| MakeDefaultPeriod(int, int, double, double, MergedDiscountForwardCurve, CreditCurve, int) |  | 0% | | 0% | 5 | 5 | 12 | 12 | 1 | 1 |
| MakeDefaultPeriod(int, int, double, double, double, MergedDiscountForwardCurve, CreditCurve, int) |  | 84% | | 50% | 5 | 6 | 4 | 12 | 0 | 1 |
| LossQuadratureMetrics(int, int, double, double, double, double, double, double) | | 93% | | 50% | 6 | 7 | 1 | 20 | 0 | 1 |
| startDate() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| startSurvival() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| endDate() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| endSurvival() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| effectiveNotional() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| effectiveRecovery() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| effectiveDF() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| accrualDCF() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |