Libor factor loading: VolSurface: JR, Correlations: CS
VolSurface, type Jaeckel-Rebonato, a=-1.96781, b=-1.95098, c=0.964041, d=2.03235
Correlations: Coffee-Shoenmakers, alpha=1.69579, beta=0.260938, r_oo=0.163075
## Time       Delta      Libor      Scaling    Sigma      Scaling*Sigma
 0   0.010959   0.504110   0.021750   0.266758   0.223078   0.059508
 1   0.515068   0.495890   0.024901   1.914642   0.545560   1.044552
 2   1.010959   0.504110   0.031824   0.942094   0.889564   0.838053
 3   1.515068   0.495890   0.031820   0.628883   1.184621   0.744988
 4   2.010959   0.509589   0.037659   0.410606   1.426131   0.585579
 5   2.520548   0.501370   0.037677   0.286852   1.605369   0.460504
 6   3.021918   0.495890   0.042123   0.237926   1.735058   0.412816
 7   3.517808   0.498630   0.042125   0.203709   1.828268   0.372434
 8   4.016438   0.501370   0.045196   0.176660   1.893931   0.334581
 9   4.517808   0.495890   0.045191   0.155457   1.938831   0.301405
10   5.013699   0.504110   0.047620   0.140133   1.970011   0.276063
11   5.517808   0.495890   0.047611   0.129134   1.990764   0.257075
12   6.013699   0.504110   0.049951   0.118918   2.004934   0.238424
13   6.517808   0.498630   0.049945   0.111300   2.014273   0.224189
14   7.016438   0.509589   0.051028   0.104077   2.020587   0.210297
15   7.526027   0.490411   0.051003   0.099358   2.024597   0.201159
16   8.016438   0.506849   0.052175   0.092034   2.027326   0.186583
17   8.523288   0.501370   0.052171   0.086378   2.029088   0.175268
18   9.024658   0.495890   0.052723   0.083279   2.030227   0.169075
19   9.520548   0.498630   0.052727   0.077582   2.030974   0.157568
