FundingStretchSpec(String, CalibratableComponent[], String[], double[]) | | 0% | | 0% | 16 | 16 | 19 | 19 | 1 | 1 |
FundingStretchSpec(String, CalibratableComponent[], String, double[]) | | 0% | | 0% | 5 | 5 | 6 | 6 | 1 | 1 |
ComponentPairForwardStretch(String, ComponentPair[], ValuationParams, CurveSurfaceQuoteContainer, double[], boolean, boolean) | | 76% | | 56% | 7 | 9 | 7 | 16 | 0 | 1 |
FXStretchSpec(String, CalibratableComponent[], String[], double[]) | | 88% | | 53% | 14 | 16 | 5 | 19 | 0 | 1 |
ForwardStretchSpec(String, CalibratableComponent[], String[], double[]) | | 89% | | 56% | 13 | 16 | 5 | 19 | 0 | 1 |
ForwardFundingStretchSpec(String, CalibratableComponent[], String[], double[]) | | 92% | | 60% | 12 | 16 | 4 | 20 | 0 | 1 |
ComponentPairDiscountStretch(String, ComponentPair[], ValuationParams, CurveSurfaceQuoteContainer, double[], double[], boolean) | | 84% | | 55% | 8 | 10 | 6 | 13 | 0 | 1 |
LatentStateStretchBuilder() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
ForwardFundingStretchSpec(String, CalibratableComponent[], String, double[]) | | 94% | | 62% | 3 | 5 | 0 | 6 | 0 | 1 |
FXStretchSpec(String, CalibratableComponent[], String, double[]) | | 94% | | 62% | 3 | 5 | 0 | 6 | 0 | 1 |
ForwardStretchSpec(String, CalibratableComponent[], String, double[]) | | 100% | | 75% | 2 | 5 | 0 | 6 | 0 | 1 |