Dependency Graph

Online documentation:

Dependency Matrix

Online documentation:

Visualizing Code Metrics through Treemaping

With the Online documentation, understand how Treemaping can help you see patterns in your code base, that would be hard to spot with other ways.

Abstractness versus Instability Diagram

The Abstractness versus Instability Diagram helps to detect which Projects are potentially painful to maintain (i.e concrete and stable) and which Projects are potentially useless (i.e abstract and instable).

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For beginners: Where to start

Code queries and rules results are truncated to list a maximum of 100 code elements in this report

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Quick Tips

Main
Main \ Rules
Main \ Quality Gates
Main \ Quality Gates \ Project Rules
Main \ Quality Gates \ Project Rules \ Quality Gates
Main \ Rules \ Project Rules
Main \ Rules \ Project Rules \ Code Smells
Main \ Rules \ Project Rules \ Object Oriented Design
Main \ Rules \ Project Rules \ CWE Rules
Main \ Rules \ Project Rules \ Dead Code
Main \ Rules \ Project Rules \ Naming Conventions
Main \ Group of Queries \ Quality Gates
Main \ Group of Queries \ Object Oriented Design
Main \ Group of Queries \ API Breaking Changes
Main \ Group of Queries \ Code Diff Summary
Main \ Group of Queries \ Code Coverage
Main \ Group of Queries \ Dead Code
Main \ Group of Queries \ Hot Spots
Main \ Metrics \ Application Statistics
Main \ Metrics \ Projects Metrics
Main \ Metrics \ Namespaces Metrics
Main \ Metrics \ Types Metrics
Main \ Projects Dependencies
Main \ Namespaces Dependencies
Main \ Types Dependencies
Main \ Build Order
Main \ Analysis Log
Main \ Trend Charts
cppdepend report summary application nameQuantLib-1.9.2report build date03/16/2017 18:06:15analysis duration01:12:03cppdepend version 2017.1.0.8903   Professional Developer Editionbaseline for comparisonBaseline is same code base snapshot.code coverage data Not Defined. To import Code Coverage Data, please read this online documentation.
Get started.Quick tips.Back to CppDepend. The present HTML report is a summary of data gathered by the analysis.
It is recommended to use the CppDepend interactive UI capabilities
to make the most of CppDepend by mastering all aspects of your code.

Diagrams

C/C++ Projects Dependency Graph
Dependency Graph
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C/C++ Projects Dependency Matrix
Dependency Matrix
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Treemap View
Treemap Metric View
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Abstractness versus Instability
Abstractness vs. Instability
View as ?fullscaled

Application Metrics

Note: Further Application Statistics are available.
# Lines of Code
55 780      no diff
-4 294 967 296   (NotMyCode)      no diff
Estimated Dev Effort   2 123d      no diff
# Types
2 057      no diff
20   Projects      no diff
222   Namespaces      no diff
9 491   Methods      no diff
45 353   Fields      no diff
1 918   Source Files      no diff
1 057   Third-Party Elements      no diff
Comment
29.61%      no diff
23 460   Lines of Comment      no diff
Debt
10.12%      no diff
Rating   C   2d 5h effort to reach  B
Debt   214d      no diff
Annual Interest   47d      no diff
Breaking Point   4y      no diff
CoverageN/A because no coverage data specified
Method Complexity
1 104   Max      no diff
1.92   Average      no diff
Quality Gates
Fail3
Warn0
Pass5
Rules
Critical3
Violated28
Ok236
Issues
All4 696
Blocker0
Critical12
High238
Medium2 082
Low2 364

Quality Gates summary

803
graphHelp Some Quality Gates fail. The build
can be stopped upon quality gate
failure. Online documentation.
graphHelp Quality Gates that measure diff cannot
be run on the baseline. Hence they
have blank trend and baseline status.
NameTrendBaseline ValueValueGroup
warning   Percentage Code Coverage
warningN/A because no coverage dataProject Rules \ Quality Gates
warning   Percentage Coverage on New Code
warningN/A because no coverage dataProject Rules \ Quality Gates
warning   Percentage Coverage on Refactored Code
warningN/A because no coverage dataProject Rules \ Quality Gates
warning   Blocker Issues
okwarning0 issueswarning0 issuesProject Rules \ Quality Gates
warningCritical   Critical Issues
okwarningCritical12 issueswarningCritical12 issuesProject Rules \ Quality Gates
warning   New Blocker / Critical / High Issues
warning0 issuesProject Rules \ Quality Gates
warningCritical   Critical Rules Violated
okwarningCritical3 ruleswarningCritical3 rulesProject Rules \ Quality Gates
warning   Percentage Debt
okwarning10.12 %warning10.12 %Project Rules \ Quality Gates
warning   New Debt since Baseline
warning0 man-daysProject Rules \ Quality Gates
warningCritical   Debt Rating per Namespace
okwarningCritical41 namespaceswarningCritical41 namespacesProject Rules \ Quality Gates
warning   New Annual Interest since Baseline
warning0 man-daysProject Rules \ Quality Gates

Rules summary

247253
  • Number of Rules or Queries with Error (syntax error, exception thrown, time-out): 0
  • Number of Rules violated: 28
graphHelp Rules can be checked from within
VisualCppDepend.
Online documentation.
graphHelp Rules that rely on diff cannot be
run on the baseline. Hence they
have blank # Issues Fixed or Added.
Name# IssuesAddedFixedElementsGroup
warningCritical   Avoid types too big
2000 typesProject Rules \ Code Smells
warning   Avoid types with too many methods
3100 typesProject Rules \ Code Smells
warning   Avoid types with too many fields
5400 typesProject Rules \ Code Smells
warningCritical   Avoid methods too big, too complex
31100 methodsProject Rules \ Code Smells
warningCritical   Avoid methods with too many parameters
18100 methodsProject Rules \ Code Smells
warning   Avoid methods with too many local variables
41400 methodsProject Rules \ Code Smells
warning   Avoid methods with too many overloads
14100 methodsProject Rules \ Code Smells
warning   Avoid methods potentially poorly commented
43300 methodsProject Rules \ Code Smells
warning   Avoid types with poor cohesion
4800 typesProject Rules \ Code Smells
warning   Class shouldn't be too deep in inheritance tree
35100 typesProject Rules \ Object Oriented Design
warning   Constructor should not call a virtual methods
900 methodsProject Rules \ Object Oriented Design
warning   Don't assign static fields from instance methods
1400 fieldsProject Rules \ Object Oriented Design
warning   Avoid Abstract Classes with too many methods
3800 typesProject Rules \ Object Oriented Design
warning   Nested types should not be visible
28700 typesProject Rules \ Object Oriented Design
warning   Projects with poor cohesion (RelationalCohesion)
100 projectProject Rules \ Object Oriented Design
warning   Constructors of abstract classes should be declared as protected or private
8700 typesProject Rules \ Object Oriented Design
warning   Declaration of Catch for Generic Exception
1200 methodsProject Rules \ CWE Rules
warning   Potentially dead Types
60900 typesProject Rules \ Dead Code
warning   Potentially dead Methods
50700 methodsProject Rules \ Dead Code
warning   Potentially dead Fields
91800 fieldsProject Rules \ Dead Code
warning   Instance fields should be prefixed with a 'm_'
1000 fieldsProject Rules \ Naming Conventions
warning   Static fields should be prefixed with a 's_'
1000 fieldsProject Rules \ Naming Conventions
warning   Exception class name should be suffixed with 'Exception'
200 typesProject Rules \ Naming Conventions
warning   Types name should begin with an Upper character
1000 typesProject Rules \ Naming Conventions
warning   Avoid types with name too long
3800 typesProject Rules \ Naming Conventions
warning   Avoid methods with name too long
14600 methodsProject Rules \ Naming Conventions
warning   Avoid fields with name too long
1300 fieldsProject Rules \ Naming Conventions
warning   Avoid naming types and namespaces with the same identifier
100 typeProject Rules \ Naming Conventions

Application Statistics

Stat # Occurences Avg StdDev Max
Properties on interfaces interfaces 00-1 properties on
Methods on interfaces interfaces 00-1 methods on
Arguments on methods on interfaces methods 00-1 arguments on
Public properties on classes 1,896 Classes 000 public properties on Keywords
Public methods on classes 1,896 classes 6.577.34225 public methods on QuantLib.__Globals
Arguments on public methods on classes 12,450 methods 1.051.520 arguments on QuantLib.FixedRateBond.FixedRateBond(Natural,constQuantLib::Calendar&,Real,constQuantLib::Date&,constQuantLib::Date&,constQuantLib::Period&,conststd::vector<Rate>&,constQuantLib::DayCounter&,QuantLib::BusinessDayConvention,QuantLib::BusinessDayConvention,Real,constQuantLib::Date&,constQuantLib::Date&,DateGeneration::Rule,bool,constQuantLib::Calendar&,constQuantLib::Period&,constQuantLib::Calendar&,constQuantLib::BusinessDayConvention,bool)
IL instructions in non-abstract methods 13,971 methods 0.150.6111 IL instructions in JumpDiffusionTest.testGreeks()
Cyclomatic complexity on non abstract Methods 13,971 Methods 0.643.12 CC = 123 for DateTest.immDates()

Projects Metrics

If you wish to define thresholds on Projects' Code Metrics, consider writing some Rules.
Clicking column header arrows sorts values.
Clicking column header title text redirect to the online Code Metric definition.
Projects # lines of code# IL instruction # Types # Abstract Types # lines of comment% Comment% CoverageAfferent CouplingEfferent CouplingRelational CohesionInstabilityAbstractnessDistance
QuantLib v1.0.0.03222211071749911897337,06026-2551942.280.430.050.36
testsuite v1.0.0.02167610143040385915,11259-05310.47100
Swap v1.0.0.02090006624-0270.33100
EquityOption v1.0.0.0761002524,75248-0150.33100
ConvertibleBonds v1.0.0.08730077,446808-0200.33100
FRA v1.0.0.0961002822,58064-0140.33100
Repo v1.0.0.0550002026,66667-0210.33100
Replication v1.0.0.01061003424,28572-0140.33100
BermudanSwaption v1.0.0.0712001719,31818-0230.33100
DiscreteHedging v1.0.0.01151207338,82979-0270.4100
FittedBondCurve v1.0.0.01413003419,42857-0240.33100
CallableBonds v1.0.0.0941002319,65812-0250.33100
CDS v1.0.0.0601001520-0170.33100
Bonds v1.0.0.0881008950,28249-0280.33100
MarketModels v1.0.0.02596006018,80878-0330.33100
Gaussian1dModels v1.0.0.0177310105,347594-0200.5100
MultidimIntegral v1.0.0.022110929,03226-030.25100
LatentModel v1.0.0.0762005039,68254-0160.33100
BasketLosses v1.0.0.0811004435,2-0160.33100
CVAIRS v1.0.0.0691002425,80645-0190.33100

Types Metrics

If the code base analyzed has too many types, CppDepend doesn't list Types Metrics to avoid a too big report. The section Types Metrics can be activated by unchecking the option:
CppDepend Project Properties > Report > Avoid too big report for large code base > Hide section Types Metrics if...
It is recommended to use the CppDepend interactive UI capabilities to browse large applications.

Namespaces Metrics

If you wish to define thresholds on namespaces' Code Metrics, consider writing some Code Rules.
Clicking column header arrows sorts values.
Clicking column header title text redirect to the online Code Metric definition.
Namespaces # lines of code# IL instruction # Types # lines of comment% Comment% CoverageAfferent CouplingEfferent Coupling
QuantLib::GlobalNamespace2859000-06
QuantLib::QuantLib28446970164900-14917
QuantLib::QuantLib.MINPACK34811000-00
QuantLib::QuantLib .ForwardForwardMappings455000-03
QuantLib::QuantLib.io160000-02
QuantLib::QuantLib .anonymous_namespace{hestonrndcalculator .cpp}230200-02
QuantLib::QuantLib .anonymous_namespace{hestonslvfdmmodel .cpp}161200-02
QuantLib::QuantLib .anonymous_namespace{dynprogvppintrinsic valueengine.cpp}120200-03
QuantLib::QuantLib .anonymous_namespace{fdsimpleextoustorag eengine.cpp}50200-12
QuantLib::QuantLib .anonymous_namespace{fdsimpleklugeextouv ppengine.cpp}20100-02
QuantLib::QuantLib .anonymous_namespace{vanillavppoption .cpp}30100-02
QuantLib::QuantLib .anonymous_namespace{vanillaswingoption .cpp}121000-02
QuantLib::QuantLib .anonymous_namespace{differentialevoluti on.cpp}10100-01
QuantLib::QuantLib .anonymous_namespace{richardsonextrapola tion.cpp}60100-10
QuantLib::QuantLib .anonymous_namespace{concentrating1dmesh er.cpp}71100-02
QuantLib::QuantLib .anonymous_namespace{fdmmeshercomposite .cpp}00000-00
QuantLib::QuantLib .anonymous_namespace{lsmbasissystem.cpp}244200-02
QuantLib::QuantLib .anonymous_namespace{parametricexercise .cpp}202100-13
QuantLib::QuantLib .anonymous_namespace{averagebmacoupon .cpp}261100-02
QuantLib::QuantLib .anonymous_namespace{cashflows.cpp}1084400-03
QuantLib::QuantLib.detail463232500-34
QuantLib::QuantLib.detail.NoArbSabrModel00000-00
QuantLib::QuantLib .anonymous_namespace{conundrumpricer .cpp}91200-11
QuantLib::QuantLib .anonymous_namespace{couponpricer.cpp}00100-02
QuantLib::QuantLib .anonymous_namespace{overnightindexedcou pon.cpp}371100-03
QuantLib::QuantLib .anonymous_namespace{bmaindex.cpp}60000-01
QuantLib::QuantLib .anonymous_namespace{euribor.cpp}180000-02
QuantLib::QuantLib .anonymous_namespace{eurlibor.cpp}180000-02
QuantLib::QuantLib .anonymous_namespace{libor.cpp}180000-02
QuantLib::QuantLib .anonymous_namespace{shibor.cpp}90000-02
QuantLib::QuantLib .anonymous_namespace{capfloor.cpp}140100-13
QuantLib::QuantLib .anonymous_namespace{creditdefaultswap .cpp}70100-12
QuantLib::QuantLib .anonymous_namespace{impliedvolatility .cpp}90100-12
QuantLib::QuantLib .anonymous_namespace{swaption.cpp}140100-13
QuantLib::QuantLib .anonymous_namespace{factorial.cpp}00000-00
QuantLib::QuantLib .anonymous_namespace{modifiedbessel.cpp}282500-02
QuantLib::QuantLib .anonymous_namespace{primenumbers.cpp}00000-00
QuantLib::QuantLib .anonymous_namespace{histogram.cpp}160000-01
QuantLib::QuantLib .anonymous_namespace{bivariatenormaldist ribution.cpp}180200-10
QuantLib::QuantLib .anonymous_namespace{bivariatestudenttdi stribution.cpp}811000-00
QuantLib::QuantLib .anonymous_namespace{basisincompleteorde red.cpp}92000-01
QuantLib::QuantLib .anonymous_namespace{pseudosqrt.cpp}18616100-03
QuantLib::QuantLib .anonymous_namespace{svd.cpp}50000-00
QuantLib::QuantLib .anonymous_namespace{latticerules.cpp}00000-00
QuantLib::QuantLib .anonymous_namespace{sobolrsg.cpp}00000-00
QuantLib::QuantLib .anonymous_namespace{simplex.cpp}91000-02
QuantLib::QuantLib .anonymous_namespace{spherecylinder.cpp}271000-00
QuantLib::QuantLib .anonymous_namespace{sobolbrowniangenera tor.cpp}255000-01
QuantLib::QuantLib .anonymous_namespace{alphafinder.cpp}801000-00
QuantLib::QuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp}1142000-03
QuantLib::QuantLib .anonymous_namespace{upperboundengine .cpp}222100-13
QuantLib::QuantLib .anonymous_namespace{swaptionpseudojacob ian.cpp}132100-02
QuantLib::QuantLib .anonymous_namespace{garch.cpp}1674600-03
QuantLib::QuantLib .anonymous_namespace{fixedlocalvolsurfac e.cpp}111000-03
QuantLib::QuantLib .anonymous_namespace{hestonblackvolsurfa ce.cpp}10000-00
QuantLib::QuantLib .anonymous_namespace{yieldtermstructure .cpp}00000-00
QuantLib::QuantLib .anonymous_namespace{defaultdensitystruc ture.cpp}50100-00
QuantLib::QuantLib .anonymous_namespace{hazardratestructure .cpp}50100-00
QuantLib::QuantLib .anonymous_namespace{exchangeratemanager .cpp}20100-01
QuantLib::QuantLib .anonymous_namespace{hestonprocess.cpp}832000-02
QuantLib::QuantLib .anonymous_namespace{stulzengine.cpp}260000-01
QuantLib::QuantLib .anonymous_namespace{analyticbsmhullwhit eengine.cpp}40100-02
QuantLib::QuantLib .anonymous_namespace{analyticgjrgarcheng ine.cpp}20000-00
QuantLib::QuantLib .anonymous_namespace{analytichestonengin e.cpp}80200-01
QuantLib::QuantLib .anonymous_namespace{bjerksundstenslande ngine.cpp}170000-02
QuantLib::QuantLib .anonymous_namespace{integralengine.cpp}30100-10
QuantLib::QuantLib .anonymous_namespace{discretizedswaption .cpp}20000-01
QuantLib::QuantLib .anonymous_namespace{period.cpp}110000-02
QuantLib::QuantLib .anonymous_namespace{schedule.cpp}190000-01
QuantLib::QuantLib .anonymous_namespace{russia.cpp}660000-01
QuantLib::QuantLib .anonymous_namespace{saudiarabia.cpp}122000-02
QuantLib::QuantLib .anonymous_namespace{unitedstates.cpp}140000-01
QuantLib::QuantLib .anonymous_namespace{business252.cpp}131000-02
QuantLib::QuantLib .anonymous_namespace{simpledaycounter .cpp}00000-01
QuantLib::QuantLib .anonymous_namespace{discretizedcallable fixedratebond.cpp}20000-00
QuantLib::QuantLib .anonymous_namespace{catrisk.cpp}10000-00
QuantLib::QuantLib .anonymous_namespace{cdsoption.cpp}30100-12
QuantLib::QuantLib .anonymous_namespace{issuer.cpp}00000-00
QuantLib::QuantLib .anonymous_namespace{randomdefaultmodel .cpp}20100-03
QuantLib::QuantLib .anonymous_namespace{syntheticcdo.cpp}70100-12
QuantLib::QuantLib .anonymous_namespace{extendedornsteinuhl enbeckprocess.cpp}10100-00
QuantLib::QuantLib .anonymous_namespace{generalizedhullwhit e.cpp}91300-03
QuantLib::QuantLib .anonymous_namespace{irregularswaption .cpp}40100-12
QuantLib::QuantLib .anonymous_namespace{integralhestonvaria nceoptionengine.cpp}1153100-01
QuantLib::QuantLib .anonymous_namespace{analyticvariancegam maengine.cpp}110100-11
QuantLib::QuantLib .anonymous_namespace{quantity.cpp}60000-03
QuantLib::QuantLib .anonymous_namespace{unitofmeasureconver sionmanager.cpp}30000-01
QuantLib::QuantLib .anonymous_namespace{amortizingfixedrate bond.cpp}492000-02
QuantLib::QuantLib .anonymous_namespace{arithmeticoisratehe lper.cpp}00000-00
QuantLib::QuantLib .anonymous_namespace{perturbativebarrier optionengine.cpp}7299500-00
QuantLib::QuantLib .anonymous_namespace{analyticcompoundopt ionengine.cpp}60100-00
QuantLib::QuantLib .anonymous_namespace{expm.cpp}51100-03
QuantLib::QuantLib .anonymous_namespace{numericaldifferenti ation.cpp}354000-03
QuantLib::QuantLib .anonymous_namespace{zigguratrng.cpp}00000-00
QuantLib::QuantLib .anonymous_namespace{money.cpp}50000-03
QuantLib::anonymous_namespace{cmsmarketc alibration.cpp}878600-03
QuantLib::anonymous_namespace{blackformu la.cpp}60000-01
QuantLib::anonymous_namespace{errors .cpp}30000-01
QuantLib::boost20000-01
testsuite::GlobalNamespace1559386814300-171
testsuite::anonymous_namespace{americano ption.cpp}307100-13
testsuite::anonymous_namespace{asianopti ons.cpp}60300-13
testsuite::anonymous_namespace{assetswap .cpp}130100-13
testsuite::anonymous_namespace{barrierop tion.cpp}110300-13
testsuite::anonymous_namespace{basketopt ion.cpp}80400-12
testsuite::anonymous_namespace{batesmode l.cpp}41100-00
testsuite::anonymous_namespace{bermudans waption.cpp}120100-12
testsuite::anonymous_namespace{binaryopt ion.cpp}110100-13
testsuite::anonymous_namespace{blackdelt acalculator.cpp}10200-12
testsuite::anonymous_namespace{bonds .cpp}40100-12
testsuite::anonymous_namespace{brownianb ridge.cpp}122000-00
testsuite::anonymous_namespace{businessd ayconventions.cpp}60100-11
testsuite::anonymous_namespace{capfloor .cpp}200100-13
testsuite::anonymous_namespace{capfloore dcoupon.cpp}250100-13
testsuite::anonymous_namespace{catbonds .cpp}40100-13
testsuite::anonymous_namespace{cdo.cpp}20100-10
testsuite::anonymous_namespace{cliquetop tion.cpp}378000-03
testsuite::anonymous_namespace{cms.cpp}1212100-13
testsuite::anonymous_namespace{compoundo ption.cpp}10100-11
testsuite::anonymous_namespace{convertib lebonds.cpp}110100-12
testsuite::anonymous_namespace{covarianc e.cpp}52000-01
testsuite::anonymous_namespace{curvestat es.cpp}371100-13
testsuite::anonymous_namespace{daycounte rs.cpp}120100-11
testsuite::anonymous_namespace{defaultpr obabilitycurves.cpp}632000-03
testsuite::anonymous_namespace{digitalco upon.cpp}70100-12
testsuite::anonymous_namespace{digitalop tion.cpp}00100-11
testsuite::anonymous_namespace{distribut ions.cpp}304200-10
testsuite::anonymous_namespace{dividendo ption.cpp}447000-03
testsuite::anonymous_namespace{doublebar rieroption.cpp}00200-12
testsuite::anonymous_namespace{doublebin aryoption.cpp}00100-11
testsuite::anonymous_namespace{europeano ption.cpp}318200-13
testsuite::anonymous_namespace{extendedt rees.cpp}308100-13
testsuite::anonymous_namespace{fdheston .cpp}00200-12
testsuite::anonymous_namespace{fdmlinear op.cpp}252300-02
testsuite::anonymous_namespace{forwardop tion.cpp}368100-13
testsuite::anonymous_namespace{garch .cpp}50200-13
testsuite::anonymous_namespace{gaussianq uadratures.cpp}231000-02
testsuite::anonymous_namespace{hestonmod el.cpp}242300-13
testsuite::anonymous_namespace{hestonslv model.cpp}1467400-13
testsuite::anonymous_namespace{hybridhes tonhullwhiteprocess.cpp}30600-12
testsuite::anonymous_namespace{inflation .cpp}00100-11
testsuite::anonymous_namespace{inflation capfloor.cpp}00100-01
testsuite::anonymous_namespace{inflation capflooredcoupon.cpp}00100-01
testsuite::anonymous_namespace{inflation cpibond.cpp}151200-13
testsuite::anonymous_namespace{inflation cpicapfloor.cpp}00100-01
testsuite::anonymous_namespace{inflation cpiswap.cpp}00100-01
testsuite::anonymous_namespace{inflation volatility.cpp}732000-03
testsuite::anonymous_namespace{integrals .cpp}160200-03
testsuite::anonymous_namespace{interestr ates.cpp}00100-12
testsuite::anonymous_namespace{interpola tions.cpp}475200-12
testsuite::anonymous_namespace{jumpdiffu sion.cpp}00100-11
testsuite::anonymous_namespace{libormark etmodelprocess.cpp}00000-00
testsuite::anonymous_namespace{linearlea stsquaresregression.cpp}10000-01
testsuite::anonymous_namespace{lookbacko ptions.cpp}00100-11
testsuite::anonymous_namespace{lowdiscre pancysequences.cpp}795300-13
testsuite::anonymous_namespace{margrabeo ption.cpp}10200-10
testsuite::anonymous_namespace{marketmod el.cpp}1925300-14
testsuite::anonymous_namespace{marketmod el_cms.cpp}1162300-13
testsuite::anonymous_namespace{marketmod el_smm.cpp}1152300-13
testsuite::anonymous_namespace{marketmod el_smmcapletalphacalibration.cpp}401300-03
testsuite::anonymous_namespace{marketmod el_smmcapletcalibration.cpp}401300-03
testsuite::anonymous_namespace{marketmod el_smmcaplethomocalibration.cpp}401300-03
testsuite::anonymous_namespace{markovfun ctional.cpp}1197000-03
testsuite::anonymous_namespace{matrices .cpp}992000-01
testsuite::anonymous_namespace{mclongsta ffschwartzengine.cpp}51200-01
testsuite::anonymous_namespace{noarbsabr .cpp}40000-01
testsuite::anonymous_namespace{nthtodefa ult.cpp}00200-10
testsuite::anonymous_namespace{numerical differentiation.cpp}192000-03
testsuite::anonymous_namespace{observabl e.cpp}30100-11
testsuite::anonymous_namespace{ode.cpp}110400-03
testsuite::anonymous_namespace{operators .cpp}00000-00
testsuite::anonymous_namespace{optimizer s.cpp}1086900-13
testsuite::anonymous_namespace{optionlet stripper.cpp}3454100-13
testsuite::anonymous_namespace{overnight indexedswap.cpp}00400-12
testsuite::anonymous_namespace{partialti mebarrieroption.cpp}00100-10
testsuite::anonymous_namespace{pathgener ator.cpp}352000-01
testsuite::anonymous_namespace{piecewise yieldcurve.cpp}1224300-14
testsuite::anonymous_namespace{piecewise zerospreadedtermstructure.cpp}141200-13
testsuite::anonymous_namespace{quantoopt ion.cpp}00400-12
testsuite::anonymous_namespace{quotes .cpp}60000-00
testsuite::anonymous_namespace{rangeaccr ual.cpp}32492100-13
testsuite::anonymous_namespace{riskneutr aldensitycalculator.cpp}241200-13
testsuite::anonymous_namespace{rounding .cpp}00100-10
testsuite::anonymous_namespace{schedule .cpp}31000-02
testsuite::anonymous_namespace{shortrate models.cpp}00100-10
testsuite::anonymous_namespace{solvers .cpp}483400-01
testsuite::anonymous_namespace{stats .cpp}752000-01
testsuite::anonymous_namespace{swap.cpp}00100-12
testsuite::anonymous_namespace{swapforwa rdmappings.cpp}292100-13
testsuite::anonymous_namespace{swaption .cpp}00100-12
testsuite::anonymous_namespace{swaptionv olatilitycube.cpp}195100-13
testsuite::anonymous_namespace{swaptionv olatilitymatrix.cpp}302100-13
testsuite::anonymous_namespace{swingopti on.cpp}80100-03
testsuite::anonymous_namespace{termstruc tures.cpp}101200-12
testsuite::boost00100-01
testsuite::anonymous_namespace{tqreigend ecomposition.cpp}00000-00
testsuite::anonymous_namespace{tracing .cpp}130100-01
testsuite::anonymous_namespace{twoassetb arrieroption.cpp}00100-12
testsuite::QuantLib221300-43
testsuite::QuantLib.detail20100-02
testsuite::anonymous_namespace{varianceg amma.cpp}00200-11
testsuite::anonymous_namespace{variances waps.cpp}00300-12
testsuite::anonymous_namespace{vpp.cpp}140300-02
testsuite::anonymous_namespace{quantlibt estsuite.cpp}120000-03
Swap::GlobalNamespace2090000-03
EquityOption::GlobalNamespace761000-03
ConvertibleBonds::GlobalNamespace873000-03
FRA::GlobalNamespace961000-03
Repo::GlobalNamespace550000-03
Replication::GlobalNamespace1061000-03
BermudanSwaption::GlobalNamespace712000-03
DiscreteHedging::GlobalNamespace1151200-03
FittedBondCurve::GlobalNamespace1413000-03
CallableBonds::GlobalNamespace941000-03
CDS::GlobalNamespace601000-03
Bonds::GlobalNamespace881000-03
MarketModels::GlobalNamespace2596000-03
Gaussian1dModels::GlobalNamespace1773100-03
MultidimIntegral::GlobalNamespace221100-02
LatentModel::GlobalNamespace762000-03
BasketLosses::GlobalNamespace811000-03
CVAIRS::GlobalNamespace691000-03

803This group contains children groups
Project Rules  

    803
    Quality Gates  

    ok   Quality Gate Pass:    Percentage Code Coverage

    Scalar Result: N/A %

    ok   Quality Gate Pass:    Percentage Coverage on New Code

    Scalar Result: N/A %

    ok   Quality Gate Pass:    Percentage Coverage on Refactored Code

    Scalar Result: N/A %

    ok   Quality Gate Pass:    Blocker Issues

    No issue matched

    ok   Quality Gate Fail:    Critical Issues

    12 issues matched

    12 issuesSeverityDebtAnnual InterestFull Name
    Critical issue on: anonymous_namespace{rangeaccrual.cpp} .CommonVars03Critical001d 2h032h 0minRule violated: Avoid types too big
    Critical issue on: MarketModelTest.testPathwiseVegas()04Critical056h 0min042h 0minRule violated: Avoid methods with too many local variables
    Critical issue on: MarketModelTest .testPathwiseMarketVegas()05Critical036h 0min052h 0minRule violated: Avoid methods with too many local variables
    Critical issue on: AssetSwapTest .testSpecializedBondVsGenericBondUsingAs w()00Critical016h 0min002h 0minRule violated: Avoid methods with too many local variables
    Critical issue on: AssetSwapTest.testMASWWithGenericBond()01Critical026h 0min012h 0minRule violated: Avoid methods with too many local variables
    Critical issue on: QuantLib .AnalyticGJRGARCHEngine.calculate()02Critical046h 0min022h 0minRule violated: Avoid methods with too many local variables
    Critical issue on: AssetSwapTest .testSpecializedBondVsGenericBond()09Critical106h 0min092h 0minRule violated: Avoid methods with too many local variables
    Critical issue on: __Globals.main(int,char**)10Critical116h 0min102h 0minRule violated: Avoid methods with too many local variables
    Critical issue on: VPPTest.testVPPPricing()11Critical096h 0min112h 0minRule violated: Avoid methods with too many local variables
    Critical issue on: __Globals.InverseFloater(Real)06Critical076h 0min062h 0minRule violated: Avoid methods with too many local variables
    Critical issue on: AssetSwapTest.testGenericBondImplied()07Critical086h 0min072h 0minRule violated: Avoid methods with too many local variables
    Critical issue on: __Globals.Bermudan()08Critical066h 0min082h 0minRule violated: Avoid methods with too many local variables

    Statistics

    Stat   Severity   Debt   Annual Interest
    Sum:-9d 4h3d 0h
    Average:-6h 20min2h 0min
    Minimum:-6h 0min2h 0min
    Maximum:-1d 2h2h 0min
    Standard deviation:-1h 6min0min 0s
    Variance:-550d0min 0s
    ok   Quality Gate Pass:    New Blocker / Critical / High Issues

    No issue matched

    ok   Quality Gate Fail:    Critical Rules Violated

    3 rules matched

    3 rulesissuesFull Name
    Avoid types too big220 issuesRule
    Avoid methods too big, too complex0311 issuesRule
    Avoid methods with too many parameters1181 issuesRule

    Statistics

    Stat   issues
    Sum:512
    Average:170.67
    Minimum:20
    Maximum:311
    Standard deviation:119.02
    Variance:14 167
    ok   Quality Gate Pass:    Percentage Debt

    Scalar Result: 10.12 %

    ok   Quality Gate Pass:    New Debt since Baseline

    Scalar Result: 0 man-days

    ok   Quality Gate Fail:    Debt Rating per Namespace

    41 namespaces matched

    41 namespacesdebtRatingdebtRatiodevTimeInManDaydebtInManDayissuesFull Name
    13D3424.51026d 1h031d 4h0125 issues
    QuantLib.MINPACK14D3127.42016d 3h021d 6h0210 issuesQuantLib.MINPACK
    QuantLib .anonymous_namespace{bivariatestudenttdi stribution.cpp}11D3624.27161d 4h233h 2min212 issuesQuantLib .anonymous_namespace{bivariatestudenttdi stribution.cpp}
    QuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp}12D0643.23092d 0h097h 13min094 issuesQuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp}
    QuantLib .anonymous_namespace{hestonblackvolsurfa ce.cpp}00E00231.484025min381h 0min331 issueQuantLib .anonymous_namespace{hestonblackvolsurfa ce.cpp}
    QuantLib.anonymous_namespace{stulzengine .cpp}01E0174.56364h 10min213h 6min084 issuesQuantLib.anonymous_namespace{stulzengine .cpp}
    QuantLib .anonymous_namespace{bjerksundstenslande ngine.cpp}15D2033.07373h 1min401h 0min341 issueQuantLib .anonymous_namespace{bjerksundstenslande ngine.cpp}
    QuantLib .anonymous_namespace{integralhestonvaria nceoptionengine.cpp}18D0842.64082d 1h077h 25min037 issuesQuantLib .anonymous_namespace{integralhestonvaria nceoptionengine.cpp}
    19D3028.6400298d0085d00800 issues
    anonymous_namespace{americanoption.cpp}16D1635.61306h 2min282h 9min401 issueanonymous_namespace{americanoption.cpp}
    anonymous_namespace{capflooredcoupon .cpp}17D2829.03267h 3min312h 2min162 issuesanonymous_namespace{capflooredcoupon .cpp}
    anonymous_namespace{cdo.cpp}03E0257.87391h 43min391h 0min351 issueanonymous_namespace{cdo.cpp}
    anonymous_namespace{cliquetoption.cpp}02E0355.28325h 36min223h 6min103 issuesanonymous_namespace{cliquetoption.cpp}
    anonymous_namespace{compoundoption.cpp}05D1336.41382h 52min371h 2min321 issueanonymous_namespace{compoundoption.cpp}
    anonymous_namespace{convertiblebonds .cpp}04D3723.41344h 53min351h 8min361 issueanonymous_namespace{convertiblebonds .cpp}
    anonymous_namespace{defaultprobabilitycu rves.cpp}09D1535.84221d 1h193h 24min074 issuesanonymous_namespace{defaultprobabilitycu rves.cpp}
    anonymous_namespace{dividendoption.cpp}08D2529.55286h 46min322h 0min371 issueanonymous_namespace{dividendoption.cpp}
    anonymous_namespace{doublebarrieroption .cpp}07D3822.76354h 36min361h 2min391 issueanonymous_namespace{doublebarrieroption .cpp}
    anonymous_namespace{europeanoption.cpp}10D3325.37241d 0h302h 7min282 issuesanonymous_namespace{europeanoption.cpp}
    anonymous_namespace{extendedtrees.cpp}06D1435.88315h 54min292h 7min302 issuesanonymous_namespace{extendedtrees.cpp}
    anonymous_namespace{forwardoption.cpp}20D0742.89277h 3min253h 1min113 issuesanonymous_namespace{forwardoption.cpp}
    anonymous_namespace{hestonslvmodel.cpp}34D2132.88053d 4h041d 1h056 issuesanonymous_namespace{hestonslvmodel.cpp}
    anonymous_namespace{inflationvolatility .cpp}35D2629.46151d 4h173h 41min292 issuesanonymous_namespace{inflationvolatility .cpp}
    anonymous_namespace{margrabeoption.cpp}33D3922.42335h 19min341h 11min381 issueanonymous_namespace{margrabeoption.cpp}
    anonymous_namespace{piecewiseyieldcurve .cpp}31D2429.71063d 1h067h 26min046 issuesanonymous_namespace{piecewiseyieldcurve .cpp}
    anonymous_namespace{swaptionvolatilityma trix.cpp}32D4021.17296h 20min331h 20min272 issuesanonymous_namespace{swaptionvolatilityma trix.cpp}
    39D3524.37043d 6h087h 24min232 issues
    40D3227.07201d 3h243h 2min312 issues
    38D1037.85141d 4h134h 51min123 issues
    36D1934.54111d 6h124h 52min262 issues
    37D1835.09251d 0h262h 52min252 issues
    24D2729.14101d 7h154h 31min242 issues
    25D2928.78181d 3h203h 13min143 issues
    23D1137.15072d 4h057h 45min152 issues
    21D2232.71121d 5h144h 34min133 issues
    22D2330.14231d 0h272h 41min222 issues
    29D0543.24131d 4h105h 36min192 issues
    30D0939.54034d 6h011d 7h065 issues
    28D0447.88191d 3h115h 22min202 issues
    26D1236.88171d 3h164h 24min172 issues
    27D1735.18211d 2h183h 35min182 issues

    Statistics

    Stat   debtRating   debtRatio   devTimeInManDay   debtInManDay   issues
    Sum:-1 615365d107d929
    Average:-39.398d 7h2d 4h22.66
    Minimum:-21.1725min1h 0min1
    Maximum:-231.48298d85d800
    Standard deviation:-32.145d13d 0h122.97
    Variance:-1 030overflow4 940 458d15 122
    ok   Quality Gate Pass:    New Annual Interest since Baseline

    Scalar Result: 0 man-days

    247253This group contains children groups
    Project Rules  

      063
      Code Smells  

      warningCritical   Critical Rule Violated:    Avoid types too big

      20 types matched

      • Formatting: bold means added, underlined means code was changed, strike-bold means removed (since baseline)
      20 typeslocJustMyCodeMethodsFieldsDebtAnnual InterestFull Name
      CommonVars003 249193 methods0042 fields001d 2h002h 0minanonymous_namespace{rangeaccrual.cpp} .CommonVars
      MarketModelTest011 2520321 methods08no field016h 15min011h 10minMarketModelTest
      CalendarTest021 1900123 methods11no field025h 57min021h 6minCalendarTest
      InterpolationTest038420421 methods10no field034h 12min0344minInterpolationTest
      AssetSwapTest047771210 methods07no field043h 53min0439minAssetSwapTest
      HestonSLVModelTest055430518 methods04no field052h 42min0524minHestonSLVModelTest
      FdmLinearOpTest064230717 methods06no field062h 6min0616minFdmLinearOpTest
      HestonModelTest074200618 methods05no field072h 6min0716minHestonModelTest
      HybridHestonHullWhiteProcessTest083780814 methods17no field081h 53min0813minHybridHestonHullWhiteProcessTest
      BondTest093590913 methods09no field091h 47min0912minBondTest
      CommonVars10345157 methods0215 fields101h 43min1011minanonymous_namespace{optionletstripper .cpp}.CommonVars
      EuropeanOptionTest113150221 methods19no field111h 34min119minEuropeanOptionTest
      VPPTest12278177 methods18no field121h 23min127minVPPTest
      DigitalCouponTest13275139 methods13no field131h 22min136minDigitalCouponTest
      MarkovFunctional142700033 methods0123 fields141h 21min146minQuantLib.MarkovFunctional
      SVD16258149 methods036 fields161h 17min165minQuantLib.SVD
      MarkovFunctionalTest15258167 methods12no field151h 17min155minMarkovFunctionalTest
      AsianOptionTest172551013 methods15no field171h 16min175minAsianOptionTest
      DividendOptionTest182281111 methods14no field181h 8min183min 50sDividendOptionTest
      BlackDeltaCalculatorTest19203185 methods16no field191h 0min192min 11sBlackDeltaCalculatorTest
      warning   Rule Violated:    Avoid types with too many methods

      31 types matched

      • Formatting: bold means added, underlined means code was changed, strike-bold means removed (since baseline)
      31 typesnbMethodsinstanceMethodsstaticMethods# lines of code (LOC)DebtAnnual InterestFull Name
      Basket00510051 methods13no method1285002h 33min0022minQuantLib.Basket
      BondFunctions013926no method0039 methods08113011h 57min0114minQuantLib.BondFunctions
      Matrix02360136 methods12no method1964021h 48min0212minQuantLib.Matrix
      MarkovFunctional05330333 methods14no method04270051h 39min0510minQuantLib.MarkovFunctional
      Date04332518 methods0515 methods07128041h 39min0410minQuantLib.Date
      AnalyticPartialTimeBarrierOptionEngine03330233 methods16no method0997031h 39min0310minQuantLib .AnalyticPartialTimeBarrierOptionEngine
      Bond06310431 methods15no method1385061h 33min069minQuantLib.Bond
      SwaptionVolatilityStructure07300530 methods11no method1766071h 30min078minQuantLib.SwaptionVolatilityStructure
      MakeVanillaSwap09290729 methods06no method2257091h 27min097minQuantLib.MakeVanillaSwap
      AnalyticCompoundOptionEngine08290629 methods07no method1669081h 27min087minQuantLib.AnalyticCompoundOptionEngine
      FdmSquareRootFwdOp11280928 methods09no method1095111h 24min117minQuantLib.FdmSquareRootFwdOp
      AnalyticTwoAssetBarrierEngine10280828 methods08no method2940101h 24min107minQuantLib.AnalyticTwoAssetBarrierEngine
      SampledCurve13261126 methods10no method1573131h 18min135minQuantLib.SampledCurve
      AbcdAtmVolCurve12261026 methods17no method2062121h 18min125minQuantLib.AbcdAtmVolCurve
      CPISwap14251325 methods27no method2844141h 15min145minQuantLib.CPISwap
      MakeCms15251225 methods26no method2745151h 15min155minQuantLib.MakeCms
      CPICapFloorTermPriceSurface19241724 methods25no method1866191h 12min194min 37sQuantLib.CPICapFloorTermPriceSurface
      DigitalCmsLeg20241824 methods30no method2446201h 12min204min 37sQuantLib.DigitalCmsLeg
      DigitalIborLeg18241624 methods29no method2546181h 12min184min 37sQuantLib.DigitalIborLeg
      DigitalCmsSpreadLeg16241424 methods28no method2646161h 12min164min 37sQuantLib.DigitalCmsSpreadLeg
      Distribution17241524 methods24no method05168171h 12min174min 37sQuantLib.Distribution
      ZabrModel22231923 methods20no method06136221h 9min223min 58sQuantLib.ZabrModel
      CalendarTest212329no method0123 methods011 190211h 9min213min 58sCalendarTest
      Schedule24222122 methods19no method1189241h 6min243min 18sQuantLib.Schedule
      YoYCapFloorTermPriceSurface23222022 methods18no method3012231h 6min233min 18sQuantLib.YoYCapFloorTermPriceSurface
      CreditDefaultSwap28212321 methods23no method2159281h 3min282min 39sQuantLib.CreditDefaultSwap
      YearOnYearInflationSwap29212221 methods22no method2346291h 3min292min 39sQuantLib.YearOnYearInflationSwap
      SmileSection30212421 methods21no method1473301h 3min302min 39sQuantLib.SmileSection
      EuropeanOptionTest252130no method0321 methods03315251h 3min252min 39sEuropeanOptionTest
      InterpolationTest262128no method0421 methods02842261h 3min262min 39sInterpolationTest
      MarketModelTest272127no method0221 methods001 252271h 3min272min 39sMarketModelTest
      warning   Rule Violated:    Avoid types with too many fields

      54 types matched

      • Formatting: bold means added, underlined means code was changed, strike-bold means removed (since baseline)
      54 typesinstanceFieldsstaticFieldsmethodsAssigningFieldsDebtAnnual InterestFull Name
      CommonVars0042 fields17no field0517 methods002h 18min0019minanonymous_namespace{rangeaccrual.cpp} .CommonVars
      LognormalCmsSpreadPricer0137 fields18no field0817 methods012h 4min0116minQuantLib.LognormalCmsSpreadPricer
      PathwiseVegasOuterAccountingEngine0233 fields19no field411 method021h 52min0213minQuantLib .PathwiseVegasOuterAccountingEngine
      PathwiseVegasAccountingEngine0330 fields14no field381 method031h 43min0311minQuantLib.PathwiseVegasAccountingEngine
      MakeCms0429 fields15no field1411 methods041h 40min0410minQuantLib.MakeCms
      MakeVanillaSwap0527 fields16no field1115 methods051h 35min059minQuantLib.MakeVanillaSwap
      AmericanPayoffAtHit0625 fields20no field206 methods061h 29min068minQuantLib.AmericanPayoffAtHit
      CommonVars0724 fields24no field0915 methods071h 26min077minanonymous_namespace{piecewiseyieldcurve .cpp}.CommonVars
      PathwiseAccountingEngine1123 fields25no field391 method111h 23min117minQuantLib.PathwiseAccountingEngine
      LogNormalFwdRateEulerConstrained1223 fields26no field401 method121h 23min127minQuantLib .LogNormalFwdRateEulerConstrained
      SVDDFwdRatePc1023 fields21no field431 method101h 23min107minQuantLib.SVDDFwdRatePc
      MarkovFunctional0823 fields22no field322 methods081h 23min087minQuantLib.MarkovFunctional
      CDO0923 fields23no field0219 methods091h 23min097minQuantLib.CDO
      AnalyticGJRGARCHEngine1322 fields13no field0122 methods131h 20min136minQuantLib.AnalyticGJRGARCHEngine
      LinearTsrPricer1421 fields03no field255 methods141h 17min145minQuantLib.LinearTsrPricer
      HestonSLVFokkerPlanckFdmParams2119 fields04no field47no method211h 11min214min 33sQuantLib.HestonSLVFokkerPlanckFdmParams
      LogNormalCmSwapRatePc2019 fields05no field302 methods201h 11min204min 33sQuantLib.LogNormalCmSwapRatePc
      LogNormalFwdRateBalland2319 fields00no field292 methods231h 11min234min 33sQuantLib.LogNormalFwdRateBalland
      LogNormalFwdRateIpc2219 fields01no field312 methods221h 11min224min 33sQuantLib.LogNormalFwdRateIpc
      MarkovFunctional+ModelOutputs1919 fields02no field245 methods191h 11min194min 33sQuantLib.MarkovFunctional+ModelOutputs
      CmsMarket1619 fields06no field52no method161h 11min164min 33sQuantLib.CmsMarket
      SviInterpolatedSmileSection1519 fields10no field49no method151h 11min154min 33sQuantLib.SviInterpolatedSmileSection
      MakeArithmeticAverageOIS1819 fields11no field0717 methods181h 11min184min 33sQuantLib.MakeArithmeticAverageOIS
      MargrabeOptionTwoData1719 fields12no field186 methods171h 11min174min 33sanonymous_namespace{margrabeoption.cpp} .MargrabeOptionTwoData
      CPISwap2618 fields07no field264 methods261h 8min263min 54sQuantLib.CPISwap
      CPILeg2518 fields08no field235 methods251h 8min253min 54sQuantLib.CPILeg
      LogNormalCotSwapRatePc2418 fields09no field352 methods241h 8min243min 54sQuantLib.LogNormalCotSwapRatePc
      LogNormalFwdRatePc3118 fields44no field332 methods311h 8min313min 54sQuantLib.LogNormalFwdRatePc
      LongstaffSchwartzExerciseStrategy3218 fields45no field1313 methods321h 8min323min 54sQuantLib .LongstaffSchwartzExerciseStrategy
      G2+SwaptionPricingFunction3318 fields46no field0319 methods331h 8min333min 54sQuantLib.G2+SwaptionPricingFunction
      SabrInterpolatedSmileSection3018 fields41no field48no method301h 8min303min 54sQuantLib.SabrInterpolatedSmileSection
      BlackCalculator2718 fields42no field0617 methods271h 8min273min 54sQuantLib.BlackCalculator
      CreditRiskPlus2818 fields43no field1213 methods281h 8min283min 54sQuantLib.CreditRiskPlus
      CommonVars2918 fields47no field167 methods291h 8min293min 54sanonymous_namespace{convertiblebonds .cpp}.CommonVars
      GemanRoncoroniProcess3917 fields51no field0417 methods391h 5min393min 16sQuantLib.GemanRoncoroniProcess
      DigitalCoupon3817 fields52no field274 methods381h 5min383min 16sQuantLib.DigitalCoupon
      LogNormalFwdRateEuler4117 fields53no field441 method411h 5min413min 16sQuantLib.LogNormalFwdRateEuler
      LogNormalFwdRateiBalland4017 fields48no field362 methods401h 5min403min 16sQuantLib.LogNormalFwdRateiBalland
      CTSMMCapletCalibration3517 fields49no field177 methods351h 5min353min 16sQuantLib.CTSMMCapletCalibration
      NoArbSabrInterpolatedSmileSection3417 fields50no field50no method341h 5min343min 16sQuantLib .NoArbSabrInterpolatedSmileSection
      FokkerPlanckFwdTestCase3717 fields40no field53no method371h 5min373min 16sanonymous_namespace{hestonslvmodel.cpp} .FokkerPlanckFwdTestCase
      CommonVars3617 fields30no field51no method361h 5min363min 16sanonymous_namespace{overnightindexedswap .cpp}.CommonVars
      DigitalCmsLeg5016 fields31no field216 methods501h 2min502min 38sQuantLib.DigitalCmsLeg
      DigitalIborLeg4916 fields32no field226 methods491h 2min492min 38sQuantLib.DigitalIborLeg
      UpperBoundEngine4816 fields27no field45no method481h 2min482min 38sQuantLib.UpperBoundEngine
      AnalyticHestonEngine+Fj_Helper5316 fields28no field0033 methods531h 2min532min 38sQuantLib.AnalyticHestonEngine+Fj_Helper
      DigitalCmsSpreadLeg5216 fields29no field196 methods521h 2min522min 38sQuantLib.DigitalCmsSpreadLeg
      Basket5116 fields33no field284 methods511h 2min512min 38sQuantLib.Basket
      RiskyAssetSwap4416 fields37no field1015 methods441h 2min442min 38sQuantLib.RiskyAssetSwap
      NonstandardSwap+arguments4316 fields38no field342 methods431h 2min432min 38sQuantLib.NonstandardSwap+arguments
      CommonVars4216 fields39no field157 methods421h 2min422min 38sanonymous_namespace{capflooredcoupon .cpp}.CommonVars
      CompoundOptionData4716 fields34no field371 method471h 2min472min 38sanonymous_namespace{compoundoption.cpp} .CompoundOptionData
      DoubleBarrierFxOptionData4616 fields35no field421 method461h 2min462min 38sanonymous_namespace{doublebarrieroption .cpp}.DoubleBarrierFxOptionData
      QuantoDoubleBarrierOptionData4516 fields36no field46no method451h 2min452min 38sanonymous_namespace{quantooption.cpp} .QuantoDoubleBarrierOptionData
      warningCritical   Critical Rule Violated:    Avoid methods too big, too complex

      311 methods matched

      311 methods# lines of code (LOC)Cyclomatic Complexity (CC)complexityScoreDebtAnnual InterestFull Name
      applyTo(QuantLib::Array&,Time)0004 294 967 29509220002 147 483 6490021d 0h00640minQuantLib.FdmStepConditionComposite .applyTo(QuantLib::Array&,Time)
      createSmileSections()0013 00209510011 5020031d 0h00540minanonymous_namespace{rangeaccrual.cpp} .CommonVars.createSmileSections()
      isBusinessDay(constQuantLib::Date&)09970001 1040021 1070001d 0h00740minQuantLib.Israel+TelAvivImpl .isBusinessDay(constQuantLib::Date&)
      isBusinessDay(constQuantLib::Date&)09770014310034340011d 0h00940minQuantLib.SouthKorea+SettlementImpl .isBusinessDay(constQuantLib::Date&)
      testRussia()00257309320042880045h 46min00840minCalendarTest.testRussia()
      testPathwiseVegas()003381011950052850055h 43min00140minMarketModelTest.testPathwiseVegas()
      isBusinessDay(constQuantLib::Date&)09870022660062690065h 24min00040minQuantLib.China+SseImpl.isBusinessDay (constQuantLib::Date&)
      isBusinessDay(constQuantLib::Date&)086390032130072320074h 40min00240minQuantLib.Indonesia+BejImpl.isBusinessDay (constQuantLib::Date&)
      isBusinessDay(constQuantLib::Date&)087390042050082240084h 30min00440minQuantLib.India+NseImpl.isBusinessDay (constQuantLib::Date&)
      isBusinessDay(constQuantLib::Date&)084440051960092180094h 23min00340minQuantLib.HongKong+HkexImpl.isBusinessDay (constQuantLib::Date&)
      SVD(constQuantLib::Matrix&)005233012820101980103h 59min01039minQuantLib.SVD.SVD(constQuantLib::Matrix&)
      isBusinessDay(constQuantLib::Date&)09180061790111830113h 41min01136minQuantLib.Singapore+SgxImpl.isBusinessDay (constQuantLib::Date&)
      isBusinessDay(constQuantLib::Date&)082460071590121820123h 40min01235minQuantLib.Taiwan+TsecImpl.isBusinessDay (constQuantLib::Date&)
      testPathwiseMarketVegas()006218013560131650133h 20min01332minMarketModelTest.testPathwiseMarketVegas( )
      SobolRsg(Size,unsignedlong ,QuantLib::SobolRsg::DirectionIntegers)010152014520141280142h 36min01423minQuantLib.SobolRsg.SobolRsg(Size ,unsignedlong ,QuantLib::SobolRsg::DirectionIntegers)
      isBusinessDay(constQuantLib::Date&)089140081140161210162h 28min01622minQuantLib.Japan+Impl.isBusinessDay (constQuantLib::Date&)
      setCapFloorTermVolSurface()00424109810151210152h 28min01522minanonymous_namespace{optionletstripper .cpp}.CommonVars .setCapFloorTermVolSurface()
      isBusinessDay(constQuantLib::Date&)08540010980171180172h 24min01721minQuantLib.Turkey+Impl.isBusinessDay (constQuantLib::Date&)
      main(int,char**)00720908860181100182h 15min01819min__Globals.main(int,char**)
      isBusinessDay(constQuantLib::Date&)08814009980191050192h 9min01918minQuantLib.UnitedStates+NyseImpl .isBusinessDay(constQuantLib::Date&)
      testSpecializedBondVsGenericBondUsingAsw ()008166059170201000202h 3min02017minAssetSwapTest .testSpecializedBondVsGenericBondUsingAs w()
      lmpar(int,Real*,int,int*,Real*,Real* ,Real,Real*,Real*,Real*,Real*,Real*)01911502339021960211h 58min02116minQuantLib.MINPACK.__Globals.lmpar(int ,Real*,int,int*,Real*,Real*,Real,Real* ,Real*,Real*,Real*,Real*)
      npvs(constQuantLib::Date&,constReal ,constbool,constbool)02410902538023920231h 53min02315minQuantLib .Gaussian1dFloatFloatSwaptionEngine.npvs (constQuantLib::Date&,constReal ,constbool,constbool)
      testVPPPricing()01512302931022920221h 53min02215minVPPTest.testVPPPricing()
      singlePathValues(std::vector<Real>&)03110302240024910241h 52min02415minQuantLib .PathwiseVegasOuterAccountingEngine .singlePathValues(std::vector<Real>&)
      singlePathValues(std::vector<Real>&)03410102439025890251h 50min02515minQuantLib.PathwiseVegasAccountingEngine .singlePathValues(std::vector<Real>&)
      calculate()01114506115026870261h 47min02614minQuantLib.AnalyticGJRGARCHEngine .calculate()
      hypersphereOptimize (constQuantLib::Matrix& ,constQuantLib::Matrix&,constbool)0448802141028850281h 45min02814minQuantLib.anonymous_namespace{pseudosqrt .cpp}.__Globals.hypersphereOptimize (constQuantLib::Matrix& ,constQuantLib::Matrix&,constbool)
      main(int,char**)01213104920027850271h 45min02714min__Globals.main(int,char**)
      main(int,char**)0091570905029830291h 43min02913min__Globals.main(int,char**)
      payoffAtExpiry(Real,Real,Real)02810703326031790311h 38min03112minQuantLib .AnalyticBinaryBarrierEngine_helper .payoffAtExpiry(Real,Real,Real)
      intersect()02510903425030790301h 38min03012minQuantLib .InterpolatedYoYCapFloorTermPriceSurface <Interpolator2D,Interpolator1D> .intersect()
      singleRateClosestPointFinder(Size ,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real ,conststd::vector<Real>&,Real,Real,Real ,Size,Real,std::vector<Volatility>&,Real ,Real&,Real&)02011404820032770321h 35min03212minQuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp}.__Globals .singleRateClosestPointFinder(Size ,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real ,conststd::vector<Real>&,Real,Real,Real ,Size,Real,std::vector<Volatility>&,Real ,Real&,Real&)
      SmileSectionUtils (constQuantLib::SmileSection& ,conststd::vector<Real>&,constReal ,constbool)0528302734033750331h 33min03312minQuantLib.SmileSectionUtils .SmileSectionUtils (constQuantLib::SmileSection& ,conststd::vector<Real>&,constReal ,constbool)
      singlePathValues(std::vector<Real>&)0508502832034740341h 32min03411minQuantLib.PathwiseAccountingEngine .singlePathValues(std::vector<Real>&)
      testKernelInterpolation2D()01412707310035730351h 31min03511minInterpolationTest .testKernelInterpolation2D()
      createVolatilityStructures()0131280828036720361h 29min03611minanonymous_namespace{rangeaccrual.cpp} .CommonVars.createVolatilityStructures()
      testSpecializedBondVsGenericBond()02710805517037710371h 28min03711minAssetSwapTest .testSpecializedBondVsGenericBond()
      testHW(unsignedint)02111206314039700391h 27min03910minCdoTest.testHW(unsignedint)
      InverseFloater(Real)01712007210038700381h 27min03810min__Globals.InverseFloater(Real)
      Bermudan()01811607410040680401h 25min04010min__Globals.Bermudan()
      calculate()0597803028042670421h 24min04210minQuantLib .Gaussian1dNonstandardSwaptionEngine .calculate()
      ND2(Real,Real,Real)03310206016041670411h 24min04110minQuantLib .anonymous_namespace{perturbativebarrier optionengine.cpp}.__Globals.ND2(Real ,Real,Real)
      SymmetricSchurDecomposition (constQuantLib::Matrix&)0558103226045660451h 22min04510minQuantLib.SymmetricSchurDecomposition .SymmetricSchurDecomposition (constQuantLib::Matrix&)
      operator()(constQuantLib::Path&)0518403724046660461h 22min04610minQuantLib.BarrierPathPricer.operator() (constQuantLib::Path&)
      testSabrInterpolation()02610806712043660431h 22min04310minInterpolationTest.testSabrInterpolation( )
      testNoArbSabrInterpolation()02310906612044660441h 22min04410minInterpolationTest .testNoArbSabrInterpolation()
      CommonVars()0161210915047650471h 21min0479minanonymous_namespace{cms.cpp}.CommonVars .CommonVars()
      calculate()0667203128049640491h 20min0499minQuantLib.Gaussian1dSwaptionEngine .calculate()
      testPathwiseGreeks()0498504222048640481h 20min0489minMarketModelTest.testPathwiseGreeks()
      BarrierUPD(Real,Real,Real,Real,Real,int ,int,int,int,int,int,int)0221100779050640501h 20min0509minQuantLib .anonymous_namespace{perturbativebarrier optionengine.cpp}.__Globals.BarrierUPD (Real,Real,Real,Real,Real,int,int,int ,int,int,int,int)
      main(int,char**)0637603624052620521h 18min0529min__Globals.main(int,char**)
      main(int,char**)0291060769051620511h 18min0519min__Globals.main(int,char**)
      qrsolv(int,Real*,int,int*,Real*,Real* ,Real*,Real*,Real*)0627603923055610551h 16min0558minQuantLib.MINPACK.__Globals.qrsolv(int ,Real*,int,int*,Real*,Real*,Real*,Real* ,Real*)
      collectNodeData (QuantLib::MarketModelEvolver& ,QuantLib::MarketModelMultiProduct& ,QuantLib::MarketModelNodeDataProvider& ,QuantLib::MarketModelExerciseValue& ,QuantLib::MarketModelExerciseValue& ,Size,std::vector<std::vector<NodeData> >&)0428905617056610561h 16min0568minQuantLib.__Globals.collectNodeData (QuantLib::MarketModelEvolver& ,QuantLib::MarketModelMultiProduct& ,QuantLib::MarketModelNodeDataProvider& ,QuantLib::MarketModelExerciseValue& ,QuantLib::MarketModelExerciseValue& ,Size,std::vector<std::vector<NodeData> >&)
      compute()0418905817053610531h 16min0538minQuantLib.KahaleSmileSection.compute()
      testResults()0399206215054610541h 16min0548minRiskStatisticsTest.testResults()
      qrfac(int,int,Real*,int,int,int*,int ,Real*,Real*,Real*)0607704322057600571h 15min0578minQuantLib.MINPACK.__Globals.qrfac(int,int ,Real*,int,int,int*,int,Real*,Real* ,Real*)
      evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&)0568005218058580581h 13min0588minQuantLib.HestonProcess.evolve(Time ,constQuantLib::Array&,Time ,constQuantLib::Array&)
      isExtraHoliday(Day,QuantLib::Month,Year)0834502635061570611h 12min0618minQuantLib.anonymous_namespace{russia.cpp} .__Globals.isExtraHoliday(Day ,QuantLib::Month,Year)
      compute()0697104522060570601h 12min0608minQuantLib.CreditRiskPlus.compute()
      testEngines()0321020896059570591h 12min0598minGJRGARCHModelTest.testEngines()
      operator+=(constQuantLib::Period&)0756403524065560651h 10min0657minQuantLib.Period.operator+= (constQuantLib::Period&)
      TqrEigenDecomposition (constQuantLib::Array& ,constQuantLib::Array& ,QuantLib::TqrEigenDecomposition::EigenV ectorCalculation ,QuantLib::TqrEigenDecomposition::ShiftS trategy)0736604123066560661h 10min0667minQuantLib.TqrEigenDecomposition .TqrEigenDecomposition (constQuantLib::Array& ,constQuantLib::Array& ,QuantLib::TqrEigenDecomposition::EigenV ectorCalculation ,QuantLib::TqrEigenDecomposition::ShiftS trategy)
      calculateNextGeneration(std::vector <Candidate>& ,constQuantLib::CostFunction&)0727004721064560641h 10min0647minQuantLib.DifferentialEvolution .calculateNextGeneration(std::vector <Candidate>& ,constQuantLib::CostFunction&)
      minimize(QuantLib::Problem& ,constQuantLib::EndCriteria&)0707104621062560621h 10min0627minQuantLib.Simplex.minimize (QuantLib::Problem& ,constQuantLib::EndCriteria&)
      main(int,char**)035960858063560631h 10min0637min__Globals.main(int,char**)
      isBusinessDay(constQuantLib::Date&)090801551069550691h 9min0697minQuantLib.SouthAfrica+Impl.isBusinessDay (constQuantLib::Date&)
      hestonFokkerPlanckFwdEquationTest(const (anonymousnamespace )::FokkerPlanckFwdTestCase&)0468706512068550681h 9min0687minanonymous_namespace{hestonslvmodel.cpp} .__Globals .hestonFokkerPlanckFwdEquationTest(const (anonymousnamespace )::FokkerPlanckFwdTestCase&)
      testGenericBondImplied()0409107110067550671h 9min0677minAssetSwapTest.testGenericBondImplied()
      main(int,char**)0438807510071540711h 8min0717min__Globals.main(int,char**)
      main(int,char**)036940867070540701h 8min0707min__Globals.main(int,char**)
      operator()(constQuantLib::Path&)0785803824073530731h 7min0737minQuantLib.BiasedBarrierPathPricer .operator()(constQuantLib::Path&)
      performCalculations()0677205717072530721h 7min0727min__Globals.performCalculations()
      testZeroTermStructure()0587806413076520761h 6min0766minInflationTest.testZeroTermStructure()
      main(int,char**)047870819075520751h 6min0756min__Globals.main(int,char**)
      testMASWWithGenericBond()0301030991074520741h 6min0746minAssetSwapTest.testMASWWithGenericBond()
      testKernelInterpolation()048860848077510771h 4min0776minInterpolationTest .testKernelInterpolation()
      isBusinessDay(constQuantLib::Date&)092801646080500801h 3min0806minQuantLib.Canada+SettlementImpl .isBusinessDay(constQuantLib::Date&)
      initialGuess1(constQuantLib::Array&,Real ,Real&,Real&,Real&)0776205019079500791h 3min0796minQuantLib.anonymous_namespace{garch.cpp} .__Globals.initialGuess1 (constQuantLib::Array&,Real,Real&,Real& ,Real&)
      testZSpreadWithGenericBond()053820809078500781h 3min0786minAssetSwapTest.testZSpreadWithGenericBond ()
      testCalibration()0805304023083490831h 2min0836minGARCHTest.testCalibration()
      updateNumeraireTabulation()0766305318082490821h 2min0826minQuantLib.MarkovFunctional .updateNumeraireTabulation()
      performCalculations()0746505417081490811h 2min0816minQuantLib.HestonSLVFDMModel .performCalculations()
      isBusinessDay(constQuantLib::Date&)094801944088480881h 1min0886minQuantLib.UnitedKingdom+SettlementImpl .isBusinessDay(constQuantLib::Date&)
      isBusinessDay(constQuantLib::Date&)093801844089480891h 1min0896minQuantLib.UnitedKingdom+ExchangeImpl .isBusinessDay(constQuantLib::Date&)
      isBusinessDay(constQuantLib::Date&)096801744090480901h 1min0906minQuantLib.UnitedKingdom+MetalsImpl .isBusinessDay(constQuantLib::Date&)
      testGreeks()0657306812087480871h 1min0876minMarketModelTest.testGreeks()
      testMarketASWSpread()057790789084480841h 1min0846minAssetSwapTest.testMarketASWSpread()
      main(int,char**)054810838085480851h 1min0856min__Globals.main(int,char**)
      createYieldCurve()037940971086480861h 1min0866minanonymous_namespace{rangeaccrual.cpp} .CommonVars.createYieldCurve()
      performCalculations()0795805118092470921h 0min0925min__Globals.performCalculations()
      setup()038930961091470911h 0min0915minanonymous_namespace{matrices.cpp} .__Globals.setup()
      calculate()07171069110944609459min0945minQuantLib .ContinuousArithmeticAsianVecerEngine .calculate()
      BVTL(int,Real,Real,Real)06473070100934609359min0935minQuantLib .anonymous_namespace{perturbativebarrier optionengine.cpp}.__Globals.BVTL(int ,Real,Real,Real)
      isBusinessDay(constQuantLib::Date&)0958020410984509857min0985minQuantLib.Canada+TsxImpl.isBusinessDay (constQuantLib::Date&)
      checkBarrier(QuantLib::Array& ,constQuantLib::Array&)08147044220994509957min0995minQuantLib.DiscretizedDoubleBarrierOption .checkBarrier(QuantLib::Array& ,constQuantLib::Array&)
      P_n(Real,Real,Natural,Real)0687207990974509757min0975minQuantLib .anonymous_namespace{bivariatestudenttdi stribution.cpp}.__Globals.P_n(Real,Real ,Natural,Real)
      main(int,char**)0617608770954509557min0955min__Globals.main(int,char**)
      testCachedMarketValue()0458709420964509657min0965minCreditDefaultSwapTest .testCachedMarketValue()
      warningCritical   Critical Rule Violated:    Avoid methods with too many parameters

      181 methods matched

      181 methods# ParametersDebtAnnual InterestFull Name
      FixedRateBond(Natural ,constQuantLib::Calendar&,Real ,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Period&,conststd::vector <Rate>&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date& ,constQuantLib::Date& ,DateGeneration::Rule,bool ,constQuantLib::Calendar& ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention ,bool)000200002h 58min00048minQuantLib.FixedRateBond.FixedRateBond (Natural,constQuantLib::Calendar&,Real ,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Period&,conststd::vector <Rate>&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date& ,constQuantLib::Date& ,DateGeneration::Rule,bool ,constQuantLib::Calendar& ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention ,bool)
      SviInterpolatedSmileSection (constQuantLib::Date&,constHandle <QuantLib::Quote>&,conststd::vector<Rate >&,bool,constHandle<QuantLib::Quote>& ,conststd::vector<Handle<Quote>>&,Real ,Real,Real,Real,Real,bool,bool,bool,bool ,bool,bool,constint)001180012h 40min00141minQuantLib.SviInterpolatedSmileSection .SviInterpolatedSmileSection (constQuantLib::Date&,constHandle <QuantLib::Quote>&,conststd::vector<Rate >&,bool,constHandle<QuantLib::Quote>& ,conststd::vector<Handle<Quote>>&,Real ,Real,Real,Real,Real,bool,bool,bool,bool ,bool,bool,constint)
      GemanRoncoroniProcess(Real,Real,Real ,Real,Real,Real,Real,Real,Real,Real,Real ,Real,Real,Real,Real,Real,Real)002170022h 30min00237minQuantLib.GemanRoncoroniProcess .GemanRoncoroniProcess(Real,Real,Real ,Real,Real,Real,Real,Real,Real,Real,Real ,Real,Real,Real,Real,Real,Real)
      solve(Real,Integer,conststd::vector <Volatility>&,conststd::vector <Volatility>&,conststd::vector<Real>& ,Real,Real,Real,Real,Real,Real,Integer ,Real&,Real&,Real&,std::vector <Volatility>&)006160062h 21min00634minQuantLib.AlphaFinder.solve(Real,Integer ,conststd::vector<Volatility>& ,conststd::vector<Volatility>& ,conststd::vector<Real>&,Real,Real,Real ,Real,Real,Real,Integer,Real&,Real& ,Real&,std::vector<Volatility>&)
      solveWithMaxHomogeneity(Real,Integer ,conststd::vector<Volatility>& ,conststd::vector<Volatility>& ,conststd::vector<Real>&,Real,Real,Real ,Real,Real,Real,Integer,Real&,Real& ,Real&,std::vector<Volatility>&)007160072h 21min00734minQuantLib.AlphaFinder .solveWithMaxHomogeneity(Real,Integer ,conststd::vector<Volatility>& ,conststd::vector<Volatility>& ,conststd::vector<Real>&,Real,Real,Real ,Real,Real,Real,Integer,Real&,Real& ,Real&,std::vector<Volatility>&)
      SabrInterpolatedSmileSection (constQuantLib::Date&,constHandle <QuantLib::Quote>&,conststd::vector<Rate >&,bool,constHandle<QuantLib::Quote>& ,conststd::vector<Handle<Quote>>&,Real ,Real,Real,Real,bool,bool,bool,bool,bool ,constint)005160052h 21min00534minQuantLib.SabrInterpolatedSmileSection .SabrInterpolatedSmileSection (constQuantLib::Date&,constHandle <QuantLib::Quote>&,conststd::vector<Rate >&,bool,constHandle<QuantLib::Quote>& ,conststd::vector<Handle<Quote>>&,Real ,Real,Real,Real,bool,bool,bool,bool,bool ,constint)
      doCalculation(Real,Real,Real,Real,Real ,Real,Real,Real,Real,Real ,constQuantLib::TypePayoff& ,constQuantLib::AnalyticHestonEngine::In tegration& ,constQuantLib::AnalyticHestonEngine::Co mplexLogFormula ,constQuantLib::AnalyticHestonEngine*con st,Real&,Size&)003160032h 21min00334minQuantLib.AnalyticHestonEngine .doCalculation(Real,Real,Real,Real,Real ,Real,Real,Real,Real,Real ,constQuantLib::TypePayoff& ,constQuantLib::AnalyticHestonEngine::In tegration& ,constQuantLib::AnalyticHestonEngine::Co mplexLogFormula ,constQuantLib::AnalyticHestonEngine*con st,Real&,Size&)
      NoArbSabrInterpolatedSmileSection (constQuantLib::Date&,constHandle <QuantLib::Quote>&,conststd::vector<Rate >&,bool,constHandle<QuantLib::Quote>& ,conststd::vector<Handle<Quote>>&,Real ,Real,Real,Real,bool,bool,bool,bool,bool ,constint)004160042h 21min00434minQuantLib .NoArbSabrInterpolatedSmileSection .NoArbSabrInterpolatedSmileSection (constQuantLib::Date&,constHandle <QuantLib::Quote>&,conststd::vector<Rate >&,bool,constHandle<QuantLib::Quote>& ,conststd::vector<Handle<Quote>>&,Real ,Real,Real,Real,bool,bool,bool,bool,bool ,constint)
      FixedRateBondHelper(constHandle <QuantLib::Quote>&,Natural,Real ,constQuantLib::Schedule& ,conststd::vector<Rate>& ,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date& ,constQuantLib::Calendar& ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention ,bool,constbool)008150082h 12min00830minQuantLib.FixedRateBondHelper .FixedRateBondHelper(constHandle <QuantLib::Quote>&,Natural,Real ,constQuantLib::Schedule& ,conststd::vector<Rate>& ,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date& ,constQuantLib::Calendar& ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention ,bool,constbool)
      InterpolatedCPICapFloorTermPriceSurface <Interpolator2D>(Real,Rate ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention& ,constQuantLib::DayCounter&,constHandle <QuantLib::ZeroInflationIndex>& ,constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Rate>& ,conststd::vector<Rate>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::Matrix& ,constInterpolator2D&)012140122h 3min01227minQuantLib .InterpolatedCPICapFloorTermPriceSurface <Interpolator2D> .InterpolatedCPICapFloorTermPriceSurface <Interpolator2D>(Real,Rate ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention& ,constQuantLib::DayCounter&,constHandle <QuantLib::ZeroInflationIndex>& ,constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Rate>& ,conststd::vector<Rate>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::Matrix& ,constInterpolator2D&)
      UpfrontCdsHelper(constHandle <QuantLib::Quote>&,Rate ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,Natural ,bool,bool)013140132h 3min01327minQuantLib.UpfrontCdsHelper .UpfrontCdsHelper(constHandle <QuantLib::Quote>&,Rate ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,Natural ,bool,bool)
      UpfrontCdsHelper(Rate,Rate ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,Natural ,bool,bool)011140112h 3min01127minQuantLib.UpfrontCdsHelper .UpfrontCdsHelper(Rate,Rate ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,Natural ,bool,bool)
      CDO(Real,Real,conststd::vector<Real>& ,conststd::vector<Handle <DefaultProbabilityTermStructure>>& ,constHandle<QuantLib::OneFactorCopula>& ,bool,constQuantLib::Schedule&,Rate ,constQuantLib::DayCounter&,Rate,Rate ,constHandle <QuantLib::YieldTermStructure>&,Size ,constQuantLib::Period&)009140092h 3min00927minQuantLib.CDO.CDO(Real,Real ,conststd::vector<Real>& ,conststd::vector<Handle <DefaultProbabilityTermStructure>>& ,constHandle<QuantLib::OneFactorCopula>& ,bool,constQuantLib::Schedule&,Rate ,constQuantLib::DayCounter&,Rate,Rate ,constHandle <QuantLib::YieldTermStructure>&,Size ,constQuantLib::Period&)
      singleRateClosestPointFinder(Size ,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real ,conststd::vector<Real>&,Real,Real,Real ,Size,Real,std::vector<Volatility>&,Real ,Real&,Real&)010140102h 3min01027minQuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp}.__Globals .singleRateClosestPointFinder(Size ,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real ,conststd::vector<Real>&,Real,Real,Real ,Size,Real,std::vector<Volatility>&,Real ,Real&,Real&)
      CPICapFloorTermPriceSurface(Real,Real ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention& ,constQuantLib::DayCounter&,constHandle <QuantLib::ZeroInflationIndex>& ,constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Rate>& ,conststd::vector<Rate>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::Matrix&)016130161h 54min01623minQuantLib.CPICapFloorTermPriceSurface .CPICapFloorTermPriceSurface(Real,Real ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention& ,constQuantLib::DayCounter&,constHandle <QuantLib::ZeroInflationIndex>& ,constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Rate>& ,conststd::vector<Rate>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::Matrix&)
      CPICapFloor(Option::Type,Real ,constQuantLib::Date&,Real ,constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,Rate ,constHandle <QuantLib::ZeroInflationIndex>& ,constQuantLib::Period& ,CPI::InterpolationType)017130171h 54min01723minQuantLib.CPICapFloor.CPICapFloor (Option::Type,Real,constQuantLib::Date& ,Real,constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,Rate ,constHandle <QuantLib::ZeroInflationIndex>& ,constQuantLib::Period& ,CPI::InterpolationType)
      FixedRateBond(Natural,Real ,constQuantLib::Schedule& ,conststd::vector<Rate>& ,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date& ,constQuantLib::Calendar& ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention ,bool)014130141h 54min01423minQuantLib.FixedRateBond.FixedRateBond (Natural,Real,constQuantLib::Schedule& ,conststd::vector<Rate>& ,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date& ,constQuantLib::Calendar& ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention ,bool)
      AssetSwapHelper(constHandle <QuantLib::Quote>& ,constQuantLib::Period&,Natural ,constQuantLib::Calendar& ,constQuantLib::Period& ,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter& ,constQuantLib::Period& ,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,Real ,constRelinkableHandle <QuantLib::YieldTermStructure>& ,constQuantLib::Period&)015130151h 54min01523minQuantLib.AssetSwapHelper.AssetSwapHelper (constHandle<QuantLib::Quote>& ,constQuantLib::Period&,Natural ,constQuantLib::Calendar& ,constQuantLib::Period& ,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter& ,constQuantLib::Period& ,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,Real ,constRelinkableHandle <QuantLib::YieldTermStructure>& ,constQuantLib::Period&)
      FixedRateBond(Natural,Real ,constQuantLib::Schedule& ,conststd::vector<InterestRate>& ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date& ,constQuantLib::Calendar& ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention ,bool)024120241h 45min02419minQuantLib.FixedRateBond.FixedRateBond (Natural,Real,constQuantLib::Schedule& ,conststd::vector<InterestRate>& ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date& ,constQuantLib::Calendar& ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention ,bool)
      zerobondOption(constOption::Type& ,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Date&,constRate ,constQuantLib::Date&,constReal ,constHandle <QuantLib::YieldTermStructure>& ,constReal,constSize,constbool,constbool )023120231h 45min02319minQuantLib.Gaussian1dModel.zerobondOption (constOption::Type&,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Date&,constRate ,constQuantLib::Date&,constReal ,constHandle <QuantLib::YieldTermStructure>& ,constReal,constSize,constbool,constbool )
      CdsHelper(constHandle<QuantLib::Quote>& ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,bool ,bool)025120251h 45min02519minQuantLib.CdsHelper.CdsHelper(constHandle <QuantLib::Quote>& ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,bool ,bool)
      CdsHelper(Rate,constQuantLib::Period& ,Integer,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,bool ,bool)027120271h 45min02719minQuantLib.CdsHelper.CdsHelper(Rate ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,bool ,bool)
      SpreadCdsHelper(constHandle <QuantLib::Quote>& ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,bool ,bool)026120261h 45min02619minQuantLib.SpreadCdsHelper.SpreadCdsHelper (constHandle<QuantLib::Quote>& ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,bool ,bool)
      SpreadCdsHelper(Rate ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,bool ,bool)019120191h 45min01919minQuantLib.SpreadCdsHelper.SpreadCdsHelper (Rate,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,bool ,bool)
      BatesProcess(constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle<QuantLib::Quote>&,Real,Real ,Real,Real,Real,Real,Real,Real ,HestonProcess::Discretization)018120181h 45min01819minQuantLib.BatesProcess.BatesProcess (constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle<QuantLib::Quote>&,Real,Real ,Real,Real,Real,Real,Real,Real ,HestonProcess::Discretization)
      Fj_Helper(Real,Real,Real,Real,Real,Real ,constQuantLib::AnalyticHestonEngine*con st ,QuantLib::AnalyticHestonEngine::Complex LogFormula,Time,Real,Real,Size)020120201h 45min02019minQuantLib.AnalyticHestonEngine+Fj_Helper .Fj_Helper(Real,Real,Real,Real,Real,Real ,constQuantLib::AnalyticHestonEngine*con st ,QuantLib::AnalyticHestonEngine::Complex LogFormula,Time,Real,Real,Size)
      lmpar(int,Real*,int,int*,Real*,Real* ,Real,Real*,Real*,Real*,Real*,Real*)022120221h 45min02219minQuantLib.MINPACK.__Globals.lmpar(int ,Real*,int,int*,Real*,Real*,Real,Real* ,Real*,Real*,Real*,Real*)
      BarrierUPD(Real,Real,Real,Real,Real,int ,int,int,int,int,int,int)021120211h 45min02119minQuantLib .anonymous_namespace{perturbativebarrier optionengine.cpp}.__Globals.BarrierUPD (Real,Real,Real,Real,Real,int,int,int ,int,int,int,int)
      DoubleStickyRatchetPayoff(Real,Real,Real ,Real,Real,Real,Real,Real,Real,Real,Real )030110301h 36min03016minQuantLib.DoubleStickyRatchetPayoff .DoubleStickyRatchetPayoff(Real,Real ,Real,Real,Real,Real,Real,Real,Real,Real ,Real)
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      PiecewiseTimeDependentHestonModel (constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle<QuantLib::Quote>&,Real ,constQuantLib::Parameter& ,constQuantLib::Parameter& ,constQuantLib::Parameter& ,constQuantLib::Parameter& ,constQuantLib::TimeGrid&)05790571h 18min0579minQuantLib .PiecewiseTimeDependentHestonModel .PiecewiseTimeDependentHestonModel (constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle<QuantLib::Quote>&,Real ,constQuantLib::Parameter& ,constQuantLib::Parameter& ,constQuantLib::Parameter& ,constQuantLib::Parameter& ,constQuantLib::TimeGrid&)
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      SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&)05190511h 18min0519minQuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&)
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      gaussianShiftedPolynomialIntegral (constReal,constReal,constReal,constReal ,constReal,constReal,constReal,constReal )09180911h 9min0915minQuantLib.Gaussian1dModel .gaussianShiftedPolynomialIntegral (constReal,constReal,constReal,constReal ,constReal,constReal,constReal,constReal )
      MarkovFunctional(constHandle <QuantLib::YieldTermStructure>& ,constReal,conststd::vector<Date>& ,conststd::vector<Real>&,constHandle <QuantLib::SwaptionVolatilityStructure>& ,conststd::vector<Date>& ,conststd::vector<Period>&,constint)08580851h 9min0855minQuantLib.MarkovFunctional .MarkovFunctional(constHandle <QuantLib::YieldTermStructure>& ,constReal,conststd::vector<Date>& ,conststd::vector<Real>&,constHandle <QuantLib::SwaptionVolatilityStructure>& ,conststd::vector<Date>& ,conststd::vector<Period>&,constint)
      swaptionPriceInternal(constOption::Type& ,constQuantLib::Date& ,constQuantLib::Period&,constRate ,constQuantLib::Date&,constReal ,constbool,int)08680861h 9min0865minQuantLib.MarkovFunctional .swaptionPriceInternal (constOption::Type&,constQuantLib::Date& ,constQuantLib::Period&,constRate ,constQuantLib::Date&,constReal ,constbool,int)
      HestonModelHelper(constQuantLib::Period& ,constQuantLib::Calendar&,constReal ,constReal,constHandle<QuantLib::Quote>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,CalibrationHelper::CalibrationErrorType )08380831h 9min0835minQuantLib.HestonModelHelper .HestonModelHelper (constQuantLib::Period& ,constQuantLib::Calendar&,constReal ,constReal,constHandle<QuantLib::Quote>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,CalibrationHelper::CalibrationErrorType )
      HestonModelHelper(constQuantLib::Period& ,constQuantLib::Calendar&,constHandle <QuantLib::Quote>&,constReal,constHandle <QuantLib::Quote>&,constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,CalibrationHelper::CalibrationErrorType )08480841h 9min0845minQuantLib.HestonModelHelper .HestonModelHelper (constQuantLib::Period& ,constQuantLib::Calendar&,constHandle <QuantLib::Quote>&,constReal,constHandle <QuantLib::Quote>&,constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,CalibrationHelper::CalibrationErrorType )
      BlackVarianceSurface (constQuantLib::Date& ,constQuantLib::Calendar& ,conststd::vector<Date>& ,conststd::vector<Real>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter& ,QuantLib::BlackVarianceSurface::Extrapo lation ,QuantLib::BlackVarianceSurface::Extrapo lation)08980891h 9min0895minQuantLib.BlackVarianceSurface .BlackVarianceSurface (constQuantLib::Date& ,constQuantLib::Calendar& ,conststd::vector<Date>& ,conststd::vector<Real>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter& ,QuantLib::BlackVarianceSurface::Extrapo lation ,QuantLib::BlackVarianceSurface::Extrapo lation)
      SwaptionVolatilityMatrix (constQuantLib::Date&,conststd::vector <Date>&,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&)09080901h 9min0905minQuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Date&,conststd::vector <Date>&,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&)
      SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,conststd::vector<std::vector <Real>>&)08780871h 9min0875minQuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,conststd::vector<std::vector <Real>>&)
      SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::Matrix&)08880881h 9min0885minQuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::Matrix&)
      warning   Rule Violated:    Avoid methods with too many local variables

      414 methods matched

      414 methods# VariablesDebtAnnual InterestFull Name
      testPathwiseVegas()0002740076h 0min0072h 0minMarketModelTest.testPathwiseVegas()
      testPathwiseMarketVegas()0011570066h 0min0062h 0minMarketModelTest.testPathwiseMarketVegas( )
      testSpecializedBondVsGenericBondUsingAsw ()0021500086h 0min0082h 0minAssetSwapTest .testSpecializedBondVsGenericBondUsingAs w()
      testMASWWithGenericBond()0031030106h 0min0102h 0minAssetSwapTest.testMASWWithGenericBond()
      calculate()004930096h 0min0092h 0minQuantLib.AnalyticGJRGARCHEngine .calculate()
      testSpecializedBondVsGenericBond()005920056h 0min0052h 0minAssetSwapTest .testSpecializedBondVsGenericBond()
      main(int,char**)006900016h 0min0012h 0min__Globals.main(int,char**)
      testVPPPricing()007860006h 0min0002h 0minVPPTest.testVPPPricing()
      InverseFloater(Real)008840026h 0min0022h 0min__Globals.InverseFloater(Real)
      testGenericBondImplied()010820046h 0min0042h 0minAssetSwapTest.testGenericBondImplied()
      Bermudan()009820036h 0min0032h 0min__Globals.Bermudan()
      testZSpreadWithGenericBond()011740115h 32min0111h 49minAssetSwapTest.testZSpreadWithGenericBond ()
      testMarketASWSpread()012710125h 18min0121h 43minAssetSwapTest.testMarketASWSpread()
      main(int,char**)013690135h 9min0131h 40min__Globals.main(int,char**)
      npvs(constQuantLib::Date&,constReal ,constbool,constbool)014660144h 55min0141h 34minQuantLib .Gaussian1dFloatFloatSwaptionEngine.npvs (constQuantLib::Date&,constReal ,constbool,constbool)
      hestonFokkerPlanckFwdEquationTest(const (anonymousnamespace )::FokkerPlanckFwdTestCase&)015640154h 46min0151h 30minanonymous_namespace{hestonslvmodel.cpp} .__Globals .hestonFokkerPlanckFwdEquationTest(const (anonymousnamespace )::FokkerPlanckFwdTestCase&)
      main(int,char**)016600164h 27min0161h 23min__Globals.main(int,char**)
      testZeroTermStructure()017590174h 23min0171h 21minInflationTest.testZeroTermStructure()
      singlePathValues(std::vector<Real>&)018580184h 18min0181h 20minQuantLib .PathwiseVegasOuterAccountingEngine .singlePathValues(std::vector<Real>&)
      testPathwiseGreeks()019570194h 13min0191h 18minMarketModelTest.testPathwiseGreeks()
      testDecomposition()021550214h 4min0211h 14minInflationCapFlooredCouponTest .testDecomposition()
      main(int,char**)020550204h 4min0201h 14min__Globals.main(int,char**)
      singlePathValues(std::vector<Real>&)024540244h 0min0241h 12minQuantLib.PathwiseVegasAccountingEngine .singlePathValues(std::vector<Real>&)
      testDecomposition()025540254h 0min0251h 12minCapFlooredCouponTest.testDecomposition()
      testHestonFokkerPlanckFwdEquationLogLVLe verage()022540224h 0min0221h 12minHestonSLVModelTest .testHestonFokkerPlanckFwdEquationLogLVL everage()
      testForwardSkewSLV()023540234h 0min0231h 12minHestonSLVModelTest.testForwardSkewSLV()
      testGemanRoncoroniProcess()026530263h 55min0261h 10minVPPTest.testGemanRoncoroniProcess()
      calculate()027510273h 46min0271h 7minQuantLib .Gaussian1dNonstandardSwaptionEngine .calculate()
      testImpliedValue()030500303h 41min0301h 5minAssetSwapTest.testImpliedValue()
      testGreeks()029500293h 41min0291h 5minMarketModelTest.testGreeks()
      main(int,char**)028500283h 41min0281h 5min__Globals.main(int,char**)
      performCalculations()033490333h 36min0331h 3minQuantLib.HestonSLVFDMModel .performCalculations()
      testLocalVolatilityRND()032490323h 36min0321h 3minRiskNeutralDensityCalculatorTest .testLocalVolatilityRND()
      main(int,char**)031490313h 36min0311h 3min__Globals.main(int,char**)
      singlePathValues(std::vector<Real>&)034470343h 27min0341h 0minQuantLib.PathwiseAccountingEngine .singlePathValues(std::vector<Real>&)
      performCalculations()037460373h 23min03758min__Globals.performCalculations()
      singleRateClosestPointFinder(Size ,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real ,conststd::vector<Real>&,Real,Real,Real ,Size,Real,std::vector<Volatility>&,Real ,Real&,Real&)036460363h 23min03658minQuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp}.__Globals .singleRateClosestPointFinder(Size ,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real ,conststd::vector<Real>&,Real,Real,Real ,Size,Real,std::vector<Volatility>&,Real ,Real&,Real&)
      main(int,char**)035460353h 23min03558min__Globals.main(int,char**)
      calculate()040450403h 18min04056minQuantLib.Gaussian1dSwaptionEngine .calculate()
      testStochVolForwardsAndOptionlets()041450413h 18min04156minMarketModelTest .testStochVolForwardsAndOptionlets()
      main(int,char**)038450383h 18min03856min__Globals.main(int,char**)
      main(int,char**)039450393h 18min03956min__Globals.main(int,char**)
      testVanillaEngines()043440433h 13min04354minMarkovFunctionalTest.testVanillaEngines( )
      main(int,char**)042440423h 13min04254min__Globals.main(int,char**)
      SVD(constQuantLib::Matrix&)046430463h 9min04652minQuantLib.SVD.SVD(constQuantLib::Matrix&)
      calculate()047430473h 9min04752minQuantLib.AnalyticCompoundOptionEngine .calculate()
      testCashAtHitOrNothingAmericanGreeks()044430443h 9min04452minDigitalOptionTest .testCashAtHitOrNothingAmericanGreeks()
      testCashSettledSwaptions()045430453h 9min04552minSwaptionTest.testCashSettledSwaptions()
      calculate()049420493h 4min04951minQuantLib .ContinuousArithmeticAsianVecerEngine .calculate()
      calculate()048420483h 4min04851minQuantLib.WulinYongDoubleBarrierEngine .calculate()
      testZSpread()052420523h 4min05251minAssetSwapTest.testZSpread()
      testAssetOrNothing()053420533h 4min05351minDigitalCouponTest.testAssetOrNothing()
      testCallableSwapLS()050420503h 4min05051minMarketModelTest.testCallableSwapLS()
      testForwardGreeks()051420513h 4min05151minQuantoOptionTest.testForwardGreeks()
      testMonteCarloCapletPricing()056410563h 0min05649minLiborMarketModelProcessTest .testMonteCarloCapletPricing()
      testCallableSwapNaif()055410553h 0min05549minMarketModelTest.testCallableSwapNaif()
      testCallableSwapAnderson (MarketModelTest::MarketModelType ,unsignedint)054410543h 0min05449minMarketModelTest.testCallableSwapAnderson (MarketModelTest::MarketModelType ,unsignedint)
      performCalculations()059400592h 55min05947min__Globals.performCalculations()
      intersect()058400582h 55min05847minQuantLib .InterpolatedYoYCapFloorTermPriceSurface <Interpolator2D,Interpolator1D> .intersect()
      BarrierUPD(Real,Real,Real,Real,Real,int ,int,int,int,int,int,int)057400572h 55min05747minQuantLib .anonymous_namespace{perturbativebarrier optionengine.cpp}.__Globals.BarrierUPD (Real,Real,Real,Real,Real,int,int,int ,int,int,int,int)
      testZeroBondPricing()062390622h 50min06245minHybridHestonHullWhiteProcessTest .testZeroBondPricing()
      testGreeks()061390612h 50min06145minQuantoOptionTest.testGreeks()
      setup()060390602h 50min06045minanonymous_namespace{inflationvolatility .cpp}.__Globals.setup()
      testHestonHullWhiteCalibration()064380642h 46min06443minHybridHestonHullWhiteProcessTest .testHestonHullWhiteCalibration()
      testExtOUJumpSwingOption()063380632h 46min06343minSwingOptionTest.testExtOUJumpSwingOption ()
      collectNodeData (QuantLib::MarketModelEvolver& ,QuantLib::MarketModelMultiProduct& ,QuantLib::MarketModelNodeDataProvider& ,QuantLib::MarketModelExerciseValue& ,QuantLib::MarketModelExerciseValue& ,Size,std::vector<std::vector<NodeData> >&)069370692h 41min06941minQuantLib.__Globals.collectNodeData (QuantLib::MarketModelEvolver& ,QuantLib::MarketModelMultiProduct& ,QuantLib::MarketModelNodeDataProvider& ,QuantLib::MarketModelExerciseValue& ,QuantLib::MarketModelExerciseValue& ,Size,std::vector<std::vector<NodeData> >&)
      calculate()070370702h 41min07041minQuantLib .AnalyticDiscreteGeometricAveragePriceAs ianEngine.calculate()
      testHW(unsignedint)071370712h 41min07141minCdoTest.testHW(unsignedint)
      testGreeks()068370682h 41min06841minJumpDiffusionTest.testGreeks()
      testPeriodFunction()065370652h 41min06541minMarketModelSmmCapletHomoCalibrationTest .testPeriodFunction()
      testCurveConsistency<T,I,C>( (anonymousnamespace)::CommonVars& ,constI&,Real)066370662h 41min06641minanonymous_namespace{piecewiseyieldcurve .cpp}.__Globals.testCurveConsistency<T,I ,C>((anonymousnamespace)::CommonVars& ,constI&,Real)
      main(int,char**)067370672h 41min06741min__Globals.main(int,char**)
      testFdmHestonHullWhiteOp()073360732h 36min07340minFdmLinearOpTest.testFdmHestonHullWhiteOp ()
      testNoArbSabrInterpolation()072360722h 36min07240minInterpolationTest .testNoArbSabrInterpolation()
      testCashOrNothing()077350772h 32min07738minDigitalCouponTest.testCashOrNothing()
      testMonteCarloCalibration()078350782h 32min07838minHestonSLVModelTest .testMonteCarloCalibration()
      testMoustacheGraph()079350792h 32min07938minHestonSLVModelTest.testMoustacheGraph()
      testGauss()074350742h 32min07438minNthToDefaultTest.testGauss()
      testBSMagainstHestonRND()075350752h 32min07538minRiskNeutralDensityCalculatorTest .testBSMagainstHestonRND()
      testForwardSwapJacobians()076350762h 32min07638minSwapForwardMappingsTest .testForwardSwapJacobians()
      evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&)087340872h 27min08736minQuantLib.HybridHestonHullWhiteProcess .evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&)
      testDAXCalibration()086340862h 27min08636minBatesModelTest.testDAXCalibration()
      testMcPerformance()088340882h 27min08836minCliquetOptionTest.testMcPerformance()
      testEuropeanValues()090340902h 27min09036minDividendOptionTest.testEuropeanValues()
      testEuropeanStartLimit()089340892h 27min08936minDividendOptionTest .testEuropeanStartLimit()
      testEuropeanEndLimit()085340852h 27min08536minDividendOptionTest.testEuropeanEndLimit( )
      testFdEuropeanValues()081340812h 27min08136minDividendOptionTest.testFdEuropeanValues( )
      testLocalVolsvSLVPropDensity()080340802h 27min08036minHestonSLVModelTest .testLocalVolsvSLVPropDensity()
      testSabrInterpolation()082340822h 27min08236minInterpolationTest.testSabrInterpolation( )
      testSwaptionPricing()084340842h 27min08436minLiborMarketModelTest.testSwaptionPricing ()
      testGaussStudent()083340832h 27min08336minNthToDefaultTest.testGaussStudent()
      evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&)097330972h 23min09734minQuantLib.HestonProcess.evolve(Time ,constQuantLib::Array&,Time ,constQuantLib::Array&)
      testAnalyticDiscreteGeometricAveragePric eGreeks()096330962h 23min09634minAsianOptionTest .testAnalyticDiscreteGeometricAveragePri ceGreeks()
      testLocalVolAndHestonComparison()099330992h 23min09934minBarrierOptionTest .testLocalVolAndHestonComparison()
      testCached()098330982h 23min09834minBondTest.testCached()
      testReplicationType()095330952h 23min09534minDigitalCouponTest.testReplicationType()
      testEuropeanGreeks()092330922h 23min09234minDividendOptionTest.testEuropeanGreeks()
      testBarrierPricingMixedModels()091330912h 23min09134minHestonSLVModelTest .testBarrierPricingMixedModels()
      testGreeks()094330942h 23min09434minMargrabeOptionTest.testGreeks()
      testInverseFloater()093330932h 23min09334minMarketModelTest.testInverseFloater()
      warning   Rule Violated:    Avoid methods with too many overloads

      141 methods matched

      141 methodsoverloadsDebtSeverityFull Name
      visit(QuantLib::CashFlow&)01015 methods0332min 0s033MediumQuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit(QuantLib::CashFlow&)
      visit(QuantLib::Coupon&)00915 methods0322min 0s032MediumQuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit(QuantLib::Coupon&)
      visit(QuantLib::FloatingRateCoupon&)00815 methods0312min 0s031MediumQuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::FloatingRateCoupon&)
      visit(QuantLib::CappedFlooredCoupon&)01115 methods0362min 0s036MediumQuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::CappedFlooredCoupon&)
      visit(QuantLib::IborCoupon&)01415 methods0352min 0s035MediumQuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::IborCoupon&)
      visit(QuantLib::CappedFlooredIborCoupon& )01315 methods0342min 0s034MediumQuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::CappedFlooredIborCoupon&)
      visit(QuantLib::DigitalIborCoupon&)01215 methods0272min 0s027MediumQuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::DigitalIborCoupon&)
      visit(QuantLib::CmsCoupon&)00215 methods0262min 0s026MediumQuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit(QuantLib::CmsCoupon& )
      visit(QuantLib::CmsSpreadCoupon&)00315 methods0252min 0s025MediumQuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::CmsSpreadCoupon&)
      visit(QuantLib::CappedFlooredCmsCoupon&)00015 methods0302min 0s030MediumQuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::CappedFlooredCmsCoupon&)
      visit (QuantLib::CappedFlooredCmsSpreadCoupon& )00115 methods0292min 0s029MediumQuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::CappedFlooredCmsSpreadCoupon& )
      visit(QuantLib::DigitalCmsCoupon&)00615 methods0282min 0s028MediumQuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::DigitalCmsCoupon&)
      visit(QuantLib::DigitalCmsSpreadCoupon&)00715 methods0372min 0s037MediumQuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::DigitalCmsSpreadCoupon&)
      visit (QuantLib::RangeAccrualFloatersCoupon&)00415 methods0462min 0s046MediumQuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::RangeAccrualFloatersCoupon&)
      visit(QuantLib::SubPeriodsCoupon&)00515 methods0452min 0s045MediumQuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::SubPeriodsCoupon&)
      SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,constQuantLib::VolatilityType ,conststd::vector<std::vector<Real>>&)02312 methods0442min 0s044MediumQuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,constQuantLib::VolatilityType ,conststd::vector<std::vector<Real>>&)
      SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,constQuantLib::VolatilityType ,conststd::vector<std::vector<Real>>&)02212 methods0492min 0s049MediumQuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,constQuantLib::VolatilityType ,conststd::vector<std::vector<Real>>&)
      SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&)02412 methods0482min 0s048MediumQuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&)
      SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&)02612 methods0472min 0s047MediumQuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&)
      SwaptionVolatilityMatrix (constQuantLib::Date&,conststd::vector <Date>&,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&)02512 methods0402min 0s040MediumQuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Date&,conststd::vector <Date>&,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&)
      SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,conststd::vector<std::vector <Real>>&)02112 methods0392min 0s039MediumQuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,conststd::vector<std::vector <Real>>&)
      SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,conststd::vector<std::vector <Real>>&)01712 methods0382min 0s038MediumQuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,conststd::vector<std::vector <Real>>&)
      SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::Matrix&)01612 methods0432min 0s043MediumQuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::Matrix&)
      SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::Matrix&)01512 methods0422min 0s042MediumQuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::Matrix&)
      SwaptionVolatilityMatrix (constQuantLib::Date&,conststd::vector <Date>&,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::Matrix&)02012 methods0412min 0s041MediumQuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Date&,conststd::vector <Date>&,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::Matrix&)
      SwaptionVolatilityMatrix (constQuantLib::SwaptionVolatilityMatrix &)01912 methods0082min 0s008MediumQuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::SwaptionVolatilityMatrix &)
      SwaptionVolatilityMatrix (QuantLib::SwaptionVolatilityMatrix&&)01812 methods0072min 0s007MediumQuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (QuantLib::SwaptionVolatilityMatrix&&)
      Matrix()0436 methods0062min 0s006MediumQuantLib.Matrix.Matrix()
      Matrix(Size,Size)0416 methods0112min 0s011MediumQuantLib.Matrix.Matrix(Size,Size)
      Matrix(Size,Size,Real)0396 methods0102min 0s010MediumQuantLib.Matrix.Matrix(Size,Size,Real)
      Matrix<Iterator>(Size,Size,Iterator ,Iterator)0406 methods0092min 0s009MediumQuantLib.Matrix.Matrix<Iterator>(Size ,Size,Iterator,Iterator)
      Matrix(constQuantLib::Matrix&)0446 methods0022min 0s002MediumQuantLib.Matrix.Matrix (constQuantLib::Matrix&)
      Matrix(constDisposable<QuantLib::Matrix >&)0486 methods0012min 0s001MediumQuantLib.Matrix.Matrix(constDisposable <QuantLib::Matrix>&)
      Gsr(constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Date>& ,conststd::vector<Real>&,constReal ,constReal)0496 methods0002min 0s000MediumQuantLib.Gsr.Gsr(constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Date>& ,conststd::vector<Real>&,constReal ,constReal)
      Gsr(constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Date>& ,conststd::vector<Real>& ,conststd::vector<Real>&,constReal)0476 methods0052min 0s005MediumQuantLib.Gsr.Gsr(constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Date>& ,conststd::vector<Real>& ,conststd::vector<Real>&,constReal)
      Gsr(constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Date>& ,conststd::vector<Handle<Quote>>& ,constHandle<QuantLib::Quote>,constReal)0456 methods0042min 0s004MediumQuantLib.Gsr.Gsr(constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Date>& ,conststd::vector<Handle<Quote>>& ,constHandle<QuantLib::Quote>,constReal)
      Gsr(constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Date>& ,conststd::vector<Handle<Quote>>& ,conststd::vector<Handle<Quote>>& ,constReal)0466 methods0032min 0s003MediumQuantLib.Gsr.Gsr(constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Date>& ,conststd::vector<Handle<Quote>>& ,conststd::vector<Handle<Quote>>& ,constReal)
      Gsr(constQuantLib::Gsr&)0386 methods0122min 0s012MediumQuantLib.Gsr.Gsr(constQuantLib::Gsr&)
      Gsr(QuantLib::Gsr&&)0306 methods0212min 0s021MediumQuantLib.Gsr.Gsr(QuantLib::Gsr&&)
      calibrate(consttime_series&)0316 methods0202min 0s020MediumQuantLib.Garch11.calibrate (consttime_series&)
      calibrate(consttime_series& ,QuantLib::OptimizationMethod& ,constQuantLib::EndCriteria&)0296 methods0192min 0s019MediumQuantLib.Garch11.calibrate (consttime_series& ,QuantLib::OptimizationMethod& ,constQuantLib::EndCriteria&)
      calibrate(consttime_series& ,QuantLib::OptimizationMethod& ,constQuantLib::EndCriteria& ,constQuantLib::Array&)0276 methods0242min 0s024MediumQuantLib.Garch11.calibrate (consttime_series& ,QuantLib::OptimizationMethod& ,constQuantLib::EndCriteria& ,constQuantLib::Array&)
      calibrate<ForwardIterator> (ForwardIterator,ForwardIterator)0286 methods0232min 0s023MediumQuantLib.Garch11.calibrate <ForwardIterator>(ForwardIterator ,ForwardIterator)
      calibrate<ForwardIterator> (ForwardIterator,ForwardIterator ,QuantLib::OptimizationMethod& ,QuantLib::EndCriteria)0326 methods0222min 0s022MediumQuantLib.Garch11.calibrate <ForwardIterator>(ForwardIterator ,ForwardIterator ,QuantLib::OptimizationMethod& ,QuantLib::EndCriteria)
      calibrate<ForwardIterator> (ForwardIterator,ForwardIterator ,QuantLib::OptimizationMethod& ,QuantLib::EndCriteria ,constQuantLib::Array&)0366 methods0152min 0s015MediumQuantLib.Garch11.calibrate <ForwardIterator>(ForwardIterator ,ForwardIterator ,QuantLib::OptimizationMethod& ,QuantLib::EndCriteria ,constQuantLib::Array&)
      FlatSmileSection(constQuantLib::Date& ,Volatility,constQuantLib::DayCounter& ,constQuantLib::Date&,Real ,QuantLib::VolatilityType,Real)0376 methods0142min 0s014MediumQuantLib.FlatSmileSection .FlatSmileSection(constQuantLib::Date& ,Volatility,constQuantLib::DayCounter& ,constQuantLib::Date&,Real ,QuantLib::VolatilityType,Real)
      FlatSmileSection(Time,Volatility ,constQuantLib::DayCounter&,Real ,QuantLib::VolatilityType,Real)0356 methods0132min 0s013MediumQuantLib.FlatSmileSection .FlatSmileSection(Time,Volatility ,constQuantLib::DayCounter&,Real ,QuantLib::VolatilityType,Real)
      FlatSmileSection(constQuantLib::Date& ,Volatility,constQuantLib::DayCounter& ,constQuantLib::Date&,Real,Real)0336 methods0182min 0s018MediumQuantLib.FlatSmileSection .FlatSmileSection(constQuantLib::Date& ,Volatility,constQuantLib::DayCounter& ,constQuantLib::Date&,Real,Real)
      FlatSmileSection(Time,Volatility ,constQuantLib::DayCounter&,Real,Real)0346 methods0172min 0s017MediumQuantLib.FlatSmileSection .FlatSmileSection(Time,Volatility ,constQuantLib::DayCounter&,Real,Real)
      FlatSmileSection (constQuantLib::FlatSmileSection&)0426 methods0162min 0s016MediumQuantLib.FlatSmileSection .FlatSmileSection (constQuantLib::FlatSmileSection&)
      FlatSmileSection (QuantLib::FlatSmileSection&&)0846 methods0832min 0s083MediumQuantLib.FlatSmileSection .FlatSmileSection (QuantLib::FlatSmileSection&&)
      CapFloorTermVolCurve(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Handle<Quote>>& ,constQuantLib::DayCounter&)0836 methods0822min 0s082MediumQuantLib.CapFloorTermVolCurve .CapFloorTermVolCurve(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Handle<Quote>>& ,constQuantLib::DayCounter&)
      CapFloorTermVolCurve (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Handle<Quote>>& ,constQuantLib::DayCounter&)0826 methods0812min 0s081MediumQuantLib.CapFloorTermVolCurve .CapFloorTermVolCurve (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Handle<Quote>>& ,constQuantLib::DayCounter&)
      CapFloorTermVolCurve (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Volatility>& ,constQuantLib::DayCounter&)0876 methods0862min 0s086MediumQuantLib.CapFloorTermVolCurve .CapFloorTermVolCurve (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Volatility>& ,constQuantLib::DayCounter&)
      CapFloorTermVolCurve(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Volatility>& ,constQuantLib::DayCounter&)0866 methods0852min 0s085MediumQuantLib.CapFloorTermVolCurve .CapFloorTermVolCurve(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Volatility>& ,constQuantLib::DayCounter&)
      CapFloorTermVolCurve (constQuantLib::CapFloorTermVolCurve&)0856 methods0842min 0s084MediumQuantLib.CapFloorTermVolCurve .CapFloorTermVolCurve (constQuantLib::CapFloorTermVolCurve&)
      CapFloorTermVolCurve (QuantLib::CapFloorTermVolCurve&&)0786 methods0772min 0s077MediumQuantLib.CapFloorTermVolCurve .CapFloorTermVolCurve (QuantLib::CapFloorTermVolCurve&&)
      CapFloorTermVolSurface(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Rate>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter&)0776 methods0762min 0s076MediumQuantLib.CapFloorTermVolSurface .CapFloorTermVolSurface(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Rate>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter&)
      CapFloorTermVolSurface (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Rate>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter&)0766 methods0752min 0s075MediumQuantLib.CapFloorTermVolSurface .CapFloorTermVolSurface (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Rate>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter&)
      CapFloorTermVolSurface (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Rate>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&)0816 methods0802min 0s080MediumQuantLib.CapFloorTermVolSurface .CapFloorTermVolSurface (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Rate>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&)
      CapFloorTermVolSurface(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Rate>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&)0806 methods0792min 0s079MediumQuantLib.CapFloorTermVolSurface .CapFloorTermVolSurface(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Rate>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&)
      CapFloorTermVolSurface (constQuantLib::CapFloorTermVolSurface&)0796 methods0782min 0s078MediumQuantLib.CapFloorTermVolSurface .CapFloorTermVolSurface (constQuantLib::CapFloorTermVolSurface&)
      CapFloorTermVolSurface (QuantLib::CapFloorTermVolSurface&&)0966 methods0872min 0s087MediumQuantLib.CapFloorTermVolSurface .CapFloorTermVolSurface (QuantLib::CapFloorTermVolSurface&&)
      ConstantCapFloorTermVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter&)0956 methods0962min 0s096MediumQuantLib.ConstantCapFloorTermVolatility .ConstantCapFloorTermVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter&)
      ConstantCapFloorTermVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter&)0946 methods0952min 0s095MediumQuantLib.ConstantCapFloorTermVolatility .ConstantCapFloorTermVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter&)
      ConstantCapFloorTermVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter&)0996 methods0942min 0s094MediumQuantLib.ConstantCapFloorTermVolatility .ConstantCapFloorTermVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter&)
      ConstantCapFloorTermVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter&)0986 methods0992min 0s099MediumQuantLib.ConstantCapFloorTermVolatility .ConstantCapFloorTermVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter&)
      ConstantCapFloorTermVolatility (constQuantLib::ConstantCapFloorTermVola tility&)0976 methods0982min 0s098MediumQuantLib.ConstantCapFloorTermVolatility .ConstantCapFloorTermVolatility (constQuantLib::ConstantCapFloorTermVola tility&)
      ConstantCapFloorTermVolatility (QuantLib::ConstantCapFloorTermVolatilit y&&)0906 methods0972min 0s097MediumQuantLib.ConstantCapFloorTermVolatility .ConstantCapFloorTermVolatility (QuantLib::ConstantCapFloorTermVolatilit y&&)
      ConstantOptionletVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter& ,QuantLib::VolatilityType,Real)0896 methods0902min 0s090MediumQuantLib.ConstantOptionletVolatility .ConstantOptionletVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter& ,QuantLib::VolatilityType,Real)
      ConstantOptionletVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter& ,QuantLib::VolatilityType,Real)0886 methods0892min 0s089MediumQuantLib.ConstantOptionletVolatility .ConstantOptionletVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter& ,QuantLib::VolatilityType,Real)
      ConstantOptionletVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter& ,QuantLib::VolatilityType,Real)0936 methods0882min 0s088MediumQuantLib.ConstantOptionletVolatility .ConstantOptionletVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter& ,QuantLib::VolatilityType,Real)
      ConstantOptionletVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter& ,QuantLib::VolatilityType,Real)0926 methods0932min 0s093MediumQuantLib.ConstantOptionletVolatility .ConstantOptionletVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter& ,QuantLib::VolatilityType,Real)
      ConstantOptionletVolatility (constQuantLib::ConstantOptionletVolatil ity&)0916 methods0922min 0s092MediumQuantLib.ConstantOptionletVolatility .ConstantOptionletVolatility (constQuantLib::ConstantOptionletVolatil ity&)
      ConstantOptionletVolatility (QuantLib::ConstantOptionletVolatility&& )0756 methods0912min 0s091MediumQuantLib.ConstantOptionletVolatility .ConstantOptionletVolatility (QuantLib::ConstantOptionletVolatility&& )
      ConstantSwaptionVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter& ,constQuantLib::VolatilityType,constReal )0596 methods0582min 0s058MediumQuantLib.ConstantSwaptionVolatility .ConstantSwaptionVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter& ,constQuantLib::VolatilityType,constReal )
      ConstantSwaptionVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter& ,constQuantLib::VolatilityType,constReal )0586 methods0572min 0s057MediumQuantLib.ConstantSwaptionVolatility .ConstantSwaptionVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter& ,constQuantLib::VolatilityType,constReal )
      ConstantSwaptionVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter& ,constQuantLib::VolatilityType,constReal )0576 methods0562min 0s056MediumQuantLib.ConstantSwaptionVolatility .ConstantSwaptionVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter& ,constQuantLib::VolatilityType,constReal )
      ConstantSwaptionVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter& ,constQuantLib::VolatilityType,constReal )0626 methods0612min 0s061MediumQuantLib.ConstantSwaptionVolatility .ConstantSwaptionVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter& ,constQuantLib::VolatilityType,constReal )
      ConstantSwaptionVolatility (constQuantLib::ConstantSwaptionVolatili ty&)0616 methods0602min 0s060MediumQuantLib.ConstantSwaptionVolatility .ConstantSwaptionVolatility (constQuantLib::ConstantSwaptionVolatili ty&)
      ConstantSwaptionVolatility (QuantLib::ConstantSwaptionVolatility&&)0606 methods0592min 0s059MediumQuantLib.ConstantSwaptionVolatility .ConstantSwaptionVolatility (QuantLib::ConstantSwaptionVolatility&&)
      volatility(constQuantLib::Period& ,constQuantLib::Period&,Rate,bool)0536 methods0522min 0s052MediumQuantLib.SwaptionVolatilityStructure .volatility(constQuantLib::Period& ,constQuantLib::Period&,Rate,bool)
      volatility(constQuantLib::Date& ,constQuantLib::Period&,Rate,bool)0526 methods0512min 0s051MediumQuantLib.SwaptionVolatilityStructure .volatility(constQuantLib::Date& ,constQuantLib::Period&,Rate,bool)
      volatility(Time,constQuantLib::Period& ,Rate,bool)0516 methods0502min 0s050MediumQuantLib.SwaptionVolatilityStructure .volatility(Time,constQuantLib::Period& ,Rate,bool)
      volatility(constQuantLib::Period&,Time ,Rate,bool)0566 methods0552min 0s055MediumQuantLib.SwaptionVolatilityStructure .volatility(constQuantLib::Period&,Time ,Rate,bool)
      volatility(constQuantLib::Date&,Time ,Rate,bool)0556 methods0542min 0s054MediumQuantLib.SwaptionVolatilityStructure .volatility(constQuantLib::Date&,Time ,Rate,bool)
      volatility(Time,Time,Rate,bool)0546 methods0532min 0s053MediumQuantLib.SwaptionVolatilityStructure .volatility(Time,Time,Rate,bool)
      blackVariance(constQuantLib::Period& ,constQuantLib::Period&,Rate,bool)0716 methods0622min 0s062MediumQuantLib.SwaptionVolatilityStructure .blackVariance(constQuantLib::Period& ,constQuantLib::Period&,Rate,bool)
      blackVariance(constQuantLib::Date& ,constQuantLib::Period&,Rate,bool)0706 methods0712min 0s071MediumQuantLib.SwaptionVolatilityStructure .blackVariance(constQuantLib::Date& ,constQuantLib::Period&,Rate,bool)
      blackVariance(Time ,constQuantLib::Period&,Rate,bool)0696 methods0702min 0s070MediumQuantLib.SwaptionVolatilityStructure .blackVariance(Time ,constQuantLib::Period&,Rate,bool)
      blackVariance(constQuantLib::Period& ,Time,Rate,bool)0746 methods0692min 0s069MediumQuantLib.SwaptionVolatilityStructure .blackVariance(constQuantLib::Period& ,Time,Rate,bool)
      blackVariance(constQuantLib::Date&,Time ,Rate,bool)0736 methods0742min 0s074MediumQuantLib.SwaptionVolatilityStructure .blackVariance(constQuantLib::Date&,Time ,Rate,bool)
      blackVariance(Time,Time,Rate,bool)0726 methods0732min 0s073MediumQuantLib.SwaptionVolatilityStructure .blackVariance(Time,Time,Rate,bool)
      shift(constQuantLib::Period& ,constQuantLib::Period&,bool)0656 methods0722min 0s072MediumQuantLib.SwaptionVolatilityStructure .shift(constQuantLib::Period& ,constQuantLib::Period&,bool)
      shift(constQuantLib::Date& ,constQuantLib::Period&,bool)0646 methods0652min 0s065MediumQuantLib.SwaptionVolatilityStructure .shift(constQuantLib::Date& ,constQuantLib::Period&,bool)
      shift(Time,constQuantLib::Period&,bool)0636 methods0642min 0s064MediumQuantLib.SwaptionVolatilityStructure .shift(Time,constQuantLib::Period&,bool)
      shift(constQuantLib::Period&,Time,bool)0686 methods0632min 0s063MediumQuantLib.SwaptionVolatilityStructure .shift(constQuantLib::Period&,Time,bool)
      shift(constQuantLib::Date&,Time,bool)0676 methods0682min 0s068MediumQuantLib.SwaptionVolatilityStructure .shift(constQuantLib::Date&,Time,bool)
      shift(Time,Time,bool)0666 methods0672min 0s067MediumQuantLib.SwaptionVolatilityStructure .shift(Time,Time,bool)
      FlatForward(constQuantLib::Date& ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter& ,QuantLib::Compounding ,QuantLib::Frequency)0506 methods0662min 0s066MediumQuantLib.FlatForward.FlatForward (constQuantLib::Date&,constHandle <QuantLib::Quote>& ,constQuantLib::DayCounter& ,QuantLib::Compounding ,QuantLib::Frequency)
      warning   Rule Violated:    Avoid methods potentially poorly commented

      433 methods matched

      433 methodsPercentage Comment# lines of code (LOC)# lines of commentnbLinesOfCodeNotCommentedDebtAnnual InterestFull Name
      applyTo(QuantLib::Array&,Time)08700004 294 967 29508700004 294 967 29500320min00616minQuantLib.FdmStepConditionComposite .applyTo(QuantLib::Array&,Time)
      createSmileSections()0860.270013 00203280012 99400420min01315minanonymous_namespace{rangeaccrual.cpp} .CommonVars.createSmileSections()
      testRussia()0831.21002573033700256600220min01615minCalendarTest.testRussia()
      testPathwiseVegas()01316.260033810007400330700020min0864min 36sMarketModelTest.testPathwiseVegas()
      setCapFloorTermVolSurface()0850.41004241083100424000120min01415minanonymous_namespace{optionletstripper .cpp}.CommonVars .setCapFloorTermVolSurface()
      SVD(constQuantLib::Matrix&)00419.10052330015500517800517min0952min 37sQuantLib.SVD.SVD(constQuantLib::Matrix&)
      main(int,char**)0673.68007157043600615100615min03213min__Globals.main(int,char**)
      testSpecializedBondVsGenericBondUsingAsw ()00119.420061660024000712600712min0982min 24sAssetSwapTest .testSpecializedBondVsGenericBondUsingAs w()
      testKernelInterpolation2D()0644.51009127049600812100812min03512minInterpolationTest .testKernelInterpolation2D()
      CommonVars()0653.97011121057500911600911min03413minanonymous_namespace{cms.cpp}.CommonVars .CommonVars()
      createVolatilityStructures()0389.220081280171301011501011min0619minanonymous_namespace{rangeaccrual.cpp} .CommonVars.createVolatilityStructures()
      testVPPPricing()0428.210101230201101111201111min05710minVPPTest.testVPPPricing()
      singleRateClosestPointFinder(Size ,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real ,conststd::vector<Real>&,Real,Real,Real ,Size,Real,std::vector<Volatility>&,Real ,Real&,Real&)0585.79013114037701210701210min04111minQuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp}.__Globals .singleRateClosestPointFinder(Size ,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real ,conststd::vector<Real>&,Real,Real,Real ,Size,Real,std::vector<Volatility>&,Real ,Real&,Real&)
      testEngines()0712.860171020673013990139min02814minGJRGARCHModelTest.testEngines()
      intersect()02912.101510901415014940149min0707minQuantLib .InterpolatedYoYCapFloorTermPriceSurface <Interpolator2D,Interpolator1D> .intersect()
      createYieldCurve()0841.05019940801015930159min01515minanonymous_namespace{rangeaccrual.cpp} .CommonVars.createYieldCurve()
      InverseFloater(Real)00518.9201212000328016920169min0942min 45s__Globals.InverseFloater(Real)
      setup()0782.11020930722017910179min02114minanonymous_namespace{matrices.cpp} .__Globals.setup()
      testNoArbSabrInterpolation()01615.501410900720018890188min0835minInterpolationTest .testNoArbSabrInterpolation()
      hypersphereOptimize (constQuantLib::Matrix& ,constQuantLib::Matrix&,constbool)0772.22025880702019860198min02214minQuantLib.anonymous_namespace{pseudosqrt .cpp}.__Globals.hypersphereOptimize (constQuantLib::Matrix& ,constQuantLib::Matrix&,constbool)
      hestonFokkerPlanckFwdEquationTest(const (anonymousnamespace )::FokkerPlanckFwdTestCase&)0762.25026870712020850208min02314minanonymous_namespace{hestonslvmodel.cpp} .__Globals .hestonFokkerPlanckFwdEquationTest(const (anonymousnamespace )::FokkerPlanckFwdTestCase&)
      collectNodeData (QuantLib::MarketModelEvolver& ,QuantLib::MarketModelMultiProduct& ,QuantLib::MarketModelNodeDataProvider& ,QuantLib::MarketModelExerciseValue& ,QuantLib::MarketModelExerciseValue& ,Size,std::vector<std::vector<NodeData> >&)0506.32023890396022830228min04911minQuantLib.__Globals.collectNodeData (QuantLib::MarketModelEvolver& ,QuantLib::MarketModelMultiProduct& ,QuantLib::MarketModelNodeDataProvider& ,QuantLib::MarketModelExerciseValue& ,QuantLib::MarketModelExerciseValue& ,Size,std::vector<std::vector<NodeData> >&)
      testSabrInterpolation()00718.801610800425021830218min0922min 50sInterpolationTest.testSabrInterpolation( )
      testCachedMarketValue()0605.43028870505023820238min03912minCreditDefaultSwapTest .testCachedMarketValue()
      operator()(constQuantLib::Path&)0634.55032840604025800258min03612minQuantLib.BarrierPathPricer.operator() (constQuantLib::Path&)
      main(int,char**)0467.45027870357024800248min05310min__Globals.main(int,char**)
      SmileSectionUtils (constQuantLib::SmileSection& ,conststd::vector<Real>&,constReal ,constbool)0595.68033830515026780267min04012minQuantLib.SmileSectionUtils .SmileSectionUtils (constQuantLib::SmileSection& ,conststd::vector<Real>&,constReal ,constbool)
      testPathwiseGreeks()0369.57031850269027760277min0639minMarketModelTest.testPathwiseGreeks()
      SymmetricSchurDecomposition (constQuantLib::Matrix&)0447.95034810347030740307min05510minQuantLib.SymmetricSchurDecomposition .SymmetricSchurDecomposition (constQuantLib::Matrix&)
      testGenericBondImplied()01515.740229100917029740297min0844min 58sAssetSwapTest.testGenericBondImplied()
      testKernelInterpolation()02712.240298601912028740287min0727minInterpolationTest .testKernelInterpolation()
      singlePathValues(std::vector<Real>&)01914.140308501514033710337min0806minQuantLib.PathwiseAccountingEngine .singlePathValues(std::vector<Real>&)
      compute()01116.820248900818032710327min0884min 13sQuantLib.KahaleSmileSection.compute()
      main(int,char**)00019.660189400523031710317min0992min 14s__Globals.main(int,char**)
      performCalculations()0732.7040720772036700367min02614min__Globals.performCalculations()
      testRegression()0516.25037750525035700357min04811minConvertibleBondTest.testRegression()
      testResults()00219.30219200622034700347min0972min 29sRiskStatisticsTest.testResults()
      calculateNextGeneration(std::vector <Candidate>& ,constQuantLib::CostFunction&)0722.78043700782038680386min02714minQuantLib.DifferentialEvolution .calculateNextGeneration(std::vector <Candidate>& ,constQuantLib::CostFunction&)
      testThirty360_EurobondBasis()0457.5038740416037680376min05410minDayCounterTest .testThirty360_EurobondBasis()
      testAtmCalcs()0486.49041720535039670396min05111minBlackDeltaCalculatorTest.testAtmCalcs()
      evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&)01415.790358001115041650416min0854min 56sQuantLib.HestonProcess.evolve(Time ,constQuantLib::Array&,Time ,constQuantLib::Array&)
      testGreeks()0349.88039730288040650406min0659minMarketModelTest.testGreeks()
      updateNumeraireTabulation()0821.56048630841044620446min01714minQuantLib.MarkovFunctional .updateNumeraireTabulation()
      operator+=(constQuantLib::Period&)0703.03047640742043620436min02913minQuantLib.Period.operator+= (constQuantLib::Period&)
      calculate()01017.020367801016042620426min0894min 5sQuantLib .Gaussian1dNonstandardSwaptionEngine .calculate()
      performCalculations()0477.14046650545045600456min05211minQuantLib.HestonSLVFDMModel .performCalculations()
      testVariates()0693.17054610762047590475min03013minBrownianBridgeTest.testVariates()
      testForwardSkewSLV()0624.62050620693046590465min03712minHestonSLVModelTest.testForwardSkewSLV()
      operator()(constQuantLib::Path&)0960056580960049580495min00716minQuantLib.BiasedBarrierPathPricer .operator()(constQuantLib::Path&)
      testSmartLookup()0566.06052620584048580485min04311minExchangeRateTest.testSmartLookup()
      performCalculations()0683.33057580752053560535min03113min__Globals.performCalculations()
      TqrEigenDecomposition (constQuantLib::Array& ,constQuantLib::Array& ,QuantLib::TqrEigenDecomposition::EigenV ectorCalculation ,QuantLib::TqrEigenDecomposition::ShiftS trategy)02213.160446602110054560545min0776minQuantLib.TqrEigenDecomposition .TqrEigenDecomposition (constQuantLib::Array& ,constQuantLib::Array& ,QuantLib::TqrEigenDecomposition::EigenV ectorCalculation ,QuantLib::TqrEigenDecomposition::ShiftS trategy)
      compute()00917.440427101215055560555min0903min 47sQuantLib.CreditRiskPlus.compute()
      initialGuess1(constQuantLib::Array&,Real ,Real&,Real&,Real&)0398.82053620426050560505min0609minQuantLib.anonymous_namespace{garch.cpp} .__Globals.initialGuess1 (constQuantLib::Array&,Real,Real&,Real& ,Real&)
      testPutCallParity()02812.16045650249051560515min0717minBlackDeltaCalculatorTest .testPutCallParity()
      testThirty360_BondBasis()0408.82051620406052560525min0599minDayCounterTest.testThirty360_BondBasis()
      testHestonFokkerPlanckFwdEquationLogLVLe verage()0811.75059560811056550565min01814minHestonSLVModelTest .testHestonFokkerPlanckFwdEquationLogLVL everage()
      testLocalVolatilityRND()0940066530940058530585min00816minRiskNeutralDensityCalculatorTest .testLocalVolatilityRND()
      testGemanRoncoroniProcess()0379.23055590486057530575min0629minVPPTest.testGemanRoncoroniProcess()
      testPathGeneration()0990068520990059520595min01016minBrownianBridgeTest.testPathGeneration()
      testChinaSSE()0615.26063540663062510625min03812minCalendarTest.testChinaSSE()
      testCovariance()0980072510980061510615min00916minCovarianceTest.testCovariance()
      testForwardSwapJacobians()0970073510970060510605min00516minSwapForwardMappingsTest .testForwardSwapJacobians()
      testZeroBondPricing()0418.62067530565065480654min 48s0589minHybridHestonHullWhiteProcessTest .testZeroBondPricing()
      testMultiSpline()02512.5060560308066480664min 48s0747minInterpolationTest.testMultiSpline()
      testCovariance()0900079480900063480634min 48s00116minMarketModelTest.testCovariance()
      main(int,char**)00319.230496301315064480644min 48s0962min 32s__Globals.main(int,char**)
      performCalculations()0802.04078480821068470684min 42s01914minQuantLib.LocalVolRNDCalculator .performCalculations()
      initialize()0663.92077490732067470674min 42s03313minQuantLib.MarkovFunctional.initialize()
      get(Time ,QuantLib::FdmHestonGreensFct::Algorithm )0890088460890070460704min 36s00016minQuantLib.FdmHestonGreensFct.get(Time ,QuantLib::FdmHestonGreensFct::Algorithm )
      testExtOUJumpSwingOption()0792.08082470861069460694min 36s02014minSwingOptionTest.testExtOUJumpSwingOption ()
      solveWithMaxHomogeneity(Real,Integer ,conststd::vector<Volatility>& ,conststd::vector<Volatility>& ,conststd::vector<Real>&,Real,Real,Real ,Real,Real,Real,Integer,Real&,Real& ,Real&,std::vector<Volatility>&)01715.380615502310073450734min 30s0825minQuantLib.AlphaFinder .solveWithMaxHomogeneity(Real,Integer ,conststd::vector<Volatility>& ,conststd::vector<Volatility>& ,conststd::vector<Real>&,Real,Real,Real ,Real,Real,Real,Integer,Real&,Real& ,Real&,std::vector<Volatility>&)
      calculate()03310.53070510456074450744min 30s0668minQuantLib.AnalyticCompoundOptionEngine .calculate()
      isExtraHoliday(Day,QuantLib::Month,Year)0880090450880071450714min 30s00216minQuantLib.anonymous_namespace{russia.cpp} .__Globals.isExtraHoliday(Day ,QuantLib::Month,Year)
      testCalibration()02313.11064530298072450724min 30s0766minGARCHTest.testCalibration()
      code(constQuantLib::Date&)03210.71076500446077440774min 24s0678minQuantLib.ECB.code(constQuantLib::Date&)
      testFdmHestonHullWhiteOp()0576084470683078440784min 24s04211minFdmLinearOpTest.testFdmHestonHullWhiteOp ()
      testGaussStudent()01814.52065530259075440754min 24s0815minNthToDefaultTest.testGaussStudent()
      testForwardGreeks()02113.33069520278076440764min 24s0786minQuantoOptionTest.testForwardGreeks()
      calculate()02612.28074500387082430824min 18s0737minQuantLib.Histogram.calculate()
      evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&)0556.12087460623083430834min 18s04511minQuantLib.JointStochasticProcess.evolve (Time,constQuantLib::Array&,Time ,constQuantLib::Array&)
      calculate()0546.12089460613081430814min 18s04411minQuantLib.WulinYongDoubleBarrierEngine .calculate()
      testSettings()00618.840585601613079430794min 18s0932min 48sCashFlowsTest.testSettings()
      testDifferentIntegrals()0930094430930080430804min 18s00416minHestonModelTest.testDifferentIntegrals()
      localVolImpl(Time,Real)0536.25092450643088420884min 12s04711minQuantLib.LocalVolSurface.localVolImpl (Time,Real)
      evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&)0526.25091450633089420894min 12s04611minQuantLib.HybridHestonHullWhiteProcess .evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&)
      calculate()0438086460594090420904min 12s05610minQuantLib.Gaussian1dCapFloorEngine .calculate()
      Minimize<T>(Real,Real,Real,T&,Real(T::*) (Real)__attribute__((thiscall)),bool (T::*)(Real)__attribute__((thiscall)) ,bool&)0359.62081470555087420874min 12s0649minQuantLib.anonymous_namespace{alphafinder .cpp}.__Globals.Minimize<T>(Real,Real ,Real,T&,Real(T::*)(Real)__attribute__( (thiscall)),bool(T::*)(Real )__attribute__((thiscall)),bool&)
      testSecondDerivativesMapApply()0920097420920084420844min 12s00316minFdmLinearOpTest .testSecondDerivativesMapApply()
      setup()00818.180625401812085420854min 12s0913min 16sanonymous_namespace{marketmodel.cpp} .__Globals.setup()
      CommonVars()02013.79075500318086420864min 12s0796minanonymous_namespace{piecewiseyieldcurve .cpp}.CommonVars.CommonVars()
      FaureRsg(Size)02412.73080480367097410974min 6s0757minQuantLib.FaureRsg.FaureRsg(Size)
      code(constQuantLib::Date&)03111.32085470466096410964min 6s0688minQuantLib.ASX.code(constQuantLib::Date&)
      A(Real)0742.33096420851099410994min 6s02414minQuantLib .AnalyticContinuousPartialFloatingLookba ckEngine.A(Real)
      code(constQuantLib::Date&)03011.32083470476098410984min 6s0698minQuantLib.IMM.code(constQuantLib::Date&)
      init()0496.38093440653095410954min 6s05011minQuantLib.NonstandardSwap.init()
      testTARGET()0910099410910092410924min 6s01216minCalendarTest.testTARGET()
      testMonteCarloCalibration()0752.33095420791091410914min 6s02514minHestonSLVModelTest .testMonteCarloCalibration()
      testMonteCarloCapletPricing()01216.390715102210094410944min 6s0874min 31sLiborMarketModelProcessTest .testMonteCarloCapletPricing()
      testPeriodAdapter()0950098410950093410934min 6s01116minMarketModelTest.testPeriodAdapter()
      warning   Rule Violated:    Avoid types with poor cohesion

      48 types matched

      • Formatting: bold means added, underlined means code was changed, strike-bold means removed (since baseline)
      48 typesLack of Cohesion Of Methods (LCOM)# Methods# FieldspoorCohesionScoreDebtAnnual InterestFull Name
      MakeMCAmericanEngine<RNG,S ,RNG_Calibration,>0014114341200100004h 0min001h 20minQuantLib.MakeMCAmericanEngine<RNG,S ,RNG_Calibration,>
      SviInterpolatedSmileSection010.98242010190134.99012h 41min0153minQuantLib.SviInterpolatedSmileSection
      SabrInterpolatedSmileSection020.98291912180232.43022h 28min0249minQuantLib.SabrInterpolatedSmileSection
      NoArbSabrInterpolatedSmileSection030.98331917170331.19032h 21min0347minQuantLib .NoArbSabrInterpolatedSmileSection
      YoYCapFloorTermPriceSurface040.98092636110429.66042h 13min0444minQuantLib.YoYCapFloorTermPriceSurface
      SabrVolSurface050.96222137110522.05051h 34min0531minQuantLib.SabrVolSurface
      ZeroCouponInflationSwap060.96341827140620.79061h 27min0629minQuantLib.ZeroCouponInflationSwap
      MakeCms070.96062900290718.6071h 16min0725minQuantLib.MakeCms
      OptionletStripper080.95301926140816.92081h 7min0822minQuantLib.OptionletStripper
      MakeVanillaSwap090.95023301270915.55091h 0min0920minQuantLib.MakeVanillaSwap
      Basket100.94005421161014.521054min1018minQuantLib.Basket
      CPISwap110.93082913181112.761145min1115minQuantLib.CPISwap
      DigitalCmsLeg140.93053020161412.121442min1414minQuantLib.DigitalCmsLeg
      DigitalIborLeg130.93033019161312.121342min1314minQuantLib.DigitalIborLeg
      DigitalCmsSpreadLeg120.93043023161212.121242min1214minQuantLib.DigitalCmsSpreadLeg
      MarkovFunctional150.93013705231512.061541min1514minQuantLib.MarkovFunctional
      StrippedOptionlet160.92311925141611.641639min1613minQuantLib.StrippedOptionlet
      CPILeg170.92132411181711.621739min1713minQuantLib.CPILeg
      MakeYoYInflationCapFloor180.92451333131811.51838min1813minQuantLib.MakeYoYInflationCapFloor
      yoyInflationLeg190.9125204411199.911930min1910minQuantLib.yoyInflationLeg
      LinearTsrPricer200.9132190621209.782029min2010minQuantLib.LinearTsrPricer
      RangeAccrualLeg210.918224311219.412128min219minQuantLib.RangeAccrualLeg
      YearOnYearInflationSwap220.911243213228.982225min228minQuantLib.YearOnYearInflationSwap
      CmsLeg230.916224011238.962325min238minQuantLib.CmsLeg
      IborLeg250.917224211258.962525min258minQuantLib.IborLeg
      CmsSpreadLeg240.919224711248.962425min248minQuantLib.CmsSpreadLeg
      AbcdAtmVolCurve260.8907294611268.492623min268minQuantLib.AbcdAtmVolCurve
      DigitalCoupon270.8921211517278.042720min277minQuantLib.DigitalCoupon
      VanillaSwap280.8812244511287.882820min286minQuantLib.VanillaSwap
      MakeOIS290.8835182415297.692919min296minQuantLib.MakeOIS
      MakeArithmeticAverageOIS300.8826200819307.653018min306minQuantLib.MakeArithmeticAverageOIS
      NonstandardSwap310.8620222914316.863114min315minQuantLib.NonstandardSwap
      HaganPricer330.8647132814336.833314min335minQuantLib.HaganPricer
      GsrProcessCore320.8615234111326.833214min325minQuantLib.detail.GsrProcessCore
      CmsMarket340.8628200919346.73413min344min 56sQuantLib.CmsMarket
      KahaleSmileSection350.8623203811356.483512min354min 33sQuantLib.KahaleSmileSection
      CDO360.8537170223366.223611min364min 7sQuantLib.CDO
      CreditDefaultSwap370.8510253014376.153711min373min 59sQuantLib.CreditDefaultSwap
      SVDDFwdRatePc380.8342140423385.6388min383min 2sQuantLib.SVDDFwdRatePc
      NthToDefault390.8336183114395.51397min392min 53sQuantLib.NthToDefault
      CTSMMCapletCalibration400.8214231617405.36406min402min 37sQuantLib.CTSMMCapletCalibration
      LogNormalFwdRateEuler410.8240151817415.18415min412min 18sQuantLib.LogNormalFwdRateEuler
      LogNormalFwdRateEulerConstrained420.8138160323425.08425min422min 8sQuantLib .LogNormalFwdRateEulerConstrained
      MarketModelPathwiseInverseFloater440.846133512444.83465min462min 0sQuantLib .MarketModelPathwiseInverseFloater
      GJRGARCHProcess430.827203911434.83475min472min 0sQuantLib.GJRGARCHProcess
      RiskyAssetSwap450.839152216454.83455min452min 0sQuantLib.RiskyAssetSwap
      LogNormalFwdRateIpc460.844140719464.82435min432min 0sQuantLib.LogNormalFwdRateIpc
      LogNormalFwdRateiBalland470.843141417474.8445min442min 0sQuantLib.LogNormalFwdRateiBalland

      2570
      Object Oriented Design  

      warning   Rule Violated:    Class shouldn't be too deep in inheritance tree

      351 types matched

      351 typesbaseClassesDepth of inheritanceDebtSeverityFull Name
      ExtendedCoxIngersollRoss0019 types008600121min033MediumQuantLib.ExtendedCoxIngersollRoss
      HullWhite0009 types007600021min032MediumQuantLib.HullWhite
      GeneralizedHullWhite0028 types036500218min031MediumQuantLib.GeneralizedHullWhite
      CappedFlooredIborCoupon0117 types006601115min036MediumQuantLib.CappedFlooredIborCoupon
      CappedFlooredCmsCoupon0107 types010601015min035MediumQuantLib.CappedFlooredCmsCoupon
      CappedFlooredYoYInflationCoupon0097 types009600915min034MediumQuantLib.CappedFlooredYoYInflationCoupon
      DigitalCmsCoupon0147 types002601415min027MediumQuantLib.DigitalCmsCoupon
      DigitalIborCoupon0137 types001601315min026MediumQuantLib.DigitalIborCoupon
      CoxIngersollRoss0127 types035501215min025MediumQuantLib.CoxIngersollRoss
      Vasicek0057 types038500515min030MediumQuantLib.Vasicek
      G20047 types097400415min029MediumQuantLib.G2
      SwaptionVolCube20037 types000600315min028MediumQuantLib.SwaptionVolCube2
      SabrVolSurface0087 types005600815min037MediumQuantLib.SabrVolSurface
      CappedFlooredCmsSpreadCoupon0077 types004600715min046MediumQuantLib.CappedFlooredCmsSpreadCoupon
      DigitalCmsSpreadCoupon0067 types003600615min045MediumQuantLib.DigitalCmsSpreadCoupon
      AverageBMACoupon0386 types037503812min044MediumQuantLib.AverageBMACoupon
      CappedFlooredCoupon0376 types034503712min049MediumQuantLib.CappedFlooredCoupon
      CmsCoupon0406 types031504012min048MediumQuantLib.CmsCoupon
      NumericHaganPricer0396 types092403912min047MediumQuantLib.NumericHaganPricer
      AnalyticHaganPricer0346 types093403412min040MediumQuantLib.AnalyticHaganPricer
      CPICoupon0336 types030503312min039MediumQuantLib.CPICoupon
      DigitalCoupon0366 types033503612min038MediumQuantLib.DigitalCoupon
      IborCoupon0356 types032503512min043MediumQuantLib.IborCoupon
      OvernightIndexedCoupon0416 types045504112min042MediumQuantLib.OvernightIndexedCoupon
      RangeAccrualFloatersCoupon0476 types044504712min041MediumQuantLib.RangeAccrualFloatersCoupon
      YoYInflationCoupon0466 types047504612min008MediumQuantLib.YoYInflationCoupon
      Eonia0496 types046504912min007MediumQuantLib.Eonia
      EuriborSW0486 types043504812min006MediumQuantLib.EuriborSW
      Euribor2W0436 types040504312min011MediumQuantLib.Euribor2W
      Euribor3W0426 types039504212min010MediumQuantLib.Euribor3W
      Euribor1M0456 types042504512min009MediumQuantLib.Euribor1M
      Euribor2M0446 types041504412min002MediumQuantLib.Euribor2M
      Euribor3M0326 types029503212min001MediumQuantLib.Euribor3M
      Euribor4M0206 types019502012min000MediumQuantLib.Euribor4M
      Euribor5M0196 types016501912min005MediumQuantLib.Euribor5M
      Euribor6M0226 types017502212min004MediumQuantLib.Euribor6M
      Euribor7M0216 types018502112min003MediumQuantLib.Euribor7M
      Euribor8M0166 types015501612min012MediumQuantLib.Euribor8M
      Euribor9M0156 types011501512min021MediumQuantLib.Euribor9M
      Euribor10M0186 types014501812min020MediumQuantLib.Euribor10M
      Euribor11M0176 types013501712min019MediumQuantLib.Euribor11M
      Euribor1Y0236 types012502312min024MediumQuantLib.Euribor1Y
      Euribor365_SW0296 types026502912min023MediumQuantLib.Euribor365_SW
      Euribor365_2W0286 types025502812min022MediumQuantLib.Euribor365_2W
      Euribor365_3W0316 types028503112min015MediumQuantLib.Euribor365_3W
      Euribor365_1M0306 types027503012min014MediumQuantLib.Euribor365_1M
      Euribor365_2M0256 types024502512min013MediumQuantLib.Euribor365_2M
      Euribor365_3M0246 types021502412min018MediumQuantLib.Euribor365_3M
      Euribor365_4M0276 types020502712min017MediumQuantLib.Euribor365_4M
      Euribor365_5M0266 types023502612min016MediumQuantLib.Euribor365_5M
      Euribor365_6M0766 types022507612min083MediumQuantLib.Euribor365_6M
      Euribor365_7M0756 types048507512min082MediumQuantLib.Euribor365_7M
      Euribor365_8M0786 types072507812min081MediumQuantLib.Euribor365_8M
      Euribor365_9M0776 types071507712min086MediumQuantLib.Euribor365_9M
      Euribor365_10M0746 types073507412min085MediumQuantLib.Euribor365_10M
      Euribor365_11M0716 types075507112min084MediumQuantLib.Euribor365_11M
      Euribor365_1Y0706 types074507012min077MediumQuantLib.Euribor365_1Y
      EURLiborON0736 types067507312min076MediumQuantLib.EURLiborON
      EURLiborSW0726 types066507212min075MediumQuantLib.EURLiborSW
      EURLibor2W0796 types068507912min080MediumQuantLib.EURLibor2W
      EURLibor1M0866 types070508612min079MediumQuantLib.EURLibor1M
      EURLibor2M0856 types069508512min078MediumQuantLib.EURLibor2M
      EURLibor3M0886 types081508812min087MediumQuantLib.EURLibor3M
      EURLibor4M0876 types082508712min096MediumQuantLib.EURLibor4M
      EURLibor5M0846 types077508412min095MediumQuantLib.EURLibor5M
      EURLibor6M0816 types076508112min094MediumQuantLib.EURLibor6M
      EURLibor7M0806 types078508012min099MediumQuantLib.EURLibor7M
      EURLibor8M0836 types080508312min098MediumQuantLib.EURLibor8M
      EURLibor9M0826 types079508212min097MediumQuantLib.EURLibor9M
      EURLibor10M0696 types054506912min090MediumQuantLib.EURLibor10M
      EURLibor11M0566 types053505612min089MediumQuantLib.EURLibor11M
      EURLibor1Y0556 types056505512min088MediumQuantLib.EURLibor1Y
      FedFunds0586 types055505812min093MediumQuantLib.FedFunds
      Sonia0576 types050505712min092MediumQuantLib.Sonia
      OneFactorAffineModel0546 types095405412min091MediumQuantLib.OneFactorAffineModel
      BlackKarasinski0516 types094405112min058MediumQuantLib.BlackKarasinski
      GridModelLocalVolSurface0506 types096405012min057MediumQuantLib.GridModelLocalVolSurface
      BlackVarianceCurve0536 types049505312min056MediumQuantLib.BlackVarianceCurve
      BlackVarianceSurface0526 types052505212min061MediumQuantLib.BlackVarianceSurface
      SwaptionVolatilityCube0596 types051505912min060MediumQuantLib.SwaptionVolatilityCube
      SwaptionVolatilityMatrix0666 types057506612min059MediumQuantLib.SwaptionVolatilityMatrix
      EquityFXVolSurface0656 types063506512min052MediumQuantLib.EquityFXVolSurface
      ExtendedBlackVarianceCurve0686 types062506812min051MediumQuantLib.ExtendedBlackVarianceCurve
      ExtendedBlackVarianceSurface0676 types065506712min050MediumQuantLib.ExtendedBlackVarianceSurface
      InterestRateVolSurface0646 types064506412min055MediumQuantLib.InterestRateVolSurface
      CmsSpreadCoupon0616 types059506112min054MediumQuantLib.CmsSpreadCoupon
      StrippedCappedFlooredCoupon0606 types058506012min053MediumQuantLib.StrippedCappedFlooredCoupon
      SubPeriodsCoupon0636 types061506312min062MediumQuantLib.SubPeriodsCoupon
      DumasParametricVolSurface0626 types060506212min071Mediumanonymous_namespace{riskneutraldensityca lculator.cpp}.DumasParametricVolSurface
      InterpolatedCPICapFloorTermPriceSurface <Interpolator2D>0965 types09840969min070MediumQuantLib .InterpolatedCPICapFloorTermPriceSurface <Interpolator2D>
      HaganPricer0955 types09930959min069MediumQuantLib.HaganPricer
      FloatingRateCoupon0975 types09140979min074MediumQuantLib.FloatingRateCoupon
      InflationCoupon0995 types08540999min073MediumQuantLib.InflationCoupon
      OvernightIndex0985 types08340989min072MediumQuantLib.OvernightIndex
      OvernightIndexedSwapIndex0945 types08440949min065MediumQuantLib.OvernightIndexedSwapIndex
      Euribor0905 types08840909min064MediumQuantLib.Euribor
      Euribor3650895 types08640899min063MediumQuantLib.Euribor365
      EURLibor0915 types08740919min068MediumQuantLib.EURLibor
      DailyTenorEURLibor0935 types09040939min067MediumQuantLib.DailyTenorEURLibor
      Libor0925 types08940929min066MediumQuantLib.Libor

      Statistics

      Stat   baseClasses   Depth of inheritance   Debt   Severity
      Sum:1 5401 3625d 1h-
      Average:4.393.887min-
      Minimum:323min 0s-
      Maximum:9621min-
      Standard deviation:1.311.163min 56s-
      Variance:1.721.351d 7h-
      warning   Rule Violated:    Constructor should not call a virtual methods

      9 methods matched

      • Formatting: bold means added, underlined means code was changed, strike-bold means removed (since baseline)
      9 methodsvirtualMethodsCalledDerivedTypesDebtSeverityFull Name
      CPICashFlow(Real,constint)23 methods4no type218min2HighQuantLib.CPICashFlow.CPICashFlow(Real ,constint)
      GaussianQuadrature(Size ,constQuantLib::GaussianOrthogonalPolyno mial&)14 methods19 types124min3HighQuantLib.GaussianQuadrature .GaussianQuadrature(Size ,constQuantLib::GaussianOrthogonalPolyno mial&)
      MarketModelPathwiseMultiDeflatedCap (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Time>&,Rate ,conststd::vector<std::pair<Size,Size>>& )31 method3no type36min0HighQuantLib .MarketModelPathwiseMultiDeflatedCap .MarketModelPathwiseMultiDeflatedCap (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Time>&,Rate ,conststd::vector<std::pair<Size,Size>>& )
      ParametricExerciseAdapter (constQuantLib::MarketModelParametricExe rcise&,conststd::vector<std::vector<Real >>&)51 method5no type56min1HighQuantLib.ParametricExerciseAdapter .ParametricExerciseAdapter (constQuantLib::MarketModelParametricExe rcise&,conststd::vector<std::vector<Real >>&)
      SmileSection(constQuantLib::Date& ,constQuantLib::DayCounter& ,constQuantLib::Date& ,constQuantLib::VolatilityType,constRate )41 method012 types46min4HighQuantLib.SmileSection.SmileSection (constQuantLib::Date& ,constQuantLib::DayCounter& ,constQuantLib::Date& ,constQuantLib::VolatilityType,constRate )
      MultiplicativePriceSeasonality (constQuantLib::Date& ,constQuantLib::Frequency ,conststd::vector<Rate>)71 method21 type76min7HighQuantLib.MultiplicativePriceSeasonality .MultiplicativePriceSeasonality (constQuantLib::Date& ,constQuantLib::Frequency ,conststd::vector<Rate>)
      SmileSectionUtils (constQuantLib::SmileSection& ,conststd::vector<Real>&,constReal ,constbool)05 methods7no type030min8HighQuantLib.SmileSectionUtils .SmileSectionUtils (constQuantLib::SmileSection& ,conststd::vector<Real>&,constReal ,constbool)
      ValueEstimate(conststd::vector<NodeData >&,constQuantLib::ParametricExercise& ,Size)61 method6no type66min5HighQuantLib .anonymous_namespace{parametricexercise .cpp}.ValueEstimate.ValueEstimate (conststd::vector<NodeData>& ,constQuantLib::ParametricExercise&,Size )
      ReplicationError(Option::Type,Time,Real ,Real,Volatility,Rate)81 method8no type86min6HighReplicationError.ReplicationError (Option::Type,Time,Real,Real,Volatility ,Rate)

      Statistics

      Stat   virtualMethodsCalled   DerivedTypes   Debt   Severity
      Sum:18221h 48min-
      Average:22.4412min-
      Minimum:106min-
      Maximum:51230min-
      Standard deviation:1.494.378min-
      Variance:2.2219.1410d 0h-
      warning   Rule Violated:    Don't assign static fields from instance methods

