OvernightIndexCurve() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
OvernightIndexFutureFromMaturityTenor(JulianDate, String, String[], String[], double[], FloaterIndex) | | 98% | | 75% | 2 | 5 | 0 | 23 | 0 | 1 |
OvernightIndexFromMaturityTenor(JulianDate, String, String[], double[], FloaterIndex) | | 98% | | 75% | 2 | 5 | 0 | 22 | 0 | 1 |
MakeDC(JulianDate, String) | | 100% | | n/a | 0 | 1 | 0 | 12 | 0 | 1 |
MakeDC(String, JulianDate, int[], double[], String[], double[], String[], String[], double[], String[], double[], SegmentCustomBuilderControl, FloaterIndex) | | 100% | | 100% | 0 | 3 | 0 | 16 | 0 | 1 |
OISFuturesFromMaturityTenor(JulianDate, String, String[], String[], double[]) | | 100% | | 100% | 0 | 3 | 0 | 6 | 0 | 1 |
DepositInstrumentsFromMaturityDays(JulianDate, String, int[], FloaterIndex) | | 100% | | 100% | 0 | 3 | 0 | 7 | 0 | 1 |
OISFromMaturityTenor(JulianDate, String, String[], double[]) | | 100% | | 100% | 0 | 3 | 0 | 5 | 0 | 1 |
OTCOISFixFloat(JulianDate, String, String, double) | | 100% | | 100% | 0 | 2 | 0 | 2 | 0 | 1 |