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 |