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[]
["Security ID (Z-Code)","NPV",null,null,null,"ParRate (%)",null,null,null,"Futures Price"]
["Input your Z-Code over the fields below to price","bid","theo","ask",null,"bid","theo","ask",null,"bid","theo","ask"]
["ZA910220190621",{"$f":"EDP(A4,\"bid_npv\")","v":{"$error":"#VALUE!"}},{"$f":"EDP(A4,\"midortheo_npv\")","v":{"$error":"#VALUE!"}},{"$f":"EDP(A4,\"ask_npv\")","v":{"$error":"#VALUE!"}},null,{"$f":"EDP(A4, \"bid_par_rate\")","v":{"$error":"#VALUE!"}},{"$f":"EDP(A4,\"midortheo_par_rate\")","v":{"$error":"#VALUE!"}},{"$f":"EDP(A4,\"ask_par_rate\")","v":{"$error":"#VALUE!"}},null,{"$f":"EDP(A4,\"bid_futures_px\")","v":{"$error":"#VALUE!"}},{"$f":"EDP(A4,\"midortheo_futures_px\")","v":{"$error":"#VALUE!"}},{"$f":"EDP(A4,\"ask_futures_px\")","v":{"$error":"#VALUE!"}}]
["ZB910320200622",{"$f":"EDP(A5,\"bid_npv\")","v":{"$error":"#VALUE!"}},{"$error":"#VALUE!"},{"$f":"EDP(A5,\"ask_npv\")","v":{"$error":"#VALUE!"}},null,{"$f":"EDP(A5, \"bid_par_rate\")","v":{"$error":"#VALUE!"}},{"$error":"#VALUE!"},{"$f":"EDP(A5,\"ask_par_rate\")","v":{"$error":"#VALUE!"}},null,{"$f":"EDP(A5,\"bid_futures_px\")","v":{"$error":"#VALUE!"}},{"$f":"EDP(A5,\"midortheo_futures_px\")","v":{"$error":"#VALUE!"}},{"$f":"EDP(A5,\"ask_futures_px\")","v":{"$error":"#VALUE!"}}]
["ZB910420210621",{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"},null,{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"},null,{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"}]
["ZB910520220621",{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"},null,{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"},null,{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"}]
["ZC910720240621",{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"},null,{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"},null,{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"}]
["ZC911020270621",{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"},null,{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"},null,{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"}]
["ZD911220290621",{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"},null,{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"},null,{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"}]
["ZD911520320621",{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"},null,{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"},null,{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"}]
["ZD912020370622",{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"},null,{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"},null,{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"}]
["ZD913020470621",{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"},null,{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"},null,{"$error":"#VALUE!"},{"$error":"#VALUE!"},{"$error":"#VALUE!"}]
["SWAP5Y",null,null,null,null,null,{"$f":"EDP(A14,\"theo_par_rate\")","v":{"$error":"#VALUE!"}}]
[]
[{"$f":"RAND()","v":0.50058129401355933}]

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[]
[null,"Live Eris Swap Curve controls and settings"]
[null,"New \"Eris\" ribbon control panel allows selection of data type. \n\nSelect \"Off\" to actively work on spreadsheet."]
[]
[]
[]
[]
[null,"EDP function in Excel"]
[null,null,null,null,"= EDP( zCode, FieldName )","All Live Eris Swap Curve data functionality built into a single method."]
[]
[null,null,null,null,"zCode","Eris instruments are referenced by their security ID: the Z Code."]
[null,null,null,null,null,"Z Codes can be found via the Standards Lookup"]
[null,null,null,null,"fieldName","Individual market data fields noted below"]
[]
[null,"Price Fields"]
[null,"Prefix","Price Type",null,"Field Examples","Description"]
[null,"ask","npv",null,"theo_futures_px","Theoretic value, in Futures Price type, only shows if no bid or ask price"]
[null,"bid","par_rate",null,"ask_npv","Best ask price, in Net Present Value price type"]
[null,"theo","futures_px",null,"mid_par_rate","Mid-point, if both a bid and ask are present"]
[null,"mid",null,null,"midortheo_npv","Either the mid-point, or a theo if there is not both a bid and ask in the market"]
[null,"midortheo",null,null,"etc…"]
[]
[null,"Settlement Price Fields"]
[null,"Prefix","Price Type",null,"Field Examples","Description"]
[null,"prev_settle","date",null,"settle_par_rate","Last settlement price in Par Rate price format"]
[null,"settle","npv",null,"settle_futures_px","Last settlement price in Futures Price format"]
[null,null,"par_rate",null,"prev_settle_date","Date of the day before last settlement price "]
[null,null,"futures_px",null,"prev_settle_npv","Settlement price at the day before last settlement, in NPV price format"]
[null,null,null,null,"etc…"]
[]
[null,"Reference Fields"]
[null,"Product reference data can be sourced from the same EDP function as market pricing data."]
[null,null,null,null,"PV01","The current PV01 for the OIS fixed leg"]
[null,null,null,null,"DV01","The current DV01 for the LIBOR floating leg"]
[null,null,null,null,"security_id","The Z-Code for this instrument"]
[null,null,null,null,"short_name","The Short Name for this instrument"]
[null,null,null,null,"bbg_ticker","Bloomberg ticker"]
[null,null,null,null,"updated_at","Last updated timestamp for this field"]
[null,null,null,null,"fixed_rate","Coupon for this instrument"]
[null,null,null,null,"accrued_coupons","Eris B value, past fixed and floating amounts since contract inception"]
[null,null,null,null,"PAI","Eric C value, Price Alignment Interest, updated twice daily"]
[null,null,null,null,"price_type","Indicates whether the price is based on bid_ask or theo"]
[]
[null,"Key dates for each instrument"]
[null,null,null,null,"maturity_date","Maturity date "]
[null,null,null,null,"cashflow_alignment_date","Cash flow alignment date"]
[null,null,null,null,"effective_date","Effective date"]
[null,null,null,null,"first_fixing_date","First fixing date"]
[]
[null,"Margin Fields"]
[null,"Every instrument will have margin rates updated daily"]
[null,null,null,null,"fut_init_hedge_ml","Initial margin, hedger"]
[null,null,null,null,"fut_init_spec_ml","Initial margin, speculator"]
[null,null,null,null,"fut_sec_hedge_ml","Maintenance margin, hedger"]
[null,null,null,null,"fut_sec_spec_ml","Maintenance margin, speculator"]
[null,null,null,null,"margin_date","Margin date"]
[]
[null,"All Current Fields "]
[null,{"$f":"AllEDPFields()","v":{"$error":"#VALUE!"}}]