CreditCurve(JulianDate, CreditDefaultSwap[], double[], String, MergedDiscountForwardCurve) | | 0% | | 0% | 11 | 11 | 14 | 14 | 1 | 1 |
BumpedForwardCurve(JulianDate, ForwardLabel, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, MergedDiscountForwardCurve, ForwardCurve, int, double, boolean) | | 88% | | 56% | 18 | 24 | 8 | 69 | 0 | 1 |
ShapePreservingOvernightCurve(JulianDate, String, String[], double[], String, String[], double[], String, String[], String[], double[], String, String[], double[], String) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
ForwardCurve(JulianDate, ForwardLabel, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, MergedDiscountForwardCurve, ForwardCurve, SegmentCustomBuilderControl) | | 85% | | 62% | 18 | 25 | 7 | 46 | 0 | 1 |
ShapePreservingFundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
SingleStretchSmoothFundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
SmoothGovvieCurve(String, JulianDate, JulianDate[], JulianDate[], double[], double[], String) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
ShapePreservingFXCurve(JulianDate, CurrencyPair, String[], double[], String, double) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
ForwardCurve(JulianDate, ForwardLabel, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, MergedDiscountForwardCurve, ForwardCurve, int) | | 54% | | 50% | 2 | 3 | 2 | 5 | 0 | 1 |
SingleStretchFundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String, SegmentCustomBuilderControl) | | 88% | | 57% | 12 | 15 | 3 | 28 | 0 | 1 |
OvernightCurve(JulianDate, String, String[], double[], String, String[], double[], String, String[], String[], double[], String, String[], double[], String, int) | | 54% | | 50% | 2 | 3 | 2 | 5 | 0 | 1 |
OvernightCurve(JulianDate, String, String[], double[], String, String[], double[], String, String[], String[], double[], String, String[], double[], String, SegmentCustomBuilderControl) | | 91% | | 68% | 12 | 20 | 4 | 37 | 0 | 1 |
SingleStretchFundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String, int) | | 46% | | 25% | 2 | 3 | 3 | 5 | 0 | 1 |
BumpedForwardFundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String, int, double, boolean) | | 91% | | 66% | 8 | 13 | 0 | 31 | 0 | 1 |
FundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String, int) | | 56% | | 50% | 2 | 3 | 2 | 5 | 0 | 1 |
GovvieCurve(String, JulianDate, JulianDate[], JulianDate[], double[], double[], String, int) | | 46% | | 25% | 2 | 3 | 3 | 5 | 0 | 1 |
FundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String, SegmentCustomBuilderControl) | | 92% | | 73% | 7 | 14 | 3 | 28 | 0 | 1 |
FXCurve(JulianDate, CurrencyPair, String[], double[], String, double, int) | | 58% | | 50% | 2 | 3 | 2 | 5 | 0 | 1 |
BumpedForwardVolatilityCurve(JulianDate, ForwardLabel, boolean, String[], double[], double[], String, MergedDiscountForwardCurve, ForwardCurve, double, boolean) | | 92% | | 58% | 5 | 7 | 4 | 25 | 0 | 1 |
BumpedGovvieCurve(String, JulianDate, JulianDate[], JulianDate[], double[], double[], String, int, double, boolean) | | 92% | | 58% | 5 | 7 | 4 | 20 | 0 | 1 |
BumpedCreditCurve(JulianDate, String, String[], double[], double[], String, MergedDiscountForwardCurve, double, boolean) | | 92% | | 58% | 5 | 7 | 4 | 20 | 0 | 1 |
BumpedFXCurve(JulianDate, CurrencyPair, String[], double[], String, double, int, double, boolean) | | 92% | | 58% | 5 | 7 | 4 | 21 | 0 | 1 |
BumpedOvernightCurve(JulianDate, String, String[], double[], String, String[], double[], String, String[], String[], double[], String, String[], double[], String, int, double, boolean) | | 98% | | 60% | 15 | 20 | 3 | 68 | 0 | 1 |
CreditCurve(JulianDate, String, String[], double[], double[], String, MergedDiscountForwardCurve) | | 91% | | 60% | 8 | 11 | 0 | 16 | 0 | 1 |
GovvieCurve(String, JulianDate, JulianDate[], JulianDate[], double[], double[], String, SegmentCustomBuilderControl) | | 90% | | 58% | 5 | 7 | 0 | 13 | 0 | 1 |
FXCurve(JulianDate, CurrencyPair, String[], double[], String, double, SegmentCustomBuilderControl) | | 88% | | 50% | 5 | 6 | 0 | 9 | 0 | 1 |
BumpedFundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String, int, double, boolean) | | 98% | | 60% | 12 | 16 | 2 | 48 | 0 | 1 |
ShapePreservingForwardCurve(JulianDate, ForwardLabel, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, MergedDiscountForwardCurve, ForwardCurve) | | 89% | | n/a | 0 | 1 | 3 | 5 | 0 | 1 |
SmoothForwardCurve(JulianDate, ForwardLabel, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, String[], double[], String, MergedDiscountForwardCurve, ForwardCurve) | | 89% | | n/a | 0 | 1 | 3 | 5 | 0 | 1 |
SmoothOvernightCurve(JulianDate, String, String[], double[], String, String[], double[], String, String[], String[], double[], String, String[], double[], String) | | 88% | | n/a | 0 | 1 | 3 | 5 | 0 | 1 |
SingleStretchShapePreservingFundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String) | | 86% | | n/a | 0 | 1 | 3 | 5 | 0 | 1 |
SmoothFundingCurve(JulianDate, String, String[], double[], String, double[], String, String[], double[], String) | | 86% | | n/a | 0 | 1 | 3 | 5 | 0 | 1 |
ShapePreservingGovvieCurve(String, JulianDate, JulianDate[], JulianDate[], double[], double[], String) | | 81% | | n/a | 0 | 1 | 3 | 5 | 0 | 1 |
SmoothFXCurve(JulianDate, CurrencyPair, String[], double[], String, double) | | 80% | | n/a | 0 | 1 | 3 | 5 | 0 | 1 |
ForwardRateVolatilityCurve(JulianDate, ForwardLabel, boolean, String[], double[], double[], String, MergedDiscountForwardCurve, ForwardCurve) | | 93% | | 60% | 4 | 6 | 0 | 10 | 0 | 1 |
LatentMarketStateBuilder() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |