greeks(int, int, double, MergedDiscountForwardCurve, double, boolean, boolean, R1ToR1) | | 0% | | 0% | 5 | 5 | 13 | 13 | 1 | 1 |
payoff(int, int, double, MergedDiscountForwardCurve, double, boolean, boolean, R1ToR1, boolean) | | 0% | | 0% | 5 | 5 | 7 | 7 | 1 | 1 |
impliedVolatilityFromPrice(int, int, double, MergedDiscountForwardCurve, double, boolean, boolean, double) | | 0% | | 0% | 3 | 3 | 6 | 6 | 1 | 1 |
greeks(int, int, double, MergedDiscountForwardCurve, double, boolean, boolean, double) | | 84% | | 50% | 4 | 5 | 4 | 9 | 0 | 1 |
payoff(int, int, double, MergedDiscountForwardCurve, double, boolean, boolean, double, boolean) | | 86% | | 50% | 4 | 5 | 1 | 4 | 0 | 1 |
impliedVolatilityFromPrice(double, double, double, double, boolean, boolean, double) | | 86% | | 50% | 2 | 3 | 1 | 6 | 0 | 1 |
impliedBlackScholesVolatility(double, double, double, double, boolean, boolean, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
FokkerPlanckGenerator() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |