Maturity | 0.5 | 1 | 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | 4.5 | 5 |
SA-CCR | 0.244 | 0.68 | 1.01 | 1.33 | 1.64 | 1.95 | 2.25 | 2.54 | 2.82 | 3.09 |
IMM | 0.098 | 0.43 | 0.82 | 1.08 | 1.36 | 1.58 | 1.84 | 2.05 | 2.30 | 2.51 |