manifestMeasureSensitivity(double) | | 85% | | 65% | 7 | 11 | 5 | 23 | 0 | 1 |
calibStartingSegment(double) | | 85% | | 50% | 11 | 12 | 0 | 16 | 0 | 1 |
generateSegmentConstraintSet(double, PredictorResponseWeightConstraint) | | 77% | | 58% | 5 | 7 | 6 | 21 | 0 | 1 |
segmentSensResponseConstraint(PredictorResponseWeightConstraint, String) | | 90% | | 75% | 5 | 11 | 6 | 34 | 0 | 1 |
segmentCalibResponseConstraint(PredictorResponseWeightConstraint) | | 89% | | 75% | 5 | 11 | 6 | 34 | 0 | 1 |
calibSegmentSequence(int) | | 85% | | 55% | 9 | 11 | 1 | 16 | 0 | 1 |
getPMSC(String) | | 53% | | 50% | 1 | 2 | 0 | 1 | 0 | 1 |
LatentStateSequenceBuilder(double, LatentStateStretchSpec, ValuationParams, CreditPricerParams, CurveSurfaceQuoteContainer, ValuationCustomizationParams, Span, StretchBestFitResponse, CaseInsensitiveHashMap, StretchBestFitResponse, BoundarySettings) | | 94% | | 50% | 5 | 6 | 1 | 23 | 0 | 1 |
setStretch(MultiSegmentSequence) | | 86% | | 50% | 4 | 5 | 0 | 5 | 0 | 1 |
getCalibrationBoundaryCondition() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |