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testRate.R
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testRate.R
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# Testar FTA-parametrar mha plot
source('./parameters.R')
setGlobalsUB()
#ÖVR diskonteringskurva månadsvis
YP = c(0.000004183328190777, 0.000003834705757353, 0.000003486085460448, 0.000003137467300063, 0.000002788851276198, 0.000002440237388853, 0.000002091625638029, 0.000001743016023724, 0.000001394408545939, 0.000001045803204674, 0.000000697199999929, 0.000000348598931704, 0, -0.000000344128832252, -0.000000663996511775, -0.000000941215330155, -0.000001161994506081, -0.000001315788147964, -0.000001394393895677, -0.000001391336201753, -0.000001301434628218, -0.000001120495487188, -0.000000845087579485, -0.000000472376436224, 0, 0.000000562410271742, 0.000001162010995286, 0.000001743023424691, 0.000002257637206298, 0.000002664636517986, 0.000002928300980581, 0.000003017519296096, 0.00000290506907879, 0.000002567027626044, 0.000001982286670841, 0.000001132150319535, 0, -0.000001399147847162, -0.000002935654500826, -0.000004464874056684, -0.000005856625200857, -0.000006993427235458, -0.000007768988100491, -0.000008086903369449, -0.000007859532654599, -0.000007007025824895, -0.000005456476238945, -0.000003141182075906, 0, 0.000003939033046161, 0.000008320108081235, 0.000012734438111521, 0.000016804681296677, 0.000020181974425825, 0.000022543296007409, 0.000023589117021985, 0.000023041303380072, 0.000020641239173904, 0.000016148144075565, 0.000009337561847162, 0, -0.000011807889631967, -0.0000250397663679, -0.000038471329821068, -0.000050954798378915, -0.0000614130231435, -0.000068834136968275, -0.000072266682685588, -0.000070815171196475, -0.000063636025813505, -0.000049933874231386, -0.000028958153852165, 0, 0.000037363937860437, 0.000082560767666786, 0.000134808055580152, 0.000193364548490002, 0.000257527499940898, 0.000326630201757164, 0.000400039703139113, 0.000477154700827038, 0.000557403585549367, 0.00064024263141363, 0.000725154316184824, 0.0008116457615439, 0.000899278491178343, 0.000987757803428489, 0.0010768330369428, 0.00116626492406753, 0.00125582495075135, 0.00134529475912299, 0.00143446558945938, 0.00152313775854712, 0.00161112017169816, 0.00169822986591326, 0.00178429158189843, 0.00186913736283027, 0.0019526193804283, 0.00203464811681156, 0.00211515060948467, 0.00219405681445203, 0.0022712994617377, 0.002346813919404, 0.0024205380654914, 0.00249241216734653, 0.00256237876784565, 0.00263038257805838, 0.00269637037593024, 0.00276029091059395, 0.00282218595909133, 0.00288245705807217, 0.00294158078154936, 0.00300001668303531, 0.00305820804866148, 0.00311658261065996, 0.00317555322362001, 0.00323551850576571, 0.0032968634473477, 0.00335995998809962, 0.00342516756557923, 0.00349283363609231, 0.00356318918935849, 0.00363604116149607, 0.00371109949347692, 0.00378808348301577, 0.00386672141030045, 0.00394675018154461, 0.00402791498938034, 0.00410996898916998, 0.00419267299037318, 0.00427579516215851, 0.00435911075249855, 0.00444240182003339, 0.00452551605497914, 0.00460854024181466, 0.00469161679704798, 0.00477488394846633, 0.00485847588800915, 0.00494252291799442, 0.00502715159103314, 0.00511248484394744, 0.00519864212599, 0.00528573952164583, 0.00537388986828148, 0.00546320286889222, 0.00555374656357358, 0.00564543363618263, 0.00573814103348685, 0.00583174902801677, 0.00592614110646317, 0.00602120386253841, 0.00611682689409491, 0.00621290270430479, 0.00630932660671472, 0.00640599663400005, 0.00650281345025096, 0.00659968026663223, 0.006696520265179, 0.00679332815680492, 0.00689011607399919, 0.00698689584593882, 0.00708367900790817, 0.00718047681036981, 0.0072773002277013, 0.00737415996661249, 0.0074710664742566, 0.00756802994604823, 0.00766506033320045, 0.00776216734999264, 0.00785936561651961, 0.00795668982448357, 0.00805417892652291, 0.00815187096940071, 0.00824980312018612, 0.0083480116915329, 0.00844653216609129, 0.00854539922008767, 0.00864464674610489, 0.00874430787509471, 0.00884441499765243, 0.00894499978458235, 0.00904607870266266, 0.00914761016267001, 0.00924953914062597, 0.00935181180872553, 0.00945437550300813, 0.0095571786920715, 0.00966017094678934, 0.00976330291099551, 0.00986652627309879, 0.0099697937385941, 0.0100730590034372, 0.0101762767282514, 0.0102794114171141, 0.0103824637499967, 0.0104854432115936, 0.010588359093034, 0.0106912204967946, 0.0107940363414637, 0.0108968153663617, 0.0109995661360222, 0.0111022970445408, 0.011205016319793, 0.0113077320275288, 0.0114104520753462, 0.0115131845721313, 0.011615938885566, 0.0117187245548717, 0.0118215509358231, 0.0119244272051371, 0.012027362364736, 0.0121303652458895, 0.0122334445132395, 0.0123366086687119, 0.0124398660553178, 0.0125432248608495, 0.0126466931214737, 0.0127502694598663, 0.0128539156319126, 0.0129575849109612, 0.0130612314199365, 0.0131648101121168, 0.0132682767524335, 0.0133715878992717, 0.01347470088676, 0.0135775738075311, 0.0136801654959411, 0.013782435511732, 0.0138843441241239, 0.0139858871021069, 0.0140871988913023, 0.0141884461063523, 0.0142897924892329, 0.0143913989708992, 0.0144934237313495, 0.0145960222581569, 0.0146993474035117, 0.0148035494398205, 0.0149087761139031, 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0.032078699924241, 0.0320918350596134, 0.0321049321772278, 0.0321179914419011, 0.0321310130174989, 0.0321439970669423, 0.0321569437522145, 0.0321698532343682, 0.0321827256735315, 0.0321955612289149, 0.032208360058818, 0.0322211223206357, 0.0322338481708647, 0.0322465377651101, 0.0322591912580917, 0.0322718088036501, 0.032284390554753, 0.0322969366635015, 0.0323094472811361, 0.0323219225580429, 0.0323343626437596, 0.0323467676869813, 0.0323591378355667, 0.0323714732365437, 0.0323837740361154, 0.0323960403796659, 0.0324082724117659, 0.0324204702761785, 0.0324326341158647, 0.032444764072989, 0.0324568602889253, 0.0324689229042618)
#TJP diskonteringskurva månadsvis
YT = c(-0.000017866646353434, -0.000016376070416243, -0.000014885801522884, -0.000013395839673355, -0.000011906184867658, -0.000010416837105792, -0.000008927796387757, -0.000007439062713553, -0.00000595063608318, -0.000004462516496638, -0.000002974703953927, -0.000001487198455048, 0, 0.000001467826799345, 0.000002831948379027, 0.000004014041996542, 0.000004955365595011, 0.000005610998777997, 0.000005946003459384, 0.000005932796939604, 0.000005549313059005, 0.000004777688735963, 0.000003603308721877, 0.00000201409955051, 0, -0.000002397906561939, -0.000004954320580993, -0.000007431445869811, -0.00000962545712495, -0.000011360642877925, -0.000012484719856046, -0.000012865054241169, -0.000012385591442412, -0.000010944344092035, -0.000008451323336148, -0.000004826824761305, 0, 0.00000596499514847, 0.000012515390147434, 0.000019034590133036, 0.000024967659727806, 0.0000298138035911, 0.00003311992117662, 0.000034475060826098, 0.000033505630122925, 0.000029871244865303, 0.000023261119477676, 0.000013390918220706, 0, -0.000016692876074027, -0.000034690645368565, -0.00005171273634705, -0.000065654006052651, -0.000074568190242262, -0.00007665319239449, -0.000070237977553131, -0.000053770870401712, -0.000025809085119653, 0.000014990661643242, 0.000069880583179529, 0.000140029411895593, 0.000225918733110404, 0.000325596441902048, 0.000436643262484564, 0.000556791123808612, 0.00068391152842789, 0.000816004978741326, 0.000951191350138956, 0.00108770111357611, 0.00122386732140201, 0.00135811828011734, 0.00148897084233545, 0.00161502425774671, 0.00173528164773216, 0.00185009082035129, 0.00196009943413612, 0.00206592106032754, 0.00216813739633573, 0.00226730030893445, 0.00236393372227603, 0.00245853536430514, 0.00255157838380872, 0.00264351284914508, 0.00273476713863113, 0.00282574923161636, 0.00291676255167655, 0.00300775808270258, 0.00309860523764856, 0.00318917936524342, 0.0032793614165204, 0.00336903763357791, 0.00345809925886173, 0.00354644226340691, 0.0036339670926126, 0.00372057842824395, 0.00380618496546546, 0.00389069920380978, 0.00397403422893887, 0.00405609473636408, 0.00413678632482129, 0.00421601836909694, 0.00429370383309485, 0.00436975909389906, 0.0044441037760855, 0.00451666059559259, 0.00458735521251344, 0.00465611609222068, 0.00472287437427862, 0.00478756374863809, 0.00485021146204419, 0.00491120497111568, 0.00497100726183777, 0.00503006478498192, 0.00508880818775247, 0.00514765300692552, 0.00520700032582411, 0.00526723739731184, 0.00532873823483818, 0.0053918641734306, 0.00545696440240133, 0.00552437647141889, 0.00559432445397337, 0.00566661915292089, 0.00574097686579889, 0.00581712304183714, 0.00589479191589005, 0.00597372615980079, 0.00605367655023637, 0.00613440165209294, 0.00621566751662648, 0.00629724739351583, 0.00637892145611381, 0.00646047653918673, 0.00654176455826175, 0.00662287477669297, 0.00670395161340329, 0.00678513523970027, 0.00686656173429853, 0.0069483632316021, 0.00703066806358616, 0.007113600895598, 0.00719728285637932, 0.00728183166259459, 0.00736736173813443, 0.00745398432844809, 0.00754176894576218, 0.00763062960020141, 0.00772044450370002, 0.0078110951597616, 0.00790246625300373, 0.00799444554312085, 0.00808692376306054, 0.00817979452121911, 0.00827295420747272, 0.00836630190286958, 0.00845973929281793, 0.008553170583613, 0.00864651625976886, 0.00873976871591911, 0.00883294160320292, 0.00892604823148101, 0.00901910157993432, 0.00911211430727017, 0.00920509876155277, 0.00929806698967405, 0.00939103074648003, 0.00948400150356748, 0.00957699045776434, 0.00967000853930744, 0.00976307213784726, 0.00985621771871913, 0.00994948541386248, 0.0100429144219159, 0.0101365430351909, 0.0102304086657162, 0.0103245478703882, 0.0104189963752651, 0.0105137890990361, 0.010608960175701, 0.0107045429764888, 0.0108005701310453, 0.0108970589591482, 0.010993968365017, 0.0110912437215837, 0.0111888315893253, 0.0112866796841681, 0.0113847368464268, 0.0114829530107412, 0.0115812791769714, 0.0116796673820175, 0.0117780706725291, 0.011876443078472, 0.011974739587521, 0.0120729242163406, 0.0121709963433689, 0.012268964567896, 0.0123668373137159, 0.0124646228335811, 0.012562329213522, 0.0126599643770357, 0.0127575360891492, 0.0128550519603618, 0.0129525194504697, 0.0130499458722782, 0.013147338395204, 0.0132447212409238, 0.0133421185499843, 0.0134395371640619, 0.0135369837932623, 0.0136344650192681, 0.0137319872983966, 0.0138295569645703, 0.0139271802322041, 0.0140248631990097, 0.0141226118487235, 0.014220432053756, 0.0143183295777698, 0.0144163019108919, 0.0145143141406228, 0.0146123239345844, 0.0147102897300779, 0.0148081707166708, 0.0149059268192534, 0.0150035186815523, 0.0151009076500846, 0.0151980557585405, 0.0152949257125801, 0.0153914808750327, 0.0154876852514849, 0.0155835355513951, 0.0156791562986311, 0.0157747016654223, 0.015870323165856, 0.0159661697129195, 0.0160623876740786, 0.0161591209254384, 0.0162565109045257, 0.0163546966617362, 0.0164538149104839, 0.0165540000760924, 0.0166553843434633, 0.0167569883226654, 0.0168577525995601, 0.0169576875408425, 0.0170568033432619, 0.0171551100370901, 0.0172526174895051, 0.0173493354078924, 0.0174452733430669, 0.0175404406924168, 0.0176348467029718, 0.0177285004743989, 0.0178214109619258, 0.0179135869791955, 0.0180050372010537, 0.0180957701662699, 0.0181857942801953, 0.0182751178173587, 0.0183637489240014, 0.0184516956205542, 0.0185389658040565, 0.0186255672505206, 0.0187115076172407, 0.0187967944450503, 0.018881435160528, 0.0189654370781531, 0.0190488074024126, 0.0191315532298611, 0.0192136815511347, 0.0192951992529192, 0.0193761131198757, 0.0194564298365226, 0.0195361559890765, 0.0196152980672527, 0.0196938624660261, 0.0197718554873539, 0.0198492833418605, 0.0199261521504862, 0.0200024679461002, 0.020078236675079, 0.0201534641988507, 0.020228156295407, 0.0203023186607821, 0.0203759569105008, 0.0204490765809961, 0.0205216831309968, 0.0205937819428855, 0.0206653783240294, 0.020736477508082, 0.0208070846562588, 0.0208772048585861, 0.0209468431351242, 0.0210160044371654, 0.0210846936484078, 0.0211529155861043, 0.0212206750021893, 0.0212879765843818, 0.0213548249572666, 0.0214212246833535, 0.0214871802641155, 0.0215526961410057, 0.0216177766964548, 0.0216824262548479, 0.0217466490834826, 0.0218104493935079, 0.0218738313408445, 0.0219367990270874, 0.0219993565003907, 0.0220615077563348, 0.0221232567387776, 0.0221846073406886, 0.0222455634049667, 0.022306128725243, 0.0223663070466677, 0.022426102066682, 0.0224855174357757, 0.0225445567582295, 0.0226032235928444, 0.0226615214536568, 0.0227194538106396, 0.0227770240903913, 0.0228342356768112, 0.0228910919117626, 0.0229475960957236, 0.0230037514884257, 0.0230595613094803, 0.0231150287389947, 0.0231701569181757, 0.0232249489499226, 0.0232794078994097, 0.0233335367946575, 0.0233873386270941, 0.0234408163521064, 0.0234939728895811, 0.0235468111244361, 0.0235993339071428, 0.0236515440542381, 0.0237034443488285, 0.0237550375410839, 0.0238063263487243, 0.0238573134574962, 0.0239080015216419, 0.0239583931643599, 0.0240084909782573, 0.0240582975257948, 0.0241078153397235, 0.0241570469235138, 0.0242059947517779, 0.0242546612706843, 0.0243030488983647, 0.0243511600253156, 0.024398997014791, 0.0244465622031898, 0.0244938579004363, 0.0245408863903536, 0.024587649931032, 0.0246341507551897, 0.0246803910705286, 0.0247263730600834, 0.0247720988825656, 0.0248175706727006, 0.0248627905415607, 0.0249077605768911, 0.0249524828434318, 0.0249969593832333, 0.0250411922159674, 0.025085183339233, 0.0251289347288568, 0.0251724483391892, 0.0252157261033951, 0.0252587699337405, 0.0253015817218737, 0.025344163339103, 0.0253865166366689, 0.0254286434460125, 0.0254705455790396, 0.0255122248283804, 0.0255536829676451, 0.0255949217516756, 0.025635942916793, 0.0256767481810414, 0.0257173392444276, 0.0257577177891573, 0.0257978854798675, 0.0258378439638553, 0.0258775948713029, 0.0259171398154994, 0.0259564803930593, 0.0259956181841369, 0.0260345547526383, 0.0260732916464294, 0.0261118303975413, 0.026150172522372, 0.0261883195218855, 0.0262262728818076, 0.0262640340728186, 0.0263016045507438, 0.0263389857567398, 0.0263761791174796, 0.0264131860453335, 0.0264500079385481, 0.0264866461814225, 0.0265231021444816, 0.026559377184647, 0.0265954726454058, 0.0266313898569756, 0.0266671301364687, 0.0267026947880527, 0.0267380851031094, 0.0267733023603907, 0.0268083478261731, 0.0268432227544092, 0.026877928386877, 0.0269124659533281, 0.0269468366716321, 0.0269810417479202, 0.0270150823767261, 0.0270489597411252, 0.0270826750128717, 0.0271162293525336, 0.0271496239096256, 0.0271828598227409, 0.0272159382196803, 0.0272488602175798, 0.0272816269230364, 0.027314239432232, 0.0273466988310558, 0.0273790061952247, 0.0274111625904022, 0.0274431690723154, 0.0274750266868709, 0.0275067364702684, 0.0275382994491131, 0.0275697166405266, 0.0276009890522562, 0.0276321176827825, 0.0276631035214256, 0.0276939475484502, 0.0277246507351687, 0.0277552140440434, 0.0277856384287869, 0.0278159248344613, 0.027846074197576, 0.0278760874461846, 0.0279059654999796, 0.0279357092703868, 0.0279653196606576, 0.0279947975659608, 0.0280241438734724, 0.0280533594624651, 0.0280824452043955, 0.0281114019629915, 0.0281402305943371, 0.028168931946957, 0.0281975068619002, 0.0282259561728217, 0.0282542807060637, 0.0282824812807357, 0.0283105587087935, 0.0283385137951167, 0.0283663473375864, 0.0283940601271604, 0.0284216529479483, 0.0284491265772857, 0.028476481785807, 0.0285037193375175, 0.0285308399898644, 0.0285578444938072, 0.0285847335938871, 0.0286115080282949, 0.0286381685289394, 0.0286647158215131, 0.028691150625559, 0.0287174736545349, 0.0287436856158781, 0.0287697872110682, 0.0287957791356902, 0.0288216620794963, 0.0288474367264663, 0.0288731037548686, 0.0288986638373193, 0.0289241176408408, 0.0289494658269203, 0.0289747090515668, 0.0289998479653677, 0.0290248832135446, 0.0290498154360089, 0.0290746452674158, 0.0290993733372186, 0.0291240002697215, 0.0291485266841327, 0.0291729531946154, 0.0291972804103402, 0.0292215089355346, 0.0292456393695338, 0.0292696723068301, 0.0292936083371211, 0.0293174480453586, 0.029341192011796, 0.0293648408120352, 0.0293883950170735, 0.0294118551933492, 0.0294352219027871, 0.0294584957028435, 0.0294816771465505, 0.0295047667825597, 0.0295277651551854, 0.0295506728044477, 0.0295734902661145, 0.0295962180717433, 0.0296188567487226, 0.0296414068203125, 0.0296638688056853, 0.029686243219965, 0.029708530574267, 0.0297307313757367, 0.0297528461275883, 0.0297748753291426, 0.0297968194758647, 0.0298186790594009, 0.0298404545676159, 0.0298621464846285, 0.0298837552908479, 0.0299052814630092, 0.029926725474208, 0.0299480877939355, 0.0299693688881128, 0.0299905692191243, 0.0300116892458516, 0.0300327294237067, 0.0300536902046642, 0.0300745720372942, 0.0300953753667939, 0.0301161006350198, 0.0301367482805182, 0.0301573187385568, 0.030177812441155, 0.0301982298171141, 0.0302185712920473, 0.0302388372884093, 0.0302590282255255, 0.030279144519621, 0.0302991865838489, 0.0303191548283192, 0.0303390496601259, 0.0303588714833755, 0.030378620699214, 0.0303982977058537, 0.0304179028986007, 0.0304374366698804, 0.0304568994092646, 0.0304762915034967, 0.0304956133365179, 0.030514865289492, 0.0305340477408307, 0.0305531610662187, 0.0305722056386377, 0.0305911818283909, 0.0306100900031271, 0.0306289305278642, 0.030647703765013, 0.0306664100744001, 0.0306850498132912, 