| toString() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getReferenceDate() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getInitialValue() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getDiscountCurveForForwardRate() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getRiskFreeRate() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getDiscountCurveForDiscountRate() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getDiscountRate() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getVolatility() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getJumpIntensity() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getJumpSizeMean() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getJumpSizeStdDev() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| MertonModel(LocalDate, double, DiscountCurve, DiscountCurve, double, double, double, double) |  | 100% | | n/a | 0 | 1 | 0 | 12 | 0 | 1 |
| MertonModel(double, double, double, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 12 | 0 | 1 |
| apply(double) | | 100% | | n/a | 0 | 1 | 0 | 4 | 0 | 1 |
| getLogDiscountFactorForForward(double) | | 100% | | 100% | 0 | 2 | 0 | 1 | 0 | 1 |
| getLogDiscountFactorForDiscounting(double) | | 100% | | 100% | 0 | 2 | 0 | 1 | 0 | 1 |
| MertonModel(double, double, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |