VolatilityCurve(ValuationParams, Component[], double[], String[], double, boolean, ExplicitBootVolatilityCurve, MergedDiscountForwardCurve, ForwardCurve, LatentStateFixingsContainer, ValuationCustomizationParams) | | 0% | | 0% | 10 | 10 | 14 | 14 | 1 | 1 |
VolatilityCurveNode(ValuationParams, Component, double, String, boolean, int, ExplicitBootVolatilityCurve, MergedDiscountForwardCurve, ForwardCurve, LatentStateFixingsContainer, ValuationCustomizationParams) | | 65% | | 50% | 3 | 4 | 2 | 8 | 0 | 1 |
DiscountCurveNode(ValuationParams, Component, double, String, boolean, int, ExplicitBootDiscountCurve, GovvieCurve, LatentStateFixingsContainer, ValuationCustomizationParams) | | 67% | | 50% | 3 | 4 | 2 | 8 | 0 | 1 |
DiscountCurve(ValuationParams, Component[], double[], String[], double, boolean, ExplicitBootDiscountCurve, GovvieCurve, LatentStateFixingsContainer, ValuationCustomizationParams) | | 83% | | 55% | 8 | 10 | 6 | 14 | 0 | 1 |
CreditCurve(ValuationParams, Component, double, String, boolean, int, ExplicitBootCreditCurve, MergedDiscountForwardCurve, GovvieCurve, CreditPricerParams, LatentStateFixingsContainer, ValuationCustomizationParams, CalibrationParams) | | 84% | | 50% | 2 | 3 | 3 | 6 | 0 | 1 |
NonlinearCurveBuilder() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
SetNode(ExplicitBootCurve, int, boolean, double) | | 100% | | 100% | 0 | 2 | 0 | 1 | 0 | 1 |