| BermudanSwaptionFromSwapSchedules |  | 0% |  | 0% | 30 | 30 | 118 | 118 | 19 | 19 | 1 | 1 |
| SwaptionFromSwapSchedules |  | 0% |  | 0% | 19 | 19 | 78 | 78 | 6 | 6 | 1 | 1 |
| ForwardSensitivityDeltaHedgedPortfolio |   | 71% |   | 60% | 55 | 108 | 91 | 319 | 21 | 48 | 0 | 1 |
| SwaptionGeneralizedAnalyticApproximation |   | 57% |   | 50% | 20 | 34 | 63 | 149 | 2 | 6 | 0 | 1 |
| SwaptionSingleCurve |  | 0% |  | 0% | 12 | 12 | 62 | 62 | 6 | 6 | 1 | 1 |
| CancelableSwap |  | 0% |  | 0% | 8 | 8 | 55 | 55 | 4 | 4 | 1 | 1 |
| Portfolio |  | 0% |  | 0% | 20 | 20 | 38 | 38 | 8 | 8 | 1 | 1 |
| ForwardRateVolatilitySurfaceCurvature |  | 0% |  | 0% | 10 | 10 | 38 | 38 | 4 | 4 | 1 | 1 |
| SwapLegWithFundingProvider |  | 0% |  | 0% | 7 | 7 | 36 | 36 | 2 | 2 | 1 | 1 |
| BermudanSwaption |   | 68% |   | 30% | 21 | 30 | 27 | 95 | 9 | 17 | 0 | 1 |
| SwaprateCovarianceAnalyticApproximation |  | 0% |  | 0% | 7 | 7 | 23 | 23 | 3 | 3 | 1 | 1 |
| BermudanSwaptionFromSwapSchedules.new RegressionBasisFunctionsProvider() {...} |  | 0% |  | 0% | 5 | 5 | 26 | 26 | 2 | 2 | 1 | 1 |
| BermudanSwaptionFromSwapSchedules.new RegressionBasisFunctionsProvider() {...} |  | 0% |  | 0% | 4 | 4 | 26 | 26 | 2 | 2 | 1 | 1 |
| Caplet |   | 46% |   | 20% | 5 | 9 | 16 | 41 | 0 | 4 | 0 | 1 |
| DigitalFloorlet |  | 0% |  | 0% | 4 | 4 | 22 | 22 | 2 | 2 | 1 | 1 |
| MoneyMarketAccount |  | 0% |  | 0% | 7 | 7 | 22 | 22 | 4 | 4 | 1 | 1 |
| SwapAnnuity |   | 67% |   | 75% | 7 | 20 | 17 | 58 | 3 | 10 | 0 | 1 |
| SimpleSwap |   | 62% |   | 66% | 11 | 16 | 24 | 54 | 9 | 13 | 0 | 1 |
| SwaptionSimple |   | 68% |   | 50% | 7 | 15 | 9 | 31 | 1 | 4 | 0 | 1 |
| Swaption |   | 85% |   | 87% | 10 | 22 | 13 | 76 | 8 | 14 | 0 | 1 |
| DiscreteTenorRollOver |   | 67% |   | 64% | 7 | 14 | 12 | 37 | 3 | 7 | 0 | 1 |
| SwaptionFactory |  | 0% |  | 0% | 4 | 4 | 10 | 10 | 1 | 1 | 1 | 1 |
| SwaptionAnalyticApproximationRebonato |   | 90% |   | 78% | 8 | 21 | 8 | 75 | 1 | 5 | 0 | 1 |
| LIBORBond |  | 0% |  | 0% | 5 | 5 | 8 | 8 | 4 | 4 | 1 | 1 |
| SwapLeg |   | 86% |   | 77% | 5 | 15 | 5 | 45 | 0 | 4 | 0 | 1 |
| Swap |   | 57% |  | 100% | 2 | 6 | 5 | 17 | 2 | 5 | 0 | 1 |
| SwaptionSingleCurveAnalyticApproximation |   | 94% |   | 76% | 7 | 18 | 6 | 72 | 1 | 5 | 0 | 1 |
| CMSOption |   | 91% |   | 66% | 2 | 6 | 3 | 43 | 0 | 3 | 0 | 1 |
| Bond |   | 79% |   | 75% | 4 | 12 | 7 | 36 | 2 | 8 | 0 | 1 |
| SwaptionAnalyticApproximation |   | 95% |   | 78% | 9 | 24 | 5 | 91 | 1 | 5 | 0 | 1 |
| SimpleZeroSwap |   | 82% |   | 62% | 5 | 8 | 6 | 33 | 2 | 4 | 0 | 1 |
| AbstractTermStructureMonteCarloProduct |   | 63% |   | 50% | 4 | 8 | 4 | 15 | 2 | 6 | 0 | 1 |
| AbstractLIBORMonteCarloProduct |  | 0% |  | 0% | 4 | 4 | 7 | 7 | 3 | 3 | 1 | 1 |
| SwaptionATM |   | 81% |   | 50% | 4 | 8 | 2 | 17 | 0 | 3 | 0 | 1 |
| SimpleCappedFlooredFloatingRateBond |   | 85% |   | 62% | 3 | 6 | 3 | 32 | 0 | 2 | 0 | 1 |
| SimpleSwap.new IntToDoubleFunction() {...} |  | 0% | | n/a | 2 | 2 | 2 | 2 | 2 | 2 | 1 | 1 |
| SwaptionFromSwapSchedules.new Function() {...} |  | 0% | | n/a | 2 | 2 | 2 | 2 | 2 | 2 | 1 | 1 |
| BermudanSwaptionFromSwapSchedules.new Function() {...} |  | 0% | | n/a | 2 | 2 | 2 | 2 | 2 | 2 | 1 | 1 |
| BermudanSwaptionFromSwapSchedules.6.new ToDoubleFunction() {...} |  | 0% | | n/a | 2 | 2 | 2 | 2 | 2 | 2 | 1 | 1 |
| BermudanSwaptionFromSwapSchedules.SwaptionType |  | 0% | | n/a | 1 | 1 | 3 | 3 | 1 | 1 | 1 | 1 |
| BermudanSwaptionFromSwapSchedules.5.new ToDoubleFunction() {...} |  | 0% | | n/a | 2 | 2 | 2 | 2 | 2 | 2 | 1 | 1 |
| SwaptionFromSwapSchedules.SwaptionType |  | 0% | | n/a | 1 | 1 | 3 | 3 | 1 | 1 | 1 | 1 |
| BermudanSwaptionFromSwapSchedules.new ToDoubleFunction() {...} |  | 0% | | n/a | 2 | 2 | 2 | 2 | 2 | 2 | 1 | 1 |
| DigitalCaplet |  | 86% | | n/a | 4 | 6 | 4 | 22 | 4 | 6 | 0 | 1 |
| BermudanSwaptionFromSwapSchedules.new IntToDoubleFunction() {...} | | 0% | | n/a | 2 | 2 | 2 | 2 | 2 | 2 | 1 | 1 |
| BermudanSwaptionFromSwapSchedules.new IntToDoubleFunction() {...} | | 0% | | n/a | 2 | 2 | 2 | 2 | 2 | 2 | 1 | 1 |
| FlexiCap |  | 97% |   | 75% | 2 | 5 | 2 | 29 | 1 | 3 | 0 | 1 |
| SwaptionWithComponents |  | 100% |  | 100% | 0 | 4 | 0 | 23 | 0 | 2 | 0 | 1 |
| SwapWithComponents |  | 100% |  | 100% | 0 | 4 | 0 | 22 | 0 | 2 | 0 | 1 |
| Caplet.ValueUnit |  | 100% | | n/a | 0 | 1 | 0 | 8 | 0 | 1 | 0 | 1 |
| SwaptionGeneralizedAnalyticApproximation.ValueUnit |  | 100% | | n/a | 0 | 1 | 0 | 4 | 0 | 1 | 0 | 1 |
| SwaptionGeneralizedAnalyticApproximation.StateSpace |  | 100% | | n/a | 0 | 1 | 0 | 3 | 0 | 1 | 0 | 1 |