| createVolatilityCubeLattice(String, LocalDate, SwaptionDataLattice, SwaptionDataLattice, SwaptionDataLattice, AnalyticModel) |  | 0% | | 0% | 2 | 2 | 9 | 9 | 1 | 1 |
| calibrateSmilesOnNodes() |  | 88% | | 94% | 1 | 10 | 3 | 51 | 0 | 1 |
| findInterpolationNodes() | | 79% | | 59% | 6 | 12 | 6 | 31 | 0 | 1 |
| createSABRVolatilityCube(String, LocalDate, SwaptionDataLattice, SwaptionDataLattice, SwaptionDataLattice, AnalyticModel, double, double, double, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| makeSwapRateTable() | | 89% | | 83% | 1 | 4 | 1 | 20 | 0 | 1 |
| cashFunction(double, Schedule) | | 89% | | 75% | 1 | 3 | 1 | 8 | 0 | 1 |
| getMaxIterations() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getNumberOfThreads() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| isUseLinearInterpolation() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| makePhysicalVolatilities() | | 100% | | 83% | 3 | 10 | 0 | 55 | 0 | 1 |
| findReceiverVolatilities() | | 100% | | 100% | 0 | 5 | 0 | 23 | 0 | 1 |
| findPayerVolatilities() | | 100% | | 87% | 1 | 5 | 0 | 23 | 0 | 1 |
| SABRShiftedSmileCalibration(LocalDate, SwaptionDataLattice, SwaptionDataLattice, SwaptionDataLattice, AnalyticModel, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 18 | 0 | 1 |
| build(String) | | 100% | | n/a | 0 | 1 | 0 | 7 | 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 |