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[null,"Mexican BREM Value, Risk Statistics and Cash Flows"]
[]
[]
[]
[]
[]
[]
[null,"Details",null,null,"Results"]
[null,"settlement date","2007-06-07",null,null,"clean bond price (excludes accrued)",998813.7309979788,1]
[null,"maturity date","2010-05-29",null,null,"accrued interest",2363.898705635359,2]
[null,"principal",1000000,null,null,"dirty bond price (includes accrued)",1001177.6297036142,3]
[null,null,null,null,null,"duration",2.369237138055449,4]
[null,"future overnight interest rate",0.1707,null,null,"modified duration",2.337905937580131,5]
[null,"market spread",0.0005,null,null,"modified convexity",6.549443989308257,6]
[null,"business day convention",2,null,null,"basis point value",-234.03312672160268,7]
[null,null,null,null,null,"yield value change per 1bp increase in price",-4.272300863013829e-09,8]
[null,null,null,null,null,"next cash flow date","2007-06-30",9]
[null,"Historical Overnight Interest Rates",null,null,null,"previous cash flow date","2007-06-02",10]
[null,"date","rate",null,null,"number of days from value date to maturity",1087,11]
[null,"2007-06-01",0.1698,null,null,"years to maturity",3.0194444444444444,12]
[null,"2007-06-02",0.17,null,null,"number of days from value date to next cash flow",23,13]
[null,"2007-06-03",0.17,null,null,"number of days of accrued interest",5,14]
[null,"2007-06-04",0.17,null,null,"number of remaining cash flows",39,15]
[null,"2007-06-05",0.1695,null,null,"implied yield",0.17230364743155505,16]
[null,"2007-06-06",0.1707]
[]
[]
[null,"Cash Flow Table"]
[null,"cash flow date","interest","principal","total cash flow","accrued interest"]
[null,"2007-07-02",13352.719498964216,0,13352.719498964216,2363.898705635359]
[null,"2007-07-30",13362.00421698286,0,13362.00421698286,0]
[null,"2007-08-27",13362.00421698286,0,13362.00421698286,0]
[null,"2007-09-24",13362.00421698286,0,13362.00421698286,0]
[null,"2007-10-22",13362.00421698286,0,13362.00421698286,0]
[null,"2007-11-19",13362.00421698286,0,13362.00421698286,0]
[null,"2007-12-17",13362.00421698286,0,13362.00421698286,0]
[null,"2008-01-14",13362.00421698286,0,13362.00421698286,0]
[null,"2008-02-11",13362.00421698286,0,13362.00421698286,0]
[null,"2008-03-10",13362.00421698286,0,13362.00421698286,0]
[null,"2008-04-07",13362.00421698286,0,13362.00421698286,0]
[null,"2008-05-05",13362.00421698286,0,13362.00421698286,0]
[null,"2008-06-02",13362.00421698286,0,13362.00421698286,0]
[null,"2008-06-30",13362.00421698286,0,13362.00421698286,0]
[null,"2008-07-28",13362.00421698286,0,13362.00421698286,0]
[null,"2008-08-25",13362.00421698286,0,13362.00421698286,0]
[null,"2008-09-22",13362.00421698286,0,13362.00421698286,0]
[null,"2008-10-20",13362.00421698286,0,13362.00421698286,0]
[null,"2008-11-17",13362.00421698286,0,13362.00421698286,0]
[null,"2008-12-15",13362.00421698286,0,13362.00421698286,0]
[null,"2009-01-12",13362.00421698286,0,13362.00421698286,0]
[null,"2009-02-09",13362.00421698286,0,13362.00421698286,0]
[null,"2009-03-09",13362.00421698286,0,13362.00421698286,0]
[null,"2009-04-06",13362.00421698286,0,13362.00421698286,0]
[null,"2009-05-04",13362.00421698286,0,13362.00421698286,0]
[null,"2009-06-01",13362.00421698286,0,13362.00421698286,0]
[null,"2009-06-29",13362.00421698286,0,13362.00421698286,0]
[null,"2009-07-27",13362.00421698286,0,13362.00421698286,0]
[null,"2009-08-24",13362.00421698286,0,13362.00421698286,0]
[null,"2009-09-21",13362.00421698286,0,13362.00421698286,0]
[null,"2009-10-19",13362.00421698286,0,13362.00421698286,0]
[null,"2009-11-16",13362.00421698286,0,13362.00421698286,0]
[null,"2009-12-14",13362.00421698286,0,13362.00421698286,0]
[null,"2010-01-11",13362.00421698286,0,13362.00421698286,0]
[null,"2010-02-08",13362.00421698286,0,13362.00421698286,0]
[null,"2010-03-08",13362.00421698286,0,13362.00421698286,0]
[null,"2010-04-05",13362.00421698286,0,13362.00421698286,0]
[null,"2010-05-03",13362.00421698286,0,13362.00421698286,0]
[null,"2010-05-31",13362.00421698286,1000000,1013362.0042169829,0]