measures(ValuationParams, CreditPricerParams, ScenarioMarketParams, ValuationCustomizationParams) | | 0% | | 0% | 15 | 15 | 54 | 54 | 1 | 1 |
accumulateTenorDeltaGammaMeasures(ValuationParams, CreditPricerParams, CaseInsensitiveTreeMap, CaseInsensitiveTreeMap, ValuationCustomizationParams, CaseInsensitiveTreeMap, BasketProduct.ComponentCurve) | | 0% | | 0% | 29 | 29 | 41 | 41 | 1 | 1 |
accumulateDeltaGammaMeasures(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, CurveSurfaceQuoteContainer, ValuationCustomizationParams, CaseInsensitiveTreeMap) | | 0% | | 0% | 22 | 22 | 35 | 35 | 1 | 1 |
accumulateComponentWiseTenorDeltaGammaMeasures(ValuationParams, CreditPricerParams, CaseInsensitiveTreeMap, CaseInsensitiveTreeMap, CaseInsensitiveTreeMap, ValuationCustomizationParams, CaseInsensitiveTreeMap) | | 0% | | 0% | 14 | 14 | 26 | 26 | 1 | 1 |
forwardLabel() | | 0% | | 0% | 11 | 11 | 23 | 23 | 1 | 1 |
fxLabel() | | 0% | | 0% | 11 | 11 | 24 | 24 | 1 | 1 |
customScenarioMeasures(ValuationParams, CreditPricerParams, ScenarioMarketParams, String, ValuationCustomizationParams, CaseInsensitiveTreeMap) | | 0% | | 0% | 12 | 12 | 16 | 16 | 1 | 1 |
couponCurrency() | | 0% | | 0% | 10 | 10 | 19 | 19 | 1 | 1 |
fundingLabel() | | 0% | | 0% | 8 | 8 | 17 | 17 | 1 | 1 |
payCurrency() | | 0% | | 0% | 7 | 7 | 15 | 15 | 1 | 1 |
principalCurrency() | | 0% | | 0% | 7 | 7 | 15 | 15 | 1 | 1 |
creditLabel() | | 0% | | 0% | 8 | 8 | 16 | 16 | 1 | 1 |
measureValue(String, CaseInsensitiveTreeMap) | | 0% | | 0% | 9 | 9 | 7 | 7 | 1 | 1 |
coupon(int, CurveSurfaceQuoteContainer) | | 0% | | 0% | 5 | 5 | 9 | 9 | 1 | 1 |
couponPeriod() | | 0% | | 0% | 5 | 5 | 8 | 8 | 1 | 1 |
firstCouponDate() | | 0% | | 0% | 3 | 3 | 7 | 7 | 1 | 1 |
notional(int, int) | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
notional(int) | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
initialNotional() | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
measureValue(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, String) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 95% | | 70% | 10 | 18 | 0 | 30 | 0 | 1 |
weights() | | 91% | | 100% | 0 | 4 | 3 | 14 | 0 | 1 |
effective() | | 93% | | 75% | 1 | 3 | 0 | 7 | 0 | 1 |
maturity() | | 93% | | 75% | 1 | 3 | 0 | 7 | 0 | 1 |
BasketProduct() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |