ShapePreservingFXCurve(String, CurrencyPair, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, String, FunctionSetBuilderParams, CalibratableComponent[], String, double[], double) | | 0% | | 0% | 19 | 19 | 26 | 26 | 1 | 1 |
QuarticPolynomialCurve(String, JulianDate, CurrencyPair, String[], double[], double) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
KaklisPandelisCurve(String, JulianDate, CurrencyPair, String[], double[], double) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
KLKHyperbolicCurve(String, JulianDate, CurrencyPair, String[], double[], double, double) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
KLKRationalLinearCurve(String, JulianDate, CurrencyPair, String[], double[], double, double) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
KLKRationalQuadraticCurve(String, JulianDate, CurrencyPair, String[], double[], double, double) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
ShapePreservingFXCurve(String, CurrencyPair, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, CalibratableComponent[], String, double[], double, SegmentCustomBuilderControl) | | 85% | | 53% | 15 | 17 | 6 | 25 | 0 | 1 |
CubicPolyShapePreserver(String, CurrencyPair, int, CalibratableComponent[], double[], String, double) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
CustomSplineCurve(String, JulianDate, CurrencyPair, String[], double[], SegmentCustomBuilderControl, double) | | 89% | | 65% | 9 | 14 | 4 | 25 | 0 | 1 |
ShapePreservingFXCurve(LinearLatentStateCalibrator, LatentStateStretchSpec[], CurrencyPair, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, double) | | 79% | | 50% | 2 | 3 | 3 | 7 | 0 | 1 |
CubicPolynomialCurve(String, JulianDate, CurrencyPair, String[], double[], double) | | 80% | | n/a | 0 | 1 | 3 | 5 | 0 | 1 |
ScenarioFXCurveBuilder() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |