DiscountCurveJacobianRegressorSet.new UnitRegressionExecutor() {...} | | 88% | | 50% | 7 | 12 | 15 | 94 | 1 | 4 | 0 | 1 |
IRSJacobianRegressorSet.new UnitRegressionExecutor() {...} | | 88% | | 50% | 7 | 12 | 15 | 94 | 1 | 4 | 0 | 1 |
CashJacobianRegressorSet.new UnitRegressionExecutor() {...} | | 93% | | 68% | 5 | 12 | 9 | 54 | 0 | 4 | 0 | 1 |
EDFJacobianRegressorSet.new UnitRegressionExecutor() {...} | | 95% | | 71% | 4 | 11 | 5 | 45 | 0 | 4 | 0 | 1 |
EDFJacobianRegressorSet | | 91% | | n/a | 0 | 4 | 2 | 10 | 0 | 4 | 0 | 1 |
CashJacobianRegressorSet | | 91% | | n/a | 0 | 4 | 2 | 10 | 0 | 4 | 0 | 1 |
DiscountCurveJacobianRegressorSet | | 91% | | n/a | 0 | 4 | 2 | 10 | 0 | 4 | 0 | 1 |
IRSJacobianRegressorSet | | 91% | | n/a | 0 | 4 | 2 | 10 | 0 | 4 | 0 | 1 |
CurveJacobianRegressionEngine | | 100% | | n/a | 0 | 3 | 0 | 11 | 0 | 3 | 0 | 1 |