Ticker: EQI.AEX Strike: 16.8 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.AEX Strike: 16.8 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.AEX Strike: 16.8 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.AEX Strike: 16.6 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.AEX Strike: 11.35 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: EQI.CAC Strike: 162.5 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: EQI.CAC Strike: 152 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.CAC Strike: 130 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: EQI.CAC Strike: 162.5 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: EQI.CAC Strike: 163.5 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.CAC Strike: 160 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.CAC Strike: 163.5 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.CAC Strike: 225.5 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.CAC Strike: 220 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: EQI.CAC Strike: 220 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: EQI.CAC Strike: 220 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: EQI.CAC Strike: 123 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.CAC Strike: 125 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: EQI.CAC Strike: 220 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: EQI.CAC Strike: 209 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.CAC Strike: 225.5 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.CAC Strike: 209 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.CAC Strike: 137.5 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.CAC Strike: 137.5 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.CAC Strike: 203.375 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: EQI.CAC Strike: 203.375 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: EQI.CAC Strike: 143.5 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.CAC Strike: 152 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.CAC Strike: 142.6 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.CAC Strike: 160 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.HSCEI Strike: 288 StartDt: 12/30/2009 ExpDt: 12/30/2010 Currency: HKD Price: -111.00 HKD Ticker: EQI.HSI Strike: 870 StartDt: 12/30/2009 ExpDt: 12/30/2010 Currency: HKD Price: -111.00 HKD Ticker: EQI.HSI Strike: 665 StartDt: 12/30/2010 ExpDt: 12/29/2011 Currency: HKD Price: -110.27 HKD Ticker: EQI.HSI Strike: 750 StartDt: 12/30/2010 ExpDt: 12/29/2011 Currency: HKD Price: -110.27 HKD Ticker: EQI.HSI Strike: 665 StartDt: 12/29/2011 ExpDt: 12/28/2012 Currency: HKD Price: -109.30 HKD Ticker: EQI.HSI Strike: 440 StartDt: 12/30/2009 ExpDt: 12/30/2010 Currency: HKD Price: -111.00 HKD Ticker: EQI.HSI Strike: 801 StartDt: 12/30/2010 ExpDt: 12/29/2011 Currency: HKD Price: -110.27 HKD Ticker: EQI.HSI Strike: 870 StartDt: 12/29/2011 ExpDt: 12/28/2012 Currency: HKD Price: -109.30 HKD Ticker: EQI.HSI Strike: 890 StartDt: 12/30/2009 ExpDt: 12/30/2010 Currency: HKD Price: -111.00 HKD Ticker: EQI.HSI Strike: 754 StartDt: 12/30/2009 ExpDt: 12/30/2010 Currency: HKD Price: -111.00 HKD Ticker: EQI.HSI Strike: 890 StartDt: 12/18/2009 ExpDt: 12/30/2010 Currency: HKD Price: -111.00 HKD Ticker: EQI.NKY Strike: 102 StartDt: 12/31/2009 ExpDt: 12/31/2010 Currency: JPY Price: -111.00 JPY Ticker: EQI.NKY Strike: 101 StartDt: 1/1/2010 ExpDt: 12/31/2010 Currency: JPY Price: -111.00 JPY Ticker: EQI.NKY Strike: 138 StartDt: 12/31/2010 ExpDt: 12/31/2011 Currency: JPY Price: -110.36 JPY Ticker: EQI.NKY Strike: 108 StartDt: 1/1/2010 ExpDt: 12/31/2010 Currency: JPY Price: -111.00 JPY Ticker: EQI.NKY Strike: 108 StartDt: 12/31/2009 ExpDt: 12/31/2010 Currency: JPY Price: -111.00 JPY Ticker: EQI.NKY Strike: 167 StartDt: 12/31/2010 ExpDt: 12/31/2011 Currency: JPY Price: -110.36 JPY Ticker: EQI.NKY Strike: 167 StartDt: 12/31/2010 ExpDt: 12/31/2011 Currency: JPY Price: -110.36 JPY Ticker: EQI.SMI Strike: 180 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: CHF Price: -109.92 CHF Ticker: EQI.SPX Strike: 22.775 StartDt: 12/31/2011 ExpDt: 12/31/2012 Currency: USD Price: -109.06 USD Ticker: EQI.SPX Strike: 23.2 StartDt: 12/31/2012 ExpDt: 12/31/2013 Currency: USD Price: -106.65 USD Ticker: EQI.SPX Strike: 25.25 StartDt: 12/31/2009 ExpDt: 12/31/2010 Currency: USD Price: -110.99 USD Ticker: EQI.SPX Strike: 29.15 StartDt: 12/31/2014 ExpDt: 12/31/2015 Currency: USD Price: -99.27 USD Ticker: EQI.SPX Strike: 32 StartDt: 1/1/2016 ExpDt: 12/31/2016 Currency: USD Price: -94.74 USD Ticker: EQI.SPX Strike: 30.3 StartDt: 12/31/2014 ExpDt: 12/31/2015 Currency: USD Price: -99.27 USD Ticker: EQI.SPX Strike: 28 StartDt: 1/1/2013 ExpDt: 12/31/2013 Currency: USD Price: -106.65 USD Ticker: EQI.SPX Strike: 25.25 StartDt: 12/31/2009 ExpDt: 12/31/2010 Currency: USD Price: -110.99 USD Ticker: EQI.SPX Strike: 26.8 StartDt: 12/31/2014 ExpDt: 12/31/2015 Currency: USD Price: -99.27 USD Ticker: EQI.SPX Strike: 31.1 StartDt: 12/31/2009 ExpDt: 12/31/2010 Currency: USD Price: -110.99 USD Ticker: EQI.SPX Strike: 29.2 StartDt: 1/1/2010 ExpDt: 12/31/2010 Currency: USD Price: -110.99 USD Ticker: EQI.SPX Strike: 29.2 StartDt: 1/1/2010 ExpDt: 12/31/2010 Currency: USD Price: -110.99 USD Ticker: EQI.SPX Strike: 31.1 StartDt: 12/31/2009 ExpDt: 12/31/2010 Currency: USD Price: -110.99 USD Ticker: EQI.SPX Strike: 28.7 StartDt: 12/31/2014 ExpDt: 12/31/2015 Currency: USD Price: -99.27 USD Ticker: EQI.SPX Strike: 24.1 StartDt: 12/31/2010 ExpDt: 12/31/2011 Currency: USD Price: -110.11 USD Ticker: EQI.SX5E Strike: 110.5 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: EQI.SX5E Strike: 93.8 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.SX5E Strike: 97 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: EQI.SX5E Strike: 110.4 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.SX5E Strike: 63.25 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.SX5E Strike: 53.5 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.SX5E Strike: 63.25 StartDt: 12/20/2013 ExpDt: 12/19/2014 Currency: EUR Price: -101.46 EUR Ticker: EQI.SX5E Strike: 154 StartDt: 1/1/2010 ExpDt: 12/31/2010 Currency: EUR Price: -110.98 EUR Ticker: EQI.SX5E Strike: 154 StartDt: 1/1/2010 ExpDt: 12/31/2010 Currency: EUR Price: -110.98 EUR Ticker: EQI.SX5E Strike: 218 StartDt: 12/16/2016 ExpDt: 12/15/2017 Currency: EUR Price: -90.54 EUR Ticker: EQI.SX5E Strike: 181 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.SX5E Strike: 104.4 StartDt: 12/21/2012 ExpDt: 12/20/2013 Currency: EUR Price: -104.64 EUR Ticker: EQI.SX5E Strike: 76.35 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.SX5E Strike: 88 StartDt: 12/16/2016 ExpDt: 12/15/2017 Currency: EUR Price: -90.54 EUR Ticker: EQI.SX5E Strike: 76.35 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EQI.UKX Strike: 319.5 StartDt: 12/18/2015 ExpDt: 12/16/2016 Currency: GBP Price: -92.62 GBP Ticker: EQI.UKX Strike: 316 StartDt: 12/18/2015 ExpDt: 12/16/2016 Currency: GBP Price: -92.62 GBP Ticker: EQI.UKX Strike: 178.5 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: GBP Price: -107.61 GBP Ticker: EQI.UKX Strike: 284.5 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: GBP Price: -107.61 GBP Ticker: EQI.UKX Strike: 292.5 StartDt: 12/20/2013 ExpDt: 12/19/2014 Currency: GBP Price: -100.89 GBP Ticker: EQI.UKX Strike: 293.5 StartDt: 12/21/2012 ExpDt: 12/20/2013 Currency: GBP Price: -104.55 GBP Ticker: EQI.UKX Strike: 200 StartDt: 12/20/2013 ExpDt: 12/19/2014 Currency: GBP Price: -100.89 GBP Ticker: EQI.UKX Strike: 120 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: GBP Price: -109.39 GBP Ticker: EQI.UKX Strike: 269 StartDt: 12/20/2013 ExpDt: 12/19/2014 Currency: GBP Price: -100.89 GBP Ticker: EQI.UKX Strike: 183 StartDt: 12/21/2012 ExpDt: 12/20/2013 Currency: GBP Price: -104.55 GBP Ticker: EQI.UKX Strike: 282.5 StartDt: 12/20/2013 ExpDt: 12/19/2014 Currency: GBP Price: -100.89 GBP Ticker: ALZSE Strike: 4.25 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: ALZSE Strike: 5.6 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: ALZSE Strike: 4.26 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: ALZSE Strike: 3.15 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: ALZSE Strike: 4.2 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: ALZSE Strike: 4.25 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: ALZSE Strike: 4 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: ALZSE Strike: 5.6 StartDt: 12/21/2012 ExpDt: 12/20/2013 Currency: EUR Price: -104.64 EUR Ticker: ALZSE Strike: 4.2 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: ALZSE Strike: 5.6 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: ALZSE Strike: 5.6 StartDt: 12/20/2013 ExpDt: 12/19/2014 Currency: EUR Price: -101.46 EUR Skipping ARMLL_USD_DEC12 due to difference in Pricing and Observable's currency USD : EUR Ticker: ARMLL Strike: 0.6 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: AXAF Strike: 0.6058 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: AXAF Strike: 0.64 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: BASFSE Strike: 1.65 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: BASFSE Strike: 1.6725 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: BASFSE Strike: 1.61 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: BASFSE Strike: 1.6725 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: BASFSE Strike: 1.16 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: BBVSM Strike: 0.39 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: BBVSM Strike: 0.672518 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: BBVSM Strike: 0.39 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: BBVSM Strike: 0.672518 StartDt: 12/21/2012 ExpDt: 12/20/2013 Currency: EUR Price: -104.64 EUR Ticker: BBVSM Strike: 0.3 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: BBVSM Strike: 0.37 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: BBVSM Strike: 0.3725 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: BBVSM Strike: 0.288222 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: BBVSM Strike: 0.2978294 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: BBVSM Strike: 0.3725 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: BBVSM Strike: 0.672518 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: BBVSM Strike: 0.672518 StartDt: 12/20/2013 ExpDt: 12/19/2014 Currency: EUR Price: -101.46 EUR Ticker: BBVSM Strike: 0.29 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: BMW Strike: 0.85 StartDt: 1/4/2010 ExpDt: 12/31/2010 Currency: EUR Price: -110.98 EUR Ticker: BNP Strike: 1.34 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: BNP Strike: 1.78 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: BNP Strike: 1.47 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: BNP Strike: 1.35 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: BNP Strike: 1.34 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: BRITEL Strike: 0.1 StartDt: 12/21/2012 ExpDt: 12/20/2013 Currency: GBP Price: -104.55 GBP Ticker: BYIF Strike: 1.15 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: BYIF Strike: 1.17 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: BYIF Strike: 1.2033 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: BYIF Strike: 1.17 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: BYIF Strike: 1.2033 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: C Strike: 0.6 StartDt: 1/1/2010 ExpDt: 12/31/2010 Currency: USD Price: -110.99 USD Ticker: C Strike: 0.06 StartDt: 12/31/2010 ExpDt: 12/31/2011 Currency: USD Price: -110.11 USD Ticker: CSGAG Strike: 1.75 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: CHF Price: -109.92 CHF Ticker: DAMLR Strike: 1.06 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: DAMLR Strike: 2.1 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: DAMLR Strike: 2.1 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: DAMLR Strike: 2.1 StartDt: 12/21/2012 ExpDt: 12/20/2013 Currency: EUR Price: -104.64 EUR Ticker: DAMLR Strike: 1.11 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: DAMLR Strike: 1.13 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: DAMLR Strike: 1.13 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: DAMLR Strike: 1.13 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: DAMLR Strike: 1.06 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: DAMLR Strike: 2.1 StartDt: 12/20/2013 ExpDt: 12/19/2014 Currency: EUR Price: -101.46 EUR Ticker: DAMLR Strike: 0.78 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: DANONE Strike: 1.15 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: DANONE Strike: 1.01 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: DB Strike: 1.04 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: DB Strike: 0.9 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: DB Strike: 0.885 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: DB Strike: 0.97 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: DB Strike: 1.15 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: DT Strike: 0.76 StartDt: 12/20/2013 ExpDt: 12/19/2014 Currency: EUR Price: -101.46 EUR Ticker: DT Strike: 0.6688 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: DT Strike: 0.6688 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: DT Strike: 0.76 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: DT Strike: 0.76 StartDt: 12/21/2012 ExpDt: 12/20/2013 Currency: EUR Price: -104.64 EUR Ticker: DT Strike: 0.58 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: DT Strike: 0.61 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: DT Strike: 0.65 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: DT Strike: 0.56 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: DT Strike: 0.665 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: ENEL Strike: 0.19 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: ENEL Strike: 0.22 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: ENEL Strike: 0.21 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: ENEL Strike: 0.229708 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: ENEL Strike: 0.229708 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: ENI Strike: 0.87 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: ENI Strike: 0.75 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: ENI Strike: 0.88 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: ENI Strike: 0.85 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: ENI Strike: 0.85 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: ENI Strike: 0.85 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EON Strike: 1.23 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: EON Strike: 1.43 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: EON Strike: 1.12 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: EON Strike: 1.23 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: FRTEL Strike: 1.295 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: FRTEL Strike: 1.28 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: FRTEL Strike: 1.1417 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: FRTEL Strike: 1.1417 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: FRTEL Strike: 1.3 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: FRTEL Strike: 1.3 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: FRTEL Strike: 1.18 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: FRTEL Strike: 1.255 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: FRTEL Strike: 1.255 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: FRTEL Strike: 1.26 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: FRTEL Strike: 1.18 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: FRTEL Strike: 1.26 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: GDFS Strike: 1.38 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: GDFS Strike: 1.445 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: GDFS Strike: 1.33 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: GSK Strike: 0.53 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: GBP Price: -107.61 GBP Ticker: GSK Strike: 0.53 StartDt: 12/20/2013 ExpDt: 12/19/2014 Currency: GBP Price: -100.89 GBP Ticker: GSK Strike: 0.53 StartDt: 12/21/2012 ExpDt: 12/20/2013 Currency: GBP Price: -104.55 GBP Ticker: GSK Strike: 0.53 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: GBP Price: -109.39 GBP Ticker: IBERDU Strike: 0.275 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: IBERDU Strike: 0.235 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: INTNED Strike: 0.9599 StartDt: 12/21/2012 ExpDt: 12/20/2013 Currency: EUR Price: -104.64 EUR Ticker: INTNED Strike: 0.9599 StartDt: 12/20/2013 ExpDt: 12/19/2014 Currency: EUR Price: -101.46 EUR Ticker: INTNED Strike: 0.9599 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: INTNED Strike: 0.12 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: INTNED Strike: 0.9599 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: INTNED Strike: 0.11 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: JPM Strike: 0.76 StartDt: 1/21/2011 ExpDt: 1/20/2012 Currency: USD Price: -110.14 USD Ticker: JPM Strike: 0.76 StartDt: 1/21/2011 ExpDt: 1/20/2012 Currency: USD Price: -110.14 USD Ticker: KPN Strike: 0.65 StartDt: 12/21/2012 ExpDt: 12/20/2013 Currency: EUR Price: -104.64 EUR Ticker: KPN Strike: 0.65 StartDt: 12/20/2013 ExpDt: 12/19/2014 Currency: EUR Price: -101.46 EUR Ticker: KPN Strike: 0.65 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: KPN Strike: 0.65 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: LBGP Strike: 0.3 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: GBP Price: -107.61 GBP Ticker: LBGP Strike: 0.3 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: GBP Price: -109.39 GBP Ticker: LBGP Strike: 0.3 StartDt: 12/20/2013 ExpDt: 12/19/2014 Currency: GBP Price: -100.89 GBP Ticker: LBGP Strike: 0.3 StartDt: 12/21/2012 ExpDt: 12/20/2013 Currency: GBP Price: -104.55 GBP Ticker: MUNRE Strike: 5.8 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: MUNRE Strike: 5.52 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: MUNRE Strike: 5.8 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: NESTLE Strike: 1.68 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: CHF Price: -109.92 CHF Ticker: NESTLE Strike: 1.68 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: CHF Price: -109.92 CHF Ticker: NOKIA Strike: 0.295 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: NOKIA Strike: 0.35 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: NOVART Strike: 1.75 StartDt: 12/21/2012 ExpDt: 12/20/2013 Currency: CHF Price: -108.40 CHF Ticker: NOVART Strike: 1.75 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: CHF Price: -109.92 CHF Ticker: NOVART Strike: 1.75 StartDt: 12/20/2013 ExpDt: 12/19/2014 Currency: CHF Price: -106.30 CHF Ticker: NOVART Strike: 1.67 StartDt: 1/1/2010 ExpDt: 12/31/2010 Currency: CHF Price: -111.00 CHF Ticker: NOVART Strike: 1.75 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: CHF Price: -110.45 CHF Ticker: PFE Strike: 1.4 StartDt: 1/1/2010 ExpDt: 12/31/2010 Currency: USD Price: -110.99 USD Ticker: PFE Strike: 1.12 StartDt: 12/31/2006 ExpDt: 12/31/2010 Currency: USD Price: -110.99 USD Ticker: PFE Strike: 1.32 StartDt: 1/1/2010 ExpDt: 12/31/2010 Currency: USD Price: -110.99 USD Ticker: PHG Strike: 0.65 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: PHG Strike: 0.76 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: REP Strike: 0.75 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: REP Strike: 0.79 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: RWE Strike: 3.5 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: RWE Strike: 3.15 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: RWE Strike: 2.83 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: RWE Strike: 3.59 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: RWE Strike: 3.5 StartDt: 12/21/2012 ExpDt: 12/20/2013 Currency: EUR Price: -104.64 EUR Ticker: RWE Strike: 3.5 StartDt: 12/20/2013 ExpDt: 12/19/2014 Currency: EUR Price: -101.46 EUR Ticker: RWE Strike: 3.5 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: SANPAO Strike: 0.07 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: SANTNDR Strike: 0.625974867 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: SANTNDR Strike: 0.625974867 StartDt: 12/21/2012 ExpDt: 12/20/2013 Currency: EUR Price: -104.64 EUR Ticker: SANTNDR Strike: 0.4443039 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: SANTNDR Strike: 0.40481022 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: SANTNDR Strike: 0.42455706 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: SANTNDR Strike: 0.39987351 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: SANTNDR Strike: 0.625974867 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: SANTNDR Strike: 0.42 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: SANTNDR Strike: 0.625974867 StartDt: 12/20/2013 ExpDt: 12/19/2014 Currency: EUR Price: -101.46 EUR Ticker: SANTNDR Strike: 0.5430381 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: SANTNDR Strike: 0.50729632 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: SANTNDR Strike: 0.50729632 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: SAPAG Strike: 0.5 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: SASY Strike: 2.16 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: SASY Strike: 2.3 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: SASY Strike: 2.21 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: SASY Strike: 2.2 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: SASY Strike: 2.717 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: SASY Strike: 2.3 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: SASY Strike: 2.717 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: SCHN Strike: 2.13 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: SIEM Strike: 1.64 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: SIEM Strike: 1.45 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: SIEM Strike: 1.675 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: SIEM Strike: 1.55 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: SIEM Strike: 1.5 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: SIEM Strike: 1.675 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: SOCGEN Strike: 1.01414065 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: SOCGEN Strike: 0.78 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: SOCGEN Strike: 0.79 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: SOCGEN Strike: 0.845 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: SOCGEN Strike: 0.845 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: TELEFO Strike: 1.405 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: TELEFO Strike: 1.36 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: TELEFO Strike: 1.3 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: TELEFO Strike: 1.36 StartDt: 12/21/2012 ExpDt: 12/20/2013 Currency: EUR Price: -104.64 EUR Ticker: TELEFO Strike: 1.405 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: TELEFO Strike: 1.185 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: TELEFO Strike: 1 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: TELEFO Strike: 1 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: TELEFO Strike: 1 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: TELEFO Strike: 1 StartDt: 12/20/2013 ExpDt: 12/19/2014 Currency: EUR Price: -101.46 EUR Ticker: TELEFO Strike: 1 StartDt: 12/21/2012 ExpDt: 12/20/2013 Currency: EUR Price: -104.64 EUR Ticker: TOTALN Strike: 2.1438 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: TOTALN Strike: 1.73 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: TOTALN Strike: 1.9 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: TOTALN Strike: 2.09 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: TOTALN Strike: 2.06 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: TOTALN Strike: 2.1438 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: ULVR Strike: 0.8 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: ULVR Strike: 0.76 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: ULVR Strike: 0.85 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: ULVR Strike: 0.7 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: USPA Strike: 0.2287 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: USPA Strike: 0.2287 StartDt: 12/21/2012 ExpDt: 12/20/2013 Currency: EUR Price: -104.64 EUR Ticker: USPA Strike: 0.2287 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: USPA Strike: 0.2287 StartDt: 12/20/2013 ExpDt: 12/19/2014 Currency: EUR Price: -101.46 EUR Ticker: VINCI Strike: 1.4 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: VIVNDI Strike: 1.36 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: VIVNDI Strike: 1.32 StartDt: 12/20/2013 ExpDt: 12/19/2014 Currency: EUR Price: -101.46 EUR Ticker: VIVNDI Strike: 0.8 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: VIVNDI Strike: 1.3 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: VIVNDI Strike: 1.32 StartDt: 12/21/2012 ExpDt: 12/20/2013 Currency: EUR Price: -104.64 EUR Ticker: VIVNDI Strike: 1.25 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: VIVNDI Strike: 1.25 StartDt: 12/17/2010 ExpDt: 12/16/2011 Currency: EUR Price: -109.35 EUR Ticker: VIVNDI Strike: 1.28 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: VIVNDI Strike: 1.32 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: VIVNDI Strike: 1.28 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR Ticker: VIVNDI Strike: 1.28 StartDt: 12/16/2011 ExpDt: 12/21/2012 Currency: EUR Price: -107.38 EUR

