DepositInstrumentsFromMaturityDays(JulianDate, int[], int, String) | | 80% | | 75% | 1 | 3 | 1 | 9 | 0 | 1 |
FixFloatSwapAnalysis() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
MakeFC(JulianDate, String, MergedDiscountForwardCurve) | | 100% | | n/a | 0 | 1 | 0 | 8 | 0 | 1 |
MakeDC(JulianDate, String) | | 100% | | n/a | 0 | 1 | 0 | 7 | 0 | 1 |
main(String[]) | | 100% | | 100% | 0 | 4 | 0 | 26 | 0 | 1 |
CreateIRS(JulianDate, String, ForwardLabel, double, String) | | 100% | | n/a | 0 | 1 | 0 | 20 | 0 | 1 |
RunWithVolCorrelation(FixFloatComponent, ValuationParams, CurveSurfaceQuoteContainer, ForwardLabel, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 21 | 0 | 1 |
MakeFC(JulianDate, String, MergedDiscountForwardCurve, int, String[], double[]) | | 100% | | n/a | 0 | 1 | 0 | 9 | 0 | 1 |
MakexM6MBasisSwap(JulianDate, String, String[], int) | | 100% | | 100% | 0 | 2 | 0 | 4 | 0 | 1 |
SwapInstrumentsFromMaturityTenor(JulianDate, String, String[], double[]) | | 100% | | 100% | 0 | 2 | 0 | 4 | 0 | 1 |
OTCFixFloat(JulianDate, 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 |