| BasicPiterbargAnnuityMapping(Schedule, Schedule, double, VolatilityCubeModel, String, String, double, double, int) |  | 100% | | 100% | 0 | 7 | 0 | 40 | 0 | 1 |
| getSecondDerivative(double) | | 100% | | 100% | 0 | 2 | 0 | 14 | 0 | 1 |
| findExponentialDriverMeans(double[], double, double, VolatilityCube, VolatilityCubeModel) | | 100% | | 100% | 0 | 6 | 0 | 23 | 0 | 1 |
| getFirstDerivative(double) | | 100% | | 100% | 0 | 2 | 0 | 10 | 0 | 1 |
| getValue(double) | | 100% | | 100% | 0 | 2 | 0 | 7 | 0 | 1 |
| getAnnuities(Schedule, String, AnalyticModel) | | 100% | | 100% | 0 | 3 | 0 | 8 | 0 | 1 |
| getForwardSwapRates(Schedule, String, AnalyticModel) | | 100% | | 100% | 0 | 2 | 0 | 6 | 0 | 1 |
| BasicPiterbargAnnuityMapping(int, double[], double[], double[], double[], double[], double[], NormalizingFunction) | | 100% | | n/a | 0 | 1 | 0 | 11 | 0 | 1 |
| BasicPiterbargAnnuityMapping(Schedule, Schedule, double, VolatilityCubeModel, String, String) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| BasicPiterbargAnnuityMapping(Schedule, Schedule, VolatilityCubeModel, String, String) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| static {...} | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |