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 |