Maturity (years) | 0.5 | 1 | 1.5 | 2 | 2.5 | 3 | 3.5 | 4 | 4.5 | 5 |
SA_CCR | 3.96 | 5.60 | 5.60 | 5.60 | 5.60 | 5.60 | 5.60 | 5.60 | 5.60 | 5.60 |
IMM | 3.09 | 4.33 | 4.48 | 4.46 | 4.61 | 4.87 | 5.21 | 5.50 | 5.84 | 6.24 |