CorrelationProviderTenorBasis

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total802 of 8020%36 of 360%292993931111
get3MCorrelation(double, double, AnalyticModel)7390%300%1616747411
getCorrelation(int, double, double, AnalyticModel, String)320%60%447711
CorrelationProviderTenorBasis(CapVolMarketData, CapVolMarketData)90%n/a114411
getiCap3MCapletVolMatrix()0%n/a111111
getiCap6MCapletVolMatrix()0%n/a111111
getCorrelationMatrix3M()0%n/a111111
getCorrelationMatrix6M()0%n/a111111
getICap3MCapletVolBootrapper()0%n/a111111
getICap6MCapletVolBootrapper()0%n/a111111
get6MCorrelation(double, double, AnalyticModel)0%n/a111111
get1MCorrelation(double, double, AnalyticModel)0%n/a111111