TenorMap(String, ValuationParams, LatentStateLabel, FRAStandardCapFloor[], double[], String[], boolean, double, MergedDiscountForwardCurve, ForwardCurve, LatentStateFixingsContainer, ValuationCustomizationParams) | | 0% | | 0% | 8 | 8 | 14 | 14 | 1 | 1 |
Tenor(String, ValuationParams, LatentStateLabel, FRAStandardCapFloor[], double[], String[], boolean, double, MergedDiscountForwardCurve, ForwardCurve, LatentStateFixingsContainer, ValuationCustomizationParams) | | 0% | | 0% | 8 | 8 | 11 | 11 | 1 | 1 |
Standard(String, ValuationParams, LatentStateLabel, FRAStandardCapFloor[], double[], String[], boolean, MergedDiscountForwardCurve, ForwardCurve, LatentStateFixingsContainer, ValuationCustomizationParams) | | 86% | | 59% | 9 | 12 | 8 | 25 | 0 | 1 |
VolatilityCurveScenario() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |