RiskMeasureSensitivitySettings

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total1,067 of 1,0670%66 of 660%54542682682121
ISDA_FX_DELTA_20()980%60%44191911
ISDA_FX_DELTA_21()980%60%44191911
ISDA_FX_CURVATURE_20(int)780%60%44222211
ISDA_FX_CURVATURE_21(int)780%60%44222211
ISDA_FX_VEGA_20()770%60%44222211
ISDA_FX_VEGA_21()770%60%44222211
ISDA_CT_VEGA_20()450%20%22121211
ISDA_CT_VEGA_21()450%20%22121211
ISDA_EQ_CURVATURE_20(int)440%20%22111111
ISDA_EQ_CURVATURE_21(int)440%20%22111111
ISDA_CT_CURVATURE_20(int)440%20%22111111
ISDA_CT_CURVATURE_21(int)440%20%22111111
ISDA_EQ_DELTA_20()430%20%22111111
ISDA_EQ_DELTA_21()430%20%22111111
ISDA_EQ_VEGA_20()430%20%22111111
ISDA_EQ_VEGA_21()430%20%22111111
ISDA_CT_DELTA_20()430%20%22111111
ISDA_CT_DELTA_21()430%20%22111111
RiskMeasureSensitivitySettings(Map, LabelCorrelation)310%60%446611
crossBucketCorrelation()30%n/a111111
bucketSettingsMap()30%n/a111111