DepositInstrumentsFromMaturityDays(JulianDate, int[], int, String) | | 80% | | 75% | 1 | 3 | 1 | 9 | 0 | 1 |
FloatFloatVarianceAnalysis() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
MakeDC(JulianDate, String) | | 100% | | n/a | 0 | 1 | 0 | 7 | 0 | 1 |
main(String[]) | | 100% | | 100% | 0 | 4 | 0 | 43 | 0 | 1 |
VolCorrScenario(FloatFloatComponent[], ValuationParams, CurveSurfaceQuoteContainer, ForwardLabel, FundingLabel, double, double, double, double) | | 100% | | 100% | 0 | 3 | 0 | 15 | 0 | 1 |
MakeFloatFloatSwap(JulianDate, String, ForwardLabel, String, boolean) | | 100% | | 100% | 0 | 2 | 0 | 13 | 0 | 1 |
SwapInstrumentsFromMaturityTenor(JulianDate, String, String[], double[]) | | 100% | | 100% | 0 | 2 | 0 | 6 | 0 | 1 |
SetMarketParams(int, CurveSurfaceQuoteContainer, ForwardLabel, FundingLabel, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 10 | 0 | 1 |
OTCIRS(JulianDate, String, String, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |