pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 0% | | 0% | 17 | 17 | 47 | 47 | 1 | 1 |
measureNames() | | 0% | | n/a | 1 | 1 | 45 | 45 | 1 | 1 |
valueFromSurfaceVariance(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 94% | | 50% | 13 | 16 | 11 | 103 | 0 | 1 |
calibQuoteSet(LatentStateSpecification[]) | | 0% | | n/a | 1 | 1 | 4 | 4 | 1 | 1 |
value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 83% | | 50% | 2 | 3 | 3 | 8 | 0 | 1 |
CDSEuropeanOption(String, CreditDefaultSwap, String, boolean, double, LastTradingDateSetting, FokkerPlanckGenerator, CashSettleParams) | | 86% | | 50% | 1 | 2 | 1 | 9 | 0 | 1 |
couponCurrency() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
payCurrency() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
principalCurrency() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
volatilityPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |