
P1: JYS
c06 JWBK378-Fletcher May 12, 2009 18:55 Printer: Yet to come
82 Financial Modelling in Python
Dec-29,
1000000.000000, JPY, [2008-Dec-29, 2009-Jun-29], basis
30360, 2009-
Jun-29,
1000000.000000, JPY, [2009-Jun-29, 2009-Dec-29], basis
30360, 2009-
Dec-29,
1000000.000000, JPY, [2009-Dec-29, 2010-Jun-29], basis
30360, 2010-
Jun-29,
1000000.000000, JPY, [2010-Jun-29, 2010-Dec-29], basis
30360, 2010-
Dec-29,
1000000.000000, JPY, [2010-Dec-29, 2011-Jun-29], basis
30360, 2011-
Jun-29,
1000000.000000, JPY, [2011-Jun-29, 2011-Dec-29], basis
30360, 2011-
Dec-29,
1000000.000000, JPY, [2011-Dec-29, 2012-Jun-29], basis
30360, 2012-
Jun-29,
1000000.000000, JPY, [2012-Jun-29, 2012-Dec-31], basis
30360, 2012-
Dec-31,
1000000.000000, JPY, [2012-Dec-31, 2013-Jun-28], basis
30360, 2013-
Jun-28,
1000000.000000, JPY, [2013-Jun-28, 2013-Dec-30], basis
30360, 2013-
Dec-30,
1000000.000000, JPY, [2013-Dec-30, 2014-Jun-30], basis
30360, 2014-
Jun-30,
1000000.000000, JPY, [2014-Jun-30, 2014-Dec-29], basis
30360, 2014-
Dec-29,
1000000.000000, JPY, [2014-Dec-29, 2015-Jun-29], basis
30360, 2015-
Jun-29,
1000000.000000, JPY, [2015-Jun-29, 2015-Dec-29], basis
30360, 2015-
Dec-29,
1000000.000000, JPY, [2015-Dec-29, 2016-Jun-29], basis
30360, 2016-
Jun-29,
1000000.000000, JPY, [2016-Jun-29, 2016-Dec-29], basis
30360, 2016-
Dec-29,
1000000.000000, JPY, [2016-Dec-29, 2017-Jun-29], basis
30360, 2017-
Jun-29,
6.3 ADJUVANTS
A financial payoff can depend on constants ...