CustomIBORBuilderSample2(MergedDiscountForwardCurve, ForwardCurve, ForwardLabel, SegmentCustomBuilderControl, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, String, boolean) | | 0% | | 0% | 20 | 20 | 70 | 70 | 1 | 1 |
FixFloatSwap(JulianDate, ForwardLabel, String[]) | | 0% | | 0% | 5 | 5 | 27 | 27 | 1 | 1 |
FixFloatComponentPair(JulianDate, CurveSurfaceQuoteContainer, ForwardLabel, String[]) | | 0% | | 0% | 4 | 4 | 14 | 14 | 1 | 1 |
OTCComponentPair(JulianDate, String, String, String, double, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
CustomIBORBuilderSample(MergedDiscountForwardCurve, ForwardCurve, ForwardLabel, SegmentCustomBuilderControl, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, String, boolean) | | 99% | | 78% | 8 | 20 | 0 | 70 | 0 | 1 |
IBORCurve() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
DepositFromMaturityDays(JulianDate, String[], ForwardLabel) | | 94% | | 66% | 2 | 4 | 0 | 6 | 0 | 1 |
FloatFloatSwap(JulianDate, ForwardLabel, String[]) | | 100% | | 83% | 1 | 4 | 0 | 7 | 0 | 1 |
ForwardJack(JulianDate, String, ForwardCurve, String) | | 100% | | n/a | 0 | 1 | 0 | 9 | 0 | 1 |
FRAFromMaturityDays(JulianDate, ForwardLabel, String[], double[]) | | 100% | | 75% | 2 | 5 | 0 | 6 | 0 | 1 |
FixFloatSwap2(JulianDate, ForwardLabel, String[]) | | 100% | | 83% | 1 | 4 | 0 | 6 | 0 | 1 |
ForwardJack(JulianDate, ForwardCurve, String, String) | | 100% | | n/a | 0 | 1 | 0 | 5 | 0 | 1 |
OTCIRS(JulianDate, String, String, String, String, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
OTCFloatFloat(JulianDate, String, String, String, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |