Spreadsheet: benjamin_rogers__1022__1-mo-libor_042400
Sheet: Sheet1

 | Date | 1 mo Libor Curve
 | 1999-05-01 00:00:00 | 0.06423785194721088
 | 1999-06-01 00:00:00 | 0.06826441738316147
 | 1999-07-01 00:00:00 | 0.07002594088414282
 | 1999-08-01 00:00:00 | 0.06872448157402511
 | 1999-09-01 00:00:00 | 0.07103489751338543
 | 1999-10-01 00:00:00 | 0.06961999260451579
 | 1999-11-01 00:00:00 | 0.0726226592314494
 | 1999-12-01 00:00:00 | 0.0729618640748706
 | 2000-01-01 00:00:00 | 0.0664400539332024
 | 2000-02-01 00:00:00 | 0.07384688543327078
 | 2000-03-01 00:00:00 | 0.0686593942512852
 | 2000-04-01 00:00:00 | 0.07384893286970762
 | 2000-05-01 00:00:00 | 0.07166056266684029
 | 2000-06-01 00:00:00 | 0.07409400737487548
 | 2000-07-01 00:00:00 | 0.07447534440520354
 | 2000-08-01 00:00:00 | 0.0720829384062478
 | 2000-09-01 00:00:00 | 0.07432750742200955
 | 2000-10-01 00:00:00 | 0.07215548668737348
 | 2000-11-01 00:00:00 | 0.07480803631451538
 | 2000-12-01 00:00:00 | 0.0749741992141093
 | 2001-01-01 00:00:00 | 0.06782356809601042
 | 2001-02-01 00:00:00 | 0.07489655478690471
 | 2001-03-01 00:00:00 | 0.07176292853055122
 | 2001-04-01 00:00:00 | 0.07433230235285482
 | 2001-05-01 00:00:00 | 0.07181870525091982
 | 2001-06-01 00:00:00 | 0.07402717337680675
 | 2001-07-01 00:00:00 | 0.07412025347266527
 | 2001-08-01 00:00:00 | 0.0716385679677014
 | 2001-09-01 00:00:00 | 0.07394822881434937
 | 2001-10-01 00:00:00 | 0.07158657812631253
 | 2001-11-01 00:00:00 | 0.07417718829859998
 | 2001-12-01 00:00:00 | 0.07436837233865656
 | 2002-01-01 00:00:00 | 0.06712272090788574
 | 2002-02-01 00:00:00 | 0.07419585453797506
 | 2002-03-01 00:00:00 | 0.07137240571557735
 | 2002-04-01 00:00:00 | 0.07383121920405733
 | 2002-05-01 00:00:00 | 0.07138956308641786
 | 2002-06-01 00:00:00 | 0.07376747607642598
 | 2002-07-01 00:00:00 | 0.07379738272549652
 | 2002-08-01 00:00:00 | 0.0713837594691058
 | 2002-09-01 00:00:00 | 0.07380985227652515
 | 2002-10-01 00:00:00 | 0.0714132283028932
 | 2002-11-01 00:00:00 | 0.07405564092230366
 | 2002-12-01 00:00:00 | 0.07430098967223087
 | 2003-01-01 00:00:00 | 0.06946668348257923
 | 2003-02-01 00:00:00 | 0.07434818666694065
 | 2003-03-01 00:00:00 | 0.07190527054905571
 | 2003-04-01 00:00:00 | 0.07438768402486051
 | 2003-05-01 00:00:00 | 0.07198560582284674
 | 2003-06-01 00:00:00 | 0.07447079544758362
 | 2003-07-01 00:00:00 | 0.07451303275047172
 | 2003-08-01 00:00:00 | 0.07210676869459665
 | 2003-09-01 00:00:00 | 0.07459614555208738
 | 2003-10-01 00:00:00 | 0.07218710592451405
 | 2003-11-01 00:00:00 | 0.0746792592679224
 | 2003-12-01 00:00:00 | 0.07472149773617964
 | 2004-01-01 00:00:00 | 0.06740618837208823
 | 2004-02-01 00:00:00 | 0.07480188773119778
 | 2004-03-01 00:00:00 | 0.0724327948254162
 | 2004-04-01 00:00:00 | 0.07518136890797278
 | 2004-05-01 00:00:00 | 0.07276216611224617
 | 2004-06-01 00:00:00 | 0.07528390473985347
 | 2004-07-01 00:00:00 | 0.07533601364638987
 | 2004-08-01 00:00:00 | 0.07291164498587621
 | 2004-09-01 00:00:00 | 0.0754385515757714
 | 2004-10-01 00:00:00 | 0.07301075746582342
 | 2004-11-01 00:00:00 | 0.07554109089574812
 | 2004-12-01 00:00:00 | 0.07559320157482752
 | 2005-01-01 00:00:00 | 0.06819918156094396
 | 2005-02-01 00:00:00 | 0.07569238095631148
 | 2005-03-01 00:00:00 | 0.07325610657576487
 | 2005-04-01 00:00:00 | 0.07579492371842589
 | 2005-05-01 00:00:00 | 0.07335522317790222
 | 2005-06-01 00:00:00 | 0.07589746787092366
 | 2005-07-01 00:00:00 | 0.07594958100578841
 | 2005-08-01 00:00:00 | 0.07350471275546111
 | 2005-09-01 00:00:00 | 0.07605212725522303
 | 2005-10-01 00:00:00 | 0.07360383233214884
 | 2005-11-01 00:00:00 | 0.0761546748948927
 | 2005-12-01 00:00:00 | 0.0762067898018648
 | 2006-01-01 00:00:00 | 0.06875139851766265
 | 2006-02-01 00:00:00 | 0.07630597722974652
 | 2006-03-01 00:00:00 | 0.07362593819437269
 | 2006-04-01 00:00:00 | 0.07500349626378089
 | 2006-05-01 00:00:00 | 0.07255828164161082
 | 2006-06-01 00:00:00 | 0.07503991432756596
 | 2006-07-01 00:00:00 | 0.07505842193548506
 | 2006-08-01 00:00:00 | 0.07261137251953986
 | 2006-09-01 00:00:00 | 0.07509484026401925
 | 2006-10-01 00:00:00 | 0.07264657426769716
 | 2006-11-01 00:00:00 | 0.0751312587680597
 | 2006-12-01 00:00:00 | 0.07514976659965189
 | 2007-01-01 00:00:00 | 0.07023401280392338
 | 2007-02-01 00:00:00 | 0.07518558833793643
 | 2007-03-01 00:00:00 | 0.0727342907504549
 | 2007-04-01 00:00:00 | 0.075222007279387
 | 2007-05-01 00:00:00 | 0.07276949302125368
 | 2007-06-01 00:00:00 | 0.0752584263962559
 | 2007-07-01 00:00:00 | 0.07527693453932649
 | 2007-08-01 00:00:00 | 0.07282258525396346
 | 2007-09-01 00:00:00 | 0.07531335392088234
 | 2007-10-01 00:00:00 | 0.07285778790038222
 | 2007-11-01 00:00:00 | 0.0753497734778854
 | 2007-12-01 00:00:00 | 0.07536828184464373
 | 2008-01-01 00:00:00 | 0.06796797681712485
 | 2008-02-01 00:00:00 | 0.07540350757106529
 | 2008-03-01 00:00:00 | 0.07294492952147591
 | 2008-04-01 00:00:00 | 0.07543992756251816
 | 2008-05-01 00:00:00 | 0.07298013268816339
 | 2008-06-01 00:00:00 | 0.07547634772945955
 | 2008-07-01 00:00:00 | 0.07549485640611575
 | 2008-08-01 00:00:00 | 0.07303322627177566
 | 2008-09-01 00:00:00 | 0.07553127683777028
 | 2008-10-01 00:00:00 | 0.07306842981386152
 | 2008-11-01 00:00:00 | 0.07556769744485115
 | 2008-12-01 00:00:00 | 0.07558620634517466
 | 2009-01-01 00:00:00 | 0.06816410777567938
 | 2009-02-01 00:00:00 | 0.07562143308717229
 | 2009-03-01 00:00:00 | 0.07299403319602282
 | 2009-04-01 00:00:00 | 0.07464541989868057
 | 2009-05-01 00:00:00 | 0.07219598141712513
 | 2009-06-01 00:00:00 | 0.07464834907475648
 | 2009-07-01 00:00:00 | 0.0746498376727569
 | 2009-08-01 00:00:00 | 0.0722002516324145
 | 2009-09-01 00:00:00 | 0.07465276685048572
 | 2009-10-01 00:00:00 | 0.0722030829719924
 | 2009-11-01 00:00:00 | 0.0746556960293483
 | 2009-12-01 00:00:00 | 0.07465718462885196
 | 2010-01-01 00:00:00 | 0.06731340342065417
 | 2010-02-01 00:00:00 | 0.07466001777076636
 | 2010-03-01 00:00:00 | 0.07221009170217352
 | 2010-04-01 00:00:00 | 0.07466294695232589
 | 2010-05-01 00:00:00 | 0.07221292304511495
 | 2010-06-01 00:00:00 | 0.07466587613520703
 | 2010-07-01 00:00:00 | 0.07466736473665181
 | 2010-08-01 00:00:00 | 0.07221719326921017
 | 2010-09-01 00:00:00 | 0.07467029392124269
 | 2010-10-01 00:00:00 | 0.07222002461458077
 | 2010-11-01 00:00:00 | 0.07467322310684565
 | 2010-12-01 00:00:00 | 0.07467471170986473
 | 2011-01-01 00:00:00 | 0.06977528864149729
 | 2011-02-01 00:00:00 | 0.07467759287770193
 | 2011-03-01 00:00:00 | 0.07222707977460097
 | 2011-04-01 00:00:00 | 0.07468052206626652
 | 2011-05-01 00:00:00 | 0.07222991112342125
 | 2011-06-01 00:00:00 | 0.07468345125583253
 | 2011-07-01 00:00:00 | 0.07468493986080382
 | 2011-08-01 00:00:00 | 0.0722341813562255
 | 2011-09-01 00:00:00 | 0.07468786905214664
 | 2011-10-01 00:00:00 | 0.07223701270740968
 | 2011-11-01 00:00:00 | 0.07469079824470048
 | 2011-12-01 00:00:00 | 0.0746922868510489
 | 2012-01-01 00:00:00 | 0.06734499638327618
 | 2012-02-01 00:00:00 | 0.07469512000607281
 | 2012-03-01 00:00:00 | 0.07224402146627895
 | 2012-04-01 00:00:00 | 0.07469804920136802
 | 2012-05-01 00:00:00 | 0.07224685282089194
 | 2012-06-01 00:00:00 | 0.07470097839772993
 | 2012-07-01 00:00:00 | 0.07470246700629257
 | 2012-08-01 00:00:00 | 0.07225112306244741
 | 2012-09-01 00:00:00 | 0.07470539620436512
 | 2012-10-01 00:00:00 | 0.07225395441949711
 | 2012-11-01 00:00:00 | 0.07470832540357275
 | 2012-12-01 00:00:00 | 0.0747098140135174
 | 2013-01-01 00:00:00 | 0.06736077129077467
 | 2013-02-01 00:00:00 | 0.07471264717504367
 | 2013-03-01 00:00:00 | 0.07226096319279263
 | 2013-04-01 00:00:00 | 0.07471557637714143
 | 2013-05-01 00:00:00 | 0.07226379455306065
 | 2013-06-01 00:00:00 | 0.07471850558036452
 | 2013-07-01 00:00:00 | 0.07471999419231468
 | 2013-08-01 00:00:00 | 0.07226806480335579
 | 2013-09-01 00:00:00 | 0.07472292339718134
 | 2013-10-01 00:00:00 | 0.07227089616628346
 | 2013-11-01 00:00:00 | 0.07472585260326081
 | 2013-12-01 00:00:00 | 0.07472734121666358
 | 2014-01-01 00:00:00 | 0.06737654622197375
 | 2014-02-01 00:00:00 | 0.07473017438476326
 | 2014-03-01 00:00:00 | 0.07227790495377961
 | 2014-04-01 00:00:00 | 0.07473310359365115
 | 2014-05-01 00:00:00 | 0.07228073631992205
 | 2014-06-01 00:00:00 | 0.07473603280376029
 | 2014-07-01 00:00:00 | 0.07473752141900647
 | 2014-08-01 00:00:00 | 0.07228500657903947
 | 2014-09-01 00:00:00 | 0.07474045063066193
 | 2014-10-01 00:00:00 | 0.07228783794769233
 | 2014-11-01 00:00:00 | 0.07474337984354262
 | 2014-12-01 00:00:00 | 0.07474486846039952
 | 2015-01-01 00:00:00 | 0.06984076405681883
 | 2015-02-01 00:00:00 | 0.07474774965498332
 | 2015-03-01 00:00:00 | 0.07229489316555116
 | 2015-04-01 00:00:00 | 0.07475067887069065
 | 2015-05-01 00:00:00 | 0.07229772453749916
 | 2015-06-01 00:00:00 | 0.07475360808753839
 | 2015-07-01 00:00:00 | 0.0747550967064119
 | 2015-08-01 00:00:00 | 0.07230199480530297
 | 2015-09-01 00:00:00 | 0.0747580259249716
 | 2015-10-01 00:00:00 | 0.07230482617977207
 | 2015-11-01 00:00:00 | 0.07476095514457315
 | 2015-12-01 00:00:00 | 0.07476244376481356
 | 2016-01-01 00:00:00 | 0.06740813937474144
 | 2016-02-01 00:00:00 | 0.07476527694615998
 | 2016-03-01 00:00:00 | 0.0723118349960985
 | 2016-04-01 00:00:00 | 0.07476820616866497
 | 2016-05-01 00:00:00 | 0.07231466637393202
 | 2016-06-01 00:00:00 | 0.07477113539221403
 | 2016-07-01 00:00:00 | 0.07477262401455276
 | 2016-08-01 00:00:00 | 0.07231893665048084
 | 2016-09-01 00:00:00 | 0.07477555323990881
 | 2016-10-01 00:00:00 | 0.07232176803065204
 | 2016-11-01 00:00:00 | 0.0747784824664004
 | 2016-12-01 00:00:00 | 0.07477997109008783
 | 2017-01-01 00:00:00 | 0.06742391437713424
 | 2017-02-01 00:00:00 | 0.07478280427801076
 | 2017-03-01 00:00:00 | 0.07232877686133499
 | 2017-04-01 00:00:00 | 0.07478573350721485
 | 2017-05-01 00:00:00 | 0.07233160824496876
 | 2017-06-01 00:00:00 | 0.07478866273765616
 | 2017-07-01 00:00:00 | 0.07479015136355072
 | 2017-08-01 00:00:00 | 0.07233587853026036
 | 2017-09-01 00:00:00 | 0.07479308059550815
 | 2017-10-01 00:00:00 | 0.07233870991622204
 | 2017-11-01 00:00:00 | 0.07479600982879742
 | 2017-12-01 00:00:00 | 0.07479749845603711
 | 2018-01-01 00:00:00 | 0.06743968940323475
 | 2018-02-01 00:00:00 | 0.0748003316504331
 | 2018-03-01 00:00:00 | 0.07234571876136187
 | 2018-04-01 00:00:00 | 0.074803260886533
 | 2018-05-01 00:00:00 | 0.07234855015069375
 | 2018-06-01 00:00:00 | 0.07480619012377954
 | 2018-07-01 00:00:00 | 0.07480767875292171
 | 2018-08-01 00:00:00 | 0.07235282044473168
 | 2018-09-01 00:00:00 | 0.07481060799187533
 | 2018-10-01 00:00:00 | 0.07235565183659487
 | 2018-11-01 00:00:00 | 0.07481353723207063
 | 2018-12-01 00:00:00 | 0.07481502586255351
 | 2019-01-01 00:00:00 | 0.06990623993727318
 | 2019-02-01 00:00:00 | 0.07481790708398961
 | 2019-03-01 00:00:00 | 0.072219663801107
 | 2019-04-01 00:00:00 | 0.07370587816813634
 | 2019-05-01 00:00:00 | 0.07127885844091963
 | 2019-06-01 00:00:00 | 0.07369027554696661
 | 2019-07-01 00:00:00 | 0.07368234635844084
 | 2019-08-01 00:00:00 | 0.07125611230833417
 | 2019-09-01 00:00:00 | 0.07366674378603921
 | 2019-10-01 00:00:00 | 0.07124103066803444
 | 2019-11-01 00:00:00 | 0.07365114124589223
 | 2019-12-01 00:00:00 | 0.07364321209838565
 | 2020-01-01 00:00:00 | 0.06639271170178596
 | 2020-02-01 00:00:00 | 0.07362812116344175
 | 2020-03-01 00:00:00 | 0.07120369754568179
 | 2020-04-01 00:00:00 | 0.07361251870304653
 | 2020-05-01 00:00:00 | 0.07118861600103532
 | 2020-06-01 00:00:00 | 0.0735969162749055
 | 2020-07-01 00:00:00 | 0.07358898718460338
 | 2020-08-01 00:00:00 | 0.07116587011682185
 | 2020-09-01 00:00:00 | 0.07357338480511899
 | 2020-10-01 00:00:00 | 0.07115078864121172
 | 2020-11-01 00:00:00 | 0.07355778245789368
 | 2020-12-01 00:00:00 | 0.0735498534087129
 | 2021-01-01 00:00:00 | 0.06630868215834251
 | 2021-02-01 00:00:00 | 0.07353476266037218
 | 2021-03-01 00:00:00 | 0.0711134559264135
 | 2021-04-01 00:00:00 | 0.07351916039312689
 | 2021-05-01 00:00:00 | 0.07109837454646106
 | 2021-06-01 00:00:00 | 0.07350355815814513
 | 2021-07-01 00:00:00 | 0.07349562916570429
 | 2021-08-01 00:00:00 | 0.07107562891064267
 | 2021-09-01 00:00:00 | 0.07348002697938139
 | 2021-10-01 00:00:00 | 0.07106054759984337
 | 2021-11-01 00:00:00 | 0.0734644248253149
 | 2021-12-01 00:00:00 | 0.07345649587401715
 | 2022-01-01 00:00:00 | 0.0662246532883306
 | 2022-02-01 00:00:00 | 0.07344140531249765
 | 2022-03-01 00:00:00 | 0.07102321529274302
 | 2022-04-01 00:00:00 | 0.07342580323817893
 | 2022-05-01 00:00:00 | 0.0710081340774864
 | 2022-06-01 00:00:00 | 0.07341020119625119
 | 2022-07-01 00:00:00 | 0.07340227230203977
 | 2022-08-01 00:00:00 | 0.07098538869006754
 | 2022-09-01 00:00:00 | 0.07338667030864032
 | 2022-10-01 00:00:00 | 0.07097030754384948
 | 2022-11-01 00:00:00 | 0.07337106834763985
 | 2022-12-01 00:00:00 | 0.0733631394945502
 | 2023-01-01 00:00:00 | 0.06854270148061303
 | 2023-02-01 00:00:00 | 0.07334779335091524
 | 2023-03-01 00:00:00 | 0.07093272841398601
 | 2023-04-01 00:00:00 | 0.073332191470175
 | 2023-05-01 00:00:00 | 0.07091764736389328
 | 2023-06-01 00:00:00 | 0.07331658962183463
 | 2023-07-01 00:00:00 | 0.07330866082600718
 | 2023-08-01 00:00:00 | 0.0708949022255485
 | 2023-09-01 00:00:00 | 0.07329305902619687
 | 2023-10-01 00:00:00 | 0.07087982124449965
 | 2023-11-01 00:00:00 | 0.07327745725891699
 | 2023-12-01 00:00:00 | 0.07326952850407231
 | 2024-01-01 00:00:00 | 0.06605636735769016
 | 2024-02-01 00:00:00 | 0.07325443831640799
 | 2024-03-01 00:00:00 | 0.07084248975407981
 | 2024-04-01 00:00:00 | 0.07323883662885988
 | 2024-05-01 00:00:00 | 0.07082740886856964
 | 2024-06-01 00:00:00 | 0.07322323497358019
 | 2024-07-01 00:00:00 | 0.07321530627573303
 | 2024-08-01 00:00:00 | 0.07080466397878604
 | 2024-09-01 00:00:00 | 0.0731997046691224
 | 2024-10-01 00:00:00 | 0.07078958316245032
 | 2024-11-01 00:00:00 | 0.07318410309464118
 | 2024-12-01 00:00:00 | 0.07317617443804592
 | 2025-01-01 00:00:00 | 0.06597234051049972
 | 2025-02-01 00:00:00 | 0.07316108443724945
 | 2025-03-01 00:00:00 | 0.07075225207964353
 | 2025-04-01 00:00:00 | 0.07314548294277934
 | 2025-05-01 00:00:00 | 0.07073717135884028
 | 2025-06-01 00:00:00 | 0.0731298814805732
 | 2025-07-01 00:00:00 | 0.07312195288083956
 | 2025-08-01 00:00:00 | 0.0707144267175015
 | 2025-09-01 00:00:00 | 0.07310635146729982
 | 2025-10-01 00:00:00 | 0.07069934606589623
 | 2025-11-01 00:00:00 | 0.07309075008603028
 | 2025-12-01 00:00:00 | 0.07308282152742818
 | 2026-01-01 00:00:00 | 0.06588831433685671
 | 2026-02-01 00:00:00 | 0.07306773171322511
 | 2026-03-01 00:00:00 | 0.07066201539098804
 | 2026-04-01 00:00:00 | 0.07305213041183611
 | 2026-05-01 00:00:00 | 0.07064693483505158
 | 2026-06-01 00:00:00 | 0.07303652914271641
 | 2026-07-01 00:00:00 | 0.07302860064124106
 | 2026-08-01 00:00:00 | 0.07062419044186719
 | 2026-09-01 00:00:00 | 0.0730129994207922
 | 2026-10-01 00:00:00 | 0.0706091099549857
 | 2026-11-01 00:00:00 | 0.07299739823246032
 | 2026-12-01 00:00:00 | 0.07298946977210852
 | 2027-01-01 00:00:00 | 0.06819394922815558
 | 2027-02-01 00:00:00 | 0.07297412438862905
 | 2027-03-01 00:00:00 | 0.07057153246821812
 | 2027-04-01 00:00:00 | 0.07295852328070307
 | 2027-05-01 00:00:00 | 0.07055645207731853
 | 2027-06-01 00:00:00 | 0.07294292220519427
 | 2027-07-01 00:00:00 | 0.0729349938021211
 | 2027-08-01 00:00:00 | 0.07053370793356173
 | 2027-09-01 00:00:00 | 0.07291939277513926
 | 2027-10-01 00:00:00 | 0.07051862761203287
 | 2027-11-01 00:00:00 | 0.0729037917805706
 | 2027-12-01 00:00:00 | 0.07289586341863075
 | 2028-01-01 00:00:00 | 0.06572003380665592
 | 2028-02-01 00:00:00 | 0.07288077397844717
 | 2028-03-01 00:00:00 | 0.07048129775367595
 | 2028-04-01 00:00:00 | 0.0728651730637706
 | 2028-05-01 00:00:00 | 0.07046621752751259
 | 2028-06-01 00:00:00 | 0.07284957218121058
 | 2028-07-01 00:00:00 | 0.07284164387641479
 | 2028-08-01 00:00:00 | 0.07044347363207715
 | 2028-09-01 00:00:00 | 0.07282604304251938
 | 2028-10-01 00:00:00 | 0.07042839347513175
 | 2028-11-01 00:00:00 | 0.07281044224106337
 | 2028-12-01 00:00:00 | 0.07280251397708914