evolve(int, int, int, LSQMPointUpdate) | | 93% | | 55% | 8 | 10 | 4 | 45 | 0 | 1 |
instantaneousForwardRateIncrement(int, int, int) | | 86% | | 66% | 2 | 4 | 2 | 14 | 0 | 1 |
shortRateIncrement(int, int, int) | | 86% | | 66% | 2 | 4 | 2 | 14 | 0 | 1 |
compoundedShortRateIncrement(int, int, int, double, double, int) | | 93% | | 66% | 2 | 4 | 1 | 12 | 0 | 1 |
liborForwardRateIncrement(int, int, int, double, int) | | 93% | | 62% | 3 | 5 | 1 | 12 | 0 | 1 |
shiftedLIBORForwardIncrement(int, int, int, double, int) | | 92% | | 62% | 3 | 5 | 1 | 12 | 0 | 1 |
proportionalPriceIncrement(int, int, double, int) | | 91% | | 66% | 2 | 4 | 1 | 11 | 0 | 1 |
MultiFactorStateEvolver(FundingLabel, ForwardLabel, MultiFactorVolatility, R1ToR1) | | 88% | | 50% | 4 | 5 | 1 | 8 | 0 | 1 |
fundingLabel() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
forwardLabel() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
instantaneousForwardInitialTermStructure() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
mfv() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |