BucketSensitivitySettingsIR

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total297 of 2970%54 of 540%393979791212
BucketSensitivitySettingsIR(Map, Map, Map, Map, Map, Map, Map, LabelCorrelation, double, double)1000%220%1212141411
ISDA_DELTA_20(String)850%160%99282811
ISDA_DELTA_21(String)850%160%99282811
oisTenorRiskWeight()30%n/a111111
libor1MTenorRiskWeight()30%n/a111111
libor3MTenorRiskWeight()30%n/a111111
libor6MTenorRiskWeight()30%n/a111111
libor12MTenorRiskWeight()30%n/a111111
primeTenorRiskWeight()30%n/a111111
municipalTenorRiskWeight()30%n/a111111
crossCurveCorrelation()30%n/a111111
crossTenorCorrelation()30%n/a111111