2. spot=0.05;
mean_r=0.10;
eq=0.05;
vol=0.01;
swap=0.05;
rc=41; %row count
series=zeros(rc,1); %column e
series(:,1)=linspace(0,40,41); %using linpsace rather loop
time=zeros(rc,1); %column f
time(:,1)=linspace(0,10,41);
ir=zeros(rc,1); %column g
ir(1)=spot;
fix_leg=zeros(rc,1); %column h
float_leg=zeros(rc,1); %column i
swap_mtm=zeros(rc,1); %column j
df = zeros(40,40); %discount factor
B=zeros(1,40);
A=zeros(1,40);
dd=zeros(40,1); %for column vector B
simulations=zeros(41,250);
exposure=zeros(41,3);
exposure(:,1)=linspace(0,10,41);
n_sim = 250; %number of simulations
EE_sim = zeros(1,n_sim);
PFE_sim = zeros(1,n_sim);
hor_limit2 = 41;
for k=1:n_sim
for i=2:rc %interest rate
ir(i)=ir(i-1)+mean_r*(eq-ir(i-1))*0.25+norminv(rand(),0,1)...
*sqrt(0.25)*vol; %norminv(rand(),0,1)
end
for i=1:rc-1
B(i)=(1-exp(-mean_r*time(i+1)'))/mean_r;
end
for i=1:rc-1
A(i)=exp(((B(i)-time(i+1)')*(mean_r^2*eq-vol^2/2))/mean_r^2-
(vol^2*B(i)^2/...
(4*mean_r)));
end
for j = 1:rc-1 %loop for discount factor matrix
for i = 1: rc-j
df(j, i) = A(i)*exp(-B(i)*ir(j));
end
% rc = rc - 1
end
for i=1:rc-1 %fixed and floating leg
fix_leg(i)=swap*sum(df(i,:))*0.25;
float_leg(i)=1-df(i,rc-i);
end
1
3. for i=1:rc %swap mtm
swap_mtm(i)=fix_leg(i)-float_leg(i);
end
simulations(:,k)=swap_mtm;
end
for i = 1:rc-1
for j = 1:n_sim
if simulations(i,j)>0
EE_sim(j)= simulations(i,j);
else
EE_sim(j)= 0;
end
end
exposure(i,2) = sum(EE_sim)/n_sim;
end
for i = 1:rc
PFE_sim = sort(simulations(i,:));
exposure(i,3)= PFE_sim(n_sim*0.9);
end
figure
subplot(2,2,1)
plot(time,swap_mtm,'ro-','linewidth',2),xlabel('Time(Years)'),
ylabel('Future Value of Swap')
subplot(2,2,2)
plot(time,ir*100),xlabel('Time(Years)'), ylabel('Spot Interest Rate')
subplot(2,2,3)
plot(time,exposure(:,2),time,exposure(:,3)), xlabel('Time(Years)'),...
ylabel('Exposure (%)'),legend('EE','PFE')
subplot(2,2,4)
hold on
for i = 1:250
plot(time,simulations(1:rc,i)*100);
end
xlabel('Time (in Years)');
ylabel('Future Value(%)');
title('Simulation');
EE=exposure(:,2);
PFE=exposure(:,3);
interest_table=ir %Interest Rate
fixed_table=fix_leg %Fixed Leg
float_table=float_leg %Floating Leg
swapmtm_table=swap_mtm % Swap MTM
2
4. exposure_table = zeros(rc,2);
exposure_table(:,1) = EE %Expected Exposure
exposure_table(:,2) = PFE %PFE
simulations_table = simulations %Simulation
df_table = df %discount factor
interest_table =
0.0500
0.0506
0.0492
0.0496
0.0549
0.0515
0.0495
0.0476
0.0425
0.0373
0.0391
0.0443
0.0420
0.0366
0.0342
0.0408
0.0455
0.0439
0.0423
0.0403
0.0414
0.0403
0.0417
0.0481
0.0582
0.0611
0.0631
0.0713
0.0712
0.0769
0.0741
0.0721
0.0652
0.0678
0.0656
0.0713
0.0766
0.0732
0.0730
0.0716
0.0724
fixed_table =
3
8. 0.0233 0
0.0216 0
0.0209 0
0.0190 0
0.0171 0
0.0151 0
0.0131 0
0.0114 0
0.0092 0
0.0081 0
0.0063 0
0.0041 0
0.0021 0
0 0
exposure_table =
0.0035 0.0035
0.0115 0.0345
0.0164 0.0487
0.0198 0.0578
0.0216 0.0667
0.0245 0.0765
0.0267 0.0935
0.0278 0.0851
0.0287 0.0932
0.0298 0.0897
0.0300 0.0900
0.0308 0.0967
0.0305 0.0936
0.0313 0.1011
0.0315 0.0897
0.0308 0.0892
0.0305 0.0859
0.0314 0.0890
0.0327 0.0991
0.0312 0.0903
0.0321 0.0880
0.0315 0.0887
0.0295 0.0831
0.0281 0.0831
0.0270 0.0749
0.0259 0.0781
0.0247 0.0800
0.0233 0.0723
0.0216 0.0667
0.0209 0.0631
0.0190 0.0559
0.0171 0.0500
0.0151 0.0438
0.0131 0.0396
0.0114 0.0356
0.0092 0.0289
7
9. 0.0081 0.0267
0.0063 0.0202
0.0041 0.0137
0.0021 0.0065
0 0
simulations_table =
Columns 1 through 7
0.0035 0.0035 0.0035 0.0035 0.0035 0.0035 0.0035
0.0040 0.0162 0.0132 0.0374 0.0323 0.0049 -0.0126
0.0343 0.0196 0.0220 0.0653 0.0082 0.0668 0.0698
0.0160 0.0138 0.0284 0.0451 0.0194 0.1036 0.1046
-0.0103 0.0149 0.0667 0.0243 -0.0074 0.1058 0.0769
-0.0284 0.0489 0.0333 0.0597 -0.0090 0.1369 0.1482
-0.0480 0.0631 0.0446 0.0666 0.0081 0.1122 0.1410
-0.0458 0.0739 0.0446 0.0648 0.0361 0.1158 0.0719
-0.0264 0.0573 0.0629 0.0576 0.0882 0.1034 0.0684
-0.0054 0.0540 0.0138 0.0471 0.0664 0.0979 0.0469
-0.0070 0.0228 -0.0097 0.0191 0.0639 0.0998 0.0665
-0.0163 -0.0001 -0.0424 -0.0041 0.0594 0.1064 0.0585
-0.0215 -0.0028 -0.0869 0.0027 0.0510 0.0615 0.1075
-0.0184 0.0085 -0.0534 0.0115 0.0298 0.0710 0.0618
-0.0082 0.0262 -0.0497 -0.0078 0.0309 0.0700 0.0520
0.0084 0.0119 -0.0755 -0.0035 0.0144 0.0642 0.0519
0.0053 0.0228 -0.0785 -0.0092 0.0432 0.0847 0.0296
0.0109 0.0311 -0.0624 0.0200 0.0466 0.0785 0.0330
-0.0044 0.0343 -0.0549 0.0053 0.0803 0.0650 0.0403
0.0274 0.0307 -0.0827 0.0372 0.1028 0.0451 0.0512
0.0138 0.0679 -0.0940 0.0598 0.0936 0.0372 0.0349
0.0045 0.0803 -0.0916 0.0551 0.0910 0.0301 0.0367
-0.0024 0.0733 -0.0795 0.0592 0.0948 0.0344 0.0210
0.0169 0.0833 -0.0795 0.0437 0.0798 0.0679 0.0414
-0.0067 0.0628 -0.0694 0.0391 0.0789 0.0441 0.0263
-0.0266 0.0791 -0.0405 0.0031 0.0803 0.0558 0.0483
-0.0420 0.0554 -0.0542 0.0098 0.0679 0.0439 0.0593
-0.0624 0.0352 -0.0415 0.0111 0.0548 0.0476 0.0542
-0.0587 0.0193 -0.0509 0.0045 0.0465 0.0516 0.0522
-0.0444 0.0110 -0.0493 0.0138 0.0652 0.0411 0.0376
-0.0319 0.0059 -0.0458 0.0270 0.0408 0.0344 0.0496
-0.0256 -0.0030 -0.0393 0.0118 0.0343 0.0234 0.0395
-0.0083 0.0001 -0.0470 0.0099 0.0328 0.0352 0.0435
-0.0047 -0.0040 -0.0453 0.0165 0.0276 0.0296 0.0309
-0.0197 -0.0033 -0.0384 0.0244 0.0325 0.0239 0.0384
-0.0113 0.0009 -0.0371 0.0251 0.0281 0.0214 0.0251
-0.0076 0.0010 -0.0257 0.0164 0.0169 0.0151 0.0197
-0.0153 -0.0082 -0.0229 0.0189 0.0174 0.0129 0.0084
-0.0111 -0.0044 -0.0191 0.0135 0.0096 0.0063 0.0060
-0.0041 -0.0027 -0.0097 0.0065 0.0041 0.0048 0.0061
0 0 0 0 0 0 0
Columns 8 through 14
8
10. 0.0035 0.0035 0.0035 0.0035 0.0035 0.0035 0.0035
-0.0332 -0.0302 0.0151 0.0278 0.0045 0.0131 0.0055
-0.0591 -0.0001 0.0217 0.0007 -0.0033 -0.0315 0.0318
-0.0956 0.0029 0.0146 0.0024 -0.0403 -0.0668 0.0440
-0.0746 0.0120 -0.0052 0.0223 -0.0249 -0.0466 0.0226
-0.0734 -0.0011 0.0124 0.0579 -0.0314 -0.0421 0.0178
-0.0952 -0.0045 0.0380 0.0032 0.0110 -0.0325 0.0004
-0.1031 0.0286 0.0768 -0.0048 0.0241 -0.0655 -0.0086
-0.0922 0.0150 0.0550 -0.0564 0.0297 -0.0695 -0.0052
-0.0894 -0.0133 0.0643 -0.0515 0.0546 -0.0390 0.0239
-0.0451 -0.0519 0.0442 -0.0314 0.0687 -0.0285 0.0161
-0.0438 -0.0772 0.0257 -0.0352 0.0514 -0.0567 -0.0061
0.0005 -0.0631 0.0005 -0.0234 0.0683 -0.0325 -0.0130
0.0288 -0.0581 -0.0176 -0.0185 0.0727 -0.0284 -0.0211
0.0290 -0.0154 -0.0302 -0.0279 0.0459 -0.0126 -0.0515
0.0214 -0.0111 -0.0253 -0.0160 0.0671 -0.0238 -0.0138
0.0148 -0.0203 -0.0246 -0.0360 0.0761 -0.0162 0.0029
-0.0124 -0.0195 -0.0486 -0.0633 0.0758 -0.0179 -0.0261
-0.0078 -0.0265 -0.0474 -0.0768 0.0500 -0.0538 -0.0400
0.0213 -0.0408 -0.0664 -0.0906 0.0705 -0.0270 -0.0514
-0.0027 0.0109 -0.0620 -0.0900 0.0745 -0.0339 -0.0486
-0.0119 0.0225 -0.0639 -0.0920 0.0645 -0.0496 -0.0504
-0.0052 -0.0035 -0.0850 -0.0767 0.0864 -0.0690 -0.0374
-0.0279 0.0088 -0.1121 -0.0547 0.0926 -0.0509 -0.0584
0.0039 -0.0164 -0.0916 -0.0501 0.0917 -0.0593 -0.0434
0.0068 -0.0135 -0.0799 -0.0671 0.1093 -0.0690 -0.0445
0.0024 -0.0205 -0.0823 -0.0485 0.1112 -0.0756 -0.0444
-0.0165 -0.0073 -0.0514 -0.0432 0.1069 -0.0632 -0.0610
-0.0123 -0.0086 -0.0346 -0.0630 0.1161 -0.0533 -0.0579
-0.0030 -0.0011 -0.0242 -0.0628 0.1253 -0.0414 -0.0571
0.0064 -0.0111 -0.0278 -0.0674 0.1086 -0.0311 -0.0383
0.0006 -0.0093 -0.0190 -0.0587 0.0948 -0.0315 -0.0454
0.0067 -0.0107 -0.0010 -0.0627 0.0912 -0.0270 -0.0381
0.0074 -0.0003 -0.0129 -0.0487 0.0836 -0.0252 -0.0303
0.0056 -0.0048 0.0065 -0.0428 0.0681 -0.0196 -0.0338
0.0002 -0.0049 0.0073 -0.0348 0.0554 -0.0078 -0.0282
-0.0014 -0.0019 0.0065 -0.0311 0.0444 -0.0012 -0.0224
-0.0047 -0.0048 0.0079 -0.0223 0.0343 -0.0074 -0.0115
0.0012 -0.0049 0.0080 -0.0157 0.0245 -0.0014 -0.0094
0.0015 -0.0028 0.0035 -0.0052 0.0108 -0.0008 -0.0049
0 0 0 0 0 0 0
Columns 15 through 21
0.0035 0.0035 0.0035 0.0035 0.0035 0.0035 0.0035
0.0041 0.0343 -0.0116 -0.0045 -0.0384 0.0446 0.0312
0.0247 0.0321 0.0120 0.0221 -0.0513 0.0714 -0.0232
0.0576 -0.0520 0.0476 -0.0179 -0.0517 0.0904 -0.0331
-0.0013 -0.0310 0.0449 -0.0233 -0.0354 0.0582 -0.0298
0.0296 0.0057 0.0500 -0.0066 0.0109 0.0424 -0.0100
0.0401 0.0311 0.1040 0.0123 -0.0116 0.0734 0.0026
0.0701 0.0467 0.0999 -0.0145 -0.0330 0.1226 -0.0290
0.0617 0.0734 0.0956 -0.0412 -0.0324 0.1491 -0.0338
9
11. 0.0858 0.0991 0.1090 -0.0146 -0.0292 0.1663 -0.0563
0.1184 0.0454 0.1070 -0.0448 -0.0202 0.1214 -0.0708
0.1248 0.0091 0.1237 -0.0162 0.0001 0.1249 -0.0823
0.1529 0.0304 0.1423 -0.0185 -0.0251 0.1451 -0.1176
0.1641 0.0661 0.1239 -0.0129 -0.0420 0.1652 -0.1208
0.1279 0.0442 0.1142 0.0167 -0.0097 0.2074 -0.1453
0.1291 0.0454 0.0968 0.0252 0.0059 0.2017 -0.1379
0.1487 0.0279 0.1102 -0.0001 0.0220 0.1765 -0.1336
0.1042 0.0365 0.0890 0.0051 0.0491 0.1860 -0.1201
0.1133 0.0481 0.0669 0.0632 0.0426 0.1700 -0.1323
0.0736 0.0227 0.0829 0.0570 0.0297 0.1518 -0.1208
0.0598 0.0273 0.0483 0.0652 0.0270 0.1429 -0.1051
0.0412 0.0350 0.0597 0.0758 0.0181 0.1600 -0.0918
0.0529 0.0298 0.0525 0.0706 0.0275 0.1268 -0.0816
0.0386 0.0474 0.0426 0.0579 0.0331 0.1088 -0.0780
0.0275 0.0733 0.0324 0.0495 0.0393 0.1100 -0.0791
0.0028 0.0921 0.0104 0.0255 0.0360 0.0904 -0.0842
0.0029 0.0848 0.0079 0.0108 0.0478 0.0685 -0.0813
-0.0063 0.0843 0.0013 -0.0004 0.0326 0.0509 -0.0801
-0.0276 0.0695 0.0173 -0.0052 0.0140 0.0464 -0.0771
-0.0065 0.0500 0.0210 -0.0177 0.0018 0.0316 -0.0792
-0.0084 0.0367 0.0232 -0.0205 0.0175 0.0159 -0.0879
0.0021 0.0376 0.0005 0.0096 0.0142 0.0054 -0.0772
-0.0084 0.0178 0.0078 0.0084 0.0090 -0.0119 -0.0742
-0.0082 0.0192 -0.0022 0.0163 0.0075 -0.0021 -0.0620
-0.0035 0.0076 0.0017 0.0106 0.0041 -0.0007 -0.0496
0.0076 0.0034 0.0064 0.0010 0.0010 0.0009 -0.0438
0.0091 0.0067 0.0086 -0.0002 0.0066 -0.0024 -0.0383
0.0008 0.0109 0.0093 0.0014 0.0029 -0.0043 -0.0226
-0.0024 0.0079 0.0065 0.0037 0.0050 -0.0023 -0.0153
-0.0027 0.0045 0.0047 -0.0000 0.0010 -0.0002 -0.0088
0 0 0 0 0 0 0
Columns 22 through 28
0.0035 0.0035 0.0035 0.0035 0.0035 0.0035 0.0035
-0.0217 -0.0428 -0.0298 0.0029 -0.0421 -0.0238 0.0030
-0.0671 -0.0318 -0.0097 0.0116 -0.0691 -0.0131 -0.0329
-0.0329 -0.0420 -0.0171 0.0336 -0.0693 0.0388 -0.0604
-0.0614 -0.0377 -0.0629 -0.0055 -0.0943 0.0294 -0.0568
-0.0717 -0.0457 -0.0525 -0.0053 -0.0551 0.0002 -0.0187
-0.1164 -0.0697 -0.0331 0.0113 -0.0536 -0.0119 0.0383
-0.0987 -0.0602 -0.0236 0.0491 -0.0297 -0.0130 0.0749
-0.0719 -0.0230 -0.0060 0.0255 -0.0096 -0.0012 0.0740
-0.0872 -0.0293 -0.0164 0.0677 0.0216 0.0090 0.0794
-0.0842 -0.1057 0.0176 0.0633 0.0599 0.0405 0.0992
-0.0958 -0.1242 0.0287 0.0405 0.0797 0.0449 0.0779
-0.1230 -0.0938 0.0362 0.0196 0.1101 0.0267 0.0646
-0.1225 -0.1055 0.0441 0.0366 0.1177 0.0667 0.0739
-0.1462 -0.0923 0.0475 0.0502 0.1110 0.0439 0.0667
-0.1311 -0.0649 0.0766 0.0651 0.0742 0.0171 0.0851
-0.1223 -0.0876 0.0655 0.0470 0.0963 0.0091 0.0757
-0.0920 -0.0808 0.0914 0.0500 0.0808 0.0308 0.0735
-0.0678 -0.0624 0.0532 0.0779 0.0628 0.0046 0.0399
10
12. -0.0591 -0.0755 0.0621 0.0832 0.0661 -0.0148 0.0193
-0.0693 -0.0532 0.0879 0.0872 0.0744 -0.0261 0.0043
-0.0872 -0.0430 0.0377 0.1035 0.0669 -0.0308 0.0082
-0.0806 -0.0299 0.0147 0.1029 0.0390 -0.0319 0.0221
-0.0881 -0.0502 0.0119 0.1069 0.0168 -0.0199 0.0120
-0.0833 -0.0637 0.0186 0.1209 0.0267 -0.0315 0.0025
-0.0787 -0.0784 0.0214 0.1152 0.0268 -0.0562 0.0113
-0.0716 -0.0645 0.0198 0.0968 0.0376 -0.0814 0.0120
-0.0688 -0.0389 0.0150 0.1024 0.0358 -0.0837 -0.0164
-0.0522 -0.0312 0.0163 0.1096 0.0249 -0.0866 0.0021
-0.0477 -0.0331 0.0384 0.1096 0.0138 -0.0679 -0.0036
-0.0256 -0.0289 0.0404 0.1057 0.0129 -0.0686 -0.0196
-0.0339 -0.0267 0.0294 0.0968 0.0330 -0.0537 -0.0274
-0.0292 -0.0141 0.0383 0.0728 0.0337 -0.0538 -0.0212
-0.0316 -0.0071 0.0244 0.0620 0.0269 -0.0444 -0.0107
-0.0353 -0.0021 0.0164 0.0424 0.0111 -0.0402 -0.0107
-0.0322 -0.0039 -0.0057 0.0230 0.0165 -0.0260 -0.0030
-0.0286 -0.0023 -0.0043 0.0144 0.0099 -0.0206 -0.0004
-0.0222 -0.0018 -0.0035 0.0135 0.0098 -0.0063 -0.0014
-0.0108 0.0024 0.0020 0.0073 0.0092 -0.0039 0.0009
-0.0055 0.0019 -0.0003 0.0043 0.0036 -0.0023 0.0017
0 0 0 0 0 0 0
Columns 29 through 35
0.0035 0.0035 0.0035 0.0035 0.0035 0.0035 0.0035
0.0071 0.0138 0.0190 -0.0259 0.0141 0.0160 -0.0240
0.0232 0.0283 0.0099 -0.0282 0.0408 -0.0131 -0.0292
-0.0296 0.0317 0.0348 -0.0116 0.0573 -0.0052 -0.0812
-0.0274 0.0457 0.0514 -0.0541 0.0436 0.0230 -0.0839
-0.0233 0.0600 0.1146 -0.0567 0.0420 0.0558 -0.0602
0.0066 0.1053 0.1021 -0.0788 0.0342 0.0347 -0.0543
-0.0028 0.0760 0.1176 -0.1085 0.0120 0.0362 -0.0748
0.0074 0.0718 0.1183 -0.1167 0.0420 0.0660 -0.1141
0.0439 0.0493 0.1213 -0.0921 0.0643 0.0578 -0.0916
0.0968 0.0380 0.1364 -0.1328 0.0888 0.0676 -0.1250
0.0646 0.0375 0.1588 -0.0720 0.1023 0.0542 -0.1361
0.0373 -0.0136 0.1008 -0.0787 0.1030 0.0312 -0.0899
0.0317 -0.0145 0.0912 -0.0948 0.0895 0.0352 -0.1112
0.0811 0.0229 0.0899 -0.0990 0.0661 0.0227 -0.0942
0.1213 0.0232 0.1007 -0.0654 0.0378 0.0259 -0.0780
0.0985 0.0078 0.1275 -0.0779 0.0166 0.0324 -0.0859
0.0834 0.0011 0.1030 -0.0610 0.0129 0.0340 -0.0580
0.0991 -0.0014 0.1216 -0.0876 0.0066 0.0420 -0.0433
0.0901 -0.0094 0.1081 -0.0911 -0.0291 0.0248 -0.0483
0.0640 -0.0036 0.1030 -0.1065 -0.0391 0.0211 -0.0295
0.0523 0.0035 0.0813 -0.1087 -0.0213 0.0141 -0.0466
0.0666 0.0030 0.0604 -0.1145 -0.0450 0.0474 -0.0440
0.0691 -0.0066 0.0394 -0.0946 -0.0279 0.0400 -0.0425
0.0453 -0.0053 0.0394 -0.0866 -0.0523 0.0306 -0.0234
0.0421 -0.0191 0.0652 -0.0508 -0.0440 0.0193 -0.0041
0.0274 0.0022 0.0562 -0.0521 -0.0400 0.0284 -0.0158
0.0436 0.0081 0.0317 -0.0445 -0.0315 0.0344 -0.0278
0.0554 0.0144 0.0163 -0.0600 -0.0253 0.0435 -0.0360
11
13. 0.0331 0.0172 0.0146 -0.0717 -0.0291 0.0319 -0.0308
0.0377 0.0068 0.0125 -0.0438 -0.0216 0.0084 -0.0127
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Columns 64 through 70
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17
19. -0.0299 -0.0106 0.0232 0.0239 0.0115 0.0080 -0.0336
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Columns 92 through 98
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18
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19
21. -0.0306 -0.0179 0.0541 -0.0496 -0.0563 0.0478 -0.0225
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Columns 106 through 112
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0.0536 0.0070 0.0957 -0.0964 0.0283 -0.0254 0.0901
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20
22. 0.0194 -0.0034 0.0836 -0.1068 0.0277 -0.0269 0.0570
0.0123 -0.0086 0.0550 -0.1029 0.0251 -0.0114 0.0562
0.0055 -0.0090 0.0544 -0.0856 0.0142 0.0010 0.0443
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Columns 113 through 119
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21
23. Columns 120 through 126
0.0035 0.0035 0.0035 0.0035 0.0035 0.0035 0.0035
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Columns 176 through 182
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Columns 190 through 196
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Columns 197 through 203
30
32. 0.0035 0.0035 0.0035 0.0035 0.0035 0.0035 0.0035
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Columns 204 through 210
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31
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34
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df_table =
Columns 1 through 7
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0.9878 0.9757 0.9637 0.9519 0.9403 0.9288 0.9174
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0.9872 0.9746 0.9621 0.9499 0.9377 0.9258 0.9140
0.9877 0.9755 0.9635 0.9517 0.9399 0.9284 0.9170
0.9882 0.9765 0.9649 0.9535 0.9421 0.9309 0.9199
0.9894 0.9789 0.9684 0.9580 0.9477 0.9375 0.9273
0.9907 0.9814 0.9721 0.9628 0.9535 0.9443 0.9351
0.9902 0.9805 0.9708 0.9611 0.9515 0.9420 0.9324
0.9890 0.9780 0.9672 0.9564 0.9458 0.9352 0.9248
0.9895 0.9791 0.9688 0.9585 0.9483 0.9382 0.9281
0.9908 0.9817 0.9726 0.9634 0.9543 0.9452 0.9362
0.9914 0.9829 0.9743 0.9657 0.9571 0.9485 0.9399
0.9898 0.9797 0.9696 0.9596 0.9496 0.9397 0.9299
0.9887 0.9775 0.9663 0.9553 0.9444 0.9336 0.9229
0.9891 0.9782 0.9674 0.9567 0.9462 0.9357 0.9253
0.9895 0.9790 0.9686 0.9583 0.9480 0.9378 0.9277
0.9900 0.9800 0.9700 0.9601 0.9503 0.9405 0.9307
0.9897 0.9794 0.9692 0.9591 0.9490 0.9390 0.9291
0.9899 0.9799 0.9700 0.9600 0.9502 0.9404 0.9306
37
39. 0.9896 0.9793 0.9690 0.9588 0.9487 0.9386 0.9286
0.9880 0.9762 0.9645 0.9529 0.9415 0.9302 0.9191
0.9856 0.9714 0.9575 0.9438 0.9304 0.9172 0.9042
0.9849 0.9700 0.9555 0.9412 0.9273 0.9136 0.9001
0.9844 0.9691 0.9541 0.9395 0.9251 0.9110 0.8972
0.9824 0.9652 0.9485 0.9322 0.9162 0.9007 0.8855
0.9824 0.9653 0.9486 0.9323 0.9164 0.9008 0.8857
0.9810 0.9626 0.9447 0.9272 0.9102 0.8937 0.8776
0.9817 0.9639 0.9466 0.9297 0.9132 0.8971 0.8815
0.9822 0.9648 0.9479 0.9314 0.9153 0.8996 0.8843
0.9839 0.9681 0.9527 0.9376 0.9228 0.9083 0.8942
0.9832 0.9669 0.9509 0.9352 0.9200 0.9050 0.8904
0.9838 0.9679 0.9524 0.9372 0.9224 0.9078 0
0.9824 0.9652 0.9485 0.9321 0.9162 0 0
0.9811 0.9627 0.9448 0.9274 0 0 0
0.9819 0.9644 0.9472 0 0 0 0
0.9820 0.9644 0 0 0 0 0
0.9823 0 0 0 0 0 0
Columns 8 through 14
0.9049 0.8937 0.8827 0.8718 0.8610 0.8504 0.8399
0.9040 0.8927 0.8816 0.8706 0.8598 0.8491 0.8385
0.9062 0.8951 0.8842 0.8734 0.8628 0.8522 0.8418
0.9056 0.8944 0.8834 0.8726 0.8619 0.8513 0.8409
0.8969 0.8849 0.8731 0.8615 0.8501 0.8388 0.8277
0.9024 0.8910 0.8797 0.8686 0.8576 0.8468 0.8361
0.9057 0.8946 0.8836 0.8727 0.8620 0.8515 0.8411
0.9090 0.8981 0.8875 0.8769 0.8665 0.8562 0.8460
0.9172 0.9073 0.8974 0.8875 0.8778 0.8682 0.8586
0.9260 0.9168 0.9078 0.8987 0.8897 0.8808 0.8719
0.9230 0.9136 0.9042 0.8949 0.8856 0.8765 0.8673
0.9144 0.9041 0.8940 0.8839 0.8739 0.8640 0.8543
0.9182 0.9083 0.8984 0.8887 0.8791 0.8695 0.8600
0.9271 0.9182 0.9092 0.9003 0.8914 0.8826 0.8738
0.9313 0.9227 0.9141 0.9056 0.8971 0.8886 0.8801
0.9201 0.9104 0.9008 0.8913 0.8818 0.8724 0.8630
0.9124 0.9019 0.8915 0.8813 0.8711 0.8611 0.8512
0.9149 0.9047 0.8946 0.8846 0.8747 0.8648 0.8551
0.9177 0.9077 0.8979 0.8881 0.8784 0.8688 0.8593
0.9211 0.9115 0.9019 0.8924 0.8830 0.8737 0.8644
0.9192 0.9094 0.8997 0.8901 0.8805 0.8710 0.8616
0.9210 0.9113 0.9018 0.8923 0.8829 0.8735 0.8643
0.9187 0.9089 0.8991 0.8894 0.8798 0.8703 0.8608
0.9080 0.8971 0.8864 0.8757 0.8652 0.8548 0.8446
0.8915 0.8790 0.8667 0.8547 0.8428 0.8312 0.8197
0.8869 0.8740 0.8613 0.8488 0.8366 0.8246 0.8128
0.8837 0.8705 0.8575 0.8448 0.8323 0.8201 0.8081
0.8707 0.8562 0.8421 0.8283 0.8148 0.8016 0
0.8709 0.8564 0.8423 0.8285 0.8151 0 0
0.8619 0.8466 0.8317 0.8172 0 0 0
0.8662 0.8514 0.8368 0 0 0 0
0.8693 0.8547 0 0 0 0 0
0.8803 0 0 0 0 0 0
38
40. 0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
Columns 15 through 21
0.8296 0.8194 0.8093 0.7994 0.7896 0.7799 0.7704
0.8281 0.8179 0.8077 0.7978 0.7879 0.7782 0.7686
0.8316 0.8215 0.8115 0.8016 0.7919 0.7823 0.7728
0.8306 0.8204 0.8104 0.8005 0.7907 0.7811 0.7716
0.8169 0.8061 0.7956 0.7852 0.7750 0.7649 0.7550
0.8256 0.8152 0.8050 0.7950 0.7850 0.7752 0.7656
