epoch() | | 0% | | n/a | 1 | 1 | 4 | 4 | 1 | 1 |
hazard(JulianDate, JulianDate) | | 82% | | 50% | 4 | 5 | 1 | 4 | 0 | 1 |
CreditCurve(int, EntityCDSLabel, String) | | 93% | | 50% | 4 | 5 | 1 | 21 | 0 | 1 |
effectiveSurvival(String, String) | | 85% | | 50% | 4 | 5 | 1 | 4 | 0 | 1 |
effectiveRecovery(String, String) | | 85% | | 50% | 4 | 5 | 1 | 4 | 0 | 1 |
survival(String) | | 76% | | 50% | 2 | 3 | 1 | 3 | 0 | 1 |
recovery(String) | | 76% | | 50% | 2 | 3 | 1 | 3 | 0 | 1 |
hazard(String) | | 76% | | 50% | 2 | 3 | 1 | 3 | 0 | 1 |
effectiveSurvival(JulianDate, JulianDate) | | 72% | | 50% | 2 | 3 | 1 | 3 | 0 | 1 |
effectiveRecovery(JulianDate, JulianDate) | | 72% | | 50% | 2 | 3 | 1 | 3 | 0 | 1 |
survival(JulianDate) | | 61% | | 50% | 1 | 2 | 0 | 2 | 0 | 1 |
recovery(JulianDate) | | 61% | | 50% | 1 | 2 | 0 | 2 | 0 | 1 |
setSpecificDefault(int) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
unsetSpecificDefault() | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
effectiveSurvival(int, int) | | 91% | | 75% | 1 | 3 | 0 | 8 | 0 | 1 |
currency() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
manifestMeasure(String) | | 92% | | 50% | 5 | 6 | 1 | 4 | 0 | 1 |
setCCIS(CurveConstructionInputSet) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
setInstrCalibInputs(ValuationParams, boolean, MergedDiscountForwardCurve, GovvieCurve, CreditPricerParams, CalibratableComponent[], double[], String[], LatentStateFixingsContainer, ValuationCustomizationParams) | | 100% | | 83% | 1 | 4 | 0 | 22 | 0 | 1 |
effectiveRecovery(int, int) | | 100% | | 100% | 0 | 4 | 0 | 9 | 0 | 1 |
hazard(JulianDate) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
label() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
calibComp() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |