| convertMapOfTablesToLattice(Map, SwaptionDataLattice.QuotingConvention, LocalDate, String, String, SchedulePrototype, SchedulePrototype) |  | 0% | | 0% | 5 | 5 | 22 | 22 | 1 | 1 |
| convertTableToLattice(DataTable, SwaptionDataLattice.QuotingConvention, LocalDate, String, String, SchedulePrototype, SchedulePrototype) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| convertCashLatticeToNormalVolatility(SwaptionDataLattice, VolatilityCubeModel) |  | 97% | | 92% | 1 | 8 | 1 | 33 | 0 | 1 |
| cashFunction(double, Schedule) | | 89% | | 75% | 1 | 3 | 1 | 8 | 0 | 1 |
| Utils() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| shiftCashToPhysicalSmile(VolatilityCubeModel, SwaptionDataLattice, SwaptionDataLattice[]) | | 99% | | 85% | 2 | 8 | 1 | 27 | 0 | 1 |