Test method FinOM.Analytics.Test.FinancialStatementTests.BasicCorpFiscalYearConstantDate threw exception: System.NullReferenceException: Object reference not set to an instance of an object. at FinOM.Analytics.Test.FinancialStatementTests.BasicCorpFiscalYearConstantDate() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Corporation\FinancialStatementTests.cs:line 252

Test method FinOM.Analytics.Test.FinancialStatementTests.BasicCorpFiscalYearMutableDate threw exception: System.NullReferenceException: Object reference not set to an instance of an object. at FinOM.Analytics.Test.FinancialStatementTests.BasicCorpFiscalYearMutableDate() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Corporation\FinancialStatementTests.cs:line 295

Test method FinOM.Analytics.Test.FinancialStatementTests.BasicYearEndGet threw exception: System.NullReferenceException: Object reference not set to an instance of an object. at FinOM.Analytics.Test.FinancialStatementTests.BasicYearEndGet() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Corporation\FinancialStatementTests.cs:line 131

Test method FinOM.Analytics.Test.FinancialStatementTests.BasicYearEndSet threw exception: System.NullReferenceException: Object reference not set to an instance of an object. at FinOM.Analytics.Test.FinancialStatementTests.BasicYearEndSet() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Corporation\FinancialStatementTests.cs:line 156

11:03:32 Agent: adapter run thread for test 'PriceTradeModelLoadedCds' with id '2eb758ba-adce-4eac-a56c-0463f0964623' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 1 11:03:32 Agent: adapter run thread for test 'PriceTradeModelLoadedCds' with id '2eb758ba-adce-4eac-a56c-0463f0964623' SqlInstrumentProvider Loading instrument Cds t.insguid in ('f12044e5-f8a9-4a81-a39a-db66c54f5d3b') Effective: 2009-01-20 Payment: 1/23/2009 0.00 USD Upfront,Effective: 2009-03-20 Payment: 3/20/2009 -6,062.22 USD Interest,Effective: 2009-06-22 Payment: 6/22/2009 -6,475.56 USD Interest 11:03:37 Agent: adapter run thread for test 'PriceTradeModelLoadedCds' with id '2eb758ba-adce-4eac-a56c-0463f0964623' BeginTask Retrieve Market Data 11:03:37 Agent: adapter run thread for test 'PriceTradeModelLoadedCds' with id '2eb758ba-adce-4eac-a56c-0463f0964623' reading market snapshot... 11:03:39 Agent: adapter run thread for test 'PriceTradeModelLoadedCds' with id '2eb758ba-adce-4eac-a56c-0463f0964623' market snapshot read in 1.5567004 \\bcna.corp\DFS\BMData\market\2009-08-05\2009-08-05_2009-08-06T205103Z_temp.bin 11:03:39 Agent: adapter run thread for test 'PriceTradeModelLoadedCds' with id '2eb758ba-adce-4eac-a56c-0463f0964623' EndTask Retrieve Market Data 00:00:01.5581447 11:03:39 Agent: adapter run thread for test 'PriceTradeModelLoadedCds' with id '2eb758ba-adce-4eac-a56c-0463f0964623' reading market changes... 11:03:41 Agent: adapter run thread for test 'PriceTradeModelLoadedCds' with id '2eb758ba-adce-4eac-a56c-0463f0964623' finished reading market changes in 2.6036156 \\bcna.corp\DFS\BMData\market\2009-08-05\2009-08-05_2009-08-06T205103Z_temp.bin Effective: 2009-03-20 Payment: 3/20/2009 -6,062.22 USD Interest,Effective: 2009-06-22 Payment: 6/22/2009 -6,475.56 USD Interest Legacy - SierraTransactionLoader: 00:00:29.4737880 New Transaction Model: 00:00:10.4466902 11:03:32 Agent: adapter run thread for test 'PriceTradeModelLoadedCds' with id '2eb758ba-adce-4eac-a56c-0463f0964623' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 1 11:03:32 Agent: adapter run thread for test 'PriceTradeModelLoadedCds' with id '2eb758ba-adce-4eac-a56c-0463f0964623' SqlInstrumentProvider Loading instrument Cds t.insguid in ('f12044e5-f8a9-4a81-a39a-db66c54f5d3b') 11:03:37 Agent: adapter run thread for test 'PriceTradeModelLoadedCds' with id '2eb758ba-adce-4eac-a56c-0463f0964623' BeginTask Retrieve Market Data 11:03:37 Agent: adapter run thread for test 'PriceTradeModelLoadedCds' with id '2eb758ba-adce-4eac-a56c-0463f0964623' reading market snapshot... 11:03:39 Agent: adapter run thread for test 'PriceTradeModelLoadedCds' with id '2eb758ba-adce-4eac-a56c-0463f0964623' market snapshot read in 1.5567004 \\bcna.corp\DFS\BMData\market\2009-08-05\2009-08-05_2009-08-06T205103Z_temp.bin 11:03:39 Agent: adapter run thread for test 'PriceTradeModelLoadedCds' with id '2eb758ba-adce-4eac-a56c-0463f0964623' EndTask Retrieve Market Data 00:00:01.5581447 11:03:39 Agent: adapter run thread for test 'PriceTradeModelLoadedCds' with id '2eb758ba-adce-4eac-a56c-0463f0964623' reading market changes... 11:03:41 Agent: adapter run thread for test 'PriceTradeModelLoadedCds' with id '2eb758ba-adce-4eac-a56c-0463f0964623' finished reading market changes in 2.6036156 \\bcna.corp\DFS\BMData\market\2009-08-05\2009-08-05_2009-08-06T205103Z_temp.bin

11:04:11 Agent: adapter run thread for test 'QueryActionExcludingNonVerifiedChanges' with id '675f302a-332f-4d59-96ac-61e88a742ba1' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 1 11:04:11 Agent: adapter run thread for test 'QueryActionExcludingNonVerifiedChanges' with id '675f302a-332f-4d59-96ac-61e88a742ba1' SqlInstrumentProvider Loading instrument EqiVar t.insguid in ('70e0a171-40b1-4f11-b962-10a796975f96') 11:04:11 Agent: adapter run thread for test 'QueryActionExcludingNonVerifiedChanges' with id '675f302a-332f-4d59-96ac-61e88a742ba1' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 1 11:04:11 Agent: adapter run thread for test 'QueryActionExcludingNonVerifiedChanges' with id '675f302a-332f-4d59-96ac-61e88a742ba1' SqlInstrumentProvider Loading instrument EqiVar t.insguid in ('70e0a171-40b1-4f11-b962-10a796975f96')

11:04:12 Agent: adapter run thread for test 'QueryByBmid' with id '22e959ce-8e3e-49cf-b83e-d4e4ed7a049d' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 1 11:04:12 Agent: adapter run thread for test 'QueryByBmid' with id '22e959ce-8e3e-49cf-b83e-d4e4ed7a049d' SqlInstrumentProvider Loading instrument Cdi t.insguid in ('7ee17329-86cc-4252-b975-d562567497c7') 11:04:12 Agent: adapter run thread for test 'QueryByBmid' with id '22e959ce-8e3e-49cf-b83e-d4e4ed7a049d' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 1 11:04:12 Agent: adapter run thread for test 'QueryByBmid' with id '22e959ce-8e3e-49cf-b83e-d4e4ed7a049d' SqlInstrumentProvider Loading instrument Cdi t.insguid in ('7ee17329-86cc-4252-b975-d562567497c7')

11:04:13 Agent: adapter run thread for test 'QueryByBmid2' with id '0e68bce8-8646-4125-a1fc-e219983b9156' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 1 11:04:13 Agent: adapter run thread for test 'QueryByBmid2' with id '0e68bce8-8646-4125-a1fc-e219983b9156' SqlInstrumentProvider Loading instrument Cds (3) 11:04:13 Agent: adapter run thread for test 'QueryByBmid2' with id '0e68bce8-8646-4125-a1fc-e219983b9156' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 1 11:04:13 Agent: adapter run thread for test 'QueryByBmid2' with id '0e68bce8-8646-4125-a1fc-e219983b9156' SqlInstrumentProvider Loading instrument Cds (3)

Assert.IsNotNull failed. at FinOM.Analytics.Test.TransactionTests.QueryByBmidWithIDCorrection() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Trades\TransactionTests.cs:line 515

Assert.IsTrue failed. at FinOM.Analytics.Test.TransactionTests.QueryById() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Trades\TransactionTests.cs:line 404

11:04:21 Agent: adapter run thread for test 'QueryByTradeAndOldStrategy' with id 'f36c825f-6557-417c-a0aa-ee5cd367ce56' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 1 11:04:21 Agent: adapter run thread for test 'QueryByTradeAndOldStrategy' with id 'f36c825f-6557-417c-a0aa-ee5cd367ce56' SqlInstrumentProvider Loading instrument Cdi t.insguid in ('9c05cfa3-ed4e-456d-9189-1693225fea60') 11:04:25 Agent: adapter run thread for test 'QueryByTradeAndOldStrategy' with id 'f36c825f-6557-417c-a0aa-ee5cd367ce56' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 136 11:04:25 Agent: adapter run thread for test 'QueryByTradeAndOldStrategy' with id 'f36c825f-6557-417c-a0aa-ee5cd367ce56' SqlInstrumentProvider Loading instrument Trn (19) 11:04:25 Agent: adapter run thread for test 'QueryByTradeAndOldStrategy' with id 'f36c825f-6557-417c-a0aa-ee5cd367ce56' SqlInstrumentProvider Loading instrument Cdi (76) 11:04:25 Agent: adapter run thread for test 'QueryByTradeAndOldStrategy' with id 'f36c825f-6557-417c-a0aa-ee5cd367ce56' SqlInstrumentProvider Loading instrument Cash t.insguid in ('930374ce-2145-4823-a60c-bf8457dff31c') 11:04:28 Agent: adapter run thread for test 'QueryByTradeAndOldStrategy' with id 'f36c825f-6557-417c-a0aa-ee5cd367ce56' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 1 11:04:28 Agent: adapter run thread for test 'QueryByTradeAndOldStrategy' with id 'f36c825f-6557-417c-a0aa-ee5cd367ce56' SqlInstrumentProvider Loading instrument Cdi t.insguid in ('9c05cfa3-ed4e-456d-9189-1693225fea60') 11:04:21 Agent: adapter run thread for test 'QueryByTradeAndOldStrategy' with id 'f36c825f-6557-417c-a0aa-ee5cd367ce56' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 1 11:04:21 Agent: adapter run thread for test 'QueryByTradeAndOldStrategy' with id 'f36c825f-6557-417c-a0aa-ee5cd367ce56' SqlInstrumentProvider Loading instrument Cdi t.insguid in ('9c05cfa3-ed4e-456d-9189-1693225fea60') 11:04:25 Agent: adapter run thread for test 'QueryByTradeAndOldStrategy' with id 'f36c825f-6557-417c-a0aa-ee5cd367ce56' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 136 11:04:25 Agent: adapter run thread for test 'QueryByTradeAndOldStrategy' with id 'f36c825f-6557-417c-a0aa-ee5cd367ce56' SqlInstrumentProvider Loading instrument Trn (19) 11:04:25 Agent: adapter run thread for test 'QueryByTradeAndOldStrategy' with id 'f36c825f-6557-417c-a0aa-ee5cd367ce56' SqlInstrumentProvider Loading instrument Cdi (76) 11:04:25 Agent: adapter run thread for test 'QueryByTradeAndOldStrategy' with id 'f36c825f-6557-417c-a0aa-ee5cd367ce56' SqlInstrumentProvider Loading instrument Cash t.insguid in ('930374ce-2145-4823-a60c-bf8457dff31c') 11:04:28 Agent: adapter run thread for test 'QueryByTradeAndOldStrategy' with id 'f36c825f-6557-417c-a0aa-ee5cd367ce56' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 1 11:04:28 Agent: adapter run thread for test 'QueryByTradeAndOldStrategy' with id 'f36c825f-6557-417c-a0aa-ee5cd367ce56' SqlInstrumentProvider Loading instrument Cdi t.insguid in ('9c05cfa3-ed4e-456d-9189-1693225fea60')

11:04:29 Agent: adapter run thread for test 'RetrieveTradesUsingStartWith' with id 'bfe1ba4a-4b22-44d5-9a67-894e1e84fe55' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 6 11:04:29 Agent: adapter run thread for test 'RetrieveTradesUsingStartWith' with id 'bfe1ba4a-4b22-44d5-9a67-894e1e84fe55' SqlInstrumentProvider Loading instrument EqiVar (6) 11:04:29 Agent: adapter run thread for test 'RetrieveTradesUsingStartWith' with id 'bfe1ba4a-4b22-44d5-9a67-894e1e84fe55' SqlInstrumentProvider Loading instrument Cds t.insguid in ('d1c581cc-764c-480e-9617-3472763c9cc3') 11:04:29 Agent: adapter run thread for test 'RetrieveTradesUsingStartWith' with id 'bfe1ba4a-4b22-44d5-9a67-894e1e84fe55' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 6 11:04:29 Agent: adapter run thread for test 'RetrieveTradesUsingStartWith' with id 'bfe1ba4a-4b22-44d5-9a67-894e1e84fe55' SqlInstrumentProvider Loading instrument EqiVar (6) 11:04:29 Agent: adapter run thread for test 'RetrieveTradesUsingStartWith' with id 'bfe1ba4a-4b22-44d5-9a67-894e1e84fe55' SqlInstrumentProvider Loading instrument Cds t.insguid in ('d1c581cc-764c-480e-9617-3472763c9cc3')

11:04:30 Agent: adapter run thread for test 'RetrieveTrnTrades' with id '32884738-02d1-4783-8ae4-259c1433b3db' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 46 11:04:30 Agent: adapter run thread for test 'RetrieveTrnTrades' with id '32884738-02d1-4783-8ae4-259c1433b3db' SqlInstrumentProvider Loading instrument Trn (26) 11:04:30 Agent: adapter run thread for test 'RetrieveTrnTrades' with id '32884738-02d1-4783-8ae4-259c1433b3db' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 46 11:04:30 Agent: adapter run thread for test 'RetrieveTrnTrades' with id '32884738-02d1-4783-8ae4-259c1433b3db' SqlInstrumentProvider Loading instrument Trn (26)

11:04:30 Agent: adapter run thread for test 'SumNotionalOfGeneratedTrades' with id '28e64a3a-5d5a-4ff2-aba3-158cb0cf8f63' Built trades in 131 ms 11:04:31 Agent: adapter run thread for test 'SumNotionalOfGeneratedTrades' with id '28e64a3a-5d5a-4ff2-aba3-158cb0cf8f63' Net Notional Calced in 708 ms 11:04:31 Agent: adapter run thread for test 'SumNotionalOfGeneratedTrades' with id '28e64a3a-5d5a-4ff2-aba3-158cb0cf8f63' Terminated trades in 53 ms 11:04:32 Agent: adapter run thread for test 'SumNotionalOfGeneratedTrades' with id '28e64a3a-5d5a-4ff2-aba3-158cb0cf8f63' Net Notional on PTermed calced in 519 ms 11:04:30 Agent: adapter run thread for test 'SumNotionalOfGeneratedTrades' with id '28e64a3a-5d5a-4ff2-aba3-158cb0cf8f63' Built trades in 131 ms 11:04:31 Agent: adapter run thread for test 'SumNotionalOfGeneratedTrades' with id '28e64a3a-5d5a-4ff2-aba3-158cb0cf8f63' Net Notional Calced in 708 ms 11:04:31 Agent: adapter run thread for test 'SumNotionalOfGeneratedTrades' with id '28e64a3a-5d5a-4ff2-aba3-158cb0cf8f63' Terminated trades in 53 ms 11:04:32 Agent: adapter run thread for test 'SumNotionalOfGeneratedTrades' with id '28e64a3a-5d5a-4ff2-aba3-158cb0cf8f63' Net Notional on PTermed calced in 519 ms

11:04:35 Agent: adapter run thread for test 'TestQueryTrs' with id '4b4b5500-fccf-47be-a5d5-b42c3aca1d50' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 1 11:04:35 Agent: adapter run thread for test 'TestQueryTrs' with id '4b4b5500-fccf-47be-a5d5-b42c3aca1d50' SqlInstrumentProvider Loading instrument EqiTrs t.insguid in ('12a91ebe-e7c9-de11-be95-00145ef56a90') 11:04:35 Agent: adapter run thread for test 'TestQueryTrs' with id '4b4b5500-fccf-47be-a5d5-b42c3aca1d50' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 1 11:04:35 Agent: adapter run thread for test 'TestQueryTrs' with id '4b4b5500-fccf-47be-a5d5-b42c3aca1d50' SqlInstrumentProvider Loading instrument EqiTrs t.insguid in ('12a91ebe-e7c9-de11-be95-00145ef56a90')

11:04:37 Agent: adapter run thread for test 'TestTradeActiveBetween' with id '6d24fbd9-4658-487e-9484-603e0638c618' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 1 11:04:37 Agent: adapter run thread for test 'TestTradeActiveBetween' with id '6d24fbd9-4658-487e-9484-603e0638c618' SqlInstrumentProvider Loading instrument EqyDiv t.insguid in ('734e0665-179b-4ca0-81ac-06f846bb2fab') 11:04:37 Agent: adapter run thread for test 'TestTradeActiveBetween' with id '6d24fbd9-4658-487e-9484-603e0638c618' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 1 11:04:37 Agent: adapter run thread for test 'TestTradeActiveBetween' with id '6d24fbd9-4658-487e-9484-603e0638c618' SqlInstrumentProvider Loading instrument EqyDiv t.insguid in ('734e0665-179b-4ca0-81ac-06f846bb2fab')

Test method FinOM.Analytics.Test.UnmodelledInstrumentTest.MarketDataTest threw exception: System.NotImplementedException: Cannot Price UnmodelledInstrument. Use SierraPrice or SierraPriceScenario at BM.FinOM.FinanceCore.UnmodelledInstrument.<get_Price>b__0() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\FinanceCore\UnmodelledInstrument.cs:line 52 at ExceptionRecorder.ExceptionRecorderVB.ExceptionRecorder.RecordException[T](Func`1 func, Action`1 onError) in E:\TeamCity_Data\Build\Sierra\src\FinOM\ExceptionRecorder\ExceptionRecorder\ExceptionRecorder.vb:line 7 at BM.FinOM.Cells.Cell`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\Cell.cs:line 547 at FinOM.Analytics.Test.UnmodelledInstrumentTest.MarketDataTest() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Trades\UnmodelledInstrumentTest.cs:line 33

Test method FinOM.Core.Test.SparseDataTests.BasicReadSqlMemory threw exception: System.NullReferenceException: Object reference not set to an instance of an object. at BM.FinOM.SparseData.SparseSQLProvider.GetSparseName(String sparseClassName, String name) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\SparseData\SparseProvider.cs:line 285 at BM.FinOM.SparseData.SparseSQLProvider.GetMemoryFor(String ticker) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\SparseData\SparseProvider.cs:line 159 at FinOM.Core.Test.SparseDataTests.BasicReadSqlMemory() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\SparseData\SparseDataTest.cs:line 270

Assert.AreEqual failed. Expected:<True>. Actual:<False>. at FinOM.Core.Test.SparseDataTests.FillSparseMemorySimpleDelete() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\SparseData\SparseDataTest.cs:line 106

11:04:42 Agent: adapter run thread for test 'JumpRatingsScenarioTest' with id '77d69b8b-b0c9-4292-982c-9ae5a7aef5aa' GetChanges 0 11:04:42 Agent: adapter run thread for test 'JumpRatingsScenarioTest' with id '77d69b8b-b0c9-4292-982c-9ae5a7aef5aa' GetChanges 0

11:04:44 Agent: adapter run thread for test 'JumpRatingsSqlProvider1' with id '217502d5-5eb5-4c55-9de8-cd6efe6fc598' GetChanges 0 11:04:44 Agent: adapter run thread for test 'JumpRatingsSqlProvider1' with id '217502d5-5eb5-4c55-9de8-cd6efe6fc598' GetChanges 0

11:04:46 Agent: adapter run thread for test 'SparseSqlProviderGetChanges1' with id '96dda5e8-6d62-4bdc-aacb-c31c139c382f' GetChanges 0 11:04:46 Agent: adapter run thread for test 'SparseSqlProviderGetChanges1' with id '96dda5e8-6d62-4bdc-aacb-c31c139c382f' GetChanges 1 11:04:46 Agent: adapter run thread for test 'SparseSqlProviderGetChanges1' with id '96dda5e8-6d62-4bdc-aacb-c31c139c382f' GetChanges 0 11:04:46 Agent: adapter run thread for test 'SparseSqlProviderGetChanges1' with id '96dda5e8-6d62-4bdc-aacb-c31c139c382f' GetChanges 1

11:04:46 Agent: adapter run thread for test 'SparseSqlProviderGetChanges2' with id '7557fdd2-dbb7-488a-b063-3522ecec6771' GetChanges 0 11:04:46 Agent: adapter run thread for test 'SparseSqlProviderGetChanges2' with id '7557fdd2-dbb7-488a-b063-3522ecec6771' GetChanges 0

Test method FinOM.Test.Analytics.StrategyTest.SparseStrategyScenarioGetStrategyOverTime threw exception: System.Exception: Duplicate strategies found TIMBCA_04. Make sure that there are no duplicate strids in strategyasof valid on date 1/1/2007 12:00:00 AM ---> System.ArgumentException: An item with the same key has already been added. at System.ThrowHelper.ThrowArgumentException(ExceptionResource resource) at System.Collections.Generic.Dictionary`2.Insert(TKey key, TValue value, Boolean add) at System.Linq.Enumerable.ToDictionary[TSource,TKey,TElement](IEnumerable`1 source, Func`2 keySelector, Func`2 elementSelector, IEqualityComparer`1 comparer) at System.Linq.Enumerable.ToDictionary[TSource,TKey](IEnumerable`1 source, Func`2 keySelector) at BM.FinOM.Trades.FundHierarchy.<get_StrategyMap>b__0() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Trades\Strategy.cs:line 445 --- End of inner exception stack trace --- at BM.FinOM.Trades.FundHierarchy.<get_StrategyMap>b__0() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Trades\Strategy.cs:line 449 at ExceptionRecorder.ExceptionRecorderVB.ExceptionRecorder.RecordException[T](Func`1 func, Action`1 onError) in E:\TeamCity_Data\Build\Sierra\src\FinOM\ExceptionRecorder\ExceptionRecorder\ExceptionRecorder.vb:line 7 at BM.FinOM.Cells.Cell`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\Cell.cs:line 547 at BM.FinOM.Cells.CellName`1.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1246 at BM.FinOM.Cells.CellName`2.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 138 at BM.FinOM.Cells.CellName`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1274 at FinOM.Test.Analytics.StrategyTest.SparseStrategyScenarioGetStrategyOverTime() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Trades\StrategyTest.cs:line 129

Assert.IsTrue failed. at FinOM.Test.Cells.AnonymousCellTests.TestRecursion() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Cells\CellTest.cs:line 1855

Assert.IsFalse failed. Cells not in the stack should not be affected at FinOM.Test.Cells.AnonymousCellTests.TestSharedBaseScenario() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Cells\CellTest.cs:line 1764

Assert.AreEqual failed. Expected:<35>. Actual:<26>. at FinOM.Test.Cells.CellMathTests.AddCellAndInt() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Cells\CellTest.cs:line 1185

Assert.AreEqual failed. Expected:<9/23/2011>. Actual:<3/23/2011>. at FinOM.Test.Cells.CellMathTests.AddCellDateAndDateInterval() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Cells\CellTest.cs:line 1486

Assert.AreEqual failed. Expected:<8/23/2011>. Actual:<2/23/2011>. at FinOM.Test.Cells.CellMathTests.AddCellDates() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Cells\CellTest.cs:line 1466

Assert.AreEqual failed. Expected:<ozbx>. Actual:<azbx>. at FinOM.Test.Cells.CellMathTests.AddCellStringAndString() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Cells\CellTest.cs:line 1234

Assert.AreEqual failed. Expected:<snorkbar>. Actual:<foobar>. at FinOM.Test.Cells.CellMathTests.AddCellStrings() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Cells\CellTest.cs:line 1209

Assert.AreEqual failed. Expected:<26>. Actual:<16>. at FinOM.Test.Cells.CellMathTests.AddViaCell2Long() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Cells\CellTest.cs:line 934

Assert.AreEqual failed. Expected:<25>. Actual:<15>. at FinOM.Test.Cells.CellMathTests.AddViaCell3Long() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Cells\CellTest.cs:line 971

Assert.IsTrue failed. Expected {21 2 23} encountered {21 2 13} at FinOM.Test.Cells.CellMathTests.AssertEqualValues[T](IEnumerable`1 values, IEnumerable`1 names) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Cells\CellTest.cs:line 1494 at FinOM.Test.Cells.CellMathTests.DerivedSum(Action`3 initialization) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Cells\CellTest.cs:line 1034 at FinOM.Test.Cells.CellMathTests.AddViaCellNameWithCells() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Cells\CellTest.cs:line 1109

Assert.IsTrue failed. Expected {21 2 23} encountered {21 2 13} at FinOM.Test.Cells.CellMathTests.AssertEqualValues[T](IEnumerable`1 values, IEnumerable`1 names) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Cells\CellTest.cs:line 1494 at FinOM.Test.Cells.CellMathTests.DerivedSum(Action`3 initialization) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Cells\CellTest.cs:line 1034 at FinOM.Test.Cells.CellMathTests.AddViaCells() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Cells\CellTest.cs:line 1083

Assert.IsTrue failed. Expected {21 2 23} encountered {21 2 13} at FinOM.Test.Cells.CellMathTests.AssertEqualValues[T](IEnumerable`1 values, IEnumerable`1 names) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Cells\CellTest.cs:line 1494 at FinOM.Test.Cells.CellMathTests.AddViaCellsLong() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Cells\CellTest.cs:line 898

Assert.AreEqual failed. Expected:<23>. Actual:<3>. at FinOM.Test.Cells.CellMathTests.AddViaCellsLongDebug() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Cells\CellTest.cs:line 1002

11:05:06 Agent: adapter run thread for test 'NestedScenarioTest' with id '44777337-e009-4c15-8851-a1de9afef7e5' Warning: Cell<double>(FinOM.Test.Cells.CellTest+MockObj.Two=real=2.4) in: nested 577374926 is higher than eval sheet 2 11:05:06 Agent: adapter run thread for test 'NestedScenarioTest' with id '44777337-e009-4c15-8851-a1de9afef7e5' Warning: Cell<double>(FinOM.Test.Cells.CellTest+MockObj.Two=real=2.4) in: nested 577374926 is higher than eval sheet 2

11:05:06 Agent: adapter run thread for test 'NestedScenarioTest2' with id 'fbb4a280-c9ff-4b4d-972b-cd456d39c16e' Warning: Cell<double>(FinOM.Test.Cells.CellTest+MockObj.Three=real=2.3) in: nested -94308202 is higher than eval sheet 1 11:05:06 Agent: adapter run thread for test 'NestedScenarioTest2' with id 'fbb4a280-c9ff-4b4d-972b-cd456d39c16e' Warning: Cell<double>(FinOM.Test.Cells.CellTest+MockObj.Three=real=2.3) in: nested -94308202 is higher than eval sheet 1

11:12:36 Agent: adapter run thread for test 'AccruedDaysTest' with id '32874cf0-9f02-4e48-b67f-5da736f556d7' BeginTask Retrieve Market Data 11:12:36 Agent: adapter run thread for test 'AccruedDaysTest' with id '32874cf0-9f02-4e48-b67f-5da736f556d7' reading market snapshot... 11:12:37 Agent: adapter run thread for test 'AccruedDaysTest' with id '32874cf0-9f02-4e48-b67f-5da736f556d7' market snapshot read in 1.865306 \\bcna.corp\DFS\BMData\market\2010-12-21\2010-12-21_2010-12-22T024300Z_temp.bin 11:12:37 Agent: adapter run thread for test 'AccruedDaysTest' with id '32874cf0-9f02-4e48-b67f-5da736f556d7' EndTask Retrieve Market Data 00:00:01.8667863 11:12:37 Agent: adapter run thread for test 'AccruedDaysTest' with id '32874cf0-9f02-4e48-b67f-5da736f556d7' reading market changes... 11:12:38 Agent: adapter run thread for test 'AccruedDaysTest' with id '32874cf0-9f02-4e48-b67f-5da736f556d7' finished reading market changes in 0.2265712 \\bcna.corp\DFS\BMData\market\2010-12-21\2010-12-21_2010-12-22T024300Z_temp.bin 11:12:36 Agent: adapter run thread for test 'AccruedDaysTest' with id '32874cf0-9f02-4e48-b67f-5da736f556d7' BeginTask Retrieve Market Data 11:12:36 Agent: adapter run thread for test 'AccruedDaysTest' with id '32874cf0-9f02-4e48-b67f-5da736f556d7' reading market snapshot... 11:12:37 Agent: adapter run thread for test 'AccruedDaysTest' with id '32874cf0-9f02-4e48-b67f-5da736f556d7' market snapshot read in 1.865306 \\bcna.corp\DFS\BMData\market\2010-12-21\2010-12-21_2010-12-22T024300Z_temp.bin 11:12:37 Agent: adapter run thread for test 'AccruedDaysTest' with id '32874cf0-9f02-4e48-b67f-5da736f556d7' EndTask Retrieve Market Data 00:00:01.8667863 11:12:37 Agent: adapter run thread for test 'AccruedDaysTest' with id '32874cf0-9f02-4e48-b67f-5da736f556d7' reading market changes... 11:12:38 Agent: adapter run thread for test 'AccruedDaysTest' with id '32874cf0-9f02-4e48-b67f-5da736f556d7' finished reading market changes in 0.2265712 \\bcna.corp\DFS\BMData\market\2010-12-21\2010-12-21_2010-12-22T024300Z_temp.bin

Assert.IsTrue failed. HEI_8.5%_OCT19 at FinOM.Test.Credit.BondTest.CDSSpreadMonotonicityTest(IBond bond) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Securities\BondTest.cs:line 304 at FinOM.Test.Credit.BondTest.CDSSpreadMonotonicityTest() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Securities\BondTest.cs:line 283

Bnd 180 Mbs 41 Frn 17 Clo 51 Hybrid 3

11:14:54 Agent: adapter run thread for test 'CdiIrdv01' with id 'd9c6e09b-a00a-4b7b-911d-203f1db9e8e0' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 970 11:14:54 Agent: adapter run thread for test 'CdiIrdv01' with id 'd9c6e09b-a00a-4b7b-911d-203f1db9e8e0' SqlInstrumentProvider Loading instrument Cdi (288) 11:15:21 Agent: adapter run thread for test 'CdiIrdv01' with id 'd9c6e09b-a00a-4b7b-911d-203f1db9e8e0' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 970 11:15:21 Agent: adapter run thread for test 'CdiIrdv01' with id 'd9c6e09b-a00a-4b7b-911d-203f1db9e8e0' SqlInstrumentProvider Loading instrument Cdi (288) 11:14:54 Agent: adapter run thread for test 'CdiIrdv01' with id 'd9c6e09b-a00a-4b7b-911d-203f1db9e8e0' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 970 11:14:54 Agent: adapter run thread for test 'CdiIrdv01' with id 'd9c6e09b-a00a-4b7b-911d-203f1db9e8e0' SqlInstrumentProvider Loading instrument Cdi (288) 11:15:21 Agent: adapter run thread for test 'CdiIrdv01' with id 'd9c6e09b-a00a-4b7b-911d-203f1db9e8e0' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 970 11:15:21 Agent: adapter run thread for test 'CdiIrdv01' with id 'd9c6e09b-a00a-4b7b-911d-203f1db9e8e0' SqlInstrumentProvider Loading instrument Cdi (288) Assert.IsFalse failed. position-69740961 at FinOM.Test.Credit.CDITest.CdiIrdv01() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Credit\CDITest.cs:line 257

