fundingPRWC(int, CurveSurfaceQuoteContainer, ProductQuoteSet) | | 67% | | 45% | 11 | 13 | 16 | 49 | 0 | 1 |
volatilityPRWC(int, CurveSurfaceQuoteContainer, ProductQuoteSet) | | 0% | | 0% | 9 | 9 | 16 | 16 | 1 | 1 |
fxPRWC(int, CurveSurfaceQuoteContainer, ProductQuoteSet) | | 0% | | 0% | 7 | 7 | 13 | 13 | 1 | 1 |
forwardPRWC(int, CurveSurfaceQuoteContainer, ProductQuoteSet) | | 88% | | 69% | 14 | 24 | 13 | 70 | 0 | 1 |
forwardFundingPRWC(int, CurveSurfaceQuoteContainer, ProductQuoteSet) | | 86% | | 60% | 15 | 20 | 15 | 71 | 0 | 1 |
tenor() | | 26% | | 14% | 7 | 8 | 2 | 3 | 0 | 1 |
enclosingCUP(int) | | 0% | | 0% | 4 | 4 | 7 | 7 | 1 | 1 |
lossMetrics(CreditComponent, ValuationParams, CreditPricerParams, int, CurveSurfaceQuoteContainer) | | 75% | | 50% | 15 | 18 | 7 | 26 | 0 | 1 |
couponFactor(int, int) | | 0% | | 0% | 4 | 4 | 3 | 3 | 1 | 1 |
notional(int) | | 39% | | 50% | 2 | 3 | 2 | 4 | 0 | 1 |
terminalConvexityAdjustment(int, CurveSurfaceQuoteContainer) | | 89% | | 76% | 7 | 16 | 9 | 59 | 0 | 1 |
periodWiseConvexityAdjustment(int, CurveSurfaceQuoteContainer) | | 92% | | 68% | 12 | 20 | 8 | 59 | 0 | 1 |
fx(CurveSurfaceQuoteContainer) | | 64% | | 75% | 2 | 5 | 2 | 11 | 0 | 1 |
survival(CurveSurfaceQuoteContainer) | | 56% | | 66% | 2 | 4 | 2 | 8 | 0 | 1 |
recovery(CurveSurfaceQuoteContainer) | | 56% | | 66% | 2 | 4 | 2 | 8 | 0 | 1 |
df(CurveSurfaceQuoteContainer) | | 50% | | 50% | 2 | 3 | 2 | 7 | 0 | 1 |
fxFixingDate() | | 74% | | 60% | 4 | 6 | 3 | 12 | 0 | 1 |
couponMetrics(int, CurveSurfaceQuoteContainer) | | 93% | | 71% | 4 | 8 | 3 | 31 | 0 | 1 |
accrualMetrics(int, CurveSurfaceQuoteContainer) | | 97% | | 82% | 6 | 18 | 3 | 58 | 0 | 1 |
unitPeriodConvexityMetrics(int, CurveSurfaceQuoteContainer) | | 91% | | 70% | 3 | 6 | 3 | 21 | 0 | 1 |
notional(int, int) | | 76% | | 50% | 3 | 4 | 1 | 6 | 0 | 1 |
couponFactor(int) | | 66% | | 50% | 2 | 3 | 1 | 3 | 0 | 1 |
CompositePeriod(CompositePeriodSetting, List) | | 95% | | 62% | 3 | 5 | 1 | 29 | 0 | 1 |
accrualDCF(int) | | 89% | | 87% | 1 | 5 | 1 | 11 | 0 | 1 |
accrualCompoundingRule() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
notionalSchedule() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
couponSchedule() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
couponDCF() | | 100% | | 100% | 0 | 2 | 0 | 5 | 0 | 1 |
fxLabel() | | 100% | | 100% | 0 | 2 | 0 | 3 | 0 | 1 |
floaterLabel() | | 100% | | 100% | 0 | 2 | 0 | 3 | 0 | 1 |
contains(int) | | 100% | | 100% | 0 | 3 | 0 | 1 | 0 | 1 |
endDate() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
isFXMTM() | | 100% | | 100% | 0 | 2 | 0 | 1 | 0 | 1 |
startDate() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
couponCurrency() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
basis() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
fundingLabel() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
periods() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
payDate() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
freq() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
payCurrency() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
baseNotional() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
creditLabel() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |