DerivedZeroRate | | 71% | | 53% | 51 | 72 | 71 | 184 | 14 | 22 | 0 | 1 |
BasisSplineFXForward | | 48% | | 42% | 19 | 30 | 41 | 74 | 5 | 10 | 0 | 1 |
ZeroRateDiscountCurve | | 37% | | 18% | 28 | 34 | 37 | 52 | 11 | 15 | 0 | 1 |
DiscountFactorDiscountCurve | | 48% | | 28% | 27 | 38 | 33 | 56 | 7 | 15 | 0 | 1 |
DeterministicCollateralChoiceDiscountCurve | | 62% | | 50% | 23 | 28 | 18 | 51 | 13 | 15 | 0 | 1 |
ForeignCollateralizedDiscountCurve | | 55% | | 40% | 25 | 28 | 18 | 30 | 15 | 17 | 0 | 1 |
DiscountFactorDiscountCurve.new ForwardRateEstimator() {...} | | 0% | | 0% | 9 | 9 | 11 | 11 | 6 | 6 | 1 | 1 |
BasisSplineRepoCurve | | 0% | | 0% | 5 | 5 | 9 | 9 | 2 | 2 | 1 | 1 |
BasisSplineDeterministicVolatility | | 72% | | 62% | 4 | 9 | 6 | 18 | 2 | 5 | 0 | 1 |
BasisSplineGovvieYield | | 77% | | 80% | 4 | 10 | 5 | 22 | 2 | 5 | 0 | 1 |
BasisSplineBasisCurve | | 77% | | 75% | 2 | 5 | 1 | 10 | 1 | 3 | 0 | 1 |
BasisSplineDeterministicVolatility.new R1ToR1() {...} | | 0% | | n/a | 2 | 2 | 2 | 2 | 2 | 2 | 1 | 1 |
BasisSplineTermStructure | | 88% | | 80% | 2 | 8 | 2 | 18 | 0 | 3 | 0 | 1 |
BasisSplineMarketSurface | | 87% | | n/a | 0 | 4 | 6 | 18 | 0 | 4 | 0 | 1 |
BasisSplineForwardRate | | 100% | | 100% | 0 | 5 | 0 | 10 | 0 | 3 | 0 | 1 |