last-generated=2024-09-16
statistics-initialization=
{
  "linear": "0, 0",
  "nonlinear": "1, 1, 1, 0, 0, 1, 0, 0, 0",
  "numerical Jacobians": "0"
}
statistics-simulation=
{
  "linear": "0, 0, 0, 0, 0, 0",
  "nonlinear": "0, 0, 1, 1, 1, 0, 1, 1, 0, 0, 1, 1, 1",
  "number of continuous time states": "37",
  "numerical Jacobians": "0"
}
time=[1.5552e+07, 1.56384e+07]
baseCase.vol.T=[2.931499938964844e+02, 2.942255859375e+02, 2.946972351074219e+02, 2.948141174316406e+02, 2.947255859375e+02, 2.945477294921875e+02, 2.943312072753906e+02, 2.940934448242188e+02, 2.938439331054688e+02, 2.935796508789062e+02, 2.932277526855469e+02, 2.927584533691406e+02, 2.922265625e+02, 2.9173291015625e+02, 2.913568115234375e+02, 2.911001281738281e+02, 2.909212036132812e+02, 2.907548522949219e+02, 2.9053125e+02, 2.902245483398438e+02, 2.898583984375e+02, 2.894846496582031e+02, 2.891742248535156e+02, 2.890029907226562e+02, 2.890319519042969e+02, 2.893121337890625e+02, 2.899154663085938e+02, 2.909330749511719e+02, 2.922985534667969e+02, 2.938252563476562e+02, 2.952896423339844e+02, 2.966256408691406e+02, 2.971764526367188e+02, 2.9709228515625e+02, 2.9675146484375e+02, 2.966124572753906e+02, 2.968754577636719e+02, 2.973076477050781e+02, 2.965552673339844e+02, 2.976195678710938e+02, 2.976273498535156e+02, 2.970837097167969e+02, 2.967780151367188e+02, 2.975038452148438e+02, 2.966748657226562e+02, 2.974679260253906e+02, 2.966366882324219e+02, 2.976357116699219e+02, 2.966649475097656e+02, 2.97563232421875e+02, 2.969068298339844e+02, 2.972228698730469e+02, 2.972437438964844e+02, 2.968613586425781e+02, 2.97630615234375e+02, 2.96639892578125e+02, 2.974828491210938e+02, 2.969974060058594e+02, 2.970881042480469e+02, 2.974069213867188e+02, 2.967320556640625e+02, 2.976614379882812e+02, 2.9675e+02, 2.973143005371094e+02, 2.971117553710938e+02, 2.975665893554688e+02, 2.975443115234375e+02, 2.970296325683594e+02, 2.967657775878906e+02, 2.968060607910156e+02, 2.969151611328125e+02, 2.976046447753906e+02, 2.967269592285156e+02, 2.976700439453125e+02, 2.966207885742188e+02, 2.974108276367188e+02, 2.972658081054688e+02, 2.968319091796875e+02, 2.974567565917969e+02, 2.975792236328125e+02, 2.973206787109375e+02, 2.969234924316406e+02, 2.964927978515625e+02, 2.961122131347656e+02, 2.958485717773438e+02, 2.957022399902344e+02, 2.956329956054688e+02, 2.956007385253906e+02, 2.955667724609375e+02, 2.955162963867188e+02, 2.954559631347656e+02, 2.953902893066406e+02, 2.9532177734375e+02, 2.952517700195312e+02, 2.95180908203125e+02, 2.951095275878906e+02, 2.950377807617188e+02, 2.949657897949219e+02, 2.948937072753906e+02, 2.94821533203125e+02, 2.947493591308594e+02]
rooCon.vol.T=[2.931499938964844e+02, 2.941865539550781e+02, 2.946760864257812e+02, 2.948024597167969e+02, 2.94718994140625e+02, 2.945438232421875e+02, 2.943287658691406e+02, 2.94091796875e+02, 2.938427124023438e+02, 2.935786437988281e+02, 2.932267456054688e+02, 2.927573547363281e+02, 2.922253723144531e+02, 2.91731689453125e+02, 2.913556823730469e+02, 2.910991821289062e+02, 2.909204406738281e+02, 2.907541809082031e+02, 2.905305786132812e+02, 2.902237854003906e+02, 2.898575134277344e+02, 2.894837341308594e+02, 2.8917333984375e+02, 2.890022583007812e+02, 2.89031494140625e+02, 2.893121032714844e+02, 2.899159545898438e+02, 2.909342651367188e+02, 2.923004455566406e+02, 2.938276977539062e+02, 2.952922973632812e+02, 2.966283264160156e+02, 2.971666259765625e+02, 2.970812683105469e+02, 2.967393493652344e+02, 2.966181030273438e+02, 2.968359985351562e+02, 2.973148803710938e+02, 2.965604858398438e+02, 2.976279296875e+02, 2.97638427734375e+02, 2.970433959960938e+02, 2.967988586425781e+02, 2.975257568359375e+02, 2.966371459960938e+02, 2.974989013671875e+02, 2.966145629882812e+02, 2.976675720214844e+02, 2.966999206542969e+02, 2.975113220214844e+02, 2.969614868164062e+02, 2.971585388183594e+02, 2.9730712890625e+02, 2.967974548339844e+02, 2.976810913085938e+02, 2.966878662109375e+02, 2.974032592773438e+02, 2.970856323242188e+02, 2.970026245117188e+02, 2.974996032714844e+02, 2.966499938964844e+02, 2.975912780761719e+02, 2.968551635742188e+02, 2.972082824707031e+02, 2.972113037109375e+02, 2.973766174316406e+02, 2.975998840332031e+02, 2.971002502441406e+02, 2.965587768554688e+02, 2.966168212890625e+02, 2.970159606933594e+02, 2.974724731445312e+02, 2.968350830078125e+02, 2.975994567871094e+02, 2.967012023925781e+02, 2.975148315429688e+02, 2.970347900390625e+02, 2.965747680664062e+02, 2.975191345214844e+02, 2.976136169433594e+02, 2.973392639160156e+02, 2.969332580566406e+02, 2.964976806640625e+02, 2.961144409179688e+02, 2.958494873046875e+02, 2.957025146484375e+02, 2.956329956054688e+02, 2.956006164550781e+02, 2.955665893554688e+02, 2.955160522460938e+02, 2.954556884765625e+02, 2.953899841308594e+02, 2.953214721679688e+02, 2.952514343261719e+02, 2.951805725097656e+02, 2.951091918945312e+02, 2.950374450683594e+02, 2.949654541015625e+02, 2.948933410644531e+02, 2.948211975097656e+02, 2.947490234375e+02]
rooCon2.vol1.T=[2.931499938964844e+02, 2.941865539550781e+02, 2.946760864257812e+02, 2.948024597167969e+02, 2.94718994140625e+02, 2.945438232421875e+02, 2.943287658691406e+02, 2.94091796875e+02, 2.938427124023438e+02, 2.935786437988281e+02, 2.932267456054688e+02, 2.927573547363281e+02, 2.922253723144531e+02, 2.91731689453125e+02, 2.913556823730469e+02, 2.910991821289062e+02, 2.909204406738281e+02, 2.907541809082031e+02, 2.905305786132812e+02, 2.902237854003906e+02, 2.898575134277344e+02, 2.894837341308594e+02, 2.8917333984375e+02, 2.890022583007812e+02, 2.89031494140625e+02, 2.893121032714844e+02, 2.899159545898438e+02, 2.909342651367188e+02, 2.923004455566406e+02, 2.938276977539062e+02, 2.952922973632812e+02, 2.966283264160156e+02, 2.971666259765625e+02, 2.970812683105469e+02, 2.967393493652344e+02, 2.966181030273438e+02, 2.968359985351562e+02, 2.973148803710938e+02, 2.965604858398438e+02, 2.976279296875e+02, 2.97638427734375e+02, 2.970433959960938e+02, 2.967988891601562e+02, 2.975257568359375e+02, 2.966371459960938e+02, 2.974989013671875e+02, 2.966145629882812e+02, 2.976675720214844e+02, 2.96699951171875e+02, 2.975113220214844e+02, 2.969614868164062e+02, 2.971585388183594e+02, 2.9730712890625e+02, 2.967974548339844e+02, 2.976810913085938e+02, 2.966878662109375e+02, 2.974032592773438e+02, 2.970856323242188e+02, 2.970026245117188e+02, 2.974996032714844e+02, 2.966499938964844e+02, 2.975912780761719e+02, 2.968551635742188e+02, 2.972082824707031e+02, 2.972113037109375e+02, 2.973766174316406e+02, 2.975998840332031e+02, 2.971002502441406e+02, 2.965587463378906e+02, 2.966168212890625e+02, 2.970159606933594e+02, 2.974724731445312e+02, 2.968350830078125e+02, 2.975994567871094e+02, 2.967012023925781e+02, 2.975148315429688e+02, 2.970347900390625e+02, 2.965747680664062e+02, 2.975191345214844e+02, 2.976136169433594e+02, 2.973392639160156e+02, 2.969332580566406e+02, 2.964976806640625e+02, 2.961144409179688e+02, 2.958494873046875e+02, 2.957025146484375e+02, 2.956329956054688e+02, 2.956006164550781e+02, 2.955665893554688e+02, 2.955160522460938e+02, 2.954556884765625e+02, 2.953899841308594e+02, 2.953214721679688e+02, 2.952514343261719e+02, 2.951805725097656e+02, 2.951091918945312e+02, 2.950374450683594e+02, 2.949654541015625e+02, 2.948933410644531e+02, 2.948211975097656e+02, 2.947490234375e+02]
rooCon2.vol2.T=[2.931499938964844e+02, 2.941865539550781e+02, 2.946760864257812e+02, 2.948024597167969e+02, 2.94718994140625e+02, 2.945438232421875e+02, 2.943287658691406e+02, 2.94091796875e+02, 2.938427124023438e+02, 2.935786437988281e+02, 2.932267456054688e+02, 2.927573547363281e+02, 2.922253723144531e+02, 2.91731689453125e+02, 2.913556823730469e+02, 2.910991821289062e+02, 2.909204406738281e+02, 2.907541809082031e+02, 2.905305786132812e+02, 2.902237854003906e+02, 2.898575134277344e+02, 2.894837341308594e+02, 2.8917333984375e+02, 2.890022583007812e+02, 2.89031494140625e+02, 2.893121032714844e+02, 2.899159545898438e+02, 2.909342651367188e+02, 2.923004455566406e+02, 2.938276977539062e+02, 2.952922973632812e+02, 2.966283264160156e+02, 2.971666259765625e+02, 2.970812683105469e+02, 2.967393493652344e+02, 2.966181030273438e+02, 2.968359985351562e+02, 2.973148803710938e+02, 2.965604858398438e+02, 2.976279296875e+02, 2.97638427734375e+02, 2.970433959960938e+02, 2.967988891601562e+02, 2.975257568359375e+02, 2.966371459960938e+02, 2.974989013671875e+02, 2.966145629882812e+02, 2.976675720214844e+02, 2.96699951171875e+02, 2.975113220214844e+02, 2.969614868164062e+02, 2.971585388183594e+02, 2.9730712890625e+02, 2.967974548339844e+02, 2.976810913085938e+02, 2.966878662109375e+02, 2.974032592773438e+02, 2.970856323242188e+02, 2.970026245117188e+02, 2.974996032714844e+02, 2.966499938964844e+02, 2.975912780761719e+02, 2.968551635742188e+02, 2.972082824707031e+02, 2.972113037109375e+02, 2.973766174316406e+02, 2.975998840332031e+02, 2.971002502441406e+02, 2.965587463378906e+02, 2.966168212890625e+02, 2.970159606933594e+02, 2.974724731445312e+02, 2.968350830078125e+02, 2.975994567871094e+02, 2.967012023925781e+02, 2.975148315429688e+02, 2.970347900390625e+02, 2.965747680664062e+02, 2.975191345214844e+02, 2.976136169433594e+02, 2.973392639160156e+02, 2.969332580566406e+02, 2.964976806640625e+02, 2.961144409179688e+02, 2.958494873046875e+02, 2.957025146484375e+02, 2.956329956054688e+02, 2.956006164550781e+02, 2.955665893554688e+02, 2.955160522460938e+02, 2.954556884765625e+02, 2.953899841308594e+02, 2.953214721679688e+02, 2.952514343261719e+02, 2.951805725097656e+02, 2.951091918945312e+02, 2.950374450683594e+02, 2.949654541015625e+02, 2.948933410644531e+02, 2.948211975097656e+02, 2.947490234375e+02]
baseCase.vol.Xi[1]=[9.999999776482582e-03, 1.042527705430984e-02, 1.029209792613983e-02, 1.007964368909597e-02, 9.896315634250641e-03, 9.792465716600418e-03, 9.712697938084602e-03, 9.634385816752911e-03, 9.555789642035961e-03, 9.461935609579086e-03, 9.257901459932327e-03, 8.975116536021233e-03, 8.704931475222111e-03, 8.533168584108353e-03, 8.476885035634041e-03, 8.485200814902782e-03, 8.505763486027718e-03, 8.48697591573e-03, 8.421871811151505e-03, 8.339519612491131e-03, 8.251267485320568e-03, 8.168361149728298e-03, 8.123554289340973e-03, 8.165503852069378e-03, 8.318596519529819e-03, 8.606619201600552e-03, 9.110414423048496e-03, 9.936245158314705e-03, 1.097325887531042e-02, 1.201482303440571e-02, 1.284570619463921e-02, 1.352791860699654e-02, 1.346612442284822e-02, 1.344361249357462e-02, 1.307476125657558e-02, 1.282204873859882e-02, 1.258885767310858e-02, 1.244070194661617e-02, 1.179973594844341e-02, 1.187777332961559e-02, 1.116874255239964e-02, 1.032988168299198e-02, 9.603910148143768e-03, 9.09707136452198e-03, 8.67017824202776e-03, 8.336860686540604e-03, 8.142000995576382e-03, 8.130538277328014e-03, 8.265877142548561e-03, 8.444000966846943e-03, 8.55010561645031e-03, 8.482834324240685e-03, 8.264306932687759e-03, 8.002819493412971e-03, 7.820967584848404e-03, 7.834989577531815e-03, 8.046639151871204e-03, 8.36300291121006e-03, 8.680328726768494e-03, 8.890305645763874e-03, 8.897572755813599e-03, 8.777525275945663e-03, 8.668797090649605e-03, 8.752959780395031e-03, 9.478578343987465e-03, 1.043309085071087e-02, 1.104450505226851e-02, 1.12417982891202e-02, 1.118881348520517e-02, 1.113618351519108e-02, 1.101056393235922e-02, 1.095191948115826e-02, 1.098182611167431e-02, 1.112256571650505e-02, 1.111577823758125e-02, 1.124811079353094e-02, 1.124428957700729e-02, 1.118704956024885e-02, 1.120161172002554e-02, 1.107504963874817e-02, 1.090592239052057e-02, 1.063175685703754e-02, 1.029282528907061e-02, 9.960987605154514e-03, 9.663850069046021e-03, 9.198266081511974e-03, 8.618227206170559e-03, 8.130124770104885e-03, 7.94575922191143e-03, 8.043798618018627e-03, 8.266340009868145e-03, 8.502357639372349e-03, 8.648935705423355e-03, 8.676358498632908e-03, 8.654501289129257e-03, 8.649698458611965e-03, 8.725494146347046e-03, 8.889976888895035e-03, 9.08131618052721e-03, 9.28365346044302e-03, 9.489967487752438e-03]
rooCon.vol.Xi[1]=[9.999999776482582e-03, 1.042237319052219e-02, 1.029164716601372e-02, 1.007930841296911e-02, 9.89605113863945e-03, 9.792313911020756e-03, 9.712575934827328e-03, 9.63426660746336e-03, 9.55567043274641e-03, 9.461775422096252e-03, 9.257569909095764e-03, 8.974684402346611e-03, 8.704535663127899e-03, 8.532932959496975e-03, 8.476811461150646e-03, 8.485217578709126e-03, 8.505789563059807e-03, 8.486934937536716e-03, 8.421770296990871e-03, 8.339392952620983e-03, 8.251133374869823e-03, 8.168238215148449e-03, 8.12350120395422e-03, 8.165586739778519e-03, 8.318852633237839e-03, 8.607085794210434e-03, 9.111247956752777e-03, 9.937549941241741e-03, 1.097484957426786e-02, 1.201637368649244e-02, 1.2846939265728e-02, 1.352893747389317e-02, 1.345470827072859e-02, 1.343096978962421e-02, 1.306182239204645e-02, 1.282939873635769e-02, 1.256334222853184e-02, 1.244169846177101e-02, 1.180646382272243e-02, 1.187840942293406e-02, 1.116837747395039e-02, 1.032857783138752e-02, 9.602873586118221e-03, 9.096305817365646e-03, 8.669540286064148e-03, 8.336374536156654e-03, 8.141734637320042e-03, 8.130552247166634e-03, 8.266094140708447e-03, 8.444263599812984e-03, 8.550237864255905e-03, 8.482697419822216e-03, 8.263962343335152e-03, 8.002431131899357e-03, 7.82072264701128e-03, 7.835052907466888e-03, 8.046983741223812e-03, 8.363488130271435e-03, 8.6807981133461e-03, 8.890586905181408e-03, 8.897554129362106e-03, 8.777339942753315e-03, 8.668655529618263e-03, 8.753181435167789e-03, 9.479782544076443e-03, 1.043255627155304e-02, 1.104627456516027e-02, 1.124919578433037e-02, 1.116172038018703e-02, 1.111714635044336e-02, 1.101442612707615e-02, 1.094868592917919e-02, 1.09883826225996e-02, 1.111822389066219e-02, 1.112595573067665e-02, 1.125658676028252e-02, 1.121828518807888e-02, 1.11548900604248e-02, 1.120360195636749e-02, 1.107500679790974e-02, 1.090565789490938e-02, 1.063132379204035e-02, 1.029230840504169e-02, 9.960493072867393e-03, 9.663376025855541e-03, 9.197521023452282e-03, 8.61735176295042e-03, 8.129429072141647e-03, 7.945548743009567e-03, 8.043970912694931e-03, 8.266683667898178e-03, 8.502704091370106e-03, 8.649131283164024e-03, 8.67638923227787e-03, 8.654468692839146e-03, 8.649704046547413e-03, 8.725631982088089e-03, 8.890231139957905e-03, 9.081608615815639e-03, 9.283962659537792e-03, 9.490281343460083e-03]
rooCon2.vol1.Xi[1]=[9.999999776482582e-03, 1.042237319052219e-02, 1.029164716601372e-02, 1.007930841296911e-02, 9.89605113863945e-03, 9.792313911020756e-03, 9.712575934827328e-03, 9.63426660746336e-03, 9.55567043274641e-03, 9.461775422096252e-03, 9.257569909095764e-03, 8.974684402346611e-03, 8.704535663127899e-03, 8.532932959496975e-03, 8.476811461150646e-03, 8.485217578709126e-03, 8.505789563059807e-03, 8.486934937536716e-03, 8.421770296990871e-03, 8.339392952620983e-03, 8.251133374869823e-03, 8.168238215148449e-03, 8.12350120395422e-03, 8.165586739778519e-03, 8.318852633237839e-03, 8.607085794210434e-03, 9.111247956752777e-03, 9.937549941241741e-03, 1.097484957426786e-02, 1.201637368649244e-02, 1.2846939265728e-02, 1.352893747389317e-02, 1.345470827072859e-02, 1.343096978962421e-02, 1.306182239204645e-02, 1.282939873635769e-02, 1.256334222853184e-02, 1.244169846177101e-02, 1.180646382272243e-02, 1.187840942293406e-02, 1.116837747395039e-02, 1.032857783138752e-02, 9.602873586118221e-03, 9.096305817365646e-03, 8.669540286064148e-03, 8.336374536156654e-03, 8.141734637320042e-03, 8.130552247166634e-03, 8.266094140708447e-03, 8.444263599812984e-03, 8.550237864255905e-03, 8.482697419822216e-03, 8.263962343335152e-03, 8.002431131899357e-03, 7.82072264701128e-03, 7.835052907466888e-03, 8.046983741223812e-03, 8.363488130271435e-03, 8.6807981133461e-03, 8.890586905181408e-03, 8.897554129362106e-03, 8.777339942753315e-03, 8.668655529618263e-03, 8.753181435167789e-03, 9.479782544076443e-03, 1.043255627155304e-02, 1.104627456516027e-02, 1.124919578433037e-02, 1.116172038018703e-02, 1.111714635044336e-02, 1.101442612707615e-02, 1.094868592917919e-02, 1.09883826225996e-02, 1.111822389066219e-02, 1.112595573067665e-02, 1.125658676028252e-02, 1.121828425675631e-02, 1.11548900604248e-02, 1.120360195636749e-02, 1.107500679790974e-02, 1.090565789490938e-02, 1.063132379204035e-02, 1.029230840504169e-02, 9.960493072867393e-03, 9.663376025855541e-03, 9.197521023452282e-03, 8.61735176295042e-03, 8.129429072141647e-03, 7.945548743009567e-03, 8.043970912694931e-03, 8.266683667898178e-03, 8.502704091370106e-03, 8.649131283164024e-03, 8.67638923227787e-03, 8.654468692839146e-03, 8.649704046547413e-03, 8.725631982088089e-03, 8.890231139957905e-03, 9.081608615815639e-03, 9.283962659537792e-03, 9.490281343460083e-03]
rooCon2.vol2.Xi[1]=[9.999999776482582e-03, 1.042237319052219e-02, 1.029164716601372e-02, 1.007930841296911e-02, 9.89605113863945e-03, 9.792313911020756e-03, 9.712575934827328e-03, 9.63426660746336e-03, 9.55567043274641e-03, 9.461775422096252e-03, 9.257569909095764e-03, 8.974684402346611e-03, 8.704535663127899e-03, 8.532932959496975e-03, 8.476811461150646e-03, 8.485217578709126e-03, 8.505789563059807e-03, 8.486934937536716e-03, 8.421770296990871e-03, 8.339392952620983e-03, 8.251133374869823e-03, 8.168238215148449e-03, 8.12350120395422e-03, 8.165586739778519e-03, 8.318852633237839e-03, 8.607085794210434e-03, 9.111247956752777e-03, 9.937549941241741e-03, 1.097484957426786e-02, 1.201637368649244e-02, 1.2846939265728e-02, 1.352893747389317e-02, 1.345470827072859e-02, 1.343096978962421e-02, 1.306182239204645e-02, 1.282939873635769e-02, 1.256334222853184e-02, 1.244169846177101e-02, 1.180646382272243e-02, 1.187840942293406e-02, 1.116837747395039e-02, 1.032857783138752e-02, 9.602873586118221e-03, 9.096305817365646e-03, 8.669540286064148e-03, 8.336374536156654e-03, 8.141734637320042e-03, 8.130552247166634e-03, 8.266094140708447e-03, 8.444263599812984e-03, 8.550237864255905e-03, 8.482697419822216e-03, 8.263962343335152e-03, 8.002431131899357e-03, 7.82072264701128e-03, 7.835052907466888e-03, 8.046983741223812e-03, 8.363488130271435e-03, 8.6807981133461e-03, 8.890586905181408e-03, 8.897554129362106e-03, 8.777339942753315e-03, 8.668655529618263e-03, 8.753181435167789e-03, 9.479782544076443e-03, 1.043255627155304e-02, 1.104627456516027e-02, 1.124919578433037e-02, 1.116172038018703e-02, 1.111714635044336e-02, 1.101442612707615e-02, 1.094868592917919e-02, 1.09883826225996e-02, 1.111822389066219e-02, 1.112595573067665e-02, 1.125658676028252e-02, 1.121828425675631e-02, 1.11548900604248e-02, 1.120360195636749e-02, 1.107500679790974e-02, 1.090565789490938e-02, 1.063132379204035e-02, 1.029230840504169e-02, 9.960493072867393e-03, 9.663376025855541e-03, 9.197521023452282e-03, 8.61735176295042e-03, 8.129429072141647e-03, 7.945548743009567e-03, 8.043970912694931e-03, 8.266683667898178e-03, 8.502704091370106e-03, 8.649131283164024e-03, 8.67638923227787e-03, 8.654468692839146e-03, 8.649704046547413e-03, 8.725631982088089e-03, 8.890231139957905e-03, 9.081608615815639e-03, 9.283962659537792e-03, 9.490281343460083e-03]
