FixFloatCustom(JulianDate, ForwardLabel, String) | | 0% | | 0% | 4 | 4 | 20 | 20 | 1 | 1 |
FloatFloat(JulianDate, String, String, String, double) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
FixFloatCustom(JulianDate, ForwardLabel, String[]) | | 89% | | 58% | 5 | 7 | 6 | 31 | 0 | 1 |
FundingDepositFutures(JulianDate, String, String[], int) | | 85% | | 62% | 6 | 9 | 1 | 15 | 0 | 1 |
FundingDeposit(JulianDate, String, String) | | 91% | | 57% | 6 | 8 | 4 | 19 | 0 | 1 |
CDS(JulianDate, String[], double[], String, String) | | 91% | | 57% | 12 | 15 | 1 | 18 | 0 | 1 |
CapFloor(JulianDate, ForwardLabel, String, double, boolean) | | 91% | | 50% | 3 | 4 | 3 | 15 | 0 | 1 |
FXForward(JulianDate, CurrencyPair, String) | | 84% | | 50% | 2 | 3 | 3 | 8 | 0 | 1 |
OISFixFloat(JulianDate, String, String, double, boolean) | | 76% | | 50% | 3 | 4 | 0 | 5 | 0 | 1 |
OISFixFloatFutures(JulianDate, String, String[], String[], double[], boolean) | | 90% | | 55% | 8 | 10 | 3 | 10 | 0 | 1 |
CapFloor(JulianDate, ForwardLabel, String[], double[], boolean) | | 88% | | 58% | 5 | 7 | 1 | 8 | 0 | 1 |
FRAStandard(JulianDate, ForwardLabel, String[], double[]) | | 87% | | 58% | 5 | 7 | 1 | 8 | 0 | 1 |
FundingDeposit(JulianDate, String, String[]) | | 87% | | 62% | 3 | 5 | 1 | 9 | 0 | 1 |
ForwardRateDeposit(JulianDate, String[], ForwardLabel) | | 87% | | 62% | 3 | 5 | 1 | 9 | 0 | 1 |
OISFixFloat(JulianDate, String, String[], double[], boolean) | | 86% | | 62% | 3 | 5 | 1 | 8 | 0 | 1 |
FixFloatStandard(JulianDate, String, String, String[], String, double) | | 85% | | 62% | 3 | 5 | 1 | 8 | 0 | 1 |
OvernightDeposit(JulianDate, String, String[]) | | 84% | | 62% | 3 | 5 | 1 | 8 | 0 | 1 |
OvernightDeposit(JulianDate, String, String) | | 80% | | 50% | 3 | 4 | 0 | 7 | 0 | 1 |
CDS(JulianDate, String, double, String, String) | | 91% | | 50% | 8 | 9 | 0 | 8 | 0 | 1 |
FloatFloat(JulianDate, String, String, String[], double) | | 91% | | 70% | 3 | 6 | 0 | 10 | 0 | 1 |
FXForward(JulianDate, CurrencyPair, String[]) | | 88% | | 66% | 2 | 4 | 0 | 7 | 0 | 1 |
FixFloatStandard(JulianDate, String, String, String, String, double) | | 85% | | 50% | 2 | 3 | 0 | 4 | 0 | 1 |
OTCInstrumentBuilder() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
ForwardRateDeposit(JulianDate, String, ForwardLabel) | | 91% | | 50% | 2 | 3 | 0 | 5 | 0 | 1 |
FRAStandard(JulianDate, ForwardLabel, String, double) | | 89% | | 50% | 2 | 3 | 0 | 3 | 0 | 1 |