OvernightArithmeticCompoundingConvexity

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total12 of 87898%1 of 1894%219197110
VolCorrScenario(Stream[], String, ForwardLabel, ValuationParams, CurveSurfaceQuoteContainer, double, double, double)911192%1375%1301501
OvernightArithmeticCompoundingConvexity()0%n/a111111
CustomOISCurveBuilderSample(JulianDate, String)387100%n/a0101701
main(String[])215100%6100%0403101
SetMarketParams(int, CurveSurfaceQuoteContainer, String, ForwardLabel, double, double, double)32100%n/a0101001
OISFuturesFromMaturityTenor(JulianDate, String, String[], String[], double[])30100%2100%020501
DepositInstrumentsFromMaturityDays(JulianDate, String, int[])27100%2100%020601
SetFlatOvernightFixings(JulianDate, JulianDate, JulianDate, ForwardLabel, double, double)27100%2100%020601
OISFromMaturityTenor(JulianDate, String, String[], double[])26100%2100%020401
OTCOISFixFloat(JulianDate, String, String, double)11100%n/a010201