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 |