0.0307036233364135, 0.0307221309959787, 0.0307405731417047, 0.030758950120838, 0.0307772622781755, 0.0307955099560857, 0.0308136934945305, 0.030831813231086, 0.0308498695009636, 0.0308678626370304, 0.0308857929698299, 0.0309036608276023, 0.0309214665363042, 0.0309392104196286, 0.0309568927990247, 0.030974513993717, 0.0309920743207247, 0.0310095740948807, 0.0310270136288502, 0.0310443932331497, 0.0310617132161652, 0.0310789738841703, 0.0310961755413447, 0.0311133184897915, 0.0311304030295554, 0.0311474294586398, 0.0311643980730244, 0.0311813091666823, 0.0311981630315968, 0.0312149599577785, 0.0312317002332817, 0.0312483841442209, 0.0312650119747872, 0.0312815840072644, 0.0312981005220448, 0.0313145617976454, 0.0313309681107231, 0.0313473197360905, 0.0313636169467312, 0.031379860013815, 0.0313960492067128, 0.0314121847930116, 0.0314282670385292, 0.0314442962073289, 0.031460272561734, 0.0314761963623416, 0.0314920678680375, 0.0315078873360099, 0.031523655021763, 0.0315393711791314, 0.0315550360602929, 0.031570649915783, 0.0315862129945072, 0.031601725543755, 0.0316171878092128, 0.0316326000349764, 0.0316479624635648, 0.0316632753359319, 0.0316785388914798, 0.031693753368071, 0.0317089190020406, 0.0317240360282091, 0.0317391046798939, 0.0317541251889215, 0.0317690977856396, 0.0317840226989287, 0.0317989001562136, 0.0318137303834755, 0.0318285136052626, 0.0318432500447024, 0.031857939923512, 0.0318725834620098, 0.0318871808791266, 0.031901732392416, 0.0319162382180656, 0.0319306985709074, 0.031945113664429, 0.0319594837107833, 0.0319738089207995, 0.0319880895039932, 0.0320023256685767, 0.0320165176214689, 0.0320306655683057, 0.0320447697134495, 0.0320588302599993, 0.0320728474098005, 0.0320868213634544, 0.0321007523203278, 0.0321146404785626, 0.032128486035085, 0.032142289185615, 0.0321560501246755, 0.0321697690456014, 0.0321834461405489, 0.0321970816005042, 0.0322106756152925, 0.0322242283735867, 0.0322377400629164, 0.0322512108696762, 0.0322646409791347, 0.0322780305754424, 0.0322913798416408, 0.0323046889596702, 0.0323179581103782, 0.0323311874735278, 0.0323443772278057, 0.0323575275508302, 0.032370638619159, 0.0323837106082977, 0.0323967436927067, 0.0324097380458099, 0.0324226938400019, 0.0324356112466555, 0.0324484904361296, 0.0324613315777766, 0.0324741348399498, 0.0324869003900105, 0.0324996283943357, 0.0325123190183252, 0.0325249724264086, 0.0325375887820525, 0.0325501682477676, 0.0325627109851156, 0.0325752171547163, 0.0325876869162541, 0.032600120428485, 0.0326125178492437, 0.0326248793354494, 0.0326372050431132, 0.0326494951273445, 0.0326617497423573, 0.0326739690414766, 0.0326861531771452, 0.0326983023009298, 0.032710416563527, 0.03272249611477, 0.0327345411036347, 0.0327465516782454, 0.0327585279858816, 0.0327704701729831, 0.032782378385157, 0.0327942527671825, 0.032806093463018, 0.0328179006158058, 0.0328296743678784, 0.0328414148607644, 0.0328531222351938, 0.0328647966311036, 0.0328764381876438, 0.0328880470431825, 0.0328996233353115, 0.0329111672008519, 0.0329226787758594, 0.0329341581956294, 0.0329456055947026, 0.0329570211068704, 0.0329684048651796, 0.0329797570019379)
#Antal månader
N = length(YP)
rP = rep(0,N)
rT = rep(0,N)
t = 0 #years
for (month in 1:N) {
rT[month] = polyRate(t,RANTAT)
rP[month] = polyRate(t,RANTAP)
t = t + 1/12;
}
tt = seq(0,(N-1)/12,1/12)
dev.set(1)
plot(rT, type='l')
dev.set(2)
plot(tt,rT-YT, type='l')
grid()
dev.set(3)
plot(rP, type='l')
dev.set(4)
plot(tt,rP-YP, type='l')
grid()