| Create(FundingLabel, ForwardLabel, int, int, ForwardCurve, Span, MergedDiscountForwardCurve, Span, Span, Span, Span, Span, LognormalLIBORVolatility) |   | 79% |   | 71% | 8 | 15 | 11 | 23 | 0 | 1 |
| BGMCurveUpdate(FundingLabel, ForwardLabel, int, int, LSQMCurveSnapshot, LSQMCurveIncrement, LognormalLIBORVolatility) |   | 87% |   | 50% | 3 | 4 | 1 | 7 | 0 | 1 |
| forwardCurve() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| discountCurve() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| forwardCurveIncrement() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| continuousForwardRateIncrement() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| instantaneousEffectiveForwardRate() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| instantaneousNominalForwardRate() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| discountCurveIncrement() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| spotRateIncrement() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| lognormalLIBORVolatility() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |