Of course.
VAL_DATE = 7-7-2016
calibration.csv
(The 0day convention for OIS is the same described in Simple Zero Curve Calibration (Deposit+Futures+Swap) - #42 by djess )
Curve Name,Label,Symbology,Ticker,Field Name,Type,Convention,Time,Spread
,
EUR-OIS,OIS-ON,OG-Ticker,EURON-ON,MarketValue,DEP,EUR-ShortDeposit-T0,1D,
EUR-OIS,OIS-TN,OG-Ticker,EURON-TN,MarketValue,DEP,EUR-ShortDeposit-T1,1D,
EUR-OIS,OIS-SN,OG-Ticker,EURON-SN,MarketValue,DEP,EUR-ShortDeposit-T2,1D,
EUR-OIS,OIS-1W,OG-Ticker,EURON-1W,MarketValue,OIS,EUR-FIXED-TERM-EONIA-OIS-0DAY,1W,
EUR-OIS,OIS-2W,OG-Ticker,EURON-2W,MarketValue,OIS,EUR-FIXED-TERM-EONIA-OIS-0DAY,2W,
EUR-OIS,OIS-3W,OG-Ticker,EURON-3W,MarketValue,OIS,EUR-FIXED-TERM-EONIA-OIS-0DAY,3W,
EUR-OIS,OIS-1M,OG-Ticker,EURON-1M,MarketValue,OIS,EUR-FIXED-TERM-EONIA-OIS-0DAY,1M,
EUR-OIS,OIS-2M,OG-Ticker,EURON-2M,MarketValue,OIS,EUR-FIXED-TERM-EONIA-OIS-0DAY,2M,
EUR-OIS,OIS-3M,OG-Ticker,EURON-3M,MarketValue,OIS,EUR-FIXED-TERM-EONIA-OIS-0DAY,3M,
EUR-OIS,OIS-4M,OG-Ticker,EURON-4M,MarketValue,OIS,EUR-FIXED-TERM-EONIA-OIS-0DAY,4M,
EUR-OIS,OIS-5M,OG-Ticker,EURON-5M,MarketValue,OIS,EUR-FIXED-TERM-EONIA-OIS-0DAY,5M,
EUR-OIS,OIS-6M,OG-Ticker,EURON-6M,MarketValue,OIS,EUR-FIXED-TERM-EONIA-OIS-0DAY,6M,
EUR-OIS,OIS-7M,OG-Ticker,EURON-7M,MarketValue,OIS,EUR-FIXED-TERM-EONIA-OIS-0DAY,7M,
EUR-OIS,OIS-8M,OG-Ticker,EURON-8M,MarketValue,OIS,EUR-FIXED-TERM-EONIA-OIS-0DAY,8M,
EUR-OIS,OIS-9M,OG-Ticker,EURON-9M,MarketValue,OIS,EUR-FIXED-TERM-EONIA-OIS-0DAY,9M,
EUR-OIS,OIS-10M,OG-Ticker,EURON-10M,MarketValue,OIS,EUR-FIXED-TERM-EONIA-OIS-0DAY,10M,
EUR-OIS,OIS-11M,OG-Ticker,EURON-11M,MarketValue,OIS,EUR-FIXED-TERM-EONIA-OIS-0DAY,11M,
EUR-OIS,OIS-1Y,OG-Ticker,EURON-1Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS-0DAY,1Y,
EUR-OIS,OIS-13M,OG-Ticker,EURON-13M,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS-0DAY,13M,
EUR-OIS,OIS-14M,OG-Ticker,EURON-14M,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS-0DAY,14M,
EUR-OIS,OIS-15M,OG-Ticker,EURON-15M,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS-0DAY,15M,
EUR-OIS,OIS-16M,OG-Ticker,EURON-16M,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS-0DAY,16M,
EUR-OIS,OIS-17M,OG-Ticker,EURON-17M,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS-0DAY,17M,
EUR-OIS,OIS-18M,OG-Ticker,EURON-18M,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS-0DAY,18M,
EUR-OIS,OIS-19M,OG-Ticker,EURON-19M,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS-0DAY,19M,
EUR-OIS,OIS-20M,OG-Ticker,EURON-20M,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS-0DAY,20M,
EUR-OIS,OIS-21M,OG-Ticker,EURON-21M,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS-0DAY,21M,
EUR-OIS,OIS-22M,OG-Ticker,EURON-22M,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS-0DAY,22M,
EUR-OIS,OIS-23M,OG-Ticker,EURON-23M,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS-0DAY,23M,
EUR-OIS,OIS-2Y,OG-Ticker,EURON-2Y,MarketValue,OIS,EUR-FIXED-1Y-EONIA-OIS-0DAY,2Y,
,
EUR-3M,FIX,OG-Ticker,EUR3M-FIX,MarketValue,FIX,EUR-EURIBOR-3M,
EUR-3M,1Mx4M,OG-Ticker,EUR3M-1Mx4M,MarketValue,FRA,EUR-EURIBOR-3M,1Mx4M,
EUR-3M,2Mx5M,OG-Ticker,EUR3M-2Mx5M,MarketValue,FRA,EUR-EURIBOR-3M,2Mx5M,
EUR-3M,3Mx6M,OG-Ticker,EUR3M-3Mx6M,MarketValue,FRA,EUR-EURIBOR-3M,3Mx6M,
EUR-3M,4Mx7M,OG-Ticker,EUR3M-4Mx7M,MarketValue,FRA,EUR-EURIBOR-3M,4Mx7M,
EUR-3M,5Mx8M,OG-Ticker,EUR3M-5Mx8M,MarketValue,FRA,EUR-EURIBOR-3M,5Mx8M,
EUR-3M,6Mx9M,OG-Ticker,EUR3M-6Mx9M,MarketValue,FRA,EUR-EURIBOR-3M,6Mx9M,
EUR-3M,7Mx10M,OG-Ticker,EUR3M-7Mx10M,MarketValue,FRA,EUR-EURIBOR-3M,7Mx10M,
EUR-3M,8Mx11M,OG-Ticker,EUR3M-8Mx11M,MarketValue,FRA,EUR-EURIBOR-3M,8Mx11M,
EUR-3M,9Mx12M,OG-Ticker,EUR3M-9Mx12M,MarketValue,FRA,EUR-EURIBOR-3M,9Mx12M,
EUR-3M,10Mx13M,OG-Ticker,EUR3M-10Mx13M,MarketValue,FRA,EUR-EURIBOR-3M,10Mx13M,
EUR-3M,11Mx14M,OG-Ticker,EUR3M-11Mx14M,MarketValue,FRA,EUR-EURIBOR-3M,11Mx14M,
EUR-3M,12Mx15M,OG-Ticker,EUR3M-12Mx15M,MarketValue,FRA,EUR-EURIBOR-3M,12Mx15M,
quotes.csv
Valuation Date,Symbology,Ticker,Field Name,Value
,
2016-07-07,OG-Ticker,EURON-ON,MarketValue,-0.0037
2016-07-07,OG-Ticker,EURON-TN,MarketValue,-0.0037
2016-07-07,OG-Ticker,EURON-SN,MarketValue,-0.00364007797
2016-07-07,OG-Ticker,EURON-1W,MarketValue,-0.00327
2016-07-07,OG-Ticker,EURON-2W,MarketValue,-0.00327
2016-07-07,OG-Ticker,EURON-3W,MarketValue,-0.00328
2016-07-07,OG-Ticker,EURON-1M,MarketValue,-0.00337
2016-07-07,OG-Ticker,EURON-2M,MarketValue,-0.00346375127
2016-07-07,OG-Ticker,EURON-3M,MarketValue,-0.00360520286
2016-07-07,OG-Ticker,EURON-4M,MarketValue,-0.00377151933
2016-07-07,OG-Ticker,EURON-5M,MarketValue,-0.00388043946
2016-07-07,OG-Ticker,EURON-6M,MarketValue,-0.00399154234
2016-07-07,OG-Ticker,EURON-7M,MarketValue,-0.00410654386
2016-07-07,OG-Ticker,EURON-8M,MarketValue,-0.00419
2016-07-07,OG-Ticker,EURON-9M,MarketValue,-0.00427
2016-07-07,OG-Ticker,EURON-10M,MarketValue,-0.00434
2016-07-07,OG-Ticker,EURON-11M,MarketValue,-0.00441
2016-07-07,OG-Ticker,EURON-1Y,MarketValue,-0.00447
2016-07-07,OG-Ticker,EURON-13M,MarketValue,-0.00452886422
2016-07-07,OG-Ticker,EURON-14M,MarketValue,-0.00458188285
2016-07-07,OG-Ticker,EURON-15M,MarketValue,-0.00463
2016-07-07,OG-Ticker,EURON-16M,MarketValue,-0.00468143568
2016-07-07,OG-Ticker,EURON-17M,MarketValue,-0.00472326175
2016-07-07,OG-Ticker,EURON-18M,MarketValue,-0.00476
2016-07-07,OG-Ticker,EURON-19M,MarketValue,-0.00479921817
2016-07-07,OG-Ticker,EURON-20M,MarketValue,-0.00482988171
2016-07-07,OG-Ticker,EURON-21M,MarketValue,-0.00486
2016-07-07,OG-Ticker,EURON-22M,MarketValue,-0.00488819847
2016-07-07,OG-Ticker,EURON-23M,MarketValue,-0.00491546463
2016-07-07,OG-Ticker,EURON-2Y,MarketValue,-0.00494
,
2016-07-07,OG-Ticker,EUR3M-FIX,MarketValue,-0.00293
2016-07-07,OG-Ticker,EUR3M-1Mx4M,MarketValue,-0.0031
2016-07-07,OG-Ticker,EUR3M-2Mx5M,MarketValue,-0.0033
2016-07-07,OG-Ticker,EUR3M-3Mx6M,MarketValue,-0.00342
2016-07-07,OG-Ticker,EUR3M-4Mx7M,MarketValue,-0.00354
2016-07-07,OG-Ticker,EUR3M-5Mx8M,MarketValue,-0.00365
2016-07-07,OG-Ticker,EUR3M-6Mx9M,MarketValue,-0.00373
2016-07-07,OG-Ticker,EUR3M-7Mx10M,MarketValue,-0.00377
2016-07-07,OG-Ticker,EUR3M-8Mx11M,MarketValue,-0.00381
2016-07-07,OG-Ticker,EUR3M-9Mx12M,MarketValue,-0.00385
2016-07-07,OG-Ticker,EUR3M-10Mx13M,MarketValue,-0.00389
2016-07-07,OG-Ticker,EUR3M-11Mx14M,MarketValue,-0.00393
2016-07-07,OG-Ticker,EUR3M-12Mx15M,MarketValue,-0.00396
settings.csv
Curve Name,Value Type,Day Count,Interpolator,Left Extrapolator,Right Extrapolator
EUR-OIS,Zero,Act/365F,DoubleQuadratic,Flat,Flat
EUR-3M,Zero,Act/365F,DoubleQuadratic,Flat,Flat
groups.csv
Group Name,Curve Type,Reference,Curve Name
EUR-group,Discount,EUR,EUR-OIS
EUR-group,Forward,EUR-EONIA,EUR-OIS
EUR-group,Forward,EUR-EURIBOR-3M,EUR-3M
EDIT: after further investigation, other FRAs with wrong -1day offset are
7Mx10M, 8Mx11M, 11Mx14M.