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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
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0.8
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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
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0.015
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Maturitée
Taux
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Somme 3.5838E-005
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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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