calibZeroCurveSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, int, double, double) | | 0% | | 0% | 9 | 9 | 16 | 16 | 1 | 1 |
calibDiscCurveSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, int, double, double) | | 0% | | 0% | 8 | 8 | 14 | 14 | 1 | 1 |
calibrateZSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, int, double, double) | | 52% | | 50% | 8 | 9 | 7 | 16 | 0 | 1 |
calibrateYieldFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 61% | | 50% | 7 | 8 | 6 | 14 | 0 | 1 |
calibrateOASFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, int, double, double) | | 93% | | 71% | 4 | 8 | 1 | 14 | 0 | 1 |
calibrateCreditBasisFromPrice(ValuationParams, CurveSurfaceQuoteContainer, int, double, double, boolean) | | 93% | | 71% | 4 | 8 | 1 | 14 | 0 | 1 |
BondComponent.BondCalibrator(BondComponent, BondComponent, boolean) | | 80% | | 50% | 1 | 2 | 1 | 7 | 0 | 1 |