measureNames() | | 0% | | n/a | 1 | 1 | 32 | 32 | 1 | 1 |
volatilityPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) | | 0% | | 0% | 11 | 11 | 18 | 18 | 1 | 1 |
pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 0% | | 0% | 3 | 3 | 5 | 5 | 1 | 1 |
implyVolatility(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, String, double) | | 79% | | 47% | 18 | 19 | 7 | 33 | 0 | 1 |
price(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 76% | | 53% | 14 | 17 | 7 | 26 | 0 | 1 |
valueFromSurfaceVariance(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 93% | | 57% | 16 | 21 | 9 | 78 | 0 | 1 |
value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 79% | | 50% | 2 | 3 | 3 | 7 | 0 | 1 |
FRAStandardCapFloorlet(String, FRAStandardComponent, String, boolean, double, double, LastTradingDateSetting, FokkerPlanckGenerator, CashSettleParams) | | 86% | | 50% | 1 | 2 | 1 | 9 | 0 | 1 |
fra() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
isCaplet() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
pricer() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |