| 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 |