0.8308 0.8206 0.8106 0.8007 0.7910 0.7814 0.7719
0.8359 0.8260 0.8162 0.8065 0.7969 0.7875 0.7781
0.8491 0.8398 0.8305 0.8213 0.8122 0.8031 0.7942
0.8631 0.8543 0.8456 0.8369 0.8283 0.8198 0.8113
0.8583 0.8493 0.8404 0.8315 0.8228 0.8141 0.8054
0.8446 0.8350 0.8256 0.8162 0.8069 0.7977 0.7887
0.8506 0.8413 0.8321 0.8229 0.8139 0.8049 0.7960
0.8650 0.8563 0.8477 0.8391 0.8306 0.8221 0.8137
0.8717 0.8633 0.8549 0.8466 0.8383 0.8301 0.8219
0.8538 0.8446 0.8355 0.8265 0.8175 0.8086 0.7999
0.8414 0.8316 0.8220 0.8126 0.8032 0.7939 0.7847
0.8455 0.8359 0.8265 0.8172 0.8079 0.7988 0.7897
0.8498 0.8405 0.8312 0.8221 0.8130 0.8040 0.7951
0.8553 0.8461 0.8371 0.8281 0.8192 0.8104 0.8017
0.8523 0.8431 0.8339 0.8248 0.8158 0.8069 0
0.8551 0.8460 0.8369 0.8279 0.8190 0 0
0.8515 0.8422 0.8330 0.8239 0 0 0
0.8345 0.8245 0.8146 0 0 0 0
0.8085 0.7974 0 0 0 0 0
0.8013 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
Columns 22 through 28
0.7610 0.7517 0.7426 0.7335 0.7246 0.7158 0.7072
39
41. 0.7592 0.7499 0.7407 0.7316 0.7227 0.7139 0.7052
0.7635 0.7543 0.7452 0.7362 0.7273 0.7186 0.7099
0.7622 0.7530 0.7438 0.7348 0.7259 0.7172 0.7085
0.7452 0.7356 0.7262 0.7169 0.7077 0.6987 0.6898
0.7561 0.7467 0.7374 0.7283 0.7193 0.7105 0.7017
0.7625 0.7532 0.7441 0.7351 0.7262 0.7174 0.7088
0.7689 0.7598 0.7508 0.7419 0.7331 0.7244 0.7159
0.7854 0.7766 0.7680 0.7594 0.7509 0.7425 0.7342
0.8029 0.7945 0.7862 0.7780 0.7698 0.7617 0.7537
0.7968 0.7883 0.7799 0.7716 0.7633 0.7551 0.7470
0.7797 0.7708 0.7620 0.7533 0.7448 0.7363 0.7279
0.7872 0.7785 0.7699 0.7613 0.7529 0.7445 0.7362
0.8053 0.7970 0.7887 0.7806 0.7725 0.7644 0
0.8137 0.8056 0.7975 0.7895 0.7816 0 0
0.7912 0.7825 0.7740 0.7655 0 0 0
0.7756 0.7667 0.7578 0 0 0 0
0.7808 0.7719 0 0 0 0 0
0.7863 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
Columns 29 through 35
0.6986 0.6902 0.6818 0.6736 0.6655 0.6575 0.6496
0.6966 0.6881 0.6798 0.6715 0.6634 0.6554 0.6475
0.7014 0.6930 0.6847 0.6765 0.6684 0.6604 0.6525
0.7000 0.6915 0.6832 0.6750 0.6669 0.6589 0.6510
0.6810 0.6724 0.6639 0.6555 0.6473 0.6391 0.6311
0.6931 0.6846 0.6762 0.6679 0.6598 0.6517 0.6438
0.7003 0.6918 0.6835 0.6753 0.6672 0.6592 0
0.7074 0.6991 0.6908 0.6827 0.6747 0 0
0.7260 0.7178 0.7098 0.7018 0 0 0
0.7457 0.7378 0.7300 0 0 0 0
0.7389 0.7309 0 0 0 0 0
0.7196 0 0 0 0 0 0
40
42. 0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
Columns 36 through 40
0.6418 0.6341 0.6265 0.6190 0.6116
0.6397 0.6320 0.6244 0.6169 0
0.6448 0.6371 0.6295 0 0
0.6433 0.6356 0 0 0
0.6232 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
41
43. 0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
Published with MATLAB® R2016b
42
