CustomSplineDiscountCurve(String, JulianDate, String, int[], double[], SegmentCustomBuilderControl) | | 0% | | 0% | 10 | 10 | 16 | 16 | 1 | 1 |
DFRateShapePreserver(String, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, String, FunctionSetBuilderParams, CalibratableComponent[], double[], String[], CalibratableComponent[], double[], String[], double, boolean) | | 85% | | 64% | 26 | 38 | 22 | 80 | 0 | 1 |
DiscretelyCompoundedFlatRate(JulianDate, String, double, String, int) | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
SmoothingLocalControlBuild(MergedDiscountForwardCurve, LinearLatentStateCalibrator, LocalControlCurveParams, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 82% | | 58% | 10 | 13 | 4 | 41 | 0 | 1 |
SmoothingGlobalControlBuild(MergedDiscountForwardCurve, LinearLatentStateCalibrator, GlobalControlCurveParams, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams) | | 82% | | 59% | 9 | 12 | 4 | 36 | 0 | 1 |
CubicPolynomialDiscountCurve(String, JulianDate, String, int[], double[]) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
QuarticPolynomialDiscountCurve(String, JulianDate, String, int[], double[]) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
KaklisPandelisDiscountCurve(String, JulianDate, String, int[], double[]) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
KLKHyperbolicDiscountCurve(String, JulianDate, String, int[], double[], double) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
KLKExponentialDiscountCurve(String, JulianDate, String, int[], double[], double) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
KLKRationalLinearDiscountCurve(String, JulianDate, String, int[], double[], double) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
KLKRationalQuadraticDiscountCurve(String, JulianDate, String, int[], double[], double) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
CustomDENSE(String, ValuationParams, CalibratableComponent[], double[], String, String[], CalibratableComponent[], double[], String, String[], TurnListDiscountFactor) | | 91% | | 59% | 12 | 17 | 3 | 41 | 0 | 1 |
CompQuote(ValuationParams, CurveSurfaceQuoteContainer, String, JulianDate, JulianDate, JulianDate, String, boolean) | | 93% | | 75% | 3 | 7 | 3 | 30 | 0 | 1 |
ShapePreservingDFBuild(String, LinearLatentStateCalibrator, LatentStateStretchSpec[], ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 78% | | 50% | 3 | 4 | 3 | 8 | 0 | 1 |
FromIRCSG(String, CalibratableComponent[]) | | 0% | | n/a | 1 | 1 | 4 | 4 | 1 | 1 |
BuildFromDF(JulianDate, String, int[], double[]) | | 90% | | 55% | 8 | 10 | 4 | 15 | 0 | 1 |
CreateFromFlatYield(JulianDate, String, double, String, int) | | 80% | | 50% | 2 | 3 | 3 | 6 | 0 | 1 |
ExponentiallyCompoundedFlatRate(JulianDate, String, double) | | 78% | | 50% | 1 | 2 | 3 | 6 | 0 | 1 |
CubicKLKHyperbolicDFRateShapePreserver(String, ValuationParams, CalibratableComponent[], double[], String[], CalibratableComponent[], double[], String[], boolean) | | 80% | | n/a | 0 | 1 | 3 | 4 | 0 | 1 |
CubicPolyDFRateShapePreserver(String, ValuationParams, CalibratableComponent[], double[], String[], CalibratableComponent[], double[], String[], boolean) | | 80% | | n/a | 0 | 1 | 3 | 4 | 0 | 1 |
PiecewiseForward(JulianDate, String, int[], double[]) | | 68% | | n/a | 0 | 1 | 3 | 4 | 0 | 1 |
ScenarioDiscountCurveBuilder() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
NonlinearBuild(JulianDate, String, CalibratableComponent[], double[], String[], LatentStateFixingsContainer) | | 88% | | 50% | 1 | 2 | 0 | 2 | 0 | 1 |
DENSE(String, ValuationParams, CalibratableComponent[], double[], String[], CalibratableComponent[], double[], String[], TurnListDiscountFactor) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
DUALDENSE(String, ValuationParams, CalibratableComponent[], double[], String, String[], CalibratableComponent[], double[], String, String[], TurnListDiscountFactor) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |