| toString() |  | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
| getExerciseIndicator(LIBORModelMonteCarloSimulationModel) |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getValue(ForwardCurve, double) |   | 94% |   | 75% | 1 | 3 | 1 | 10 | 0 | 1 |
| getExerciseDate() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getFixingDates() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getPaymentDates() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getPeriodLengths() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getSwaprates() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getNotional() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getValue(double, TermStructureMonteCarloSimulationModel) |  | 100% |   | 90% | 1 | 6 | 0 | 30 | 0 | 1 |
| Swaption(double, TimeDiscretization, double) |  | 100% |  | 100% | 0 | 2 | 0 | 12 | 0 | 1 |
| Swaption(double, double[], double[], double[], double[], double) |  | 100% | | n/a | 0 | 1 | 0 | 8 | 0 | 1 |
| Swaption(double, double[], double[], double[], double[]) |  | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| Swaption(double, double[], double[], double[]) |  | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |