IntegratedCrossVolQuanto(CurveSurfaceQuoteContainer, String, String, int, int) | | 0% | | 0% | 10 | 10 | 11 | 11 | 1 | 1 |
IntegratedSurfaceVariance(CurveSurfaceQuoteContainer, String, int, int) | | 0% | | 0% | 7 | 7 | 7 | 7 | 1 | 1 |
IntegratedFRACrossVolConvexityAdjuster(CurveSurfaceQuoteContainer, ForwardLabel, FundingLabel, double, double, int, int) | | 0% | | 0% | 6 | 6 | 5 | 5 | 1 | 1 |
MultiplicativeCrossVolQuanto(CurveSurfaceQuoteContainer, String, String, int, int) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
IntegratedFRACrossVolConvexityExponent(VolatilityCurve, VolatilityCurve, R1ToR1, double, double, int, int) | | 80% | | 50% | 4 | 5 | 1 | 4 | 0 | 1 |
IntegratedSurfaceVariance(VolatilityCurve, int, int) | | 78% | | 50% | 3 | 4 | 1 | 3 | 0 | 1 |
IntegratedCrossVolQuanto(VolatilityCurve, VolatilityCurve, R1ToR1, int, int) | | 84% | | 87% | 1 | 5 | 1 | 4 | 0 | 1 |
OptionHelper() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |