| denseTrajectory(LocalVolatilityGenerationControl, double[][]) |  | 0% | | 0% | 10 | 10 | 43 | 43 | 1 | 1 |
| denseVariationMargin(LocalVolatilityGenerationControl, double[][]) | | 0% | | 0% | 9 | 9 | 32 | 32 | 1 | 1 |
| AndersenPykhtinSokolEnsemble(VariationMarginTradePaymentVertex, MarketPath[], int[]) | | 0% | | 0% | 8 | 8 | 14 | 14 | 1 | 1 |
| ensembleAdjustedVariationMarginDynamics() | | 0% | | 0% | 2 | 2 | 13 | 13 | 1 | 1 |
| pathAdjustedVariationMarginEstimate() | | 0% | | 0% | 2 | 2 | 10 | 10 | 1 | 1 |
| pathAdjustedVariationMarginEstimator() | | 0% | | 0% | 2 | 2 | 9 | 9 | 1 | 1 |
| ensemblePillarDynamics() | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| pathCount() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| sparseExposureDateCount() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginTradePaymentGenerator() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marketPathArray() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| sparseExposureDateArray() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |