{"text_format":"3","workbook":"xlsx","n_sheets":2,"sheets":["Collar","Pagine Iniziale"],"not_rendered":{"macros":1,"defined_names":1},"read":"whole","date_system":"1900"}

{"sheet":"Collar","index":0,"n_rows":38,"n_cols":8,"rows_kept":38,"merged":[[21,5,21,6],[25,5,25,6],[29,5,29,6]]}
[]
[null,"Valutazione di un contratto collar"]
[]
[]
[{"$nulls":3},"Strike Cap",{"v":0.0545,"d":"5.45%"}]
[{"$nulls":3},"Strike Floor",{"v":0.0345,"d":"3.45%"}]
[]
[null,"Nozionale di riferimento","Curva Spot","Curva Forward","Volatilità Cap","Volatilità Floor","Delta ","Delta tenor"]
["2010-06-30"]
["2010-12-31",{"v":81000000,"d":"€ 81,000,000.00"},{"v":0.012624177777777778,"d":"1.262%"},{"v":0.01334,"d":"1.334%"},null,null,{"$f":"(A10-$A$9)/360","v":{"v":0.5111111111111111,"d":"0.51"}},{"$f":"G10-G9","v":{"v":0.5111111111111111,"d":"0.51"}}]
["2011-06-30",{"v":72000000,"d":"€ 72,000,000.00"},{"v":0.013266666666666666,"d":"1.327%"},{"v":0.013920222380741754,"d":"1.392%"},{"v":0.2537,"d":"25.37%"},{"v":0.2537,"d":"25.37%"},{"$f":"(A11-$A$9)/360","v":{"v":1.0138888888888888,"d":"1.01"}},{"$f":"G11-G10","v":{"v":0.5027777777777778,"d":"0.50"}}]
["2011-12-31",{"v":63000000,"d":"€ 63,000,000.00"},{"v":0.0150498,"d":"1.505%"},{"v":0.01859628551483694,"d":"1.860%"},{"v":0.2537,"d":"25.37%"},{"v":0.2537,"d":"25.37%"},{"v":1.525,"d":"1.53"},{"$f":"G12-G11","v":{"v":0.5111111111111111,"d":"0.51"}}]
["2012-06-30",{"v":54000000,"d":"€ 54,000,000.00"},{"v":0.018059,"d":"1.806%"},{"v":0.02724102828897168,"d":"2.724%"},{"v":0.2537050473070848,"d":"25.37%"},{"v":0.2537,"d":"25.37%"},{"v":2.0305555555555554,"d":"2.03"},{"v":0.5055555555555555,"d":"0.51"}]
["2012-12-31",{"v":45000000,"d":"€ 45,000,000.00"},{"v":0.020604077777777778,"d":"2.060%"},{"v":0.030820044398673474,"d":"3.082%"},{"v":0.2537050473070848,"d":"25.37%"},{"v":0.2537050473070848,"d":"25.37%"},{"v":2.5416666666666665,"d":"2.54"},{"v":0.5111111111111111,"d":"0.51"}]
["2013-06-30",{"v":36000000,"d":"€ 36,000,000.00"},{"v":0.022632,"d":"2.263%"},{"v":0.032866007942176756,"d":"3.287%"},{"v":0.2537050473070848,"d":"25.37%"},{"v":0.25370504730708476,"d":"25.37%"},{"v":3.0444444444444443,"d":"3.04"},{"v":0.5027777777777778,"d":"0.50"}]
["2013-12-31",{"v":27000000,"d":"€ 27,000,000.00"},{"v":0.024631333333333335,"d":"2.463%"},{"v":0.036545521296369454,"d":"3.655%"},{"v":0.3316749279519238,"d":"33.17%"},{"v":0.3316749279519246,"d":"33.17%"},{"v":3.5555555555555554,"d":"3.56"},{"v":0.5111111111111111,"d":"0.51"}]
["2014-06-30",{"v":18000000,"d":"€ 18,000,000.00"},{"v":0.026348822222222224,"d":"2.635%"},{"v":0.03871449354867118,"d":"3.871%"},{"v":0.41061358179558616,"d":"41.06%"},{"v":0.41061358179558605,"d":"41.06%"},{"v":4.058333333333334,"d":"4.06"},{"v":0.5027777777777782,"d":"0.50"}]
["2014-12-31",{"v":9000000,"d":"€ 9,000,000.00"},{"v":0.027852833333333337,"d":"2.785%"},{"v":0.039727131097695656,"d":"3.973%"},{"v":0.571168006678119,"d":"57.12%"},{"v":0.5711680066781182,"d":"57.12%"},{"v":4.569444444444445,"d":"4.57"},{"v":0.5111111111111111,"d":"0.51"}]
[]
[]
[]
[null,"CAPLET","FLOORLET",null,null,"Realized Caplet 31/12/2010",null,{"$f":"B10*H10*MAX(D10-E5,0)*EXP(-G10*C10)","v":0}]
["2011-06-30",{"$f":"caplet(B11,G11,G10,H11,D11,C11,E11,$E$5)","v":{"v":6.020590026059983e-10,"d":"€ 0.00"}},{"$f":"FLOORLET(B11,G11,G10,H11,D11,C11,E11,$E$6)","v":{"v":735034.2726958258,"d":"€ 735,034.27"}}]
["2011-12-31",{"$f":"caplet(B12,G12,G11,H12,D12,C12,E12,$E$5)","v":{"v":0.7041131650329445,"d":"€ 0.70"}},{"v":500999.5058951963,"d":"€ 500,999.51"}]
["2012-06-30",{"v":1479.4941163307503,"d":"€ 1,479.49"},{"v":223727.26351568618,"d":"€ 223,727.26"}]
["2012-12-31",{"v":7843.448532797034,"d":"€ 7,843.45"},{"v":147292.90990656344,"d":"€ 147,292.91"},null,null,"Realized Floorlet al 31/12/2010",null,{"$f":"B10*H10*MAX(-D10+E6,0)*EXP(-G10*C10)","v":{"v":870389.7765059952,"d":"€ 870,389.78"}}]
["2013-06-30",{"v":14414.761005963359,"d":"€ 14,414.76"},{"v":105653.00461083303,"d":"€ 105,653.00"}]
["2013-12-31",{"v":46303.61968211586,"d":"€ 46,303.62"},{"v":89820.24647025256,"d":"€ 89,820.25"}]
["2014-06-30",{"v":60329.832882365365,"d":"€ 60,329.83"},{"v":73513.91585983001,"d":"€ 73,513.92"}]
["2014-12-31",{"v":55832.47227378937,"d":"€ 55,832.47"},{"v":55230.15696633858,"d":"€ 55,230.16"}]
[]
[]
[null,"FV CAP ","FV FLOOR"]
[null,{"$f":"SUM(B23:B30)","v":{"v":186204.33260652737,"d":"€ 186,204.33"}},{"$f":"SUM(C23:C30)","v":{"v":1931271.275920526,"d":"€ 1,931,271.28"}}]
[]
[]
[]
[null,"Fair Value Collar ",{"$f":"B34-C34-H26","v":{"v":-2615456.7198199937,"d":"-€ 2,615,456.72"}}]

{"sheet":"Pagine Iniziale","index":1,"n_rows":9,"n_cols":2,"rows_kept":9}
[]
[]
[null,"Manuale di"]
[null,"Matematica finanziaria"]
[null,"Carocci editore - 2012"]
[]
[null,"Marco Micocci - Giovanni Masala"]
[]
[null,"Capitolo 11"]