| CustomSplineTermStructure(String, JulianDate, String, double[], 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 |
| ScenarioTermStructureBuilder() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |