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Années Taux NSS Résidu   β1   1.16740821 0.088   0.09833781 0.00010687   β2   -0.875968142 0.109   0.08541024 0.00055648   β3   -1.117613454 0.233   0.24277022 9.546E-005   β4   -0.910498758 0.529   0.57341032 0.00197228 γ1   1.702709469 0.6   0.63103291 0.00096304 γ2   1.70275618

10 0.662   0.68002362 0.00032485

17 0.926   0.8766418 0.0024362319 0.962   0.90718568 0.0030046121 0.986   0.93194924 0.0029214825 1.014   0.96961523 0.0019700127 1.021   0.98426599 0.0013493934 1.052   1.02197151 0.0009017138 1.061   1.03728064 0.0005626141 1.059   1.04680216 0.0001487947 1.03   1.06219868 0.0010367553 0.989   1.07410919 0.0072435760 0.987   1.08499408 0.00960284

Somme   0.03519697

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 Années Taux1 0.088

2 0.109

3 0.156

4 0.233

5 0.294

6 0.369

7 0.451

8 0.529

9 0.6

10 0.662

11 0.716

12 0.763

13 0.808

14 0.846

15 0.877

16 0.902

17 0.926

18 0.946

19 0.962

20 0.979

21 0.986

22 0.994

23 1.001

24 1.006

25 1.014

26 1.016

27 1.021

28 1.026

29 1.034

30 1.03531 1.038

32 1.043

33 1.048

34 1.052

35 1.056

36 1.058

37 1.06

38 1.061

39 1.061

40 1.061

41 1.059

42 1.056

43 1.052

44 1.047

45 1.042

46 1.036

47 1.03

48 1.024

49 1.019

50 1.015

51 1.009

52 1

53 0.989

54 0.979

55 0.969

56 0.961

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0 100

0.2

0.4

0.6

0.8

1

1.2

Taux

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20 30 40 50 60 70

Taux

Années

Maturité

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Année Taux NSS MC Paramètre

1   0.39% 0.007441159 1.2540E-005 β1   0.04

2   0.61% 0.009515204 1.1664E-005 β2   -0.03

5   1.66% 0.018828269 4.9652E-006 β3   -0.02

10   2.58% 0.027682227 3.5428E-006 β4   -0.02

25   3.32% 0.034968164 3.1264E-006 λ1   2.1λ2   1.04

0 5 10 15

0

0.005

0.01

0.015

0.02

0.025

0.03

0.035

0.04

Maturitée

Taux

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Somme   3.5838E-005

20 25 30

Taux

NSS

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Année Taux NSS MC Paramètre

1   0.0039 0.007441159 1.2540E-005 β1   0.04

2   0.0061 0.009515204 1.1664E-005 β2   -0.03

5   0.0166 0.018828269 4.9652E-006 β3   -0.02

10   0.0258 0.027682227 3.5428E-006 β4   -0.02

25   0.0332 0.034968164 3.1264E-006 λ1   2.1λ2   1.04

β3 1 2 5 10 250.06 0.02139716 0.03024051 0.03024051 0.043654653 0.041687577

0.05 0.027649847 0.039037498 0.039037498 0.040847651 0.040847651

0.04 0.036150466 0.039661547 0.039661547 0.039661547 0.040007724

0.03 0.037664993 0.039167797 0.039167797 0.037664993 0.039167797

0.02 0.038327871 0.019877857 0.0303764 0.03566844 0.010149642

0.01 0.012674659 0.017287194 0.027489367 0.010009477 0.010005866

-0.01 0.009185659 0.012105867 0.021715301 0.009771516 0.009814977

-0.02 0.007441159 0.009588982 0.009588982 0.00972094 0.009788791

-0.03 0.009448817 0.009537167 0.009537167 0.009718039 0.009810591

-0.04 0.009419992 0.009532865 0.009532865 0.009763274 0.009880839

-0.05 0.009438828 0.009576536 0.009576536 0.009857105 0.010144657

-0.06 0.009505784 0.009668638 0.009668638 0.010168542 0.010339014

β4 1 2 5 10 250.06 0.028249102 0.033342567 0.03467904 0.035996336 0.038296164

0.05 0.030364146 0.032697694 0.034957072 0.037880164 0.037880164

0.04 0.030716347 0.033917809 0.037464164 0.033917809 0.037464164

0.03 0.032878545 0.037048164 0.028735001 0.032878545 0.037048164

0.02 0.036632164 0.021428885 0.026753654 0.031839281 0.0106993950.01 0.015244138 0.018450465 0.024772308 0.010421792 0.010352793

-0.01 0.010042152 0.012493624 0.009866586 0.009887159 0.009908387

-0.02 0.007441159 0.009588982 0.009654341 0.00972094 0.009788791

-0.03 0.009311379 0.009421524 0.009533493 0.009647304 0.009762979

-0.04 0.009188707 0.009346046 0.009505818 0.009668049 0.009832768

-0.05 0.009158599 0.009364331 0.009573119 0.009784998 0.01021816

-0.06 0.009222844 0.009478189 0.009737228 0.010266546 0.010536906

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NSS1

NSS2

NSS3

NSS4

NSS5

NSS!

NSS"

NSS#

NSS$

NSS10

NSS11

NSS12

NSS1

NSS2

NSS3

NSS4

NSS5NSS!

NSS"

NSS#

NSS$

NSS10

NSS11

NSS12

1 2 5 10 25

0

0.05

0.1

0.15

0.2

0.25

0.3

Row 21

Row 20

Row 19

Row 18

Row 17

Row 16

Row 15

Row 14

Row 13

Row 12

Row 11

Row 10

Maturitées

Taux

0 5 10 15 20 25 300

0.005

0.01

0.015

0.02

0.025

0.03

0.035

0.04

0.045

Row 25

Row 26Row 27

Row 28

Row 29

Row 30

Row 31

Row 32

Row 33

Row 34

Row 35

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0.3

Taux

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0

0.05

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Row 19

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Row 17

Row 16

Row 15

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Row 13

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0.015

0.02

0.025

0.03

0.035

0.04

0.045

Taux

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Maturitées

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Row 26

Row 27

Row 28

Row 29

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Row 31

Row 32

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Row 34

Row 35Row 36

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0 5 10 15 20

0

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0.01

0.015

0.02

0.025

0.03

0.035

0.04

0.045

Maturitées

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Row 25

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