Create(FundingLabel, ForwardLabel, int, int, int, double, double, double, double, double, double, double, double, double, double, double, double) | | 76% | | 50% | 10 | 11 | 13 | 26 | 0 | 1 |
BGMPointUpdate(FundingLabel, ForwardLabel, int, int, int, LSQMPointRecord, LSQMPointRecord, double, double) | | 89% | | 50% | 4 | 5 | 1 | 10 | 0 | 1 |
libor() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
liborIncrement() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
continuousForwardRate() | | 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 |
spotRate() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
spotRateIncrement() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
discountFactor() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
discountFactorIncrement() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
lognormalLIBORVolatility() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
continuouslyCompoundedForwardVolatility() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |