VolCorrScenario(Stream[], String, ForwardLabel, ValuationParams, CurveSurfaceQuoteContainer, double, double, double) | | 92% | | 75% | 1 | 3 | 0 | 15 | 0 | 1 |
OvernightArithmeticCompoundingConvexity() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
CustomOISCurveBuilderSample(JulianDate, String) | | 100% | | n/a | 0 | 1 | 0 | 17 | 0 | 1 |
main(String[]) | | 100% | | 100% | 0 | 4 | 0 | 31 | 0 | 1 |
SetMarketParams(int, CurveSurfaceQuoteContainer, String, ForwardLabel, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 10 | 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 |
SetFlatOvernightFixings(JulianDate, JulianDate, JulianDate, ForwardLabel, double, double) | | 100% | | 100% | 0 | 2 | 0 | 6 | 0 | 1 |
OISFromMaturityTenor(JulianDate, String, String[], double[]) | | 100% | | 100% | 0 | 2 | 0 | 4 | 0 | 1 |
OTCOISFixFloat(JulianDate, String, String, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |