simulatePrincipalMetric(int, int, int, int, LSQMCurveUpdate, int) |  | 0% |  | 0% | 16 | 16 | 42 | 42 | 1 | 1 |
simulateTerminalLatentState(int, int, int, int, LSQMCurveUpdate, int) |  | 0% |  | 0% | 11 | 11 | 32 | 32 | 1 | 1 |
simulateLIBOR(int, int, double, double, ForwardCurve, String, double, LognormalLIBORVolatility) |  | 0% |  | 0% | 3 | 3 | 25 | 25 | 1 | 1 |
evolve(int, int, int, LSQMCurveUpdate) |   | 97% |   | 58% | 5 | 7 | 5 | 44 | 0 | 1 |
timeSnap(int, int, double, double, String, ForwardCurve, MergedDiscountForwardCurve, LognormalLIBORVolatility) |   | 97% |  | 100% | 0 | 2 | 3 | 34 | 0 | 1 |
LognormalLIBORCurveEvolver(FundingLabel, ForwardLabel, int, SegmentCustomBuilderControl, SegmentCustomBuilderControl, SegmentCustomBuilderControl, SegmentCustomBuilderControl, SegmentCustomBuilderControl, SegmentCustomBuilderControl, SegmentCustomBuilderControl, SegmentCustomBuilderControl) |   | 96% |   | 54% | 10 | 12 | 1 | 32 | 0 | 1 |
Create(FundingLabel, ForwardLabel, int, SegmentCustomBuilderControl) |   | 75% | | n/a | 0 | 1 | 3 | 4 | 0 | 1 |
scbcLIBOR() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
scbcDiscountFactor() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
scbcLIBORIncrement() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
scbcDiscountFactorIncrement() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
scbcContinuousForwardIncrement() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
scbcSpotRateIncrement() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
scbcInstantaneousEffectiveForward() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
scbcInstantaneousNominalForward() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
fundingLabel() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
forwardLabel() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
spanTenor() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
continuousForwardRateIncrement(int, double, double, ForwardCurve, double[], LognormalLIBORVolatility) |  | 100% | | n/a | 0 | 1 | 0 | 3 | 0 | 1 |
spotRateIncrement(int, double, double, MergedDiscountForwardCurve, double[], LognormalLIBORVolatility) |  | 100% | | n/a | 0 | 1 | 0 | 3 | 0 | 1 |
forwardDerivative(ForwardCurve, int) |  | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |