MultiFactorLIBORCurveEvolver() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
OTCInstrumentCurve(JulianDate, String) | | 100% | | 100% | 0 | 4 | 0 | 39 | 0 | 1 |
main(String[]) | | 100% | | 90% | 1 | 6 | 0 | 56 | 0 | 1 |
FlatVolatilitySurface(JulianDate, String, double) | | 100% | | n/a | 0 | 1 | 0 | 15 | 0 | 1 |
SwapInstrumentsFromMaturityTenor(JulianDate, String, String[]) | | 100% | | 100% | 0 | 2 | 0 | 19 | 0 | 1 |
DepositInstrumentsFromMaturityDays(JulianDate, String, int[]) | | 100% | | 100% | 0 | 2 | 0 | 12 | 0 | 1 |
LIBORSpan(MergedDiscountForwardCurve, ForwardLabel, SegmentCustomBuilderControl, JulianDate, int) | | 100% | | 100% | 0 | 3 | 0 | 13 | 0 | 1 |
LLVInstance(int, ForwardLabel, MarketSurface[], double[][], int) | | 100% | | 100% | 0 | 2 | 0 | 4 | 0 | 1 |