pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) |  | 0% |  | 0% | 10 | 10 | 20 | 20 | 1 | 1 |
cheapestToDeliver(int, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double[], int) |   | 61% |   | 46% | 11 | 14 | 16 | 45 | 0 | 1 |
measureNames() |  | 0% | | n/a | 1 | 1 | 15 | 15 | 1 | 1 |
couponCurrency() |  | 0% |  | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
forwardLabel() |  | 0% |  | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
otcFixFloatLabel() |  | 0% |  | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
fxLabel() |  | 0% |  | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
TreasuryFutures(Bond[], double[], CashSettleParams) |   | 85% |   | 57% | 6 | 8 | 3 | 24 | 0 | 1 |
value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) |   | 95% |   | 61% | 14 | 19 | 7 | 63 | 0 | 1 |
cheapestToDeliverOAS(int, CurveSurfaceQuoteContainer, double[]) |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
cheapestToDeliverZSpread(int, CurveSurfaceQuoteContainer, double[]) |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
cheapestToDeliverCreditBasis(int, CurveSurfaceQuoteContainer, double[]) |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
freq() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
principalCurrency() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
payCurrency() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
creditLabel() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
effectiveDate() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
conversionFactor() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
cashSettleParams() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
initialNotional() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
notional(int) |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
notional(int, int) |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
maturityDate() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
setDeliveryMonths(int[]) |  | 86% |   | 50% | 2 | 3 | 0 | 1 | 0 | 1 |
setType(String) |  | 85% |   | 50% | 2 | 3 | 0 | 1 | 0 | 1 |
setMinimumMaturity(String) |  | 85% |   | 50% | 2 | 3 | 0 | 2 | 0 | 1 |
setMaximumMaturity(String) |  | 85% |   | 50% | 2 | 3 | 0 | 2 | 0 | 1 |
setLastTradingDayLag(int) |  | 80% |   | 50% | 1 | 2 | 0 | 1 | 0 | 1 |
setExpiry(JulianDate) |  | 80% |   | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
couponMetrics(int, ValuationParams, CurveSurfaceQuoteContainer) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
couponPeriods() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
firstCouponDate() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
volatilityLabel() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
name() |  | 100% |   | 75% | 2 | 5 | 0 | 3 | 0 | 1 |
cheapestToDeliverYield(int, double[]) |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
setNotionalValue(double) |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
setReferenceCoupon(double) |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
setMinimumPriceMovement(double) |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
setTickValue(double) |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
fundingLabel() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
govvieLabel() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
type() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
notionalValue() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
referenceCoupon() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
minimumMaturity() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
maximumMaturity() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
deliveryMonths() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
lastTradingDayLag() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
minimumPriceMovement() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
tickValue() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
basket() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
expiry() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |