Spreadsheet: 239159d1369835985-question-about-addin-and-a-special-function-52vasicek-model-v3
Sheet: ex3(Data)

Notes: | Averages of business days. For further information regarding treasury
 | constant maturity data, please refer to
 | http://www.federalreserve.gov/releases/h15/current/h15.pdf and
 | http://www.treas.gov/offices/domestic-finance/debt-management/interest-rate/index.html
DATE | 1M | 3M | 6M | 1Y | 2Y | 3Y | 5Y | 7Y | 10Y | 20Y | 30Y
2001-07-01 00:00:00 | 3.67 | 3.59 | 3.56 | 3.62 | 4.04 | 4.31 | 4.76 | 5.06 | 5.24 | 5.75 | 5.61
2001-08-01 00:00:00 | 3.53 | 3.44 | 3.39 | 3.47 | 3.76 | 4.04 | 4.57 | 4.84 | 4.97 | 5.58 | 5.48
2001-09-01 00:00:00 | 2.68 | 2.69 | 2.71 | 2.82 | 3.12 | 3.45 | 4.12 | 4.51 | 4.73 | 5.53 | 5.48
2001-10-01 00:00:00 | 2.27 | 2.2 | 2.17 | 2.33 | 2.73 | 3.14 | 3.91 | 4.31 | 4.57 | 5.34 | 5.32
2001-11-01 00:00:00 | 1.99 | 1.91 | 1.92 | 2.18 | 2.78 | 3.22 | 3.97 | 4.42 | 4.65 | 5.33 | 5.12
2001-12-01 00:00:00 | 1.72 | 1.72 | 1.82 | 2.22 | 3.11 | 3.62 | 4.39 | 4.86 | 5.09 | 5.76 | 5.48
2002-01-01 00:00:00 | 1.68 | 1.68 | 1.77 | 2.16 | 3.03 | 3.56 | 4.34 | 4.79 | 5.04 | 5.69 | 5.45
2002-02-01 00:00:00 | 1.74 | 1.76 | 1.86 | 2.23 | 3.02 | 3.55 | 4.3 | 4.71 | 4.91 | 5.61
2002-03-01 00:00:00 | 1.79 | 1.83 | 2.06 | 2.57 | 3.56 | 4.14 | 4.74 | 5.14 | 5.28 | 5.93
2002-04-01 00:00:00 | 1.72 | 1.75 | 1.98 | 2.48 | 3.42 | 4.01 | 4.65 | 5.02 | 5.21 | 5.85
2002-05-01 00:00:00 | 1.74 | 1.76 | 1.91 | 2.35 | 3.26 | 3.8 | 4.49 | 4.9 | 5.16 | 5.81
2002-06-01 00:00:00 | 1.72 | 1.73 | 1.83 | 2.2 | 2.99 | 3.49 | 4.19 | 4.6 | 4.93 | 5.65
2002-07-01 00:00:00 | 1.72 | 1.71 | 1.74 | 1.96 | 2.56 | 3.01 | 3.81 | 4.3 | 4.65 | 5.51
2002-08-01 00:00:00 | 1.68 | 1.65 | 1.64 | 1.76 | 2.13 | 2.52 | 3.29 | 3.88 | 4.26 | 5.19
2002-09-01 00:00:00 | 1.67 | 1.66 | 1.64 | 1.72 | 2 | 2.32 | 2.94 | 3.5 | 3.87 | 4.87
2002-10-01 00:00:00 | 1.62 | 1.61 | 1.59 | 1.65 | 1.91 | 2.25 | 2.95 | 3.54 | 3.94 | 5
2002-11-01 00:00:00 | 1.26 | 1.25 | 1.3 | 1.49 | 1.92 | 2.32 | 3.05 | 3.64 | 4.05 | 5.04
2002-12-01 00:00:00 | 1.2 | 1.21 | 1.27 | 1.45 | 1.84 | 2.23 | 3.03 | 3.63 | 4.03 | 5.01
2003-01-01 00:00:00 | 1.17 | 1.19 | 1.22 | 1.36 | 1.74 | 2.18 | 3.05 | 3.6 | 4.05 | 5.02
2003-02-01 00:00:00 | 1.2 | 1.19 | 1.2 | 1.3 | 1.63 | 2.05 | 2.9 | 3.45 | 3.9 | 4.87
2003-03-01 00:00:00 | 1.18 | 1.15 | 1.16 | 1.24 | 1.57 | 1.98 | 2.78 | 3.34 | 3.81 | 4.82
2003-04-01 00:00:00 | 1.16 | 1.15 | 1.17 | 1.27 | 1.62 | 2.06 | 2.93 | 3.47 | 3.96 | 4.91
2003-05-01 00:00:00 | 1.08 | 1.09 | 1.11 | 1.18 | 1.42 | 1.75 | 2.52 | 3.07 | 3.57 | 4.52
2003-06-01 00:00:00 | 0.97 | 0.94 | 0.94 | 1.01 | 1.23 | 1.51 | 2.27 | 2.84 | 3.33 | 4.34
2003-07-01 00:00:00 | 0.9 | 0.92 | 0.97 | 1.12 | 1.47 | 1.93 | 2.87 | 3.45 | 3.98 | 4.92
2003-08-01 00:00:00 | 0.95 | 0.97 | 1.05 | 1.31 | 1.86 | 2.44 | 3.37 | 3.96 | 4.45 | 5.39
2003-09-01 00:00:00 | 0.91 | 0.96 | 1.03 | 1.24 | 1.71 | 2.23 | 3.18 | 3.74 | 4.27 | 5.21
2003-10-01 00:00:00 | 0.91 | 0.94 | 1.02 | 1.25 | 1.75 | 2.26 | 3.19 | 3.75 | 4.29 | 5.21
2003-11-01 00:00:00 | 0.94 | 0.95 | 1.04 | 1.34 | 1.93 | 2.45 | 3.29 | 3.81 | 4.3 | 5.17
2003-12-01 00:00:00 | 0.89 | 0.91 | 1.01 | 1.31 | 1.91 | 2.44 | 3.27 | 3.79 | 4.27 | 5.11
2004-01-01 00:00:00 | 0.85 | 0.9 | 0.99 | 1.24 | 1.76 | 2.27 | 3.12 | 3.65 | 4.15 | 5.01
2004-02-01 00:00:00 | 0.92 | 0.94 | 1.01 | 1.24 | 1.74 | 2.25 | 3.07 | 3.59 | 4.08 | 4.94
2004-03-01 00:00:00 | 0.96 | 0.95 | 1.01 | 1.19 | 1.58 | 2 | 2.79 | 3.31 | 3.83 | 4.72
2004-04-01 00:00:00 | 0.91 | 0.96 | 1.11 | 1.43 | 2.07 | 2.57 | 3.39 | 3.89 | 4.35 | 5.16