SWPM_NEW() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
OvernightCurve(JulianDate, String, String) | | 100% | | 100% | 0 | 5 | 0 | 60 | 0 | 1 |
MakeForwardCurve(JulianDate, MergedDiscountForwardCurve, String) | | 100% | | n/a | 0 | 1 | 0 | 11 | 0 | 1 |
FixFloatSwap(JulianDate, ForwardLabel, String, String, double) | | 100% | | n/a | 0 | 1 | 0 | 20 | 0 | 1 |
main(String[]) | | 100% | | 100% | 0 | 2 | 0 | 18 | 0 | 1 |
OISFuturesFromMaturityTenor(JulianDate, String, String[], String[], double[]) | | 100% | | 100% | 0 | 2 | 0 | 5 | 0 | 1 |
DepositInstrumentsFromMaturityDays(JulianDate, String, int[]) | | 100% | | 100% | 0 | 2 | 0 | 6 | 0 | 1 |
OISFromMaturityTenor(JulianDate, String, String[], double[]) | | 100% | | 100% | 0 | 2 | 0 | 4 | 0 | 1 |
OTCOISFixFloat(JulianDate, String, String, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |