Test Grids

Test Grids Including TYO Holiday Calendar
The JPY test grids for the trade dates September 21 - 24 incorporate the latest version of the TYO holiday calendar.  The test grids use JPY interest rate levels that are all 0.

Benchmarking Test Grids - September Roll
All test grids are for QA purposes. The USD benchmarking test grid displays the 25% recovery rate to be used for EM. The JPY benchmarking test grid references the TYO holiday calendar. Note that the AUD test grids use a 6M swap payment frequency in the IR curve. The AUD test grids use a 3M payment frequency for the CDS curve.

DateUSDJPYAUDNZDSGDHKD
Trade Date: Sept 7, 2009 USDJPY    
Trade Date: Sept 8, 2009 USDJPYAUDNZD SGDHKD 
Trade Date: Sept 9, 2009 USDJPYAUDNZDSGDHKD 
Trade Date: Sept 10, 2009 USDJPYAUDNZDSGDHKD
Trade Date: Sept 11, 2009 USDJPYAUDNZDSGDHKD

Standard North American Corporates Currencies Test Grids

DateUSDEURGBPCHFCADJPY
Trade Date: Apr 22, 2009 EURGBP   
Trade Date: Apr 23, 2009 EURGBP   
Trade Date: Apr 24, 2009 EURGBP   
Trade Date: Apr 27, 2009 EURGBPCHFCADJPY
Trade Date: Apr 28, 2009 EURGBPCHFCADJPY
Trade Date: Apr 29, 2009 EURGBPCHFCADJPY
Trade Date: Apr 30, 2009 EURGBPCHFCADJPY
Trade Date: May 01, 2009 EURGBPCHFCADJPY
Trade Date: May 04, 2009 EURGBPCHFCADJPY
Trade Date: May 05, 2009 EURGBPCHFCADJPY
Trade Date: May 06, 2009 EURGBPCHFCADJPY
Trade Date: May 07, 2009 EURGBPCHFCADJPY
Trade Date: May 08, 2009 EURGBPCHFCADJPY
Trade Date: May 11, 2009USDEURGBPCHFCADJPY
Trade Date: May 12, 2009USDEURGBPCHFCADJPY
Trade Date: May 13, 2009USDEURGBPCHFCADJPY
Trade Date: May 14, 2009USDEURGBPCHFCADJPY
Trade Date: May 15, 2009USDEURGBPCHFCADJPY
Trade Date: May 18, 2009USDEURGBPCHFCADJPY
Trade Date: May 19, 2009USDEURGBPCHFCADJPY
Trade Date: May 21, 2009USDEURGBPCHFCADJPY
Trade Date: May 22, 2009USDEURGBPCHFCADJPY
Trade Date: May 25, 2009USDEURGBPCHFCADJPY
Trade Date: May 26, 2009USDEURGBPCHFCADJPY
Trade Date: May 27, 2009USDEURGBPCHFCADJPY
Trade Date: May 28, 2009USDEURGBPCHFCADJPY
Trade Date: May 29, 2009USDEURGBPCHFCADJPY
Trade Date: Jun 01, 2009USDEURGBPCHFCADJPY
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