... 13-639014-5.zero2disc2-2 67 which returns the discount curve dr at the maturity dates cd:dr = 0.9996 0.99 47 0.9896 0.9866 0.9826 0. 978 7 0. 974 5 0.9665 0.9552 0.9466cd = 72 970 0 72 973 5 72 977 0 72 979 1 72 9818 ... 2-33blsdelta 1- 47, 1 -77 , 1 -78 , 1-82, 1-85, 2-35blsgamma 1- 47, 1 -78 , 1-82, 1-85, 2-36blsimpv 2- 37 blslambda 1- 47, 2-38blsprice 1- 47, 1 -77 , 1 -78 , 2-39blsrho 2-40blstheta 2-41blsvega 1- 47, 1 -78 , 2-42bndprice ... 01-Jun-1998) 73 0364 (01-Sep-1999) 73 0439 (15-Nov-1999) 73 0500 (15-Jan-2000 ) 73 06 67 (30-Jun-2000) 73 0668 (01-Jul-2000)* 73 0 971 (30-Apr-2001) 73 1032 (30-Jun-2001) 73 1033 (01-Jul-2001) 73 1321...