measureNames() | | 0% | | n/a | 1 | 1 | 38 | 38 | 1 | 1 |
fundingPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) | | 0% | | 0% | 18 | 18 | 33 | 33 | 1 | 1 |
fundingForwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) | | 0% | | 0% | 18 | 18 | 34 | 34 | 1 | 1 |
pv(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 0% | | 0% | 5 | 5 | 8 | 8 | 1 | 1 |
fxLabel() | | 0% | | 0% | 5 | 5 | 7 | 7 | 1 | 1 |
firstCouponDate() | | 0% | | 0% | 4 | 4 | 4 | 4 | 1 | 1 |
forwardPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) | | 83% | | 63% | 10 | 16 | 5 | 31 | 0 | 1 |
couponCurrency() | | 0% | | n/a | 1 | 1 | 4 | 4 | 1 | 1 |
couponPeriods() | | 0% | | n/a | 1 | 1 | 4 | 4 | 1 | 1 |
value(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 96% | | 50% | 7 | 8 | 8 | 81 | 0 | 1 |
couponMetrics(int, ValuationParams, CurveSurfaceQuoteContainer) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
notional(int, int) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
FloatFloatComponent(Stream, Stream, CashSettleParams) | | 85% | | 50% | 2 | 3 | 1 | 9 | 0 | 1 |
calibQuoteSet(LatentStateSpecification[]) | | 50% | | n/a | 0 | 1 | 3 | 4 | 0 | 1 |
effectiveDate() | | 84% | | 50% | 3 | 4 | 0 | 4 | 0 | 1 |
maturityDate() | | 84% | | 50% | 3 | 4 | 0 | 4 | 0 | 1 |
payCurrency() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
freq() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
fundingLabel() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
govvieLabel() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
primaryCode() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
referenceStream() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
cashSettleParams() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
principalCurrency() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
creditLabel() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
otcFixFloatLabel() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
volatilityLabel() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
jackDDirtyPVDManifestMeasure(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
manifestMeasureDFMicroJack(String, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
fxPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
govviePRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
volatilityPRWC(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, ProductQuoteSet) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
calibMeasures(ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
forwardLabel() | | 100% | | n/a | 0 | 1 | 0 | 6 | 0 | 1 |
notional(int) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
setPrimaryCode(String) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
initialNotional() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
name() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
derivedStream() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |