volatilityPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) | | 0% | | 0% | 11 | 11 | 18 | 18 | 1 | 1 |
measureNames() | | 0% | | n/a | 1 | 1 | 8 | 8 | 1 | 1 |
pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
stripPiecewiseForwardVolatility(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double, Map) | | 93% | | 77% | 5 | 12 | 5 | 41 | 0 | 1 |
value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 93% | | 64% | 5 | 8 | 4 | 33 | 0 | 1 |
atmPriceFromVolatility(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 93% | | 71% | 4 | 8 | 2 | 29 | 0 | 1 |
FRAStandardCapFloor(String, Stream, String, boolean, double, LastTradingDateSetting, CashSettleParams, FokkerPlanckGenerator) | | 91% | | 62% | 3 | 5 | 2 | 21 | 0 | 1 |
volatilityFromATMPrice(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 79% | | 50% | 4 | 5 | 2 | 8 | 0 | 1 |
flatVolatilityFromPrice(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 79% | | 50% | 4 | 5 | 2 | 8 | 0 | 1 |
priceFromFlatVolatility(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 90% | | 75% | 2 | 5 | 1 | 11 | 0 | 1 |
isCap() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
capFloorlets() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
stream() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |