CreditSpreadEvent

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total37 of 14574%10 of 2050%19211333911
CreditSpreadEvent(String, Criterion, Criterion, Criterion, Criterion, Criterion, Criterion, Criterion, SystemicStressShockIndicator)58894%101050%101111301
Standard(String, double, double, double, double, double, double, double, SystemicStressShockIndicator)52080%n/a0131101
scenario()30%n/a111111
baaSpreadChange()30%n/a111111
snp500Return()30%n/a111111
ust5YChange()30%n/a111111
ust10YMinus3MChange()30%n/a111111
fxChange()30%n/a111111
wtiSpotReturn()30%n/a111111
snpGSCI()30%n/a111111
systemicStressShockIndicator()30%n/a111111