11:16:43 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' pricing BHII.D_JUN14_0-3_0_UF on pricingDate=12/22/2010 11:16:44 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' loss grid model LossGridModel<BHII.D_20JUN14> basisRatio=1 11:16:46 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' loss grid model LossGridModel<BHII.D_20JUN14> basisRatio=1 11:16:47 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' calibrating mapped grid for LossGridModel<BHII.D_20JUN14> on calibrationDate=12/22/2010 11:16:48 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' calibrating loss grid for LossGridModel<BM.BSPK9.X125_20DEC14>_GI:3 in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2014 gridInterval=3 11:16:48 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' calibrating loss grid for LossGridModel<CDX9_20DEC14> in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2014 gridInterval=3 11:16:55 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' loss grid model LossGridModel<CDX9_20DEC14> basisRatio=0.956166044634306 11:17:01 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' finished calibrating grid for LossGridModel<CDX9_20DEC14> 11:17:07 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' loss grid model LossGridModel<BM.BSPK9.X125_20DEC14>_GI:3 basisRatio=1.22106800437852 11:17:14 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' finished calibrating grid for LossGridModel<BM.BSPK9.X125_20DEC14>_GI:3 11:17:17 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' Warning: Cell<NativeHandle>(BM.FinOM.Credit.LossGridCDOCollateral.LossGridCDOCollateral=derived=NativeHandle<1090985624>) in: BucketedCreditCurveShock 796825660 is higher than eval sheet BasketInstrumentDeltas 11:17:17 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' tranche annuity pricer for BHII.D_JUN14_0-3_0_UF in BasketInstrumentDeltas 11:17:17 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' pricing BHII.D_JUN14_0-3_500_UF on pricingDate=12/22/2010 11:17:18 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' loss grid model LossGridModel<BHII.D_20JUN14> basisRatio=1 11:17:20 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' loss grid model LossGridModel<BHII.D_20JUN14> basisRatio=1 11:17:21 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' calibrating mapped grid for LossGridModel<BHII.D_20JUN14> on calibrationDate=12/22/2010 11:17:21 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' calibrating loss grid for LossGridModel<BM.BSPK9.X125_20DEC14>_GI:3 in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2014 gridInterval=3 11:17:21 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' calibrating loss grid for LossGridModel<CDX9_20DEC14> in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2014 gridInterval=3 11:17:28 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' loss grid model LossGridModel<CDX9_20DEC14> basisRatio=0.956166044634306 11:17:34 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' finished calibrating grid for LossGridModel<CDX9_20DEC14> 11:17:40 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' loss grid model LossGridModel<BM.BSPK9.X125_20DEC14>_GI:3 basisRatio=1.22106800437852 11:17:48 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' finished calibrating grid for LossGridModel<BM.BSPK9.X125_20DEC14>_GI:3 11:17:50 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' Warning: Cell<NativeHandle>(BM.FinOM.Credit.LossGridCDOCollateral.LossGridCDOCollateral=derived=NativeHandle<1391540824>) in: BucketedCreditCurveShock 812400780 is higher than eval sheet BasketInstrumentDeltas 11:16:43 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' pricing BHII.D_JUN14_0-3_0_UF on pricingDate=12/22/2010 11:16:44 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' loss grid model LossGridModel<BHII.D_20JUN14> basisRatio=1 11:16:46 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' loss grid model LossGridModel<BHII.D_20JUN14> basisRatio=1 11:16:47 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' calibrating mapped grid for LossGridModel<BHII.D_20JUN14> on calibrationDate=12/22/2010 11:16:48 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' calibrating loss grid for LossGridModel<BM.BSPK9.X125_20DEC14>_GI:3 in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2014 gridInterval=3 11:16:48 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' calibrating loss grid for LossGridModel<CDX9_20DEC14> in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2014 gridInterval=3 11:16:55 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' loss grid model LossGridModel<CDX9_20DEC14> basisRatio=0.956166044634306 11:17:01 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' finished calibrating grid for LossGridModel<CDX9_20DEC14> 11:17:07 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' loss grid model LossGridModel<BM.BSPK9.X125_20DEC14>_GI:3 basisRatio=1.22106800437852 11:17:14 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' finished calibrating grid for LossGridModel<BM.BSPK9.X125_20DEC14>_GI:3 11:17:17 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' Warning: Cell<NativeHandle>(BM.FinOM.Credit.LossGridCDOCollateral.LossGridCDOCollateral=derived=NativeHandle<1090985624>) in: BucketedCreditCurveShock 796825660 is higher than eval sheet BasketInstrumentDeltas 11:17:17 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' tranche annuity pricer for BHII.D_JUN14_0-3_0_UF in BasketInstrumentDeltas 11:17:17 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' pricing BHII.D_JUN14_0-3_500_UF on pricingDate=12/22/2010 11:17:18 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' loss grid model LossGridModel<BHII.D_20JUN14> basisRatio=1 11:17:20 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' loss grid model LossGridModel<BHII.D_20JUN14> basisRatio=1 11:17:21 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' calibrating mapped grid for LossGridModel<BHII.D_20JUN14> on calibrationDate=12/22/2010 11:17:21 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' calibrating loss grid for LossGridModel<BM.BSPK9.X125_20DEC14>_GI:3 in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2014 gridInterval=3 11:17:21 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' calibrating loss grid for LossGridModel<CDX9_20DEC14> in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2014 gridInterval=3 11:17:28 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' loss grid model LossGridModel<CDX9_20DEC14> basisRatio=0.956166044634306 11:17:34 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' finished calibrating grid for LossGridModel<CDX9_20DEC14> 11:17:40 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' loss grid model LossGridModel<BM.BSPK9.X125_20DEC14>_GI:3 basisRatio=1.22106800437852 11:17:48 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' finished calibrating grid for LossGridModel<BM.BSPK9.X125_20DEC14>_GI:3 11:17:50 Agent: adapter run thread for test 'AnnuityDeltaPricerTest' with id '876f5623-738a-401a-93c9-ebd683855d83' Warning: Cell<NativeHandle>(BM.FinOM.Credit.LossGridCDOCollateral.LossGridCDOCollateral=derived=NativeHandle<1391540824>) in: BucketedCreditCurveShock 812400780 is higher than eval sheet BasketInstrumentDeltas

11:17:50 Agent: adapter run thread for test 'AnnuityPricerTest' with id '4ee58c11-b942-47a0-9778-b15d744100fa' pricing CDX9_DEC12_0-5 on pricingDate=12/22/2010 11:17:57 Agent: adapter run thread for test 'AnnuityPricerTest' with id '4ee58c11-b942-47a0-9778-b15d744100fa' loss grid model LossGridModel<CDX9_20DEC12> basisRatio=0.956166044634306 11:17:59 Agent: adapter run thread for test 'AnnuityPricerTest' with id '4ee58c11-b942-47a0-9778-b15d744100fa' calibrating loss grid for LossGridModel<CDX9_20DEC12> in TrancheAnnuityPricer on 12/22/2010. TargetMaturity=12/20/2012 gridInterval=3 11:18:03 Agent: adapter run thread for test 'AnnuityPricerTest' with id '4ee58c11-b942-47a0-9778-b15d744100fa' finished calibrating grid for LossGridModel<CDX9_20DEC12> 11:18:03 Agent: adapter run thread for test 'AnnuityPricerTest' with id '4ee58c11-b942-47a0-9778-b15d744100fa' tranche annuity pricer for CDX9_DEC12_0-5 in TrancheAnnuityPricer 11:18:03 Agent: adapter run thread for test 'AnnuityPricerTest' with id '4ee58c11-b942-47a0-9778-b15d744100fa' pricing CDX9_DEC12_0-5 on pricingDate=12/22/2010 11:18:10 Agent: adapter run thread for test 'AnnuityPricerTest' with id '4ee58c11-b942-47a0-9778-b15d744100fa' loss grid model LossGridModel<CDX9_20DEC12> basisRatio=0.956166044634306 11:18:12 Agent: adapter run thread for test 'AnnuityPricerTest' with id '4ee58c11-b942-47a0-9778-b15d744100fa' calibrating loss grid for LossGridModel<CDX9_20DEC12> in TrancheAnnuityPricer on 12/22/2010. TargetMaturity=12/20/2012 gridInterval=3 11:18:17 Agent: adapter run thread for test 'AnnuityPricerTest' with id '4ee58c11-b942-47a0-9778-b15d744100fa' finished calibrating grid for LossGridModel<CDX9_20DEC12> 11:17:50 Agent: adapter run thread for test 'AnnuityPricerTest' with id '4ee58c11-b942-47a0-9778-b15d744100fa' pricing CDX9_DEC12_0-5 on pricingDate=12/22/2010 11:17:57 Agent: adapter run thread for test 'AnnuityPricerTest' with id '4ee58c11-b942-47a0-9778-b15d744100fa' loss grid model LossGridModel<CDX9_20DEC12> basisRatio=0.956166044634306 11:17:59 Agent: adapter run thread for test 'AnnuityPricerTest' with id '4ee58c11-b942-47a0-9778-b15d744100fa' calibrating loss grid for LossGridModel<CDX9_20DEC12> in TrancheAnnuityPricer on 12/22/2010. TargetMaturity=12/20/2012 gridInterval=3 11:18:03 Agent: adapter run thread for test 'AnnuityPricerTest' with id '4ee58c11-b942-47a0-9778-b15d744100fa' finished calibrating grid for LossGridModel<CDX9_20DEC12> 11:18:03 Agent: adapter run thread for test 'AnnuityPricerTest' with id '4ee58c11-b942-47a0-9778-b15d744100fa' tranche annuity pricer for CDX9_DEC12_0-5 in TrancheAnnuityPricer 11:18:03 Agent: adapter run thread for test 'AnnuityPricerTest' with id '4ee58c11-b942-47a0-9778-b15d744100fa' pricing CDX9_DEC12_0-5 on pricingDate=12/22/2010 11:18:10 Agent: adapter run thread for test 'AnnuityPricerTest' with id '4ee58c11-b942-47a0-9778-b15d744100fa' loss grid model LossGridModel<CDX9_20DEC12> basisRatio=0.956166044634306 11:18:12 Agent: adapter run thread for test 'AnnuityPricerTest' with id '4ee58c11-b942-47a0-9778-b15d744100fa' calibrating loss grid for LossGridModel<CDX9_20DEC12> in TrancheAnnuityPricer on 12/22/2010. TargetMaturity=12/20/2012 gridInterval=3 11:18:17 Agent: adapter run thread for test 'AnnuityPricerTest' with id '4ee58c11-b942-47a0-9778-b15d744100fa' finished calibrating grid for LossGridModel<CDX9_20DEC12>

11:18:19 Agent: adapter run thread for test 'AssignIntoDealerBids' with id 'dcef8316-4b8b-40cf-8661-b8045dbcec50' BeginTask Retrieve Market Data 11:18:19 Agent: adapter run thread for test 'AssignIntoDealerBids' with id 'dcef8316-4b8b-40cf-8661-b8045dbcec50' reading market snapshot... 11:18:21 Agent: adapter run thread for test 'AssignIntoDealerBids' with id 'dcef8316-4b8b-40cf-8661-b8045dbcec50' market snapshot read in 1.4092338 \\bcna.corp\DFS\BMData\market\2009-06-05\2009-06-05_2009-06-08T155428Z_temp.bin 11:18:21 Agent: adapter run thread for test 'AssignIntoDealerBids' with id 'dcef8316-4b8b-40cf-8661-b8045dbcec50' EndTask Retrieve Market Data 00:00:01.4101452 11:18:21 Agent: adapter run thread for test 'AssignIntoDealerBids' with id 'dcef8316-4b8b-40cf-8661-b8045dbcec50' reading market changes... 11:18:21 Agent: adapter run thread for test 'AssignIntoDealerBids' with id 'dcef8316-4b8b-40cf-8661-b8045dbcec50' finished reading market changes in 0.6123282 \\bcna.corp\DFS\BMData\market\2009-06-05\2009-06-05_2009-06-08T155428Z_temp.bin 11:18:19 Agent: adapter run thread for test 'AssignIntoDealerBids' with id 'dcef8316-4b8b-40cf-8661-b8045dbcec50' BeginTask Retrieve Market Data 11:18:19 Agent: adapter run thread for test 'AssignIntoDealerBids' with id 'dcef8316-4b8b-40cf-8661-b8045dbcec50' reading market snapshot... 11:18:21 Agent: adapter run thread for test 'AssignIntoDealerBids' with id 'dcef8316-4b8b-40cf-8661-b8045dbcec50' market snapshot read in 1.4092338 \\bcna.corp\DFS\BMData\market\2009-06-05\2009-06-05_2009-06-08T155428Z_temp.bin 11:18:21 Agent: adapter run thread for test 'AssignIntoDealerBids' with id 'dcef8316-4b8b-40cf-8661-b8045dbcec50' EndTask Retrieve Market Data 00:00:01.4101452 11:18:21 Agent: adapter run thread for test 'AssignIntoDealerBids' with id 'dcef8316-4b8b-40cf-8661-b8045dbcec50' reading market changes... 11:18:21 Agent: adapter run thread for test 'AssignIntoDealerBids' with id 'dcef8316-4b8b-40cf-8661-b8045dbcec50' finished reading market changes in 0.6123282 \\bcna.corp\DFS\BMData\market\2009-06-05\2009-06-05_2009-06-08T155428Z_temp.bin

11:18:23 Agent: adapter run thread for test 'BestBidDealers' with id 'cb71d78d-8443-4dec-90ea-064bafa98daf' BeginTask Retrieve Market Data 11:18:23 Agent: adapter run thread for test 'BestBidDealers' with id 'cb71d78d-8443-4dec-90ea-064bafa98daf' reading market snapshot... 11:18:25 Agent: adapter run thread for test 'BestBidDealers' with id 'cb71d78d-8443-4dec-90ea-064bafa98daf' market snapshot read in 1.4287658 \\bcna.corp\DFS\BMData\market\2009-02-11\2009-02-11_2009-02-12T030026Z_temp.bin 11:18:25 Agent: adapter run thread for test 'BestBidDealers' with id 'cb71d78d-8443-4dec-90ea-064bafa98daf' EndTask Retrieve Market Data 00:00:01.4293552 11:18:25 Agent: adapter run thread for test 'BestBidDealers' with id 'cb71d78d-8443-4dec-90ea-064bafa98daf' reading market changes... 11:18:26 Agent: adapter run thread for test 'BestBidDealers' with id 'cb71d78d-8443-4dec-90ea-064bafa98daf' finished reading market changes in 1.2100074 \\bcna.corp\DFS\BMData\market\2009-02-11\2009-02-11_2009-02-12T030026Z_temp.bin 11:18:23 Agent: adapter run thread for test 'BestBidDealers' with id 'cb71d78d-8443-4dec-90ea-064bafa98daf' BeginTask Retrieve Market Data 11:18:23 Agent: adapter run thread for test 'BestBidDealers' with id 'cb71d78d-8443-4dec-90ea-064bafa98daf' reading market snapshot... 11:18:25 Agent: adapter run thread for test 'BestBidDealers' with id 'cb71d78d-8443-4dec-90ea-064bafa98daf' market snapshot read in 1.4287658 \\bcna.corp\DFS\BMData\market\2009-02-11\2009-02-11_2009-02-12T030026Z_temp.bin 11:18:25 Agent: adapter run thread for test 'BestBidDealers' with id 'cb71d78d-8443-4dec-90ea-064bafa98daf' EndTask Retrieve Market Data 00:00:01.4293552 11:18:25 Agent: adapter run thread for test 'BestBidDealers' with id 'cb71d78d-8443-4dec-90ea-064bafa98daf' reading market changes... 11:18:26 Agent: adapter run thread for test 'BestBidDealers' with id 'cb71d78d-8443-4dec-90ea-064bafa98daf' finished reading market changes in 1.2100074 \\bcna.corp\DFS\BMData\market\2009-02-11\2009-02-11_2009-02-12T030026Z_temp.bin

11:18:28 Agent: adapter run thread for test 'BestDealerBidAcrossDates' with id 'ccd1265e-4cad-426b-9634-ba402fcac814' BeginTask Retrieve Market Data 11:18:28 Agent: adapter run thread for test 'BestDealerBidAcrossDates' with id 'ccd1265e-4cad-426b-9634-ba402fcac814' reading market snapshot... 11:18:29 Agent: adapter run thread for test 'BestDealerBidAcrossDates' with id 'ccd1265e-4cad-426b-9634-ba402fcac814' market snapshot read in 1.5957644 \\bcna.corp\DFS\BMData\market\2009-02-10\2009-02-10_2009-02-11T220505Z_temp.bin 11:18:29 Agent: adapter run thread for test 'BestDealerBidAcrossDates' with id 'ccd1265e-4cad-426b-9634-ba402fcac814' EndTask Retrieve Market Data 00:00:01.5965259 11:18:29 Agent: adapter run thread for test 'BestDealerBidAcrossDates' with id 'ccd1265e-4cad-426b-9634-ba402fcac814' reading market changes... 11:18:32 Agent: adapter run thread for test 'BestDealerBidAcrossDates' with id 'ccd1265e-4cad-426b-9634-ba402fcac814' finished reading market changes in 3.0967986 \\bcna.corp\DFS\BMData\market\2009-02-10\2009-02-10_2009-02-11T220505Z_temp.bin 11:18:28 Agent: adapter run thread for test 'BestDealerBidAcrossDates' with id 'ccd1265e-4cad-426b-9634-ba402fcac814' BeginTask Retrieve Market Data 11:18:28 Agent: adapter run thread for test 'BestDealerBidAcrossDates' with id 'ccd1265e-4cad-426b-9634-ba402fcac814' reading market snapshot... 11:18:29 Agent: adapter run thread for test 'BestDealerBidAcrossDates' with id 'ccd1265e-4cad-426b-9634-ba402fcac814' market snapshot read in 1.5957644 \\bcna.corp\DFS\BMData\market\2009-02-10\2009-02-10_2009-02-11T220505Z_temp.bin 11:18:29 Agent: adapter run thread for test 'BestDealerBidAcrossDates' with id 'ccd1265e-4cad-426b-9634-ba402fcac814' EndTask Retrieve Market Data 00:00:01.5965259 11:18:29 Agent: adapter run thread for test 'BestDealerBidAcrossDates' with id 'ccd1265e-4cad-426b-9634-ba402fcac814' reading market changes... 11:18:32 Agent: adapter run thread for test 'BestDealerBidAcrossDates' with id 'ccd1265e-4cad-426b-9634-ba402fcac814' finished reading market changes in 3.0967986 \\bcna.corp\DFS\BMData\market\2009-02-10\2009-02-10_2009-02-11T220505Z_temp.bin

11:18:34 Agent: adapter run thread for test 'BestDealerUpfrontBid' with id '11bc6f4c-af92-4196-b04b-38b5c47dce8f' BeginTask Retrieve Market Data 11:18:34 Agent: adapter run thread for test 'BestDealerUpfrontBid' with id '11bc6f4c-af92-4196-b04b-38b5c47dce8f' reading market snapshot... 11:18:36 Agent: adapter run thread for test 'BestDealerUpfrontBid' with id '11bc6f4c-af92-4196-b04b-38b5c47dce8f' market snapshot read in 1.6367816 \\bcna.corp\DFS\BMData\market\2009-05-22\2009-05-22_2009-05-23T020004Z_temp.bin 11:18:36 Agent: adapter run thread for test 'BestDealerUpfrontBid' with id '11bc6f4c-af92-4196-b04b-38b5c47dce8f' EndTask Retrieve Market Data 00:00:01.6384744 11:18:36 Agent: adapter run thread for test 'BestDealerUpfrontBid' with id '11bc6f4c-af92-4196-b04b-38b5c47dce8f' reading market changes... 11:18:37 Agent: adapter run thread for test 'BestDealerUpfrontBid' with id '11bc6f4c-af92-4196-b04b-38b5c47dce8f' finished reading market changes in 1.5049406 \\bcna.corp\DFS\BMData\market\2009-05-22\2009-05-22_2009-05-23T020004Z_temp.bin 11:18:34 Agent: adapter run thread for test 'BestDealerUpfrontBid' with id '11bc6f4c-af92-4196-b04b-38b5c47dce8f' BeginTask Retrieve Market Data 11:18:34 Agent: adapter run thread for test 'BestDealerUpfrontBid' with id '11bc6f4c-af92-4196-b04b-38b5c47dce8f' reading market snapshot... 11:18:36 Agent: adapter run thread for test 'BestDealerUpfrontBid' with id '11bc6f4c-af92-4196-b04b-38b5c47dce8f' market snapshot read in 1.6367816 \\bcna.corp\DFS\BMData\market\2009-05-22\2009-05-22_2009-05-23T020004Z_temp.bin 11:18:36 Agent: adapter run thread for test 'BestDealerUpfrontBid' with id '11bc6f4c-af92-4196-b04b-38b5c47dce8f' EndTask Retrieve Market Data 00:00:01.6384744 11:18:36 Agent: adapter run thread for test 'BestDealerUpfrontBid' with id '11bc6f4c-af92-4196-b04b-38b5c47dce8f' reading market changes... 11:18:37 Agent: adapter run thread for test 'BestDealerUpfrontBid' with id '11bc6f4c-af92-4196-b04b-38b5c47dce8f' finished reading market changes in 1.5049406 \\bcna.corp\DFS\BMData\market\2009-05-22\2009-05-22_2009-05-23T020004Z_temp.bin

11:18:37 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' pricing CDX5_DEC12_0-3_500_UF on pricingDate=12/22/2010 11:18:40 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' loss grid model LossGridModel<CDX5_20DEC12> basisRatio=0.972667628197451 11:18:42 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' calibrating loss grid for LossGridModel<CDX5_20DEC12> in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2012 gridInterval=3 11:18:42 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' calibrating loss grid for LossGridModel<CDX9_20DEC12> in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2012 gridInterval=3 11:18:48 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' loss grid model LossGridModel<CDX9_20DEC12> basisRatio=0.956166044634306 11:18:55 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' finished calibrating grid for LossGridModel<CDX9_20DEC12> 11:18:55 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' finished calibrating grid for LossGridModel<CDX5_20DEC12> 11:18:55 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' pricing CDX5_DEC12_3-7 on pricingDate=12/22/2010 11:18:55 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' pricing CDX5_DEC12_7-10 on pricingDate=12/22/2010 11:18:55 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' pricing CDX5_DEC12_10-15 on pricingDate=12/22/2010 11:18:56 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' pricing CDX5_DEC12_15-30 on pricingDate=12/22/2010 11:18:37 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' pricing CDX5_DEC12_0-3_500_UF on pricingDate=12/22/2010 11:18:40 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' loss grid model LossGridModel<CDX5_20DEC12> basisRatio=0.972667628197451 11:18:42 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' calibrating loss grid for LossGridModel<CDX5_20DEC12> in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2012 gridInterval=3 11:18:42 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' calibrating loss grid for LossGridModel<CDX9_20DEC12> in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2012 gridInterval=3 11:18:48 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' loss grid model LossGridModel<CDX9_20DEC12> basisRatio=0.956166044634306 11:18:55 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' finished calibrating grid for LossGridModel<CDX9_20DEC12> 11:18:55 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' finished calibrating grid for LossGridModel<CDX5_20DEC12> 11:18:55 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' pricing CDX5_DEC12_3-7 on pricingDate=12/22/2010 11:18:55 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' pricing CDX5_DEC12_7-10 on pricingDate=12/22/2010 11:18:55 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' pricing CDX5_DEC12_10-15 on pricingDate=12/22/2010 11:18:56 Agent: adapter run thread for test 'ParPriceTest' with id '01ac0fcb-a234-4e3e-a8b4-e807db6cb4df' pricing CDX5_DEC12_15-30 on pricingDate=12/22/2010

11:18:56 Agent: adapter run thread for test 'PriceFromLossGridCorrelationTest' with id '0f47f4c8-7341-4a9b-87a5-e7bf679ba6c9' pricing CDX9_DEC12_1-15 on pricingDate=12/22/2010 11:19:03 Agent: adapter run thread for test 'PriceFromLossGridCorrelationTest' with id '0f47f4c8-7341-4a9b-87a5-e7bf679ba6c9' loss grid model LossGridModel<CDX9_20DEC12> basisRatio=0.956166044634306 11:19:05 Agent: adapter run thread for test 'PriceFromLossGridCorrelationTest' with id '0f47f4c8-7341-4a9b-87a5-e7bf679ba6c9' calibrating loss grid for LossGridModel<CDX9_20DEC12> in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2012 gridInterval=3 11:19:09 Agent: adapter run thread for test 'PriceFromLossGridCorrelationTest' with id '0f47f4c8-7341-4a9b-87a5-e7bf679ba6c9' finished calibrating grid for LossGridModel<CDX9_20DEC12> 11:19:17 Agent: adapter run thread for test 'PriceFromLossGridCorrelationTest' with id '0f47f4c8-7341-4a9b-87a5-e7bf679ba6c9' loss grid model LossGridModel<CDX9_20DEC12> basisRatio=0.956166044634306 11:19:18 Agent: adapter run thread for test 'PriceFromLossGridCorrelationTest' with id '0f47f4c8-7341-4a9b-87a5-e7bf679ba6c9' pricing CDX9_DEC12_1-15 on pricingDate=12/22/2010 11:19:19 Agent: adapter run thread for test 'PriceFromLossGridCorrelationTest' with id '0f47f4c8-7341-4a9b-87a5-e7bf679ba6c9' calibrating loss grid for LossGridModel<CDX9_20DEC12> in PriceFromLossGridCorrelation on 12/22/2010. TargetMaturity=12/20/2012 gridInterval=3 11:19:23 Agent: adapter run thread for test 'PriceFromLossGridCorrelationTest' with id '0f47f4c8-7341-4a9b-87a5-e7bf679ba6c9' finished calibrating grid for LossGridModel<CDX9_20DEC12> 11:19:23 Agent: adapter run thread for test 'PriceFromLossGridCorrelationTest' with id '0f47f4c8-7341-4a9b-87a5-e7bf679ba6c9' pricing CDX9_DEC12_1-15 on pricingDate=12/22/2010 11:18:56 Agent: adapter run thread for test 'PriceFromLossGridCorrelationTest' with id '0f47f4c8-7341-4a9b-87a5-e7bf679ba6c9' pricing CDX9_DEC12_1-15 on pricingDate=12/22/2010 11:19:03 Agent: adapter run thread for test 'PriceFromLossGridCorrelationTest' with id '0f47f4c8-7341-4a9b-87a5-e7bf679ba6c9' loss grid model LossGridModel<CDX9_20DEC12> basisRatio=0.956166044634306 11:19:05 Agent: adapter run thread for test 'PriceFromLossGridCorrelationTest' with id '0f47f4c8-7341-4a9b-87a5-e7bf679ba6c9' calibrating loss grid for LossGridModel<CDX9_20DEC12> in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2012 gridInterval=3 11:19:09 Agent: adapter run thread for test 'PriceFromLossGridCorrelationTest' with id '0f47f4c8-7341-4a9b-87a5-e7bf679ba6c9' finished calibrating grid for LossGridModel<CDX9_20DEC12> 11:19:17 Agent: adapter run thread for test 'PriceFromLossGridCorrelationTest' with id '0f47f4c8-7341-4a9b-87a5-e7bf679ba6c9' loss grid model LossGridModel<CDX9_20DEC12> basisRatio=0.956166044634306 11:19:18 Agent: adapter run thread for test 'PriceFromLossGridCorrelationTest' with id '0f47f4c8-7341-4a9b-87a5-e7bf679ba6c9' pricing CDX9_DEC12_1-15 on pricingDate=12/22/2010 11:19:19 Agent: adapter run thread for test 'PriceFromLossGridCorrelationTest' with id '0f47f4c8-7341-4a9b-87a5-e7bf679ba6c9' calibrating loss grid for LossGridModel<CDX9_20DEC12> in PriceFromLossGridCorrelation on 12/22/2010. TargetMaturity=12/20/2012 gridInterval=3 11:19:23 Agent: adapter run thread for test 'PriceFromLossGridCorrelationTest' with id '0f47f4c8-7341-4a9b-87a5-e7bf679ba6c9' finished calibrating grid for LossGridModel<CDX9_20DEC12> 11:19:23 Agent: adapter run thread for test 'PriceFromLossGridCorrelationTest' with id '0f47f4c8-7341-4a9b-87a5-e7bf679ba6c9' pricing CDX9_DEC12_1-15 on pricingDate=12/22/2010

11:19:23 Agent: adapter run thread for test 'RoundTripPricingTest' with id '3f1609f9-b4f1-4615-be93-66351d844b92' pricing CDX9_DEC14_30-100 on pricingDate=12/22/2010 11:19:30 Agent: adapter run thread for test 'RoundTripPricingTest' with id '3f1609f9-b4f1-4615-be93-66351d844b92' loss grid model LossGridModel<CDX9_20DEC14> basisRatio=0.956166044634306 11:19:33 Agent: adapter run thread for test 'RoundTripPricingTest' with id '3f1609f9-b4f1-4615-be93-66351d844b92' calibrating loss grid for LossGridModel<CDX9_20DEC14> in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2014 gridInterval=3 11:19:37 Agent: adapter run thread for test 'RoundTripPricingTest' with id '3f1609f9-b4f1-4615-be93-66351d844b92' finished calibrating grid for LossGridModel<CDX9_20DEC14> 11:19:23 Agent: adapter run thread for test 'RoundTripPricingTest' with id '3f1609f9-b4f1-4615-be93-66351d844b92' pricing CDX9_DEC14_30-100 on pricingDate=12/22/2010 11:19:30 Agent: adapter run thread for test 'RoundTripPricingTest' with id '3f1609f9-b4f1-4615-be93-66351d844b92' loss grid model LossGridModel<CDX9_20DEC14> basisRatio=0.956166044634306 11:19:33 Agent: adapter run thread for test 'RoundTripPricingTest' with id '3f1609f9-b4f1-4615-be93-66351d844b92' calibrating loss grid for LossGridModel<CDX9_20DEC14> in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2014 gridInterval=3 11:19:37 Agent: adapter run thread for test 'RoundTripPricingTest' with id '3f1609f9-b4f1-4615-be93-66351d844b92' finished calibrating grid for LossGridModel<CDX9_20DEC14>

11:19:40 Agent: adapter run thread for test 'SeniorTranchePriceTest' with id '7631f593-8a54-475a-81f5-d4489e79aef2' pricing CDX6_JUN11_10-20_0_UF on pricingDate=12/22/2010 11:19:43 Agent: adapter run thread for test 'SeniorTranchePriceTest' with id '7631f593-8a54-475a-81f5-d4489e79aef2' loss grid model LossGridModel<CDX6_20JUN11> basisRatio=0.713105873391448 11:19:45 Agent: adapter run thread for test 'SeniorTranchePriceTest' with id '7631f593-8a54-475a-81f5-d4489e79aef2' calibrating loss grid for LossGridModel<CDX6_20JUN11> in Market 12/22/2010 on 12/22/2010. TargetMaturity=6/20/2011 gridInterval=1 11:19:45 Agent: adapter run thread for test 'SeniorTranchePriceTest' with id '7631f593-8a54-475a-81f5-d4489e79aef2' calibrating loss grid for LossGridModel<CDX9_20DEC12> in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2012 gridInterval=3 11:19:51 Agent: adapter run thread for test 'SeniorTranchePriceTest' with id '7631f593-8a54-475a-81f5-d4489e79aef2' loss grid model LossGridModel<CDX9_20DEC12> basisRatio=0.956166044634306 11:19:57 Agent: adapter run thread for test 'SeniorTranchePriceTest' with id '7631f593-8a54-475a-81f5-d4489e79aef2' finished calibrating grid for LossGridModel<CDX9_20DEC12> 11:19:58 Agent: adapter run thread for test 'SeniorTranchePriceTest' with id '7631f593-8a54-475a-81f5-d4489e79aef2' finished calibrating grid for LossGridModel<CDX6_20JUN11> 11:19:58 Agent: adapter run thread for test 'SeniorTranchePriceTest' with id '7631f593-8a54-475a-81f5-d4489e79aef2' pricing CDX6_JUN11_20-30_0_UF on pricingDate=12/22/2010 11:19:40 Agent: adapter run thread for test 'SeniorTranchePriceTest' with id '7631f593-8a54-475a-81f5-d4489e79aef2' pricing CDX6_JUN11_10-20_0_UF on pricingDate=12/22/2010 11:19:43 Agent: adapter run thread for test 'SeniorTranchePriceTest' with id '7631f593-8a54-475a-81f5-d4489e79aef2' loss grid model LossGridModel<CDX6_20JUN11> basisRatio=0.713105873391448 11:19:45 Agent: adapter run thread for test 'SeniorTranchePriceTest' with id '7631f593-8a54-475a-81f5-d4489e79aef2' calibrating loss grid for LossGridModel<CDX6_20JUN11> in Market 12/22/2010 on 12/22/2010. TargetMaturity=6/20/2011 gridInterval=1 11:19:45 Agent: adapter run thread for test 'SeniorTranchePriceTest' with id '7631f593-8a54-475a-81f5-d4489e79aef2' calibrating loss grid for LossGridModel<CDX9_20DEC12> in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2012 gridInterval=3 11:19:51 Agent: adapter run thread for test 'SeniorTranchePriceTest' with id '7631f593-8a54-475a-81f5-d4489e79aef2' loss grid model LossGridModel<CDX9_20DEC12> basisRatio=0.956166044634306 11:19:57 Agent: adapter run thread for test 'SeniorTranchePriceTest' with id '7631f593-8a54-475a-81f5-d4489e79aef2' finished calibrating grid for LossGridModel<CDX9_20DEC12> 11:19:58 Agent: adapter run thread for test 'SeniorTranchePriceTest' with id '7631f593-8a54-475a-81f5-d4489e79aef2' finished calibrating grid for LossGridModel<CDX6_20JUN11> 11:19:58 Agent: adapter run thread for test 'SeniorTranchePriceTest' with id '7631f593-8a54-475a-81f5-d4489e79aef2' pricing CDX6_JUN11_20-30_0_UF on pricingDate=12/22/2010

11:20:03 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 497 11:20:03 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' SqlInstrumentProvider Loading instrument Trn (488) 11:20:18 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 497 11:20:18 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' SqlInstrumentProvider Loading instrument Trn (488) 11:20:22 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:20:29 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' loss grid model LossGridModel<CDX9_20DEC17> basisRatio=0.956166044634306 11:20:34 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' calibrating loss grid for LossGridModel<CDX9_20DEC17> in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2017 gridInterval=3 11:20:41 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' loss grid model LossGridModel<CDX9_20DEC17> basisRatio=0.956166044634306 11:20:47 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' finished calibrating grid for LossGridModel<CDX9_20DEC17> 11:20:47 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:20:52 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:20:55 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:20:59 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:21:02 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:21:05 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:21:10 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:21:14 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:21:20 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:21:26 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:21:32 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:20:03 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 497 11:20:03 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' SqlInstrumentProvider Loading instrument Trn (488) 11:20:18 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' TradeExpressionVisitor is about to call SqlInstrumentProvider on 1..2500 of 497 11:20:18 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' SqlInstrumentProvider Loading instrument Trn (488) 11:20:22 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:20:29 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' loss grid model LossGridModel<CDX9_20DEC17> basisRatio=0.956166044634306 11:20:34 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' calibrating loss grid for LossGridModel<CDX9_20DEC17> in Market 12/22/2010 on 12/22/2010. TargetMaturity=12/20/2017 gridInterval=3 11:20:41 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' loss grid model LossGridModel<CDX9_20DEC17> basisRatio=0.956166044634306 11:20:47 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' finished calibrating grid for LossGridModel<CDX9_20DEC17> 11:20:47 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:20:52 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:20:55 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:20:59 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:21:02 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:21:05 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:21:10 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:21:14 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:21:20 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:21:26 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 11:21:32 Agent: adapter run thread for test 'TrancheIrdv01Test' with id 'b92b5e45-9e16-4a9a-97b9-04a77ed43c53' pricing CDX9_DEC17_7-10 on pricingDate=12/22/2010 Assert.IsFalse failed. position-69850714 at FinOM.Test.Credit.CDOTrancheTest.TrancheIrdv01Test() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Credit\CDOTrancheTest.cs:line 291

11:21:40 Agent: adapter run thread for test 'ZeroToOneHunderTranchePriceTest' with id 'a9a43d04-13c7-417a-84b1-e29c3288fda4' pricing ITRX5_JUN13_0-100 on pricingDate=12/22/2010 11:21:40 Agent: adapter run thread for test 'ZeroToOneHunderTranchePriceTest' with id 'a9a43d04-13c7-417a-84b1-e29c3288fda4' loss grid model LossGridModel<ITRX5_20JUN13> basisRatio=1 11:21:43 Agent: adapter run thread for test 'ZeroToOneHunderTranchePriceTest' with id 'a9a43d04-13c7-417a-84b1-e29c3288fda4' calibrating mapped grid for LossGridModel<ITRX5_20JUN13> on calibrationDate=12/22/2010 11:21:46 Agent: adapter run thread for test 'ZeroToOneHunderTranchePriceTest' with id 'a9a43d04-13c7-417a-84b1-e29c3288fda4' loss grid model LossGridModel<ITRX5_20JUN13> basisRatio=0.960005635800367 11:21:48 Agent: adapter run thread for test 'ZeroToOneHunderTranchePriceTest' with id 'a9a43d04-13c7-417a-84b1-e29c3288fda4' calibrating loss grid for LossGridModel<ITRX5.B_20JUN13>_GI:3 in Market 12/22/2010 on 12/22/2010. TargetMaturity=6/20/2013 gridInterval=3 11:21:48 Agent: adapter run thread for test 'ZeroToOneHunderTranchePriceTest' with id 'a9a43d04-13c7-417a-84b1-e29c3288fda4' calibrating loss grid for LossGridModel<ITRX9_20JUN13> in Market 12/22/2010 on 12/22/2010. TargetMaturity=6/20/2013 gridInterval=3 11:22:24 Agent: adapter run thread for test 'ZeroToOneHunderTranchePriceTest' with id 'a9a43d04-13c7-417a-84b1-e29c3288fda4' loss grid model LossGridModel<ITRX9_20JUN13> basisRatio=0.901815439925248 11:22:33 Agent: adapter run thread for test 'ZeroToOneHunderTranchePriceTest' with id 'a9a43d04-13c7-417a-84b1-e29c3288fda4' BM.FinOM.Credit.CreditCurveException: CreditCurve(NGP_Senior_MM-EUR) Failed to build credit curve on: 2010-12-22: Analytics Library Version 1.0.1GtoMallocSafe: Insufficient memory to allocate 1328 bytes. [0M=10.92 3M=13.12 6M=15.76 9M=18.94 1Y=22.75 2Y=37.63 3Y=50.96 5Y=73.52 7Y=82.74 10Y=89.64 30Y=93.67 recov=0.40] at BM.FinOM.Credit.CreditCurve.Calibrate(Cell`1 pricingDateCell, List`1 spreadCells, List`1 upfrontCells, Cell`1 recoveryRateCell, Cell`1 defaultEventCell, Cell`1 zeroCurveCell, Int32[] includes, Cell`1 shock, Cell`1 shockTenor, Cell`1 method, DateInterval gridInterval, Cell`1 bestEfforts, Cell`1 observableFrequency) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\CreditCurve.cs:line 1332 at BM.FinOM.Credit.CreditCurve.get_ShockedCalibratedCurveFormula() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\CreditCurve.cs:line 1201 at BM.FinOM.Credit.LossGridCDOModelBasisAdjustedCreditCurve.<>c__DisplayClass4.<ShockedCalibratedCurveNameFor>b__3() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\BasisAdjustedCreditCurve.cs:line 143 at ExceptionRecorder.ExceptionRecorderVB.ExceptionRecorder.RecordException[T](Func`1 func, Action`1 onError) in E:\TeamCity_Data\Build\Sierra\src\FinOM\ExceptionRecorder\ExceptionRecorder\ExceptionRecorder.vb:line 7 at BM.FinOM.Cells.Cell`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\Cell.cs:line 547 at BM.FinOM.Cells.CellName`1.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1246 at BM.FinOM.Cells.CellName`2.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 138 at BM.FinOM.Cells.CellName`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1274 at BM.FinOM.Cells.CellName`1.op_OnesComplement(CellName`1 name) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1267 at BM.FinOM.Credit.LossGridCDOCollateral.<NativeHandle>b__2(CellName`1 c) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\LossGridCDOCollateral.cs:line 104 at System.Linq.Enumerable.WhereSelectListIterator`2.MoveNext() at System.Linq.Buffer`1..ctor(IEnumerable`1 source) at System.Linq.Enumerable.ToArray[TSource](IEnumerable`1 source) at BM.FinOM.Credit.CollapsedCreditBasket.CollapseCreditCurves[T](IEnumerable`1 originalCurves) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\CreditBasket.cs:line 667 at BM.FinOM.Credit.LossGridCDOCollateral.NativeHandle() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\LossGridCDOCollateral.cs:line 104 11:21:40 Agent: adapter run thread for test 'ZeroToOneHunderTranchePriceTest' with id 'a9a43d04-13c7-417a-84b1-e29c3288fda4' pricing ITRX5_JUN13_0-100 on pricingDate=12/22/2010 11:21:40 Agent: adapter run thread for test 'ZeroToOneHunderTranchePriceTest' with id 'a9a43d04-13c7-417a-84b1-e29c3288fda4' loss grid model LossGridModel<ITRX5_20JUN13> basisRatio=1 11:21:43 Agent: adapter run thread for test 'ZeroToOneHunderTranchePriceTest' with id 'a9a43d04-13c7-417a-84b1-e29c3288fda4' calibrating mapped grid for LossGridModel<ITRX5_20JUN13> on calibrationDate=12/22/2010 11:21:46 Agent: adapter run thread for test 'ZeroToOneHunderTranchePriceTest' with id 'a9a43d04-13c7-417a-84b1-e29c3288fda4' loss grid model LossGridModel<ITRX5_20JUN13> basisRatio=0.960005635800367 11:21:48 Agent: adapter run thread for test 'ZeroToOneHunderTranchePriceTest' with id 'a9a43d04-13c7-417a-84b1-e29c3288fda4' calibrating loss grid for LossGridModel<ITRX5.B_20JUN13>_GI:3 in Market 12/22/2010 on 12/22/2010. TargetMaturity=6/20/2013 gridInterval=3 11:21:48 Agent: adapter run thread for test 'ZeroToOneHunderTranchePriceTest' with id 'a9a43d04-13c7-417a-84b1-e29c3288fda4' calibrating loss grid for LossGridModel<ITRX9_20JUN13> in Market 12/22/2010 on 12/22/2010. TargetMaturity=6/20/2013 gridInterval=3 11:22:24 Agent: adapter run thread for test 'ZeroToOneHunderTranchePriceTest' with id 'a9a43d04-13c7-417a-84b1-e29c3288fda4' loss grid model LossGridModel<ITRX9_20JUN13> basisRatio=0.901815439925248 11:22:33 Agent: adapter run thread for test 'ZeroToOneHunderTranchePriceTest' with id 'a9a43d04-13c7-417a-84b1-e29c3288fda4' BM.FinOM.Credit.CreditCurveException: CreditCurve(NGP_Senior_MM-EUR) Failed to build credit curve on: 2010-12-22: Analytics Library Version 1.0.1GtoMallocSafe: Insufficient memory to allocate 1328 bytes. [0M=10.92 3M=13.12 6M=15.76 9M=18.94 1Y=22.75 2Y=37.63 3Y=50.96 5Y=73.52 7Y=82.74 10Y=89.64 30Y=93.67 recov=0.40] at BM.FinOM.Credit.CreditCurve.Calibrate(Cell`1 pricingDateCell, List`1 spreadCells, List`1 upfrontCells, Cell`1 recoveryRateCell, Cell`1 defaultEventCell, Cell`1 zeroCurveCell, Int32[] includes, Cell`1 shock, Cell`1 shockTenor, Cell`1 method, DateInterval gridInterval, Cell`1 bestEfforts, Cell`1 observableFrequency) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\CreditCurve.cs:line 1332 at BM.FinOM.Credit.CreditCurve.get_ShockedCalibratedCurveFormula() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\CreditCurve.cs:line 1201 at BM.FinOM.Credit.LossGridCDOModelBasisAdjustedCreditCurve.<>c__DisplayClass4.<ShockedCalibratedCurveNameFor>b__3() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\BasisAdjustedCreditCurve.cs:line 143 at ExceptionRecorder.ExceptionRecorderVB.ExceptionRecorder.RecordException[T](Func`1 func, Action`1 onError) in E:\TeamCity_Data\Build\Sierra\src\FinOM\ExceptionRecorder\ExceptionRecorder\ExceptionRecorder.vb:line 7 at BM.FinOM.Cells.Cell`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\Cell.cs:line 547 at BM.FinOM.Cells.CellName`1.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1246 at BM.FinOM.Cells.CellName`2.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 138 at BM.FinOM.Cells.CellName`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1274 at BM.FinOM.Cells.CellName`1.op_OnesComplement(CellName`1 name) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1267 at BM.FinOM.Credit.LossGridCDOCollateral.<NativeHandle>b__2(CellName`1 c) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\LossGridCDOCollateral.cs:line 104 at System.Linq.Enumerable.WhereSelectListIterator`2.MoveNext() at System.Linq.Buffer`1..ctor(IEnumerable`1 source) at System.Linq.Enumerable.ToArray[TSource](IEnumerable`1 source) at BM.FinOM.Credit.CollapsedCreditBasket.CollapseCreditCurves[T](IEnumerable`1 originalCurves) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\CreditBasket.cs:line 667 at BM.FinOM.Credit.LossGridCDOCollateral.NativeHandle() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\LossGridCDOCollateral.cs:line 104 Test method FinOM.Test.Credit.CDOTrancheTest.ZeroToOneHunderTranchePriceTest threw exception: BM.FinOM.Credit.CreditCurveException: CreditCurve(NGP_Senior_MM-EUR) Failed to build credit curve on: 2010-12-22: Analytics Library Version 1.0.1GtoMallocSafe: Insufficient memory to allocate 1328 bytes. [0M=10.92 3M=13.12 6M=15.76 9M=18.94 1Y=22.75 2Y=37.63 3Y=50.96 5Y=73.52 7Y=82.74 10Y=89.64 30Y=93.67 recov=0.40] at BM.FinOM.Credit.CreditCurve.Calibrate(Cell`1 pricingDateCell, List`1 spreadCells, List`1 upfrontCells, Cell`1 recoveryRateCell, Cell`1 defaultEventCell, Cell`1 zeroCurveCell, Int32[] includes, Cell`1 shock, Cell`1 shockTenor, Cell`1 method, DateInterval gridInterval, Cell`1 bestEfforts, Cell`1 observableFrequency) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\CreditCurve.cs:line 1332 at BM.FinOM.Credit.CreditCurve.get_ShockedCalibratedCurveFormula() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\CreditCurve.cs:line 1201 at BM.FinOM.Credit.LossGridCDOModelBasisAdjustedCreditCurve.<>c__DisplayClass4.<ShockedCalibratedCurveNameFor>b__3() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\BasisAdjustedCreditCurve.cs:line 143 at ExceptionRecorder.ExceptionRecorderVB.ExceptionRecorder.RecordException[T](Func`1 func, Action`1 onError) in E:\TeamCity_Data\Build\Sierra\src\FinOM\ExceptionRecorder\ExceptionRecorder\ExceptionRecorder.vb:line 7 at BM.FinOM.Cells.Cell`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\Cell.cs:line 547 at BM.FinOM.Cells.CellName`1.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1246 at BM.FinOM.Cells.CellName`2.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 138 at BM.FinOM.Cells.CellName`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1274 at BM.FinOM.Cells.CellName`1.op_OnesComplement(CellName`1 name) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1267 at BM.FinOM.Credit.LossGridCDOCollateral.<NativeHandle>b__2(CellName`1 c) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\LossGridCDOCollateral.cs:line 104 at System.Linq.Enumerable.WhereSelectListIterator`2.MoveNext() at System.Linq.Buffer`1..ctor(IEnumerable`1 source) at System.Linq.Enumerable.ToArray[TSource](IEnumerable`1 source) at BM.FinOM.Credit.CollapsedCreditBasket.CollapseCreditCurves[T](IEnumerable`1 originalCurves) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\CreditBasket.cs:line 667 at BM.FinOM.Credit.LossGridCDOCollateral.NativeHandle() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\LossGridCDOCollateral.cs:line 153 at ExceptionRecorder.ExceptionRecorderVB.ExceptionRecorder.RecordException[T](Func`1 func, Action`1 onError) in E:\TeamCity_Data\Build\Sierra\src\FinOM\ExceptionRecorder\ExceptionRecorder\ExceptionRecorder.vb:line 7 at BM.FinOM.Cells.Cell`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\Cell.cs:line 547 at BM.FinOM.Cells.CellName`1.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1246 at BM.FinOM.Cells.CellName`2.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 138 at BM.FinOM.Cells.CellName`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1274 at BM.FinOM.Cells.CellName`1.op_OnesComplement(CellName`1 name) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1267 at BM.FinOM.Credit.LossGridModel.CalibrateLossGrid() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\LossGridModel.cs:line 547 at BM.FinOM.Credit.LossGridModel.<get_GridSpecificMaturity>b__11() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\LossGridModel.cs:line 443 at ExceptionRecorder.ExceptionRecorderVB.ExceptionRecorder.RecordException[T](Func`1 func, Action`1 onError) in E:\TeamCity_Data\Build\Sierra\src\FinOM\ExceptionRecorder\ExceptionRecorder\ExceptionRecorder.vb:line 7 at BM.FinOM.Cells.Cell`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\Cell.cs:line 547 at BM.FinOM.Cells.CellName`1.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1246 at BM.FinOM.Cells.CellName`2.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 138 at BM.FinOM.Cells.CellName`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1274 at BM.FinOM.Cells.CellName`1.op_OnesComplement(CellName`1 name) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1267 at BM.FinOM.Credit.LossGridModel.<get_LeaderGrid>b__14() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\LossGridModel.cs:line 497 at ExceptionRecorder.ExceptionRecorderVB.ExceptionRecorder.RecordException[T](Func`1 func, Action`1 onError) in E:\TeamCity_Data\Build\Sierra\src\FinOM\ExceptionRecorder\ExceptionRecorder\ExceptionRecorder.vb:line 7 at BM.FinOM.Cells.Cell`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\Cell.cs:line 547 at BM.FinOM.Cells.CellName`1.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1246 at BM.FinOM.Cells.CellName`2.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 138 at BM.FinOM.Cells.CellName`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1274 at BM.FinOM.Cells.CellName`1.op_OnesComplement(CellName`1 name) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1267 at BM.FinOM.Credit.LossGridModel.CalibrateLossGrid() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\LossGridModel.cs:line 519 at BM.FinOM.Credit.LossGridModel.<get_GridSpecificMaturity>b__11() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\LossGridModel.cs:line 443 at ExceptionRecorder.ExceptionRecorderVB.ExceptionRecorder.RecordException[T](Func`1 func, Action`1 onError) in E:\TeamCity_Data\Build\Sierra\src\FinOM\ExceptionRecorder\ExceptionRecorder\ExceptionRecorder.vb:line 7 at BM.FinOM.Cells.Cell`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\Cell.cs:line 547 at BM.FinOM.Cells.CellName`1.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1246 at BM.FinOM.Cells.CellName`2.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 138 at BM.FinOM.Cells.CellName`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1274 at BM.FinOM.Cells.CellName`1.op_OnesComplement(CellName`1 name) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1267 at BM.FinOM.Credit.LossGridModel.<get_LeaderGrid>b__14() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\LossGridModel.cs:line 497 at ExceptionRecorder.ExceptionRecorderVB.ExceptionRecorder.RecordException[T](Func`1 func, Action`1 onError) in E:\TeamCity_Data\Build\Sierra\src\FinOM\ExceptionRecorder\ExceptionRecorder\ExceptionRecorder.vb:line 7 at BM.FinOM.Cells.Cell`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\Cell.cs:line 547 at BM.FinOM.Cells.CellName`1.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1246 at BM.FinOM.Cells.CellName`2.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 138 at BM.FinOM.Cells.CellName`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1274 at BM.FinOM.Cells.CellName`1.op_OnesComplement(CellName`1 name) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1267 at BM.FinOM.Credit.MappedLossGridModel.CalibrateLossGrid() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\LossGridModel.cs:line 90 at BM.FinOM.Credit.LossGridModel.<get_GridSpecificMaturity>b__11() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\LossGridModel.cs:line 443 at ExceptionRecorder.ExceptionRecorderVB.ExceptionRecorder.RecordException[T](Func`1 func, Action`1 onError) in E:\TeamCity_Data\Build\Sierra\src\FinOM\ExceptionRecorder\ExceptionRecorder\ExceptionRecorder.vb:line 7 at BM.FinOM.Cells.Cell`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\Cell.cs:line 547 at BM.FinOM.Cells.CellName`1.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1246 at BM.FinOM.Cells.CellName`2.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 138 at BM.FinOM.Cells.CellName`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1274 at BM.FinOM.Cells.CellName`1.op_OnesComplement(CellName`1 name) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1267 at BM.FinOM.Credit.LossGridModel.<get_Grid>b__12() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\LossGridModel.cs:line 473 at ExceptionRecorder.ExceptionRecorderVB.ExceptionRecorder.RecordException[T](Func`1 func, Action`1 onError) in E:\TeamCity_Data\Build\Sierra\src\FinOM\ExceptionRecorder\ExceptionRecorder\ExceptionRecorder.vb:line 7 at BM.FinOM.Cells.Cell`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\Cell.cs:line 547 at BM.FinOM.Cells.Cell`1.op_OnesComplement(Cell`1 cell) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\Cell.cs:line 949 at BM.FinOM.FinanceScenarios.Tranche.FixedLossGrid.<>c__DisplayClass1.<GetFormula>b__0() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\FinanceScenarios\Tranche\FixedLossGrid.cs:line 92 at ExceptionRecorder.ExceptionRecorderVB.ExceptionRecorder.RecordException[T](Func`1 func, Action`1 onError) in E:\TeamCity_Data\Build\Sierra\src\FinOM\ExceptionRecorder\ExceptionRecorder\ExceptionRecorder.vb:line 7 at BM.FinOM.Cells.Cell`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\Cell.cs:line 547 at BM.FinOM.Cells.CellName`1.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1246 at BM.FinOM.Cells.CellName`2.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 138 at BM.FinOM.Cells.CellName`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1274 at BM.FinOM.Cells.CellName`1.op_OnesComplement(CellName`1 name) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1267 at BM.FinOM.Credit.CDOTrancheCalc.GetLossGridPricingModel(Dictionary`2[]& deltasPricingErrors) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\CDOTrancheCalc.cs:line 380 at BM.FinOM.Credit.CDOTrancheCalc.CalculateLossGridPrice() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\CDOTrancheCalc.cs:line 426 at BM.FinOM.Credit.CDOTrancheCalc.get_LossGridCalcResult() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\CDOTrancheCalc.cs:line 293 at BM.FinOM.Credit.CDOTranche.<get_LossGridCalcResult>b__6() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\CDOTranche.cs:line 216 at ExceptionRecorder.ExceptionRecorderVB.ExceptionRecorder.RecordException[T](Func`1 func, Action`1 onError) in E:\TeamCity_Data\Build\Sierra\src\FinOM\ExceptionRecorder\ExceptionRecorder\ExceptionRecorder.vb:line 7 at BM.FinOM.Cells.Cell`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\Cell.cs:line 547 at BM.FinOM.Cells.CellName`1.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1246 at BM.FinOM.Cells.CellName`2.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 138 at BM.FinOM.Cells.CellName`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1274 at BM.FinOM.Cells.CellName`1.op_OnesComplement(CellName`1 name) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1267 at BM.FinOM.Credit.CDOTranche.<get_CalcResult>b__5() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\CDOTranche.cs:line 209 at ExceptionRecorder.ExceptionRecorderVB.ExceptionRecorder.RecordException[T](Func`1 func, Action`1 onError) in E:\TeamCity_Data\Build\Sierra\src\FinOM\ExceptionRecorder\ExceptionRecorder\ExceptionRecorder.vb:line 7 at BM.FinOM.Cells.Cell`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\Cell.cs:line 547 at BM.FinOM.Cells.CellName`1.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1246 at BM.FinOM.Cells.CellName`2.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 138 at BM.FinOM.Cells.CellName`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1274 at BM.FinOM.Credit.CDOTranche.<get_CleanPrice>b__b() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Credit\CDOTranche.cs:line 254 at ExceptionRecorder.ExceptionRecorderVB.ExceptionRecorder.RecordException[T](Func`1 func, Action`1 onError) in E:\TeamCity_Data\Build\Sierra\src\FinOM\ExceptionRecorder\ExceptionRecorder\ExceptionRecorder.vb:line 7 at BM.FinOM.Cells.Cell`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\Cell.cs:line 547 at BM.FinOM.Cells.CellName`1.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1246 at BM.FinOM.Cells.CellName`2.CurrentValueIn(Scenario s) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 138 at BM.FinOM.Cells.CellName`1.get_CurrentValue() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1274 at BM.FinOM.Cells.CellName`1.op_OnesComplement(CellName`1 name) in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM\Cells\CellName.cs:line 1267 at FinOM.Test.Credit.CDOTrancheTest.ZeroToOneHunderTranchePriceTest() in e:\TeamCity_Data\Build\Sierra\src\FinOM\FinOM.Test\Credit\CDOTrancheTest.cs:line 204