| makeSwapRateTable() |  | 0% | | 0% | 4 | 4 | 16 | 16 | 1 | 1 |
| buildSlice(String, double[]) |  | 70% | | 50% | 1 | 2 | 3 | 15 | 0 | 1 |
| findInterpolationNodes() | | 80% | | 59% | 6 | 12 | 6 | 31 | 0 | 1 |
| calibrate(String, int[]) | | 75% | | 75% | 1 | 3 | 3 | 19 | 0 | 1 |
| setInitialParameters(DataTable, DataTable, DataTable) | | 0% | | n/a | 1 | 1 | 4 | 4 | 1 | 1 |
| findInitialParameters() | | 87% | | 16% | 3 | 4 | 1 | 12 | 0 | 1 |
| SABRCubeCalibration(LocalDate, SwaptionDataLattice, SwaptionDataLattice, SwaptionDataLattice, VolatilityCubeModel, AnnuityMapping.AnnuityMappingType) | | 94% | | 50% | 2 | 3 | 1 | 27 | 0 | 1 |
| setCorrelationDecay(double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| setIborOisDecorrelation(double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| getMaxIterations() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getNumberOfThreads() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| isReplicationUseAsOffset() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getReplicationLowerBound() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getReplicationUpperBound() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getReplicationNumberOfEvaluationPoints() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getCorrelationDecay() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getIborOisDecorrelation() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getDisplacement() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getBeta() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| isUseLinearInterpolation() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| generateTargets(int) | | 100% | | 100% | 0 | 5 | 0 | 18 | 0 | 1 |
| initializeParameters(int) | | 100% | | 100% | 0 | 2 | 0 | 13 | 0 | 1 |
| gatherParameters() | | 100% | | n/a | 0 | 1 | 0 | 10 | 0 | 1 |
| applyParameterBounds(double[]) | | 100% | | 100% | 0 | 2 | 0 | 7 | 0 | 1 |
| runOptimization() | | 100% | | n/a | 0 | 1 | 0 | 5 | 0 | 1 |
| SABRCubeCalibration(LocalDate, SwaptionDataLattice, SwaptionDataLattice, SwaptionDataLattice, VolatilityCubeModel, AnnuityMapping.AnnuityMappingType, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 6 | 0 | 1 |
| setReplicationParameters(boolean, double, double, int) | | 100% | | n/a | 0 | 1 | 0 | 5 | 0 | 1 |
| setCalibrationParameters(int, int) | | 100% | | n/a | 0 | 1 | 0 | 3 | 0 | 1 |
| setUseLinearInterpolation(boolean) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |