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{
"spot_date": "2017-01-02",
"spots": {
"BT.L": 100.0
},
"yield_curves": {
"OPT": {
"RateCurveAct365": {
"base": "2016-12-30",
"interp": {
"left": "Flat",
"right": "Flat",
"points": [
[
"2016-12-30",
0.05
],
[
"2017-01-13",
0.08
],
[
"2017-06-30",
0.09
],
[
"2017-12-29",
0.085
],
[
"2018-12-28",
0.082
]
]
}
}
},
"LSE": {
"RateCurveAct365": {
"base": "2016-12-30",
"interp": {
"left": "Flat",
"right": "Flat",
"points": [
[
"2016-12-30",
0.05
],
[
"2017-01-13",
0.08
],
[
"2017-06-30",
0.09
],
[
"2017-12-29",
0.085
],
[
"2018-12-28",
0.082
]
]
}
}
}
},
"borrow_curves": {
"BT.L": {
"RateCurveAct365": {
"base": "2016-12-30",
"interp": {
"left": "Flat",
"right": "Flat",
"points": [
[
"2016-12-30",
0.01
],
[
"2017-07-14",
0.012
],
[
"2017-12-29",
0.0125
],
[
"2018-12-28",
0.012
]
]
}
}
}
},
"dividends": {
"BT.L": {
"dividends": [
{
"cash": 1.2,
"relative": 0.0,
"ex_date": "2017-01-30",
"pay_date": "2017-02-01"
},
{
"cash": 0.8,
"relative": 0.002,
"ex_date": "2017-07-31",
"pay_date": "2017-08-02"
},
{
"cash": 0.2,
"relative": 0.008,
"ex_date": "2018-01-29",
"pay_date": "2018-01-31"
},
{
"cash": 0.0,
"relative": 0.01,
"ex_date": "2018-07-30",
"pay_date": "2018-08-01"
}
],
"div_yield": {
"RateCurveAct365": {
"base": "2019-01-02",
"interp": {
"left": "Zero",
"right": "Flat",
"points": [
[
"2019-01-02",
0.002
],
[
"2020-01-02",
0.004
],
[
"2022-01-01",
0.01
],
[
"2026-12-31",
0.015
]
]
}
}
},
"last_cash_ex_date": "2018-01-29"
}
},
"vol_surfaces": {
"BT.L": {
"FlatVolSurface": {
"vol": 0.3,
"calendar": {
"WeekdayCalendar": []
},
"base_date": {
"date": "2016-12-30",
"day_fraction": 0.2
}
}
}
}
}