| getLogSwapRateDerivative(TimeDiscretization, DiscountCurve, ForwardCurve) |  | 0% |  | 0% | 11 | 11 | 53 | 53 | 1 | 1 |
| getValues(double, TimeDiscretization, LIBORMarketModel) |   | 84% |   | 71% | 4 | 8 | 6 | 31 | 0 | 1 |
| SwaptionGeneralizedAnalyticApproximation(double, TimeDiscretization, SwaptionGeneralizedAnalyticApproximation.StateSpace) |  | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| getSwapRateDerivative(TimeDiscretization, AnalyticModel, DiscountCurve, ForwardCurve) |   | 98% |   | 85% | 3 | 11 | 1 | 51 | 0 | 1 |
| getValue(double, TermStructureMonteCarloSimulationModel) |   | 73% |   | 50% | 1 | 2 | 1 | 4 | 0 | 1 |
| SwaptionGeneralizedAnalyticApproximation(double, double[], SwaptionGeneralizedAnalyticApproximation.ValueUnit, SwaptionGeneralizedAnalyticApproximation.StateSpace) |  | 100% | | n/a | 0 | 1 | 0 | 8 | 0 | 1 |