| collateralChoiceDiscountCurve(String) |  | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| govvieGovvieCorrelation(GovvieLabel, GovvieLabel) | | 0% | | 0% | 6 | 6 | 9 | 9 | 1 | 1 |
| paydownPaydownCorrelation(PaydownLabel, PaydownLabel) | | 0% | | 0% | 6 | 6 | 10 | 10 | 1 | 1 |
| recoveryRecoveryCorrelation(EntityRecoveryLabel, EntityRecoveryLabel) | | 0% | | 0% | 6 | 6 | 10 | 10 | 1 | 1 |
| creditCreditCorrelation(EntityCDSLabel, EntityCDSLabel) | | 0% | | 0% | 5 | 5 | 9 | 9 | 1 | 1 |
| customCustomCorrelation(CustomLabel, CustomLabel) | | 0% | | 0% | 5 | 5 | 9 | 9 | 1 | 1 |
| setEquityEquityCorrelation(EntityEquityLabel, EntityEquityLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 7 | 7 | 1 | 1 |
| setForwardForwardCorrelation(ForwardLabel, ForwardLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 7 | 7 | 1 | 1 |
| setFundingFundingCorrelation(FundingLabel, FundingLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 7 | 7 | 1 | 1 |
| setFXFXCorrelation(FXLabel, FXLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 7 | 7 | 1 | 1 |
| setGovvieGovvieCorrelation(GovvieLabel, GovvieLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 7 | 7 | 1 | 1 |
| setOvernightOvernightCorrelation(OvernightLabel, OvernightLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 7 | 7 | 1 | 1 |
| setPaydownPaydownCorrelation(PaydownLabel, PaydownLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 7 | 7 | 1 | 1 |
| setRecoveryRecoveryCorrelation(EntityRecoveryLabel, EntityRecoveryLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 7 | 7 | 1 | 1 |
| setRepoRepoCorrelation(RepoLabel, RepoLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 7 | 7 | 1 | 1 |
| setCustomCustomCorrelation(CustomLabel, CustomLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 7 | 7 | 1 | 1 |
| setCollateralCollateralCorrelation(String, String, R1ToR1) | | 0% | | 0% | 6 | 6 | 5 | 5 | 1 | 1 |
| setCreditCreditCorrelation(EntityCDSLabel, EntityCDSLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 6 | 6 | 1 | 1 |
| collateralCollateralCorrelation(String, String) | | 0% | | 0% | 6 | 6 | 5 | 5 | 1 | 1 |
| fundingFundingCorrelation(FundingLabel, FundingLabel) | | 0% | | 0% | 5 | 5 | 6 | 6 | 1 | 1 |
| fxFXCorrelation(FXLabel, FXLabel) | | 0% | | 0% | 5 | 5 | 4 | 4 | 1 | 1 |
| overnightOvernightCorrelation(OvernightLabel, OvernightLabel) | | 0% | | 0% | 5 | 5 | 6 | 6 | 1 | 1 |
| repoRepoCorrelation(RepoLabel, RepoLabel) | | 0% | | 0% | 5 | 5 | 4 | 4 | 1 | 1 |
| collateralCreditCorrelation(String, EntityCDSLabel) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| collateralCustomCorrelation(String, CustomLabel) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| collateralForwardCorrelation(String, ForwardLabel) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| collateralEquityCorrelation(String, EntityEquityLabel) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| collateralFundingCorrelation(String, FundingLabel) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| collateralFXCorrelation(String, FXLabel) | | 0% | | 0% | 5 | 5 | 4 | 4 | 1 | 1 |
| collateralGovvieCorrelation(String, GovvieLabel) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| collateralOvernightCorrelation(String, OvernightLabel) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| collateralPaydownCorrelation(String, PaydownLabel) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| collateralRatingCorrelation(String, RatingLabel) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| collateralRecoveryCorrelation(String, EntityRecoveryLabel) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| collateralRepoCorrelation(String, RepoLabel) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| equityEquityCorrelation(EntityEquityLabel, EntityEquityLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| forwardForwardCorrelation(ForwardLabel, ForwardLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| creditCustomMetricCorrelation(EntityCDSLabel, CustomLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| creditEquityCorrelation(EntityCDSLabel, EntityEquityLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| creditGovvieCorrelation(EntityCDSLabel, GovvieLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| creditOvernightCorrelation(EntityCDSLabel, OvernightLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| creditPaydownCorrelation(EntityCDSLabel, PaydownLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| creditRatingCorrelation(EntityCDSLabel, RatingLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| creditRepoCorrelation(EntityCDSLabel, RepoLabel) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| creditRecoveryCorrelation(EntityCDSLabel, EntityRecoveryLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| customEquityCorrelation(CustomLabel, EntityEquityLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| customForwardCorrelation(CustomLabel, ForwardLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| customMetricFundingCorrelation(CustomLabel, FundingLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| customFXCorrelation(CustomLabel, FXLabel) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| customGovvieCorrelation(CustomLabel, GovvieLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| customOvernightCorrelation(CustomLabel, OvernightLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| customPaydownCorrelation(CustomLabel, PaydownLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| customRatingCorrelation(CustomLabel, RatingLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| customRecoveryCorrelation(CustomLabel, EntityRecoveryLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| customRepoCorrelation(CustomLabel, RepoLabel) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| equityForwardCorrelation(EntityEquityLabel, ForwardLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| equityFundingCorrelation(EntityEquityLabel, FundingLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| equityFXCorrelation(EntityEquityLabel, FXLabel) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| equityGovvieCorrelation(EntityEquityLabel, GovvieLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| equityOvernightCorrelation(EntityEquityLabel, OvernightLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| equityPaydownCorrelation(EntityEquityLabel, PaydownLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| equityRecoveryCorrelation(EntityEquityLabel, EntityRecoveryLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| equityRatingCorrelation(EntityEquityLabel, RatingLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| equityRepoCorrelation(EntityEquityLabel, RepoLabel) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| forwardGovvieCorrelation(ForwardLabel, GovvieLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| forwardOvernightCorrelation(ForwardLabel, OvernightLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| forwardPaydownCorrelation(ForwardLabel, PaydownLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| forwardRatingCorrelation(ForwardLabel, RatingLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| forwardRecoveryCorrelation(ForwardLabel, EntityRecoveryLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| forwardRepoCorrelation(ForwardLabel, RepoLabel) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| fundingGovvieCorrelation(FundingLabel, GovvieLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| fundingOvernightCorrelation(FundingLabel, OvernightLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| fundingPaydownCorrelation(FundingLabel, PaydownLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| fundingRatingCorrelation(FundingLabel, RatingLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| fundingRecoveryCorrelation(FundingLabel, EntityRecoveryLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| fundingRepoCorrelation(FundingLabel, RepoLabel) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| fxGovvieCorrelation(FXLabel, GovvieLabel) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| fxOvernightCorrelation(FXLabel, OvernightLabel) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| fxPaydownCorrelation(FXLabel, PaydownLabel) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| fxRatingCorrelation(FXLabel, RatingLabel) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| fxRecoveryCorrelation(FXLabel, EntityRecoveryLabel) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| fxRepoCorrelation(FXLabel, RepoLabel) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| govvieOvernightCorrelation(GovvieLabel, OvernightLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| govviePaydownCorrelation(GovvieLabel, PaydownLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| govvieRecoveryCorrelation(GovvieLabel, RatingLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| govvieRecoveryCorrelation(GovvieLabel, EntityRecoveryLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| govvieRepoCorrelation(GovvieLabel, RepoLabel) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| overnightPaydownCorrelation(OvernightLabel, PaydownLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| overnightRatingCorrelation(OvernightLabel, RatingLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| overnightRecoveryCorrelation(OvernightLabel, EntityRecoveryLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| overnightRepoCorrelation(OvernightLabel, RepoLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| paydownRatingCorrelation(PaydownLabel, RatingLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| paydownRecoveryCorrelation(PaydownLabel, EntityRecoveryLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| paydownRepoCorrelation(PaydownLabel, RepoLabel) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| ratingRatingCorrelation(RatingLabel, RatingLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| ratingRecoveryCorrelation(RatingLabel, EntityRecoveryLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| ratingRepoCorrelation(RatingLabel, RepoLabel) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| recoveryRepoCorrelation(EntityRecoveryLabel, RepoLabel) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| setCollateralEquityCorrelation(String, EntityEquityLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| setCollateralForwardCorrelation(String, ForwardLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| setCollateralFundingCorrelation(String, FundingLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| setCollateralFXCorrelation(String, FXLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 4 | 4 | 1 | 1 |
| setCollateralGovvieCorrelation(String, GovvieLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| setCollateralOvernightCorrelation(String, OvernightLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| setCollateralPaydownCorrelation(String, PaydownLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| setCollateralRatingCorrelation(String, RatingLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| setCollateralRecoveryCorrelation(String, EntityRecoveryLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| setCollateralRepoCorrelation(String, RepoLabel, R1ToR1) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| setCreditCustomCorrelation(EntityCDSLabel, CustomLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setCreditEquityCorrelation(EntityCDSLabel, EntityEquityLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setCreditForwardCorrelation(EntityCDSLabel, ForwardLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setCreditFundingCorrelation(EntityCDSLabel, FundingLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setCreditGovvieCorrelation(EntityCDSLabel, GovvieLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setCreditOvernightCorrelation(EntityCDSLabel, OvernightLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setCreditPaydownCorrelation(EntityCDSLabel, PaydownLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setCreditRatingCorrelation(EntityCDSLabel, RatingLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setCreditRepoCorrelation(EntityCDSLabel, RepoLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setCreditRecoveryCorrelation(EntityCDSLabel, EntityRecoveryLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setCustomEquityCorrelation(CustomLabel, EntityEquityLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setCustomForwardCorrelation(CustomLabel, ForwardLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setEquityForwardCorrelation(EntityEquityLabel, ForwardLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setForwardGovvieCorrelation(ForwardLabel, GovvieLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setForwardOvernightCorrelation(ForwardLabel, OvernightLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setForwardPaydownCorrelation(ForwardLabel, PaydownLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setForwardRatingCorrelation(ForwardLabel, RatingLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setForwardRecoveryCorrelation(ForwardLabel, EntityRecoveryLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setForwardRepoCorrelation(ForwardLabel, RepoLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setFundingGovvieCorrelation(FundingLabel, GovvieLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setFundingOvernightCorrelation(FundingLabel, OvernightLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setFundingPaydownCorrelation(FundingLabel, PaydownLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setFundingRecoveryCorrelation(FundingLabel, RatingLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setFundingRecoveryCorrelation(FundingLabel, EntityRecoveryLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setFundingRepoCorrelation(FundingLabel, RepoLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setFXGovvieCorrelation(FXLabel, GovvieLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setFXOvernightCorrelation(FXLabel, OvernightLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setFXPaydownCorrelation(FXLabel, PaydownLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setFXRatingCorrelation(FXLabel, RatingLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setFXRecoveryCorrelation(FXLabel, EntityRecoveryLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setFXRepoCorrelation(FXLabel, RepoLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setGovvieOvernightCorrelation(GovvieLabel, OvernightLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setGovviePaydownCorrelation(GovvieLabel, PaydownLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setGovvieRatingCorrelation(GovvieLabel, RatingLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setGovvieRecoveryCorrelation(GovvieLabel, EntityRecoveryLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setGovvieRepoCorrelation(GovvieLabel, RepoLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setOvernightPaydownCorrelation(OvernightLabel, PaydownLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setOvernightRatingCorrelation(OvernightLabel, RatingLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setOvernightRecoveryCorrelation(OvernightLabel, EntityRecoveryLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setOvernightRepoCorrelation(OvernightLabel, RepoLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setPaydownRatingCorrelation(PaydownLabel, RatingLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setPaydownRecoveryCorrelation(PaydownLabel, EntityRecoveryLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setPaydownRepoCorrelation(PaydownLabel, RepoLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setRatingRatingCorrelation(RatingLabel, RatingLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setRatingRecoveryCorrelation(RatingLabel, EntityRecoveryLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setRatingRepoCorrelation(RatingLabel, RepoLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setRecoveryRepoCorrelation(EntityRecoveryLabel, RepoLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setCollateralCreditCorrelation(String, EntityCDSLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| setCollateralCustomCorrelation(String, CustomLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 5 | 5 | 1 | 1 |
| setCreditFXCorrelation(EntityCDSLabel, FXLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setCustomFXCorrelation(CustomLabel, FXLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setEquityFXCorrelation(EntityEquityLabel, FXLabel, R1ToR1) | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
| setCustomFundingCorrelation(CustomLabel, FundingLabel, R1ToR1) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| setCustomGovvieCorrelation(CustomLabel, GovvieLabel, R1ToR1) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| setCustomOvernightCorrelation(CustomLabel, OvernightLabel, R1ToR1) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| setCustomPaydownCorrelation(CustomLabel, PaydownLabel, R1ToR1) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| setCustomRatingCorrelation(CustomLabel, RatingLabel, R1ToR1) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| setCustomRecoveryCorrelation(CustomLabel, EntityRecoveryLabel, R1ToR1) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| setCustomRepoCorrelation(CustomLabel, RepoLabel, R1ToR1) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| setEquityFundingCorrelation(EntityEquityLabel, FundingLabel, R1ToR1) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| setEquityGovvieCorrelation(EntityEquityLabel, GovvieLabel, R1ToR1) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| setEquityOvernightCorrelation(EntityEquityLabel, OvernightLabel, R1ToR1) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| setEquityPaydownCorrelation(EntityEquityLabel, PaydownLabel, R1ToR1) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| setEquityRecoveryCorrelation(EntityEquityLabel, EntityRecoveryLabel, R1ToR1) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| setEquityRatingCorrelation(EntityEquityLabel, RatingLabel, R1ToR1) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| setEquityRepoCorrelation(EntityEquityLabel, RepoLabel, R1ToR1) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| creditFXCorrelation(EntityCDSLabel, FXLabel) |  | 23% | | 50% | 2 | 4 | 3 | 4 | 0 | 1 |
| equityState(EntityEquityLabel) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| overnightState(OvernightLabel) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| paydownState(PaydownLabel) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| ratingState(RatingLabel) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| recoveryState(EntityRecoveryLabel) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| collateralVolatility(CollateralLabel) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| equityVolatility(EntityEquityLabel) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| govvieVolatility(GovvieLabel) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| overnightVolatility(OvernightLabel) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| paydownVolaitlity(PaydownLabel) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| ratingVolaitlity(RatingLabel) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| recoveryVolatility(EntityRecoveryLabel) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| repoVolatility(RepoLabel) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| setEquityState(EntityEquityLabel, R1ToR1) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| setPaydownCurve(PaydownLabel, R1ToR1) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| setRatingCurve(RatingLabel, MergedDiscountForwardCurve) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| setOvernightState(MergedDiscountForwardCurve) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| setRecoveryState(CreditCurve) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| setCollateralVolatility(VolatilityCurve) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| setCreditVolatility(VolatilityCurve) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| setEquityVolatility(VolatilityCurve) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| setGovvieVolatility(VolatilityCurve) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| setOvernightVolatility(VolatilityCurve) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| setPaydownVolatility(VolatilityCurve) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| setRatingVolatility(VolatilityCurve) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| setRecoveryVolatility(VolatilityCurve) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| setRepoVolatility(VolatilityCurve) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| creditForwardCorrelation(EntityCDSLabel, ForwardLabel) | | 82% | | 66% | 2 | 4 | 0 | 5 | 0 | 1 |
| creditFundingCorrelation(EntityCDSLabel, FundingLabel) | | 82% | | 66% | 2 | 4 | 0 | 5 | 0 | 1 |
| forwardFXCorrelation(ForwardLabel, FXLabel) | | 82% | | 66% | 2 | 4 | 0 | 4 | 0 | 1 |
| removeFixing(JulianDate, LatentStateLabel) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| removeFixing(int, LatentStateLabel) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| creditVolatility(EntityCDSLabel) | | 76% | | 75% | 1 | 3 | 1 | 4 | 0 | 1 |
| setQuoteMap(CaseInsensitiveTreeMap) | | 92% | | 57% | 6 | 8 | 0 | 9 | 0 | 1 |
| fxState(FXLabel) | | 85% | | 50% | 2 | 3 | 0 | 3 | 0 | 1 |
| customVolatility(CustomLabel) | | 85% | | 50% | 2 | 3 | 0 | 3 | 0 | 1 |
| setPayCurrencyCollateralCurrencyCurve(String, String, MergedDiscountForwardCurve) | | 94% | | 50% | 5 | 6 | 1 | 7 | 0 | 1 |
| forwardFundingCorrelation(ForwardLabel, FundingLabel) | | 94% | | 66% | 2 | 4 | 0 | 5 | 0 | 1 |
| setForwardFundingCorrelation(ForwardLabel, FundingLabel, R1ToR1) | | 93% | | 50% | 3 | 4 | 0 | 4 | 0 | 1 |
| setFundingFXCorrelation(FundingLabel, FXLabel, R1ToR1) | | 93% | | 50% | 3 | 4 | 0 | 4 | 0 | 1 |
| setForwardFXCorrelation(ForwardLabel, FXLabel, R1ToR1) | | 93% | | 50% | 3 | 4 | 0 | 4 | 0 | 1 |
| payCurrencyCollateralCurrencyCurve(String, String) | | 90% | | 50% | 3 | 4 | 1 | 3 | 0 | 1 |
| creditState(EntityCDSLabel) | | 90% | | 75% | 1 | 3 | 0 | 3 | 0 | 1 |
| forwardState(ForwardLabel) | | 90% | | 75% | 1 | 3 | 0 | 3 | 0 | 1 |
| fundingState(FundingLabel) | | 90% | | 75% | 1 | 3 | 0 | 3 | 0 | 1 |
| govvieState(GovvieLabel) | | 90% | | 75% | 1 | 3 | 0 | 3 | 0 | 1 |
| repoState(RepoLabel) | | 90% | | 75% | 1 | 3 | 0 | 3 | 0 | 1 |
| fundingVolatility(FundingLabel) | | 90% | | 75% | 1 | 3 | 0 | 4 | 0 | 1 |
| setProductQuote(String, ProductQuote) | | 89% | | 50% | 3 | 4 | 0 | 3 | 0 | 1 |
| setFXState(FXCurve) | | 88% | | 50% | 1 | 2 | 0 | 4 | 0 | 1 |
| setCreditState(CreditCurve) | | 86% | | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
| setForwardState(ForwardCurve) | | 86% | | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
| setFundingState(MergedDiscountForwardCurve) | | 86% | | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
| setGovvieState(GovvieCurve) | | 86% | | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
| setRepoState(RepoCurve) | | 86% | | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
| setCustomVolatility(VolatilityCurve) | | 86% | | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
| setForwardVolatility(VolatilityCurve) | | 86% | | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
| setFundingVolatility(VolatilityCurve) | | 86% | | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
| setFXVolatility(VolatilityCurve) | | 86% | | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
| fundingFXCorrelation(FundingLabel, FXLabel) | | 97% | | 66% | 2 | 4 | 0 | 4 | 0 | 1 |
| CurveSurfaceQuoteContainer() | | 100% | | n/a | 0 | 1 | 0 | 120 | 0 | 1 |
| forwardVolatility(ForwardLabel) | | 100% | | 100% | 0 | 3 | 0 | 4 | 0 | 1 |
| fxVolatility(FXLabel) | | 100% | | 100% | 0 | 3 | 0 | 3 | 0 | 1 |
| productQuote(String) | | 100% | | 66% | 2 | 4 | 0 | 4 | 0 | 1 |
| setFixing(JulianDate, LatentStateLabel, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| setFixing(int, LatentStateLabel, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| fixing(JulianDate, LatentStateLabel) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| fixing(int, LatentStateLabel) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| available(JulianDate, LatentStateLabel) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| available(int, LatentStateLabel) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| setFixings(LatentStateFixingsContainer) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| quoteMap() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| fixings() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |