HorizonChangeAttribution(JulianDate[], int, String[], double[][], String[], double[]) | | 0% | | 0% | 15 | 15 | 25 | 25 | 1 | 1 |
MarketValuationSnap(CreditDefaultSwap, DiscountCurve, CreditCurve, CurveSurfaceQuoteContainer, double) | | 0% | | 0% | 23 | 23 | 28 | 28 | 1 | 1 |
HorizonChangeAttribution(DiscountCurve, CreditCurve, DiscountCurve, CreditCurve, String) | | 0% | | 0% | 18 | 18 | 34 | 34 | 1 | 1 |
HorizonCreditIndex(DiscountCurve, CreditCurve, String) | | 0% | | 0% | 5 | 5 | 14 | 14 | 1 | 1 |
RollDownFairPremium(CreditDefaultSwap, int, DiscountCurve, CreditCurve, CurveSurfaceQuoteContainer) | | 0% | | 0% | 5 | 5 | 8 | 8 | 1 | 1 |
CreditIndexAPI() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |