,"n_cols":2,"rows_kept":2,"cut":false,"hidden":false,"merged":[[1,1,32,8]]}
[]
[null,"Package: IRB.YTS\n\nAvailable functions for term structure estimation:\n\nCalculatorNelsonSiegel calc = calcTS(Map<Double, Double> sample, String method)\nwhere sample is the mapping t => y[t] of maturity term into related yield rate and method parameter is the method used to estimate the term structure. The list of methods includes:\n     Diebold-Li\n     Fabozzi \n     Nelson-Siegel\n     Ridge-OLS\n\ndouble[][] (double[]) CalculatorNelsonSiegel calc, String key)\nwhere key represents the key for a specific retrieved field. The following keys can be used:\n1. TS-coeffs: coefficients of the term structure (as a list (α, β0, β1, β2);\n2. TS-yields-fitted: fitted term structure values;\n3. TS-R2: the values R2(α) for a grid of α values;\n\n\nShort cut key combinations: \nCtrl+Shft+C - calculate all; Ctrl+Shift+R - refresh addin; Ctrl+Shft+S - set the data ranges; \nCtrl+Shft+D - disable calculations; Ctrl+Shft+G - update graphs, Ctrl+Shft+H - highlight the graph used as a reference"]