| measureNames() |  | 0% | | n/a | 1 | 1 | 189 | 189 | 1 | 1 |
| value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) |  | 36% | | 34% | 23 | 27 | 84 | 133 | 0 | 1 |
| putMetrics(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double, GovvieBuilderSettings, DiffusionEvolver, int) | | 4% | | 10% | 19 | 20 | 82 | 85 | 0 | 1 |
| pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 0% | | 0% | 27 | 27 | 60 | 60 | 1 | 1 |
| calibMeasures(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 42% | | 40% | 12 | 17 | 29 | 50 | 0 | 1 |
| workoutMeasures(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, int, double) | | 70% | | 67% | 16 | 33 | 31 | 117 | 0 | 1 |
| exercisePutYieldFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 11 | 11 | 25 | 25 | 1 | 1 |
| effectiveTreasuryBenchmarkYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 14 | 14 | 19 | 19 | 1 | 1 |
| macaulayDurationFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 74% | | 58% | 17 | 25 | 19 | 84 | 0 | 1 |
| lossFlowFromPrice(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 12 | 12 | 18 | 18 | 1 | 1 |
| priceFromDiscountCurve(ValuationParams, CurveSurfaceQuoteContainer, int, double, double, int) | | 73% | | 55% | 20 | 28 | 18 | 70 | 0 | 1 |
| priceFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double, boolean) | | 78% | | 68% | 15 | 28 | 15 | 87 | 0 | 1 |
| secTreasurySpread(ValuationParams, CurveSurfaceQuoteContainer) | | 0% | | 0% | 11 | 11 | 16 | 16 | 1 | 1 |
| nextValidExerciseDateOfType(JulianDate, boolean) | | 0% | | 0% | 13 | 13 | 13 | 13 | 1 | 1 |
| priceFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | 0% | 8 | 8 | 13 | 13 | 1 | 1 |
| priceFromCreditCurve(ValuationParams, CurveSurfaceQuoteContainer, int, double, double, boolean) | | 83% | | 66% | 20 | 32 | 10 | 80 | 0 | 1 |
| nextValidExerciseInfo(JulianDate) | | 0% | | 0% | 9 | 9 | 10 | 10 | 1 | 1 |
| nextCouponRate(JulianDate, CurveSurfaceQuoteContainer) | | 0% | | 0% | 4 | 4 | 9 | 9 | 1 | 1 |
| periodFixingDate(int) | | 0% | | 0% | 6 | 6 | 10 | 10 | 1 | 1 |
| previousCouponRate(JulianDate, CurveSurfaceQuoteContainer) | | 0% | | 0% | 4 | 4 | 10 | 10 | 1 | 1 |
| lossFlow(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer) | | 0% | | 0% | 7 | 7 | 9 | 9 | 1 | 1 |
| exerciseYieldFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 53% | | 37% | 11 | 13 | 8 | 15 | 0 | 1 |
| currentCouponRate(JulianDate, CurveSurfaceQuoteContainer) | | 0% | | 0% | 6 | 6 | 9 | 9 | 1 | 1 |
| priceFromZeroCurve(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, int, double, double) | | 86% | | 69% | 15 | 27 | 10 | 71 | 0 | 1 |
| weightedAverageMaturityDate(ValuationParams, CurveSurfaceQuoteContainer, int, double) | | 81% | | 65% | 10 | 17 | 7 | 54 | 0 | 1 |
| weightedAverageLife(ValuationParams, CurveSurfaceQuoteContainer, int, double) | | 81% | | 65% | 10 | 17 | 7 | 54 | 0 | 1 |
| weightedAverageLifeCouponOnly(ValuationParams, CurveSurfaceQuoteContainer, int, double) | | 79% | | 65% | 10 | 17 | 7 | 51 | 0 | 1 |
| yieldFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | 0% | 6 | 6 | 6 | 6 | 1 | 1 |
| yieldFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | 0% | 6 | 6 | 7 | 7 | 1 | 1 |
| yieldFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | 0% | 6 | 6 | 7 | 7 | 1 | 1 |
| showPeriods() | | 0% | | 0% | 2 | 2 | 5 | 5 | 1 | 1 |
| nextCouponDate(JulianDate) | | 0% | | 0% | 4 | 4 | 6 | 6 | 1 | 1 |
| callMetrics(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double, GovvieBuilderSettings, DiffusionEvolver, int) | | 91% | | 76% | 9 | 20 | 16 | 85 | 0 | 1 |
| accrued(int, CurveSurfaceQuoteContainer) | | 67% | | 75% | 3 | 7 | 3 | 18 | 0 | 1 |
| currentCouponDate(JulianDate) | | 0% | | 0% | 4 | 4 | 6 | 6 | 1 | 1 |
| yieldFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| weightedAverageLifeCredit(ValuationParams, CurveSurfaceQuoteContainer, int, double) | | 88% | | 64% | 11 | 18 | 5 | 57 | 0 | 1 |
| weightedAverageLifeLossOnly(ValuationParams, CurveSurfaceQuoteContainer, int, double) | | 87% | | 64% | 11 | 18 | 5 | 56 | 0 | 1 |
| discountMarginFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| iSpreadFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| jSpreadFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| macaulayDurationFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| modifiedDurationFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| nSpreadFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| tradeable(ValuationParams) | | 0% | | 0% | 5 | 5 | 3 | 3 | 1 | 1 |
| aswFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| bondBasisFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| creditBasisFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| eSpreadFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| gSpreadFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| oasFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| pecsFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| tsySpreadFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| yield01FromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| yieldSpreadFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| zSpreadFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| yieldSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| aswFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| aswFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| aswFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| aswFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| aswFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| aswFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| aswFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| aswFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| aswFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| aswFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| aswFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| aswFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| aswFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| aswFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| bondBasisFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| bondBasisFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| bondBasisFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| bondBasisFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| bondBasisFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| bondBasisFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| bondBasisFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| bondBasisFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| bondBasisFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| bondBasisFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| bondBasisFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| bondBasisFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| bondBasisFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| bondBasisFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| convexityFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| convexityFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| convexityFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| convexityFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| convexityFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| convexityFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| convexityFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| convexityFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| convexityFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| convexityFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| convexityFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| convexityFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| convexityFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| convexityFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| convexityFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| convexityFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| creditBasisFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| creditBasisFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| creditBasisFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| creditBasisFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| creditBasisFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| creditBasisFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| creditBasisFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| creditBasisFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| creditBasisFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| creditBasisFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| creditBasisFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| creditBasisFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| creditBasisFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| creditBasisFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| discountMarginFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| discountMarginFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| discountMarginFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| discountMarginFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| discountMarginFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| discountMarginFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| discountMarginFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| discountMarginFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| discountMarginFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| discountMarginFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| discountMarginFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| discountMarginFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| discountMarginFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| discountMarginFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| durationFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| durationFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| durationFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| durationFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| durationFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| durationFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| durationFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| durationFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| durationFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| durationFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| durationFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| durationFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| durationFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| durationFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| durationFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| durationFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| eSpreadFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| eSpreadFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| eSpreadFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| eSpreadFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| eSpreadFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| eSpreadFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| eSpreadFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| eSpreadFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| eSpreadFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| eSpreadFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| eSpreadFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| eSpreadFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| eSpreadFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| gSpreadFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| gSpreadFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| gSpreadFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| gSpreadFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| gSpreadFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| gSpreadFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| gSpreadFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| gSpreadFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| gSpreadFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| gSpreadFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| gSpreadFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| gSpreadFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| gSpreadFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| gSpreadFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| iSpreadFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| iSpreadFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| iSpreadFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| iSpreadFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| iSpreadFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| iSpreadFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| iSpreadFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| iSpreadFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| iSpreadFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| iSpreadFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| iSpreadFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| iSpreadFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| iSpreadFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| iSpreadFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| jSpreadFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| jSpreadFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| jSpreadFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| jSpreadFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| jSpreadFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| jSpreadFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| jSpreadFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| jSpreadFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| jSpreadFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| jSpreadFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| jSpreadFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| jSpreadFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| jSpreadFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| jSpreadFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| macaulayDurationFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| macaulayDurationFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| macaulayDurationFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| macaulayDurationFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| macaulayDurationFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| macaulayDurationFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| macaulayDurationFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| macaulayDurationFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| macaulayDurationFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| mnacaulayDurationFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| macaulayDurationFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| macaulayDurationFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| macaulayDurationFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| macaulayDurationFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| macaulayDurationFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| modifiedDurationFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| modifiedDurationFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| modifiedDurationFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| modifiedDurationFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| modifiedDurationFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| modifiedDurationFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| modifiedDurationFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| modifiedDurationFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| modifiedDurationFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| modifiedDurationFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| modifiedDurationFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| modifiedDurationFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| modifiedDurationFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| modifiedDurationFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| modifiedDurationFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| nSpreadFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| nSpreadFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| nSpreadFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| nSpreadFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| nSpreadFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| nSpreadFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| nSpreadFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| nSpreadFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| nSpreadFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| nSpreadFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| nSpreadFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| nSpreadFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| nSpreadFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| nSpreadFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| oasFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| oasFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| oasFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| oasFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| oasFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| oasFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| oasFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| oasFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| oasFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| oasFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| oasFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| oasFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| oasFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| oasFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| pecsFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| pecsFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| pecsFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| pecsFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| pecsFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| pecsFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| pecsFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| pecsFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| pecsFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| pecsFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| pecsFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| pecsFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| pecsFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| pecsFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| priceFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| priceFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| priceFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| priceFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| priceFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| priceFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| priceFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| priceFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| priceFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| priceFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| priceFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| priceFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| priceFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| priceFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| priceFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| tsySpreadFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| tsySpreadFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| tsySpreadFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| tsySpreadFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| tsySpreadFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| tsySpreadFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| tsySpreadFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| tsySpreadFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| tsySpreadFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| tsySpreadFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| tsySpreadFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| tsySpreadFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| tsySpreadFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| tsySpreadFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yield01FromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yield01FromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yield01FromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yield01FromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yield01FromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yield01FromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yield01FromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yield01FromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yield01FromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yield01FromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yield01FromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yield01FromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yield01FromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yield01FromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldSpreadFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldSpreadFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldSpreadFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldSpreadFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldSpreadFromESpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldSpreadFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldSpreadFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldSpreadFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldSpreadFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldSpreadFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldSpreadFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldSpreadFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldSpreadFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| yieldSpreadFromZSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| zSpreadFromASWToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| zSpreadFromBondBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| zSpreadFromCreditBasisToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| zSpreadFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| zSpreadFromGSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| zSpreadFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| zSpreadFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| zSpreadFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| zSpreadFromOASToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| zSpreadFromPECSToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| zSpreadFromTSYSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| zSpreadFromYieldToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| zSpreadFromYieldSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| weightedAverageLifePrincipalOnly(ValuationParams, CurveSurfaceQuoteContainer, int, double) | | 83% | | 75% | 4 | 9 | 4 | 36 | 0 | 1 |
| indexRate(int, CurveSurfaceQuoteContainer, CompositeFloatingPeriod) | | 54% | | 33% | 3 | 4 | 2 | 8 | 0 | 1 |
| aswFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 72% | | 50% | 7 | 8 | 3 | 13 | 0 | 1 |
| recovery(int, CreditCurve) | | 0% | | 0% | 3 | 3 | 2 | 2 | 1 | 1 |
| variableCoupon() | | 0% | | 0% | 4 | 4 | 2 | 2 | 1 | 1 |
| yieldFromPriceToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| yieldFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 80% | | 55% | 8 | 10 | 3 | 15 | 0 | 1 |
| discountMarginFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 79% | | 62% | 6 | 9 | 3 | 13 | 0 | 1 |
| yieldFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yieldFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| aswFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| aswFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| aswFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| aswFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| aswFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| aswFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| aswFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| aswFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| aswFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| aswFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| aswFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| aswFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| aswFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| bondBasisFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| bondBasisFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| bondBasisFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| bondBasisFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| bondBasisFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| bondBasisFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| bondBasisFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| bondBasisFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| bondBasisFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| bondBasisFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| bondBasisFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| bondBasisFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| bondBasisFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| convexityFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| convexityFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| convexityFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| convexityFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| convexityFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| convexityFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| convexityFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| convexityFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| convexityFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| convexityFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| convexityFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| convexityFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| convexityFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| convexityFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| convexityFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| creditBasisFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| creditBasisFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| creditBasisFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| creditBasisFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| creditBasisFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| creditBasisFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| creditBasisFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| creditBasisFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| creditBasisFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| creditBasisFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| creditBasisFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| creditBasisFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| creditBasisFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| discountMarginFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| discountMarginFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| discountMarginFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| discountMarginFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| discountMarginFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| discountMarginFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| discountMarginFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| discountMarginFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| discountMarginFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| discountMarginFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| discountMarginFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| discountMarginFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| discountMarginFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| durationFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| durationFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| durationFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| durationFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| durationFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| durationFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| durationFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| durationFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| durationFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| durationFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| durationFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| durationFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| durationFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| durationFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| durationFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| eSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| eSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| eSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| eSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| eSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| eSpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| eSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| eSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| eSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| eSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| eSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| eSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| eSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| gSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| gSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| gSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| gSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| gSpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| gSpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| gSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| gSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| gSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| gSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| gSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| gSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| gSpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| iSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| iSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| iSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| iSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| iSpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| iSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| iSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| iSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| iSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| iSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| iSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| iSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| iSpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| jSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| jSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| jSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| jSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| jSpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| jSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| jSpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| jSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| jSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| jSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| jSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| jSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| jSpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| macaulayDurationFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| macaulayDurationFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| macaulayDurationFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| macaulayDurationFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| macaulayDurationFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| macaulayDurationFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| macaulayDurationFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| macaulayDurationFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| macaulayDurationFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| macaulayDurationFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| macaulayDurationFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| macaulayDurationFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| macaulayDurationFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| macaulayDurationFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| modifiedDurationFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| modifiedDurationFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| modifiedDurationFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| modifiedDurationFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| modifiedDurationFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| modifiedDurationFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| modifiedDurationFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| modifiedDurationFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| modifiedDurationFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| modifiedDurationFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| modifiedDurationFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| modifiedDurationFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| modifiedDurationFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| modifiedDurationFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| modifiedDurationFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| nSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| nSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| nSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| nSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| nSpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| nSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| nSpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| nSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| nSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| nSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| nSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| nSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| nSpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| oasFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| oasFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| oasFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| oasFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| oasFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| oasFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| oasFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| oasFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| oasFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| oasFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| oasFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| oasFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| oasFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| pecsFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| pecsFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| pecsFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| pecsFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| pecsFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| pecsFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| pecsFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| pecsFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| pecsFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| pecsFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| pecsFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| pecsFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| pecsFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| pecsFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| priceFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| priceFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| priceFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| priceFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| priceFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| priceFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| tsySpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| tsySpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| tsySpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| tsySpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| tsySpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| tsySpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| tsySpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| tsySpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| tsySpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| tsySpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| tsySpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| tsySpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| tsySpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yieldFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yieldFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yieldFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yield01FromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yield01FromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yield01FromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yield01FromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yield01FromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yield01FromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yield01FromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yield01FromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yield01FromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yield01FromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yield01FromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yield01FromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yield01FromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yieldSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yieldSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yieldSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yieldSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yieldSpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yieldSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yieldSpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yieldSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yieldSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yieldSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yieldSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yieldSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yieldSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| yieldSpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| zSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| zSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| zSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| zSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| zSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| zSpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| zSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| zSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| zSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| zSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| zSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| zSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| standardMeasures(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, WorkoutInfo, double) | | 93% | | 58% | 5 | 7 | 11 | 64 | 0 | 1 |
| eSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| couponCurrency() | | 0% | | n/a | 1 | 1 | 3 | 3 | 1 | 1 |
| setEmbeddedPutSchedule(EmbeddedOptionSchedule) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| pecsFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldFromPriceTC(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| finalMaturity() | | 0% | | 0% | 2 | 2 | 1 | 1 | 1 | 1 |
| treasuryBenchmarkYield(ValuationParams, CurveSurfaceQuoteContainer, int) | | 85% | | 59% | 8 | 12 | 1 | 17 | 0 | 1 |
| exerciseCallYieldFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 91% | | 75% | 5 | 11 | 6 | 25 | 0 | 1 |
| rateIndex() | | 0% | | 0% | 2 | 2 | 1 | 1 | 1 | 1 |
| aswFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| aswFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| aswFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| aswFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| aswFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| aswFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| aswFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| aswFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| aswFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| aswFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| aswFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| aswFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| aswFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| aswFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| bondBasisFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| bondBasisFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| bondBasisFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| bondBasisFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| bondBasisFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| bondBasisFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| bondBasisFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| bondBasisFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| bondBasisFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| bondBasisFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| bondBasisFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| bondBasisFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| bondBasisFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| bondBasisFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| convexityFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| convexityFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| convexityFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| convexityFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| convexityFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| convexityFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| convexityFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| convexityFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| convexityFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| convexityFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| convexityFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| convexityFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| convexityFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| convexityFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| convexityFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| creditBasisFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| creditBasisFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| creditBasisFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| creditBasisFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| creditBasisFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| creditBasisFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| creditBasisFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| creditBasisFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| creditBasisFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| creditBasisFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| creditBasisFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| creditBasisFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| creditBasisFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| creditBasisFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| creditBasisFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| discountMarginFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| discountMarginFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| discountMarginFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| discountMarginFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| discountMarginFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| discountMarginFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| discountMarginFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| discountMarginFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| discountMarginFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| discountMarginFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| discountMarginFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| discountMarginFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| discountMarginFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| discountMarginFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| durationFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| durationFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| durationFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| durationFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| durationFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| durationFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| durationFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| durationFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| durationFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| durationFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| durationFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| durationFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| durationFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| durationFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| durationFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| durationFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| eSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| eSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| eSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| eSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| eSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| eSpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| eSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| eSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| eSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| eSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| eSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| eSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| eSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| eSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| gSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| gSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| gSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| gSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| gSpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| gSpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| gSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| gSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| gSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| gSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| gSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| gSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| gSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| gSpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| iSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| iSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| iSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| iSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| iSpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| iSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| iSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| iSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| iSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| iSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| iSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| iSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| iSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| iSpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| jSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| jSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| jSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| jSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| jSpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| jSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| jSpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| jSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| jSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| jSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| jSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| jSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| jSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| jSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| jSpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| macaulayDurationFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| macaulayDurationFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| macaulayDurationFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| macaulayDurationFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| macaulayDurationFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| macaulayDurationFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| macaulayDurationFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| macaulayDurationFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| macaulayDurationFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| macaulayDurationFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| macaulayDurationFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| macaulayDurationFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| macaulayDurationFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| macaulayDurationFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| macaulayDurationFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| modifiedDurationFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| modifiedDurationFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| modifiedDurationFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| modifiedDurationFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| modifiedDurationFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| modifiedDurationFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| modifiedDurationFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| modifiedDurationFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| modifiedDurationFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| modifiedDurationFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| modifiedDurationFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| modifiedDurationFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| modifiedDurationFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| modifiedDurationFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| modifiedDurationFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| nSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| nSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| nSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| nSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| nSpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| nSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| nSpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| nSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| nSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| nSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| nSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| nSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| nSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| nSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| nSpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| oasFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| oasFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| oasFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| oasFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| oasFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| oasFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| oasFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| oasFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| oasFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| oasFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| oasFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| oasFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| oasFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| oasFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| pecsFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| pecsFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| pecsFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| pecsFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| pecsFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| pecsFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| pecsFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| pecsFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| pecsFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| pecsFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| pecsFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| pecsFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| pecsFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| pecsFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| pecsFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| priceFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| priceFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| priceFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| priceFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| priceFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| priceFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| priceFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| priceFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| priceFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| priceFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| priceFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| priceFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| tsySpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| tsySpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| tsySpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| tsySpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| tsySpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| tsySpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| tsySpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| tsySpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| tsySpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| tsySpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| tsySpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| tsySpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| tsySpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| tsySpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldFromDiscountMarginToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldFromISpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldFromJSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldFromNSpreadToOptimalExercise(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yield01FromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yield01FromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yield01FromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yield01FromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yield01FromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yield01FromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yield01FromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yield01FromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yield01FromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yield01FromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yield01FromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yield01FromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yield01FromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yield01FromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldSpreadFromESpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldSpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| yieldSpreadFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| zSpreadFromASW(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| zSpreadFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| zSpreadFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| zSpreadFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| zSpreadFromGSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| zSpreadFromISpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| zSpreadFromJSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| zSpreadFromNSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| zSpreadFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| zSpreadFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| zSpreadFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| zSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| zSpreadFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| jSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 71% | | 50% | 3 | 4 | 1 | 5 | 0 | 1 |
| iSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 67% | | 50% | 3 | 4 | 2 | 6 | 0 | 1 |
| nSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 67% | | 50% | 3 | 4 | 2 | 6 | 0 | 1 |
| isin() | | 0% | | 0% | 2 | 2 | 1 | 1 | 1 | 1 |
| cusip() | | 0% | | 0% | 2 | 2 | 1 | 1 | 1 | 1 |
| cashSettleParams() | | 0% | | 0% | 2 | 2 | 1 | 1 | 1 | 1 |
| currentCoupon() | | 0% | | 0% | 2 | 2 | 1 | 1 | 1 | 1 |
| ticker() | | 0% | | 0% | 2 | 2 | 1 | 1 | 1 | 1 |
| exercised() | | 0% | | 0% | 2 | 2 | 1 | 1 | 1 | 1 |
| defaulted() | | 0% | | 0% | 2 | 2 | 1 | 1 | 1 | 1 |
| perpetual() | | 0% | | 0% | 2 | 2 | 1 | 1 | 1 | 1 |
| couponType() | | 0% | | 0% | 2 | 2 | 1 | 1 | 1 | 1 |
| accrualDC() | | 0% | | 0% | 2 | 2 | 1 | 1 | 1 | 1 |
| calculationType() | | 0% | | 0% | 2 | 2 | 1 | 1 | 1 | 1 |
| redemptionValue() | | 0% | | 0% | 2 | 2 | 1 | 1 | 1 | 1 |
| floatCouponConvention() | | 0% | | 0% | 2 | 2 | 1 | 1 | 1 | 1 |
| maturityType() | | 0% | | 0% | 2 | 2 | 1 | 1 | 1 | 1 |
| weightedAverageMaturityDate(ValuationParams, CurveSurfaceQuoteContainer) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| weightedAverageLifePrincipalOnly(ValuationParams, CurveSurfaceQuoteContainer) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| weightedAverageLifeCouponOnly(ValuationParams, CurveSurfaceQuoteContainer) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| weightedAverageLifeLossOnly(ValuationParams, CurveSurfaceQuoteContainer) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| weightedAverageLifeCredit(ValuationParams, CurveSurfaceQuoteContainer) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| priceFromTreasuryCurve(ValuationParams, CurveSurfaceQuoteContainer, int, double, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| durationFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| priceFromPECS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| fairMeasures(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 90% | | 50% | 3 | 4 | 2 | 15 | 0 | 1 |
| terminationAdjust(int) | | 66% | | 75% | 1 | 3 | 3 | 6 | 0 | 1 |
| recovery(int, int, CreditCurve) | | 61% | | 50% | 2 | 3 | 1 | 3 | 0 | 1 |
| sinkable() | | 0% | | 0% | 2 | 2 | 1 | 1 | 1 | 1 |
| previousCouponDate(JulianDate) | | 86% | | 62% | 3 | 5 | 2 | 7 | 0 | 1 |
| couponMetrics(int, ValuationParams, CurveSurfaceQuoteContainer) | | 83% | | 50% | 1 | 2 | 3 | 10 | 0 | 1 |
| inFirstCouponPeriod(int) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| inLastCouponPeriod(int) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| modifiedDurationFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 92% | | 66% | 2 | 4 | 1 | 9 | 0 | 1 |
| convexityFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 90% | | 50% | 2 | 3 | 1 | 6 | 0 | 1 |
| gSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 86% | | 60% | 4 | 6 | 1 | 6 | 0 | 1 |
| yieldFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 82% | | 50% | 2 | 3 | 1 | 4 | 0 | 1 |
| yield01FromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 82% | | 50% | 1 | 2 | 1 | 4 | 0 | 1 |
| bondBasisFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 80% | | 50% | 1 | 2 | 1 | 4 | 0 | 1 |
| yieldFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 80% | | 50% | 1 | 2 | 1 | 4 | 0 | 1 |
| notional(int, int) | | 78% | | 50% | 2 | 3 | 1 | 3 | 0 | 1 |
| notional(int) | | 76% | | 50% | 2 | 3 | 1 | 3 | 0 | 1 |
| yieldFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 75% | | 50% | 2 | 3 | 1 | 3 | 0 | 1 |
| initialNotional() | | 61% | | 50% | 1 | 2 | 1 | 3 | 0 | 1 |
| forwardLabel() | | 85% | | 50% | 2 | 3 | 0 | 7 | 0 | 1 |
| otcFixFloatLabel() | | 85% | | 50% | 2 | 3 | 0 | 7 | 0 | 1 |
| rvMeasures(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, WorkoutInfo, double, String) | | 82% | | 50% | 2 | 3 | 0 | 3 | 0 | 1 |
| principalCurrency() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| redemptionCurrency() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marketMeasures(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, WorkoutInfo) | | 90% | | n/a | 0 | 1 | 2 | 8 | 0 | 1 |
| currentPeriod(int) | | 72% | | n/a | 0 | 1 | 2 | 3 | 0 | 1 |
| treasuryBenchmark() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| identifierSet() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| couponSetting() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marketConvention() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| creditSetting() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| terminationSetting() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| notionalSetting() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| couponFactor(int) | | 90% | | 75% | 1 | 3 | 0 | 3 | 0 | 1 |
| primaryCode() | | 88% | | 50% | 1 | 2 | 0 | 1 | 0 | 1 |
| setTreasuryBenchmark(TreasuryBenchmarks) | | 80% | | 50% | 1 | 2 | 0 | 1 | 0 | 1 |
| setMarketConvention(QuoteConvention) | | 80% | | 50% | 1 | 2 | 0 | 1 | 0 | 1 |
| setCreditSetting(CreditSetting) | | 80% | | 50% | 1 | 2 | 0 | 1 | 0 | 1 |
| setTerminationSetting(TerminationSetting) | | 80% | | 50% | 1 | 2 | 0 | 1 | 0 | 1 |
| setNotionalSetting(NotionalSetting) | | 80% | | 50% | 1 | 2 | 0 | 1 | 0 | 1 |
| name() | | 80% | | 50% | 1 | 2 | 0 | 1 | 0 | 1 |
| floatSpread() | | 80% | | 50% | 1 | 2 | 0 | 1 | 0 | 1 |
| couponDC() | | 80% | | 50% | 1 | 2 | 0 | 1 | 0 | 1 |
| putable() | | 75% | | 50% | 1 | 2 | 0 | 1 | 0 | 1 |
| fxLabel() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| volatilityLabel() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| jackDDirtyPVDManifestMeasure(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| calibQuoteSet(LatentStateSpecification[]) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| govviePRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| volatilityPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| manifestMeasureDFMicroJack(String, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| setEmbeddedCallSchedule(EmbeddedOptionSchedule) | | 92% | | 50% | 2 | 3 | 0 | 3 | 0 | 1 |
| setIdentifierSet(IdentifierSet) | | 90% | | 50% | 1 | 2 | 0 | 1 | 0 | 1 |
| setCouponSetting(CouponSetting) | | 90% | | 50% | 1 | 2 | 0 | 1 | 0 | 1 |
| setStream(BondStream) | | 90% | | 50% | 1 | 2 | 0 | 1 | 0 | 1 |
| setPrimaryCode(String) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| BondComponent() | | 100% | | n/a | 0 | 1 | 0 | 13 | 0 | 1 |
| creditLabel() | | 100% | | 83% | 1 | 4 | 0 | 4 | 0 | 1 |
| aswFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| bondBasisFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| creditBasisFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| discountMarginFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| gSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| iSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| jSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| macaulayDurationFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| nSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| oasFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| priceFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| priceFromDiscountMargin(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| priceFromTSYSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| tsySpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| yield01FromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| zSpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| oasFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| zSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| creditBasisFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| yieldFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| aswFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| bondBasisFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| convexityFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| discountMarginFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| gSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| iSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| macaulayDurationFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| modifiedDurationFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| oasFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| priceFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| priceFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| priceFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| tsySpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| yieldFromBondBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| yieldFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| yieldFromYieldSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| yield01FromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| zSpreadFromPrice(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| setFloaterSetting(FloaterSetting) | | 100% | | 100% | 0 | 2 | 0 | 1 | 0 | 1 |
| firstCouponDate() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| priceFromOAS(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| priceFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| priceFromZSpread(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| secondaryCode() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| maturityPayDate() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| weightedAverageLife(ValuationParams, CurveSurfaceQuoteContainer) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| priceFromFundingCurve(ValuationParams, CurveSurfaceQuoteContainer, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| priceFromCreditBasis(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| isFloater() | | 100% | | 100% | 0 | 2 | 0 | 1 | 0 | 1 |
| callable() | | 100% | | 100% | 0 | 2 | 0 | 1 | 0 | 1 |
| tsySpreadFromYield(ValuationParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, int, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| freq() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| govvieLabel() | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| payCurrency() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| fundingLabel() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| effectiveDate() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| maturityDate() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| couponPeriods() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| currency() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| floaterSetting() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| stream() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| creditValuationParams() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| callSchedule() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| putSchedule() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |