| SwapInstrumentsFromMaturityTenor(JulianDate, String[], double[], String) |   | 95% | | 66% | 2 | 4 | 0 | 21 | 0 | 1 |
| CompositeFedFundLIBORSwap() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| OISDiscountCurve(JulianDate, String, String) | | 100% | | 100% | 0 | 5 | 0 | 66 | 0 | 1 |
| main(String[]) | | 100% | | 100% | 0 | 2 | 0 | 39 | 0 | 1 |
| FedFundLIBORBasisSwap(JulianDate, String, String[]) | | 100% | | 100% | 0 | 2 | 0 | 17 | 0 | 1 |
| MakexMForwardCurve(JulianDate, String, MergedDiscountForwardCurve, int, String[], String, double[]) | | 100% | | n/a | 0 | 1 | 0 | 9 | 0 | 1 |
| MakexM6MBasisSwap(JulianDate, String, String[], int) | | 100% | | 100% | 0 | 2 | 0 | 4 | 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 |
| OTCFloatFloat(JulianDate, String, String, String, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| OTCOISFixFloat(JulianDate, String, String, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |