* shape risk factors
*   shift   parallel shifts to term structure curve
*   tilt    changes in steepness of term structure curve
*   curve   changes in overall curvature of the term structure curve

TABLE  a(tf,class,*)  factor loading array for yearly time intervals

                 term   shift         tilt    curve
  tf0.AAA         0     31.9236    -59.207   50.4509
  tf1.AAA         1     33.4371    -48.928    -3.973
  tf2.AAA         2     35.5865    -25.301   -45.474
  tf3.AAA         3     36.175     -13.9538  -43.669
  tf4.AAA         4     36.58817   -4.330583 -40.0405
  tf5.AAA         5     37.352       8.7406  -40.059
  tf6.AAA         6     37.4145     14.91585 -32.7835
  tf7.AAA         7     37.477      21.0911  -25.508
  tf8.AAA         8     37.3198     22.91987 -17.71933
  tf9.AAA         9     37.16678    23.71451 -13.75412
  tf10.AAA        10    37.0054     26.5774  -2.142
  tf11.AAA        20    35.4836     32.4556  29.8632
  tf12.AAA        30    34.2121     34.3448  47.1032
  tf0.B3          0     40.8119    -52.1029  37.4165
  tf1.B3          1     41.4113    -44.7428   0.5775
  tf2.B3          2     39.1127    -21.8027  -45.0258
  tf3.B3          3     37.5005    -7.824833 -44.42143
  tf4.B3          4     36.1655     3.704544 -42.46706
  tf5.B3          5     34.2761     20.1309  -43.2127
  tf6.B3          6     33.4955     26.7633  -38.9039
  tf7.B3          7     32.7149     33.3957  -33.9039
  tf8.B3          8     32.53277    33.6431  -19.46893
  tf9.B3          9     32.33184    33.79637 -14.63852
  tf10.B3         10    32.1685     34.1379   9.401
  tf11.B3         20    30.1216     35.4823  38.496
  tf12.B3         30    30.0407     29.3785  44.5561
;