| sabrHaganLognormalBlackVolatilityApproximation(double, double, double, double, double, double, double, double) |  | 0% | | 0% | 8 | 8 | 25 | 25 | 1 | 1 |
| sabrNormalVolatilityApproximation(double, double, double, double, double, double, double, double) | | 0% | | 0% | 2 | 2 | 11 | 11 | 1 | 1 |
| sabrAlphaApproximation(double, double, double, double, double, double, double) | | 0% | | 0% | 4 | 4 | 15 | 15 | 1 | 1 |
| margrabeExchangeOptionValue(double, double, double, double, double, double, double, double) | | 0% | | 0% | 10 | 10 | 23 | 23 | 1 | 1 |
| constantElasticityOfVarianceOptionValue(double, double, double, double, double, double, boolean) | | 0% | | 0% | 2 | 2 | 9 | 9 | 1 | 1 |
| price(Date, Date, double, double, double, int) | | 0% | | 0% | 3 | 3 | 15 | 15 | 1 | 1 |
| blackScholesOptionTheta(double, double, double, double, double) | | 0% | | 0% | 3 | 3 | 6 | 6 | 1 | 1 |
| price(double, double, double, double, int) | | 0% | | 0% | 3 | 3 | 12 | 12 | 1 | 1 |
| blackScholesOptionGamma(double, double, double, double, double) | | 0% | | 0% | 3 | 3 | 5 | 5 | 1 | 1 |
| blackScholesOptionGamma(RandomVariable, RandomVariable, RandomVariable, double, double) | | 0% | | 0% | 3 | 3 | 5 | 5 | 1 | 1 |
| blackScholesOptionVega(RandomVariable, RandomVariable, RandomVariable, double, double) | | 0% | | 0% | 3 | 3 | 5 | 5 | 1 | 1 |
| blackScholesGeneralizedOptionVega(double, double, double, double, double) | | 0% | | 0% | 3 | 3 | 5 | 5 | 1 | 1 |
| bachelierGeneralizedOptionVega(double, double, double, double, double) | | 0% | | 0% | 3 | 3 | 7 | 7 | 1 | 1 |
| blackScholesOptionDelta(RandomVariable, RandomVariable, RandomVariable, double, RandomVariable) | | 0% | | 0% | 2 | 2 | 5 | 5 | 1 | 1 |
| blackScholesOptionDelta(double, double, double, double, double) |  | 62% | | 37% | 8 | 9 | 8 | 15 | 0 | 1 |
| blackScholesATMOptionValue(double, double, double, double) | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
| margrabeExchangeOptionValue(double, double, double, double, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| sabrBerestyckiNormalVolatilityApproximation(double, double, double, double, double, double, double, double) | | 89% | | 75% | 2 | 5 | 2 | 16 | 0 | 1 |
| blackScholesOptionValue(RandomVariable, RandomVariable, RandomVariable, double, double) | | 0% | | n/a | 1 | 1 | 3 | 3 | 1 | 1 |
| blackScholesGeneralizedOptionValue(double, double, double, double, double) | | 80% | | 66% | 4 | 7 | 2 | 10 | 0 | 1 |
| huntKennedyCMSFloorValue(double, double, double, double, double, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| blackScholesDigitalOptionRho(double, double, double, double, double) | | 82% | | 50% | 2 | 3 | 3 | 9 | 0 | 1 |
| blackScholesOptionGamma(RandomVariable, double, double, double, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| blackScholesOptionVega(RandomVariable, double, double, double, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| sabrHaganLognormalBlackVolatilityApproximation(double, double, double, double, double, double, double) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| blackScholesGeneralizedOptionValue(RandomVariable, RandomVariable, double, double, RandomVariable) | | 91% | | 50% | 1 | 2 | 1 | 6 | 0 | 1 |
| blackScholesOptionDelta(RandomVariable, RandomVariable, RandomVariable, double, double) | | 87% | | 50% | 1 | 2 | 1 | 5 | 0 | 1 |
| blackScholesDigitalOptionDelta(double, double, double, double, double) | | 96% | | 50% | 2 | 3 | 1 | 6 | 0 | 1 |
| blackScholesDigitalOptionVega(double, double, double, double, double) | | 96% | | 50% | 2 | 3 | 1 | 6 | 0 | 1 |
| blackScholesOptionVega(double, double, double, double, double) | | 95% | | 50% | 2 | 3 | 1 | 5 | 0 | 1 |
| blackScholesOptionRho(double, double, double, double, double) | | 95% | | 50% | 2 | 3 | 1 | 5 | 0 | 1 |
| blackScholesDigitalOptionValue(double, double, double, double, double) | | 95% | | 50% | 1 | 2 | 1 | 6 | 0 | 1 |
| blackScholesOptionValue(double, double, double, double, double, boolean) | | 92% | | 50% | 1 | 2 | 1 | 5 | 0 | 1 |
| sabrNormalVolatilityCurvatureApproximation(double, double, double, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 10 | 0 | 1 |
| blackScholesOptionImpliedVolatility(double, double, double, double, double) | | 100% | | 90% | 1 | 6 | 0 | 21 | 0 | 1 |
| sabrNormalVolatilitySkewApproximation(double, double, double, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 6 | 0 | 1 |
| huntKennedyCMSOptionValue(double, double, double, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 6 | 0 | 1 |
| huntKennedyCMSAdjustedRate(double, double, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 6 | 0 | 1 |
| blackScholesOptionValue(RandomVariable, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 3 | 0 | 1 |
| volatilityConversionLognormalATMtoNormalATM(double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 4 | 0 | 1 |
| volatilityConversionLognormalToNormal(double, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 4 | 0 | 1 |
| blackScholesOptionValue(double, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 3 | 0 | 1 |
| blackScholesOptionDelta(RandomVariable, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| blackModelDigitalCapletValue(double, double, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| blackModelDigitalCapletDelta(double, double, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| blackModelCapletValue(double, double, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| blackModelCapletImpliedVolatility(double, double, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| blackModelDgitialCapletValue(double, double, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| blackModelSwaptionValue(double, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| bachelierOptionValue(double, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| bachelierOptionValue(RandomVariable, RandomVariable, double, double, RandomVariable) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| bachelierOptionImpliedVolatility(double, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| bachelierOptionDelta(double, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |