DepositInstrumentsFromMaturityDays(JulianDate, int[], int, String) | | 80% | | 75% | 1 | 3 | 1 | 9 | 0 | 1 |
ATMTermStructureSpline() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
main(String[]) | | 100% | | 100% | 0 | 2 | 0 | 31 | 0 | 1 |
MakeDC(JulianDate, String) | | 100% | | n/a | 0 | 1 | 0 | 7 | 0 | 1 |
OffGrid(String, String[], NodeStructure[], String[]) | | 100% | | 100% | 0 | 4 | 0 | 12 | 0 | 1 |
InputNodeReplicator(NodeStructure, String[], double[]) | | 100% | | 100% | 0 | 2 | 0 | 10 | 0 | 1 |
SwapInstrumentsFromMaturityTenor(JulianDate, String, String[], double[]) | | 100% | | 100% | 0 | 2 | 0 | 6 | 0 | 1 |
ATMCall(JulianDate, ValuationParams, MergedDiscountForwardCurve, double, String) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
OTCIRS(JulianDate, String, String, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |