| cashFunctionSecondDerivative(double) |   | 75% | | 75% | 1 | 3 | 2 | 12 | 0 | 1 |
| cashFunctionFirstDerivative(double) | | 82% | | 75% | 1 | 3 | 1 | 11 | 0 | 1 |
| cashFunction(double) | | 90% | | 75% | 1 | 3 | 1 | 8 | 0 | 1 |
| hedgeWeight(double, AnnuityMapping, VolatilityCubeModel) | | 100% | | 100% | 0 | 2 | 0 | 9 | 0 | 1 |
| singularAddon(double, AnnuityMapping, VolatilityCubeModel) | | 100% | | 100% | 0 | 2 | 0 | 5 | 0 | 1 |
| buildAnnuityMapping(VolatilityCubeModel) | | 100% | | n/a | 0 | 1 | 0 | 3 | 0 | 1 |
| CashSettledReceiverSwaption(Schedule, Schedule, double, String, String, String, AnnuityMapping.AnnuityMappingType, double, double, int) | | 100% | | n/a | 0 | 1 | 0 | 5 | 0 | 1 |
| payoffFunction(double, AnnuityMapping, VolatilityCubeModel) | | 100% | | n/a | 0 | 1 | 0 | 3 | 0 | 1 |
| CashSettledReceiverSwaption(Schedule, Schedule, double, String, String, String, AnnuityMapping.AnnuityMappingType) | | 100% | | n/a | 0 | 1 | 0 | 4 | 0 | 1 |