| getCalibrationItems(TimeDiscretization, ForwardCurve, SwaptionMarketData, boolean) |  | 0% | | 0% | 9 | 9 | 38 | 38 | 1 | 1 |
| getCloneWithModifiedData(Map) |  | 40% | | 12% | 4 | 5 | 18 | 32 | 0 | 1 |
| getNumerairetUnAdjusted(MonteCarloProcess, double) | | 52% | | 50% | 4 | 6 | 7 | 18 | 0 | 1 |
| getForwardDiscountBond(MonteCarloProcess, double, double) | | 0% | | n/a | 1 | 1 | 4 | 4 | 1 | 1 |
| LIBORMarketModelFromCovarianceModel(TimeDiscretization, ForwardCurve, DiscountCurve, LIBORCovarianceModel, SwaptionMarketData, Map) | | 0% | | 0% | 5 | 5 | 5 | 5 | 1 | 1 |
| toString() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getOnePlusInterpolatedLIBORDt(MonteCarloProcess, int, double, int) | | 87% | | 72% | 3 | 8 | 3 | 31 | 0 | 1 |
| getInterpolationDriftAdjustment(MonteCarloProcess, int, int) | | 73% | | 45% | 6 | 7 | 4 | 18 | 0 | 1 |
| getModelParameters() | | 82% | | 75% | 2 | 5 | 2 | 15 | 0 | 1 |
| getNumerairetUnAdjustedAtLIBORIndex(MonteCarloProcess, int) | | 88% | | 78% | 3 | 8 | 3 | 27 | 0 | 1 |
| LIBORMarketModelFromCovarianceModel(TimeDiscretization, AnalyticModel, ForwardCurve, DiscountCurve, RandomVariableFactory, LIBORCovarianceModel, CalibrationProduct[], Map) | | 92% | | 96% | 1 | 15 | 3 | 42 | 0 | 1 |
| LIBORMarketModelFromCovarianceModel(TimeDiscretization, ForwardCurve, LIBORCovarianceModel, SwaptionMarketData) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| getForwardRate(MonteCarloProcess, double, double, double) | | 95% | | 83% | 4 | 13 | 2 | 35 | 0 | 1 |
| getNumeraire(MonteCarloProcess, double) | | 77% | | 75% | 1 | 3 | 1 | 8 | 0 | 1 |
| LIBORMarketModelFromCovarianceModel(TimeDiscretization, ForwardCurve, DiscountCurve, LIBORCovarianceModel) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| LIBORMarketModelFromCovarianceModel(TimeDiscretization, ForwardCurve, DiscountCurve, LIBORCovarianceModel, SwaptionMarketData) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| of(TimeDiscretization, AnalyticModel, ForwardCurve, DiscountCurve, RandomVariableFactory, LIBORCovarianceModel, CalibrationProduct[], Map) | | 89% | | 87% | 1 | 5 | 2 | 15 | 0 | 1 |
| getDrift(MonteCarloProcess, int, RandomVariable[], RandomVariable[]) | | 97% | | 91% | 2 | 13 | 1 | 38 | 0 | 1 |
| getInterpolationDriftAdjustmentEvaluated(MonteCarloProcess, int, int) | | 97% | | 81% | 3 | 9 | 1 | 32 | 0 | 1 |
| getNumeraireAdjustments() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| clone() | | 94% | | n/a | 0 | 1 | 2 | 8 | 0 | 1 |
| getDriftApproximationMethod() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getInterpolationMethod() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getMeasure() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getSwaptionMarketData() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getIntegratedLIBORCovariance(TimeDiscretization) | | 100% | | 100% | 0 | 11 | 0 | 27 | 0 | 1 |
| getNumeraireDefaultableZeroBondAsOfTimeZero(MonteCarloProcess, int) | | 100% | | 100% | 0 | 3 | 0 | 21 | 0 | 1 |
| getNumeraireDefaultableZeroBondAsOfTimeZero(MonteCarloProcess, double) | | 100% | | 100% | 0 | 2 | 0 | 12 | 0 | 1 |
| getInitialState(MonteCarloProcess) | | 100% | | 100% | 0 | 4 | 0 | 8 | 0 | 1 |
| readObject(ObjectInputStream) | | 100% | | n/a | 0 | 1 | 0 | 7 | 0 | 1 |
| ensureCacheConsistency(MonteCarloProcess) | | 100% | | 100% | 0 | 2 | 0 | 7 | 0 | 1 |
| applyStateSpaceTransform(MonteCarloProcess, int, int, RandomVariable) | | 100% | | 100% | 0 | 3 | 0 | 6 | 0 | 1 |
| getLiborPeriod(int) | | 100% | | 75% | 1 | 3 | 0 | 3 | 0 | 1 |
| LIBORMarketModelFromCovarianceModel(TimeDiscretization, AnalyticModel, ForwardCurve, DiscountCurve, LIBORCovarianceModel, CalibrationProduct[], Map) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| LIBORMarketModelFromCovarianceModel(TimeDiscretization, ForwardCurve, LIBORCovarianceModel) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| LIBORMarketModelFromCovarianceModel(TimeDiscretization, AnalyticModel, ForwardCurve, DiscountCurve, RandomVariableFactory, LIBORCovarianceModel, Map) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| getReferenceDate() | | 100% | | 100% | 0 | 2 | 0 | 1 | 0 | 1 |
| getFactorLoading(MonteCarloProcess, int, int, RandomVariable[]) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| applyStateSpaceTransformInverse(MonteCarloProcess, int, int, RandomVariable) | | 100% | | 100% | 0 | 2 | 0 | 4 | 0 | 1 |
| LIBORMarketModelFromCovarianceModel(TimeDiscretization, ForwardCurve, DiscountCurve, LIBORCovarianceModel, CalibrationProduct[], Map) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| getCloneWithModifiedCovarianceModel(LIBORCovarianceModel) | | 100% | | n/a | 0 | 1 | 0 | 3 | 0 | 1 |
| getRandomVariableForConstant(double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getLIBOR(MonteCarloProcess, int, int) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getLiborPeriodIndex(double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getNumberOfComponents() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getNumberOfFactors() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getNumberOfLibors() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getLiborPeriodDiscretization() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getAnalyticModel() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getDiscountCurve() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getForwardRateCurve() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getCovarianceModel() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |