CustomSplineTermStructure(String, JulianDate, String, int[], double[], SegmentCustomBuilderControl) | | 88% | | 55% | 8 | 10 | 4 | 14 | 0 | 1 |
CubicPolynomialTermStructure(String, JulianDate, String, String[], double[]) | | 85% | | 62% | 3 | 5 | 3 | 11 | 0 | 1 |
QuarticPolynomialTermStructure(String, JulianDate, String, String[], double[]) | | 85% | | 62% | 3 | 5 | 3 | 11 | 0 | 1 |
KaklisPandelisTermStructure(String, JulianDate, String, String[], double[]) | | 85% | | 62% | 3 | 5 | 3 | 11 | 0 | 1 |
KLKHyperbolicTermStructure(String, JulianDate, String, String[], double[], double) | | 85% | | 62% | 3 | 5 | 3 | 11 | 0 | 1 |
KLKRationalLinearTermStructure(String, JulianDate, String, String[], double[], double) | | 85% | | 62% | 3 | 5 | 3 | 11 | 0 | 1 |
KLKRationalQuadraticTermStructure(String, JulianDate, String, String[], double[], double) | | 85% | | 62% | 3 | 5 | 3 | 11 | 0 | 1 |
FlatForward(int, VolatilityLabel, String, double) | | 79% | | n/a | 0 | 1 | 3 | 4 | 0 | 1 |
ScenarioDeterministicVolatilityBuilder() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |