| OptionSurfaceDataInterpolated |  | 0% |  | 0% | 121 | 121 | 292 | 292 | 42 | 42 | 1 | 1 |
| DupireLocalVolatility |  | 0% |  | 0% | 64 | 64 | 135 | 135 | 30 | 30 | 1 | 1 |
| SwaptionDataLattice |   | 55% |   | 38% | 51 | 92 | 89 | 199 | 14 | 43 | 0 | 1 |
| CapletVolatilitiesParametricDisplacedFourParameterAnalytic |  | 0% |  | 0% | 13 | 13 | 55 | 55 | 6 | 6 | 1 | 1 |
| OptionSurfaceData |   | 36% |   | 19% | 18 | 26 | 40 | 69 | 6 | 13 | 0 | 1 |
| PiecewiseConstantVolatility |  | 0% |  | 0% | 24 | 24 | 35 | 35 | 11 | 11 | 1 | 1 |
| CapletVolatilitiesParametricFourParameterPicewiseConstant |  | 0% |  | 0% | 9 | 9 | 28 | 28 | 6 | 6 | 1 | 1 |
| SwaptionATMMarketDataFromArray |  | 0% |  | 0% | 13 | 13 | 42 | 42 | 9 | 9 | 1 | 1 |
| CapletVolatilities |   | 60% |   | 58% | 11 | 19 | 31 | 68 | 4 | 7 | 0 | 1 |
| OptionSurfaceDataInterpolated.SmileInterpolator |  | 0% |  | 0% | 5 | 5 | 12 | 12 | 2 | 2 | 1 | 1 |
| AbstractVolatilitySurface |   | 75% |   | 83% | 7 | 24 | 12 | 46 | 3 | 12 | 0 | 1 |
| SwaptionDataLattice.DataKey |   | 67% |   | 40% | 11 | 15 | 8 | 25 | 1 | 5 | 0 | 1 |
| OptionData |   | 49% | | n/a | 5 | 8 | 5 | 15 | 5 | 8 | 0 | 1 |
| AbstractVolatilitySurfaceParametric |   | 80% |   | 50% | 6 | 11 | 5 | 25 | 1 | 6 | 0 | 1 |
| LocalVolatility |  | 0% | | n/a | 4 | 4 | 3 | 3 | 4 | 4 | 1 | 1 |
| DupireLocalVolatility.LocalVolatilityFormula |  | 0% | | n/a | 1 | 1 | 4 | 4 | 1 | 1 | 1 | 1 |
| DupireLocalVolatility.NegativeLocalVarianceHandling |  | 0% | | n/a | 1 | 1 | 4 | 4 | 1 | 1 | 1 | 1 |
| OptionSurfaceDataInterpolated.PreparedSurface |  | 0% | | n/a | 1 | 1 | 7 | 7 | 1 | 1 | 1 | 1 |
| OptionSmileData |   | 82% |  | 75% | 2 | 10 | 2 | 19 | 1 | 8 | 0 | 1 |
| SwaptionDataLattice.new DoubleUnaryOperator() {...} | | 0% | | n/a | 2 | 2 | 2 | 2 | 2 | 2 | 1 | 1 |
| SwaptionDataLattice.new DoubleUnaryOperator() {...} | | 0% | | n/a | 2 | 2 | 2 | 2 | 2 | 2 | 1 | 1 |
| SwaptionDataLattice.new DoubleUnaryOperator() {...} | | 0% | | n/a | 2 | 2 | 2 | 2 | 2 | 2 | 1 | 1 |
| ConstantLocalVolatility |  | 70% |   | 50% | 4 | 6 | 2 | 7 | 1 | 3 | 0 | 1 |
| CapletVolatilitiesParametric |  | 98% |  | 100% | 1 | 13 | 1 | 45 | 1 | 11 | 0 | 1 |
| SwaptionDataLattice.QuotingConvention |  | 100% | | n/a | 0 | 1 | 0 | 5 | 0 | 1 | 0 | 1 |
| VolatilitySurface.QuotingConvention |  | 100% | | n/a | 0 | 1 | 0 | 4 | 0 | 1 | 0 | 1 |