OvernightIndexFromMaturityTenor(JulianDate, String[], double[], String) | | 95% | | 66% | 2 | 4 | 0 | 21 | 0 | 1 |
ShapeOvernightZeroLocalSmooth() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
ShapeOISDFZeroLocalSmoothSample(JulianDate, String, String) | | 100% | | 100% | 0 | 6 | 0 | 194 | 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 |
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 |
main(String[]) | | 100% | | n/a | 0 | 1 | 0 | 4 | 0 | 1 |