ForwardHazardCreditCurve | | 61% | | 46% | 74 | 101 | 80 | 176 | 4 | 13 | 0 | 1 |
FlatForwardFXCurve | | 15% | | 12% | 46 | 49 | 80 | 93 | 11 | 13 | 0 | 1 |
FlatForwardDiscountCurve | | 57% | | 50% | 51 | 80 | 83 | 167 | 12 | 25 | 0 | 1 |
FlatYieldGovvieCurve | | 0% | | 0% | 22 | 22 | 32 | 32 | 6 | 6 | 1 | 1 |
NonlinearCurveBuilder | | 57% | | 37% | 27 | 34 | 28 | 52 | 2 | 7 | 0 | 1 |
FlatForwardRepoCurve | | 40% | | 26% | 21 | 24 | 19 | 33 | 3 | 5 | 0 | 1 |
FlatForwardGovvieCurve | | 62% | | 37% | 16 | 23 | 20 | 45 | 4 | 7 | 0 | 1 |
FlatForwardVolatilityCurve | | 57% | | 46% | 17 | 24 | 16 | 33 | 5 | 8 | 0 | 1 |
NonlinearCurveBuilder.new R1ToR1() {...} | | 74% | | 50% | 4 | 6 | 2 | 8 | 0 | 2 | 0 | 1 |
NonlinearCurveBuilder.CreditCurveCalibrator | | 89% | | 75% | 1 | 4 | 1 | 34 | 0 | 2 | 0 | 1 |
NonlinearCurveBuilder.new R1ToR1() {...} | | 82% | | 50% | 1 | 3 | 1 | 5 | 0 | 2 | 0 | 1 |
FlatForwardVolatilityCurve.new R1ToR1() {...} | | 0% | | n/a | 2 | 2 | 2 | 2 | 2 | 2 | 1 | 1 |
FlatForwardForwardCurve | | 72% | | 50% | 2 | 4 | 2 | 7 | 1 | 3 | 0 | 1 |