The file DB.USDEUR.dat is organized like this

# col 1: year (YYYY) col 2: month (MM) col 2: date (DD) 
# col 4: spot (USD/EURO exchange rate; "how many USD to pay for 1 USD") 
# col's 5-10: fwd-ATM (Garman-Kohlhagen) imp. vol's 
#	      for expiries (1W,1M,3M, 6M,1Y,2Y)
# col's 11-13: "delta 0.25" risk reversals for expiries (1M,3M,1Y), ie. 
#              the imp. vol. of a "delta=0.25"-call  - the imp. vol.
#	       a "delta=0.25"-put
# col's 14-16: "delta 0.25" strangle for expiries (1M,3M,1Y), ie. 
#               imp. vol diff's of  
#		0.5*("delta=0.25" put + "delta=0.25" call) - fwd-ATM 

To calculate the exact strike levels to which these option prices 
correspond, domestic (US) and foreign (EURO) interest rates are needed 
in the Garman-Kohnhagen formula. For this we use the rates given in
the Danske Bank data-file.