test

Company Offer Term Green Exit Fee Monthly Fee Swap
AEP 7.69 6 0 0 0 0.0237516973
AEP 7.79 12 0 1 0 0.0219587041
AEP 7.95 12 1 0 0 0.0219587041
AEP 8.05 18 0 0 0 0.0212711082
Agera 8.576 24 0 1 0 0.0212711082
Agera 8.808 24 1 0 0 0.0212711082
Agera 8.828 24 0 0 0 0.0212711082
Agera 8.982 12 0 1 0 0.0219587041
Agera 9.213 12 1 0 0 0.0219587041
Agera 9.233 12 1 0 0 0.0219587041
Ambit 7.18 1 0 0 0 0.0205695578
Ambit 12.73 1 1 0 0 0.0205695578
CleanChoice 12.3 12 1 0 0 0.0219587041
CleanChoice 11.4 12 1 0 0 0.0219587041
Clearview 6.89 12 1 1 0 0.0219587041
Clearview 6.59 12 1 1 0 0.0219587041
Clearview 7.29 12 0 1 0 0.0219587041
Clearview 8.19 12 0 1 0 0.0219587041
Comcast 9.29 6 0 1 0 0.0237516973
Constellation 8.09 12 0 1 0 0.0219587041
Constellation 8.19 12 1 1 0 0.0219587041
Constellation 7.89 36 0 1 0 0.0212711082
Direct 8.29 12 0 0 0 0.0219587041
Direct 8.09 18 0 0 0 0.0212711082
Dynegy 7.746 12 0 0 0 0.0219587041
Dynegy 7.832 12 0 0 0 0.0219587041
Eligo 6.835 3 0 1 0 0.0204101482
Eligo 7.135 6 0 1 0 0.0237516973
Eligo 7.3 3 1 1 0 0.0204101482
Eligo 7.5 6 1 1 0 0.0237516973
EnergyMe 8.982 12 0 1 0 0.0219587041
EnergyMe 8.576 24 0 1 0 0.0212711082
Energy 6.7 1 0 0 0 0.0205695578
Energy 7.9 6 0 0 0 0.0237516973
Green 7.5 3 1 0 0 0.0204101482
Green 7.9 1 1 0 0 0.0205695578
Green 7.4 3 1 0 0 0.0204101482
Green 7.9 6 1 1 0 0.0237516973
Green 8.4 12 1 1 0 0.0219587041
IGS 10.39 36 0 1 0 0.0212711082
IGS 9.79 12 0 1 0 0.0219587041
Illinois 6.69 1 0 0 0 0.0205695578
Just 7.81 24 0 1 0 0.0212711082
Just 7.62 12 0 1 0 0.0219587041
Liberty 8.216 12 1 1 0 0.0219587041
Liberty 8.038 24 1 1 0 0.0212711082
Liberty 8.17 36 0 1 0 0.0212711082
National 7.69 12 1 0 0 0.0219587041
National 7.79 24 0 0 0 0.0212711082
National 9.49 36 0 1 0 0.0212711082
National 8.29 12 1 1 0 0.0219587041
National 8.79 24 1 0 0 0.0212711082
National 10.49 36 1 0 0 0.0212711082
Nordic 3.5 1 1 0 0 0.0205695578
North 7.79 6 0 1 0 0.0237516973
North 8.59 12 0 1 0 0.0219587041
North 9.54 12 1 1 0 0.0219587041
NRG 7.3 1 0 0 0 0.0205695578
NRG 8.1 6 0 1 0 0.0237516973
NRG 8.4 6 1 1 0 0.0237516973
NRG 8.6 12 0 1 0 0.0219587041
NRG 8.9 24 0 1 0 0.0212711082
NRG 6.8 3 0 0 0 0.0204101482
Public 9.05 6 0 1 0 0.0237516973
Public 8.55 12 0 1 0 0.0219587041
Public 8.39 24 0 1 0 0.0212711082
Realgy 7 24 0 1 1 0.0212711082
Residents 6.987 6 0 0 0 0.0237516973
Residents 6.781 12 0 0 0 0.0219587041
Residents 6.65 1 0 0 0 0.0205695578
Residents 9.44 1 1 0 0 0.0205695578
Residents 11.13 6 1 0 0 0.0237516973
Residents 11.02 12 1 0 0 0.0219587041
Santanna 7.1 6 0 1 1 0.0237516973
Santanna 7.3 12 0 1 1 0.0219587041
Santanna 7 18 0 1 1 0.0212711082
Smart 8.47 6 0 0 0 0.0237516973
Spark 12.19 6 0 1 1 0.0237516973
Spark 10.3 12 0 1 1 0.0219587041
Spark 9.09 24 0 1 0 0.0212711082
Spark 11.54 24 1 1 1 0.0212711082
Spark 11.87 12 1 1 1 0.0219587041
Sperian 7.59 12 0 1 0 0.0219587041
Sperian 7.12 6 0 1 0 0.0237516973
Star 9.69 36 1 1 0 0.0212711082
Star 7.19 12 1 1 0 0.0219587041
Star 9.09 36 0 1 0 0.0212711082
Star 8.89 24 0 1 0 0.0212711082
Star 9.29 24 0 1 0 0.0212711082
Stream 7.7 9 0 1 0 0.0224578643
Stream 7.2 6 0 1 0 0.0237516973
Stream 8.2 16 0 1 0 0.0212711082
Stream 9 28 0 1 0 0.0212711082
Think 8.5 12 0 1 0 0.0219587041
Think 8.4 24 0 1 0 0.0212711082
Think 8.7 12 0 1 0 0.0219587041
Think 8.7 6 1 1 0 0.0237516973
Viridian 9.29 12 1 1 0 0.0219587041
Viridian 9.19 24 1 1 0 0.0212711082
Viridian 11.45 1 1 1 0 0.0205695578
Xoom 6.99 1 0 0 1 0.0205695578
Xoom 11.29 1 1 0 0 0.0205695578
Xoom 7.85 12 0 1 0 0.0219587041
Xoom 7.29 6 0 1 0 0.0237516973
Xoom 7.85 12 0 1 0 0.0219587041
Xoom 7.89 12 1 1 0 0.0219587041
Xoom 7.55 24 0 1 0 0.0212711082

swap data

Maturity d F*d S
1 0.9985222222 20.5695577778 20.5695577778 0.0205695578
2 0.9967874396 20.2148492754 20.4401391088 0.0204401391
3 0.9948938889 20.2460906389 20.4101482246 0.0204101482
4 0.992713744 22.5842376751 20.9933396003 0.0209933396
5 0.9906768961 30.5326619389 22.9506857469 0.0229506857
6 0.9889788889 27.4738335333 23.7516972867 0.0237516973
7 0.9866032005 21.3500932585 23.4518909187 0.0234518909
8 0.9845663527 19.8488576696 23.0433718647 0.0230433719
9 0.9825295048 17.4202481207 22.4578643177 0.0224578643
10 0.980492657 18.60975063 22.1133052122 0.0221133052
11 0.9784558092 21.53581236 22.1040107262 0.0221040107
12 0.9762388889 19.856699 21.9587040767 0.0219587041
13 0.9743821135 18.3183837343 21.7187366072 0.0217187366
14 0.9723452657 18.085621942 21.4989621685 0.0214989622
15 0.9703084179 18.4358599396 21.3347772613 0.0213347773
16 0.96827157 19.655912872 21.2711081854 0.0212711082