| setCollateralCredit(double) |  | 0% |  | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| setCollateralForward(double) |  | 0% |  | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| setCollateralFunding(double) |  | 0% |  | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| setCollateralFX(double) |  | 0% |  | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| setCreditForward(double) |   | 80% |   | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
| setCreditFunding(double) |   | 80% |   | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
| setCreditFX(double) |   | 80% |   | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
| setForwardFunding(double) |   | 80% |   | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
| setForwardFX(double) |   | 80% |   | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
| setFundingFX(double) |   | 80% |   | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
| ConvexityAdjustment() |  | 100% | | n/a | 0 | 1 | 0 | 12 | 0 | 1 |
| cumulative() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| collateralCredit() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| collateralForward() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| collateralFunding() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| collateralFX() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| creditForward() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| creditFunding() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| creditFX() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| forwardFunding() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| forwardFX() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| fundingFX() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |