| 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 |