value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 24% | | 21% | 14 | 17 | 53 | 67 | 0 | 1 |
pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 0% | | 0% | 13 | 13 | 36 | 36 | 1 | 1 |
measureNames() | | 0% | | n/a | 1 | 1 | 54 | 54 | 1 | 1 |
manifestMeasureDFMicroJack(String, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 0% | | 0% | 20 | 20 | 39 | 39 | 1 | 1 |
jackDDirtyPVDManifestMeasure(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 0% | | 0% | 16 | 16 | 34 | 34 | 1 | 1 |
calcPeriodLossMicroJack(CompositePeriod, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer) | | 0% | | 0% | 6 | 6 | 31 | 31 | 1 | 1 |
calcPeriodOnDefaultPVDFMicroJack(double, CompositePeriod, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer) | | 0% | | 0% | 5 | 5 | 23 | 23 | 1 | 1 |
calibFlatSpread(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
measures(String, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 96% | | 67% | 9 | 15 | 6 | 94 | 0 | 1 |
valueFromQuotedSpread(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double, double) | | 89% | | 60% | 12 | 16 | 11 | 55 | 0 | 1 |
recovery(int, CreditCurve) | | 0% | | 0% | 3 | 3 | 2 | 2 | 1 | 1 |
firstCouponDate() | | 0% | | n/a | 1 | 1 | 4 | 4 | 1 | 1 |
couponCurrency() | | 0% | | n/a | 1 | 1 | 3 | 3 | 1 | 1 |
CDSComponent(int, int, double, int, String, String, String, boolean, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, DateAdjustParams, Array2D, double, String, CreditSetting, String) | | 93% | | 50% | 8 | 9 | 2 | 32 | 0 | 1 |
calcCurrentPeriod(int) | | 71% | | 50% | 3 | 4 | 6 | 10 | 0 | 1 |
recovery(int, int, CreditCurve) | | 65% | | 50% | 2 | 3 | 0 | 4 | 0 | 1 |
couponMetrics(int, ValuationParams, CurveSurfaceQuoteContainer) | | 63% | | 50% | 1 | 2 | 3 | 5 | 0 | 1 |
notional(int, int) | | 70% | | 50% | 1 | 2 | 0 | 2 | 0 | 1 |
resetCoupon(double) | | 68% | | 50% | 1 | 2 | 1 | 4 | 0 | 1 |
notional(int) | | 66% | | 50% | 1 | 2 | 0 | 2 | 0 | 1 |
effectiveDate() | | 54% | | n/a | 0 | 1 | 3 | 4 | 0 | 1 |
maturityDate() | | 54% | | n/a | 0 | 1 | 3 | 4 | 0 | 1 |
setName(String) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
govvieLabel() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
lossFlow(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer) | | 94% | | 58% | 5 | 7 | 0 | 11 | 0 | 1 |
name() | | 86% | | 50% | 2 | 3 | 0 | 2 | 0 | 1 |
cashSettleParams() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
creditLabel() | | 91% | | 50% | 3 | 4 | 0 | 3 | 0 | 1 |
principalCurrency() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
calibMeasures(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
forwardLabel() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
otcFixFloatLabel() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
fxLabel() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
volatilityLabel() | | 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 |
freq() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
setPrimaryCode(String) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
fundingLabel() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
primaryCode() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
payCurrency() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
initialNotional() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
creditValuationParams() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
couponPeriods() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |