Estimated cash flows are adjusted to reflect money's time value and the financial risks attaching to them, so far as the cash flow estimates do not already capture them. The discount rates capture the time value of money, the nature of the cash flows and how liquid the contracts are; they agree with current observable prices for financial instruments whose cash flows match those of the contracts in timing, currency and liquidity; and they leave out factors that move those prices without affecting the contracts' cash flows.
The graph holds this control, the 0 it maps to, and the evidence behind each claim, over MCP and REST.