      14 fields matched

      • Formatting: bold means added, underlined means code was changed, strike-bold means removed (since baseline)
      14 fieldsassignedByDebtSeverityFull Name
      PI071 method045min04MediumQuantLib.__Globals.PI
      one051 method055min05MediumQuantLib.ErrorFunction.one
      pp0061 method065min06MediumQuantLib.ErrorFunction.pp0
      pa0041 method035min03MediumQuantLib.ErrorFunction.pa0
      ra0031 method005min00MediumQuantLib.ErrorFunction.ra0
      rb0081 method015min01MediumQuantLib.ErrorFunction.rb0
      a3_121 method025min02MediumQuantLib.MoroInverseCumulativeNormal.a3_
      c0_131 method115min11MediumQuantLib.MoroInverseCumulativeNormal.c0_
      KK002 methods125min12MediumQuantLib.KnuthUniformRng.KK
      LL022 methods135min13MediumQuantLib.KnuthUniformRng.LL
      TT111 method105min10MediumQuantLib.KnuthUniformRng.TT
      maxRandom091 method075min07MediumQuantLib.LecuyerUniformRng.maxRandom
      N012 methods085min08MediumQuantLib.MersenneTwisterUniformRng.N
      bits_101 method095min09MediumQuantLib.SobolRsg.bits_

      Statistics

      Stat   assignedBy   Debt   Severity
      Sum:171h 10min-
      Average:1.215min-
      Minimum:15min-
      Maximum:25min-
      Standard deviation:0.410min 0s-
      Variance:0.170min 0s-
      warning   Rule Violated:    Avoid Abstract Classes with too many methods

      38 types matched

      • Formatting: bold means added, underlined means code was changed, strike-bold means removed (since baseline)
      38 typesMethodsDebtAnnual InterestFull Name
      SwaptionVolatilityStructure0030 methods001h 48min0028minQuantLib.SwaptionVolatilityStructure
      CPICapFloorTermPriceSurface0124 methods011h 22min0120minQuantLib.CPICapFloorTermPriceSurface
      YoYCapFloorTermPriceSurface0222 methods021h 13min0217minQuantLib.YoYCapFloorTermPriceSurface
      SmileSection0321 methods031h 8min0316minQuantLib.SmileSection
      CTSMMCapletCalibration0420 methods041h 4min0415minQuantLib.CTSMMCapletCalibration
      Coupon0618 methods0655min0612minQuantLib.Coupon
      JointStochasticProcess0518 methods0555min0512minQuantLib.JointStochasticProcess
      YoYOptionletVolatilitySurface0917 methods0951min0911minQuantLib.YoYOptionletVolatilitySurface
      CallableBondVolatilityStructure1017 methods1051min1011minQuantLib.CallableBondVolatilityStructure
      DiscretizedAsset0717 methods0751min0711minQuantLib.DiscretizedAsset
      StochasticProcess1D0817 methods0851min0811minQuantLib.StochasticProcess1D
      CurveState1316 methods1346min139minQuantLib.CurveState
      Gaussian1dModel1216 methods1246min129minQuantLib.Gaussian1dModel
      DefaultProbabilityTermStructure1116 methods1146min119minQuantLib.DefaultProbabilityTermStructure
      InterestRateIndex1615 methods1642min168minQuantLib.InterestRateIndex
      CPIVolatilitySurface1515 methods1542min158minQuantLib.CPIVolatilitySurface
      OneFactorCopula1415 methods1442min148minQuantLib.OneFactorCopula
      Integrator1814 methods1837min187minQuantLib.Integrator
      RiskyBond1714 methods1737min177minQuantLib.RiskyBond
      InflationIndex2113 methods2133min215minQuantLib.InflationIndex
      FittedBondDiscountCurve+FittingMethod2213 methods2233min225minQuantLib .FittedBondDiscountCurve+FittingMethod
      Index1913 methods1933min195minQuantLib.Index
      StochasticProcess2013 methods2033min205minQuantLib.StochasticProcess
      Forward2512 methods2528min254min 37sQuantLib.Forward
      MarketModel2612 methods2628min264min 37sQuantLib.MarketModel
      YieldTermStructure2312 methods2328min234min 37sQuantLib.YieldTermStructure
      BlackVolTermStructure2412 methods2428min244min 37sQuantLib.BlackVolTermStructure
      LineSearch3011 methods3024min303min 18sQuantLib.LineSearch
      InflationTermStructure3111 methods3124min313min 18sQuantLib.InflationTermStructure
      OptionletVolatilityStructure2911 methods2924min293min 18sQuantLib.OptionletVolatilityStructure
      LmCorrelationModel2711 methods2724min273min 18sQuantLib.LmCorrelationModel
      TermStructure2811 methods2824min283min 18sQuantLib.TermStructure
      FdmVPPStepCondition3510 methods3520min352min 0sQuantLib.FdmVPPStepCondition
      HaganPricer3610 methods3620min362min 0sQuantLib.HaganPricer
      InflationCoupon3710 methods3720min372min 0sQuantLib.InflationCoupon
      CalibrationHelper3210 methods3220min322min 0sQuantLib.CalibrationHelper
      BlackAtmVolCurve3310 methods3320min332min 0sQuantLib.BlackAtmVolCurve
      LossDist3410 methods3420min342min 0sQuantLib.LossDist

      Statistics

      Stat   Methods   Debt   Annual Interest
      Sum:5573d 1h5h 8min
      Average:14.6640min8min
      Minimum:1020min2min 0s
      Maximum:301h 48min28min
      Standard deviation:4.3919min5min
      Variance:19.2847d4d 1h
      warning   Rule Violated:    Nested types should not be visible

      287 types matched

      287 typesVisibilitytypesUserDebtSeverityFull Name
      FdmHestonGreensFct+Algorithm034Public033no type0332min 0s033MediumQuantLib.FdmHestonGreensFct+Algorithm
      RiskNeutralDensityCalculator+InvCDFHelpe r000Protected032no type0322min 0s032MediumQuantLib .RiskNeutralDensityCalculator+InvCDFHelp er
      HestonSLVFDMModel+LogEntry033Public031no type0312min 0s031MediumQuantLib.HestonSLVFDMModel+LogEntry
      FdmSquareRootFwdOp+TransformationType032Public036no type0362min 0s036MediumQuantLib .FdmSquareRootFwdOp+TransformationType
      VanillaVPPOption+arguments037Public035no type0352min 0s035MediumQuantLib.VanillaVPPOption+arguments
      CPICapFloor+arguments036Public034no type0342min 0s034MediumQuantLib.CPICapFloor+arguments
      CPICapFloor+results035Public027no type0272min 0s027MediumQuantLib.CPICapFloor+results
      CPICapFloor+engine028Public026no type0262min 0s026MediumQuantLib.CPICapFloor+engine
      CPISwap+Type027Public025no type0252min 0s025MediumQuantLib.CPISwap+Type
      CPISwap+arguments026Public030no type0302min 0s030MediumQuantLib.CPISwap+arguments
      CPISwap+results031Public029no type0292min 0s029MediumQuantLib.CPISwap+results
      CPISwap+engine030Public028no type0282min 0s028MediumQuantLib.CPISwap+engine
      DividendBarrierOption+arguments029Public037no type0372min 0s037MediumQuantLib.DividendBarrierOption+arguments
      DividendBarrierOption+engine046Public046no type0462min 0s046MediumQuantLib.DividendBarrierOption+engine
      Futures+Type045Public045no type0452min 0s045MediumQuantLib.Futures+Type
      VanillaSwingOption+arguments044Public044no type0442min 0s044MediumQuantLib.VanillaSwingOption+arguments
      DifferentialEvolution+Strategy049Public049no type0492min 0s049MediumQuantLib.DifferentialEvolution+Strategy
      DifferentialEvolution+CrossoverType048Public048no type0482min 0s048MediumQuantLib .DifferentialEvolution+CrossoverType
      DifferentialEvolution+Candidate047Public047no type0472min 0s047MediumQuantLib.DifferentialEvolution+Candidate
      DifferentialEvolution+Configuration040Public040no type0402min 0s040MediumQuantLib .DifferentialEvolution+Configuration
      FdmSchemeDesc+FdmSchemeType039Public039no type0392min 0s039MediumQuantLib.FdmSchemeDesc+FdmSchemeType
      BoundaryCondition<Operator>+Side038Public038no type0382min 0s038MediumQuantLib.BoundaryCondition<Operator >+Side
      TridiagonalOperator+TimeSetter043Public043no type0432min 0s043MediumQuantLib.TridiagonalOperator+TimeSetter
      BinomialTree<T>+Branches042Public042no type0422min 0s042MediumQuantLib.BinomialTree<T>+Branches
      GFunctionFactory+YieldCurveModel041Public041no type0412min 0s041MediumQuantLib .GFunctionFactory+YieldCurveModel
      GFunctionFactory+GFunctionWithShifts025Public008no type0082min 0s008MediumQuantLib .GFunctionFactory+GFunctionWithShifts
      NumericHaganPricer+Function009Public007no type0072min 0s007MediumQuantLib.NumericHaganPricer+Function
      NumericHaganPricer+ConundrumIntegrand008Public006no type0062min 0s006MediumQuantLib .NumericHaganPricer+ConundrumIntegrand
      BlackIborCouponPricer+TimingAdjustment007Public011no type0112min 0s011MediumQuantLib .BlackIborCouponPricer+TimingAdjustment
      CPI+InterpolationType012Public010no type0102min 0s010MediumQuantLib.CPI+InterpolationType
      Duration+Type011Public009no type0092min 0s009MediumQuantLib.Duration+Type
      Replication+Type010Public002no type0022min 0s002MediumQuantLib.Replication+Type
      Region+Data001Protected001no type0012min 0s001MediumQuantLib.Region+Data
      DiscreteAveragingAsianOption+arguments002Public000no type0002min 0s000MediumQuantLib .DiscreteAveragingAsianOption+arguments
      ContinuousAveragingAsianOption+arguments004Public005no type0052min 0s005MediumQuantLib .ContinuousAveragingAsianOption+argument s
      DiscreteAveragingAsianOption+engine003Public004no type0042min 0s004MediumQuantLib .DiscreteAveragingAsianOption+engine
      ContinuousAveragingAsianOption+engine005Public003no type0032min 0s003MediumQuantLib .ContinuousAveragingAsianOption+engine
      AssetSwap+arguments006Public012no type0122min 0s012MediumQuantLib.AssetSwap+arguments
      AssetSwap+results021Public021no type0212min 0s021MediumQuantLib.AssetSwap+results
      Average+Type020Public020no type0202min 0s020MediumQuantLib.Average+Type
      BarrierOption+arguments019Public019no type0192min 0s019MediumQuantLib.BarrierOption+arguments
      BarrierOption+engine024Public024no type0242min 0s024MediumQuantLib.BarrierOption+engine
      Barrier+Type023Public023no type0232min 0s023MediumQuantLib.Barrier+Type
      BMASwap+Type022Public022no type0222min 0s022MediumQuantLib.BMASwap+Type
      Bond+arguments015Public015no type0152min 0s015MediumQuantLib.Bond+arguments
      Bond+results014Public014no type0142min 0s014MediumQuantLib.Bond+results
      Bond+engine013Public013no type0132min 0s013MediumQuantLib.Bond+engine
      CapFloor+Type018Public018no type0182min 0s018MediumQuantLib.CapFloor+Type
      CapFloor+arguments017Public017no type0172min 0s017MediumQuantLib.CapFloor+arguments
      CapFloor+engine016Public016no type0162min 0s016MediumQuantLib.CapFloor+engine
      CliquetOption+arguments083Public083no type0832min 0s083MediumQuantLib.CliquetOption+arguments
      CliquetOption+engine082Public082no type0822min 0s082MediumQuantLib.CliquetOption+engine
      CreditDefaultSwap+arguments081Public081no type0812min 0s081MediumQuantLib.CreditDefaultSwap+arguments
      CreditDefaultSwap+results086Public086no type0862min 0s086MediumQuantLib.CreditDefaultSwap+results
      CreditDefaultSwap+engine085Public085no type0852min 0s085MediumQuantLib.CreditDefaultSwap+engine
      DividendVanillaOption+arguments084Public084no type0842min 0s084MediumQuantLib.DividendVanillaOption+arguments
      DividendVanillaOption+engine077Public077no type0772min 0s077MediumQuantLib.DividendVanillaOption+engine
      YoYInflationCapFloor+Type076Public076no type0762min 0s076MediumQuantLib.YoYInflationCapFloor+Type
      YoYInflationCapFloor+arguments075Public075no type0752min 0s075MediumQuantLib.YoYInflationCapFloor+arguments
      YoYInflationCapFloor+engine080Public080no type0802min 0s080MediumQuantLib.YoYInflationCapFloor+engine
      ContinuousFloatingLookbackOption+argumen ts079Public079no type0792min 0s079MediumQuantLib .ContinuousFloatingLookbackOption+argume nts
      ContinuousFixedLookbackOption+arguments078Public078no type0782min 0s078MediumQuantLib .ContinuousFixedLookbackOption+arguments
      ContinuousPartialFloatingLookbackOption+ arguments087Public087no type0872min 0s087MediumQuantLib .ContinuousPartialFloatingLookbackOption +arguments
      ContinuousPartialFixedLookbackOption+arg uments096Public096no type0962min 0s096MediumQuantLib .ContinuousPartialFixedLookbackOption+ar guments
      ContinuousFloatingLookbackOption+engine095Public095no type0952min 0s095MediumQuantLib .ContinuousFloatingLookbackOption+engine
      ContinuousFixedLookbackOption+engine094Public094no type0942min 0s094MediumQuantLib .ContinuousFixedLookbackOption+engine
      ContinuousPartialFloatingLookbackOption+ engine099Public099no type0992min 0s099MediumQuantLib .ContinuousPartialFloatingLookbackOption +engine
      ContinuousPartialFixedLookbackOption+eng ine098Public098no type0982min 0s098MediumQuantLib .ContinuousPartialFixedLookbackOption+en gine
      MultiAssetOption+results097Public097no type0972min 0s097MediumQuantLib.MultiAssetOption+results
      MultiAssetOption+engine090Public090no type0902min 0s090MediumQuantLib.MultiAssetOption+engine
      OneAssetOption+results089Public089no type0892min 0s089MediumQuantLib.OneAssetOption+results
      OneAssetOption+engine088Public088no type0882min 0s088MediumQuantLib.OneAssetOption+engine
      OvernightIndexedSwap+Type093Public093no type0932min 0s093MediumQuantLib.OvernightIndexedSwap+Type
      Swap+arguments092Public092no type0922min 0s092MediumQuantLib.Swap+arguments
      Swap+results091Public091no type0912min 0s091MediumQuantLib.Swap+results
      Swap+engine058Public058no type0582min 0s058MediumQuantLib.Swap+engine
      Settlement+Type057Public057no type0572min 0s057MediumQuantLib.Settlement+Type
      Swaption+arguments056Public056no type0562min 0s056MediumQuantLib.Swaption+arguments
      Swaption+engine061Public061no type0612min 0s061MediumQuantLib.Swaption+engine
      VanillaSwap+Type060Public060no type0602min 0s060MediumQuantLib.VanillaSwap+Type
      VanillaSwap+arguments059Public059no type0592min 0s059MediumQuantLib.VanillaSwap+arguments
      VanillaSwap+results052Public052no type0522min 0s052MediumQuantLib.VanillaSwap+results
      VanillaSwap+engine051Public051no type0512min 0s051MediumQuantLib.VanillaSwap+engine
      VarianceSwap+arguments050Public050no type0502min 0s050MediumQuantLib.VarianceSwap+arguments
      VarianceSwap+results055Public055no type0552min 0s055MediumQuantLib.VarianceSwap+results
      VarianceSwap+engine054Public054no type0542min 0s054MediumQuantLib.VarianceSwap+engine
      YearOnYearInflationSwap+Type053Public053no type0532min 0s053MediumQuantLib.YearOnYearInflationSwap+Type
      YearOnYearInflationSwap+arguments062Public062no type0622min 0s062MediumQuantLib .YearOnYearInflationSwap+arguments
      YearOnYearInflationSwap+results071Public071no type0712min 0s071MediumQuantLib.YearOnYearInflationSwap+results
      YearOnYearInflationSwap+engine070Public070no type0702min 0s070MediumQuantLib.YearOnYearInflationSwap+engine
      ZeroCouponInflationSwap+Type069Public069no type0692min 0s069MediumQuantLib.ZeroCouponInflationSwap+Type
      ZeroCouponInflationSwap+arguments074Public074no type0742min 0s074MediumQuantLib .ZeroCouponInflationSwap+arguments
      ZeroCouponInflationSwap+engine073Public073no type0732min 0s073MediumQuantLib.ZeroCouponInflationSwap+engine
      Rounding+Type072Public072no type0722min 0s072MediumQuantLib.Rounding+Type
      Histogram+Algorithm065Public065no type0652min 0s065MediumQuantLib.Histogram+Algorithm
      FilonIntegral+Type064Public064no type0642min 0s064MediumQuantLib.FilonIntegral+Type
      SalvagingAlgorithm+Type063Public063no type0632min 0s063MediumQuantLib.SalvagingAlgorithm+Type
      TqrEigenDecomposition+EigenVectorCalcula tion068Public068no type0682min 0s068MediumQuantLib .TqrEigenDecomposition+EigenVectorCalcul ation
      TqrEigenDecomposition+ShiftStrategy067Public067no type0672min 0s067MediumQuantLib .TqrEigenDecomposition+ShiftStrategy
      LatticeRule+type066Public066no type0662min 0s066MediumQuantLib.LatticeRule+type

      Statistics

      Stat   Visibility   typesUser   Debt   Severity
      Sum:-01d 1h-
      Average:-02min 0s-
      Minimum:-02min 0s-
      Maximum:-02min 0s-
      Standard deviation:-00min 0s-
      Variance:-00min 0s-
      warning   Rule Violated:    Projects with poor cohesion (RelationalCohesion)

      1 project matched

      • Formatting: bold means added, underlined means code was changed, strike-bold means removed (since baseline)
      1 projectChildTypesrelationalCohesionRelational cohesionDebtSeverityFull Name
      testsuite0370 types00.4200.47010min0Lowtestsuite

      Statistics

      Stat   ChildTypes   relationalCohesion   Relational cohesion   Debt   Severity
      Sum:3700.420.4710min-
      Average:3700.420.4710min-
      Minimum:3700.420.4710min-
      Maximum:3700.420.4710min-
      Standard deviation:0000min 0s-
      Variance:0000min 0s-
      warning   Rule Violated:    Constructors of abstract classes should be declared as protected or private

      87 types matched

      • Formatting: bold means added, underlined means code was changed, strike-bold means removed (since baseline)
      87 typesctorsFull Name
      RiskNeutralDensityCalculator711 methodQuantLib.RiskNeutralDensityCalculator
      Observer472 methodsQuantLib.Observer
      FdmVPPStepCondition164 methodsQuantLib.FdmVPPStepCondition
      CPICapFloorTermPriceSurface353 methodsQuantLib.CPICapFloorTermPriceSurface
      FdmInnerValueCalculator482 methodsQuantLib.FdmInnerValueCalculator
      VanillaOptionPricer462 methodsQuantLib.VanillaOptionPricer
      GFunction442 methodsQuantLib.GFunction
      HaganPricer452 methodsQuantLib.HaganPricer
      NumericHaganPricer+Function522 methodsQuantLib.NumericHaganPricer+Function
      Coupon373 methodsQuantLib.Coupon
      FloatingRateCouponPricer532 methodsQuantLib.FloatingRateCouponPricer
      Dividend333 methodsQuantLib.Dividend
      InflationCoupon174 methodsQuantLib.InflationCoupon
      InflationCouponPricer691 methodQuantLib.InflationCouponPricer
      InflationIndex293 methodsQuantLib.InflationIndex
      InterestRateIndex273 methodsQuantLib.InterestRateIndex
      Claim811 methodQuantLib.Claim
      Forward283 methodsQuantLib.Forward
      GaussianOrthogonalPolynomial492 methodsQuantLib.GaussianOrthogonalPolynomial
      Integrator502 methodsQuantLib.Integrator
      Constraint+Impl432 methodsQuantLib.Constraint+Impl
      LeastSquareProblem861 methodQuantLib.LeastSquareProblem
      LineSearch851 methodQuantLib.LineSearch
      LineSearchBasedMethod303 methodsQuantLib.LineSearchBasedMethod
      CalibrationHelper363 methodsQuantLib.CalibrationHelper
      AffineModel402 methodsQuantLib.AffineModel
      CurveState412 methodsQuantLib.CurveState
      MarketModel422 methodsQuantLib.MarketModel
      MarketModelVolProcess392 methodsQuantLib.MarketModelVolProcess
      CTSMMCapletCalibration343 methodsQuantLib.CTSMMCapletCalibration
      PiecewiseConstantVariance791 methodQuantLib.PiecewiseConstantVariance
      VolatilityInterpolationSpecifier382 methodsQuantLib .VolatilityInterpolationSpecifier
      OneFactorModel+ShortRateDynamics771 methodQuantLib .OneFactorModel+ShortRateDynamics
      OneFactorAffineModel781 methodQuantLib.OneFactorAffineModel
      TwoFactorModel+ShortRateDynamics761 methodQuantLib .TwoFactorModel+ShortRateDynamics
      DefaultProbabilityTermStructure055 methodsQuantLib.DefaultProbabilityTermStructure
      InflationTermStructure154 methodsQuantLib.InflationTermStructure
      ZeroInflationTermStructure134 methodsQuantLib.ZeroInflationTermStructure
      YoYInflationTermStructure144 methodsQuantLib.YoYInflationTermStructure
      VolatilityTermStructure045 methodsQuantLib.VolatilityTermStructure
      YieldTermStructure035 methodsQuantLib.YieldTermStructure
      SmileSection214 methodsQuantLib.SmileSection
      CapFloorTermVolatilityStructure224 methodsQuantLib.CapFloorTermVolatilityStructure
      BlackVolTermStructure204 methodsQuantLib.BlackVolTermStructure
      LocalVolTermStructure184 methodsQuantLib.LocalVolTermStructure
      OptionletVolatilityStructure194 methodsQuantLib.OptionletVolatilityStructure
      SwaptionVolatilityStructure084 methodsQuantLib.SwaptionVolatilityStructure
      CPIVolatilitySurface313 methodsQuantLib.CPIVolatilitySurface
      YoYOptionletVolatilitySurface582 methodsQuantLib.YoYOptionletVolatilitySurface
      FittedBondDiscountCurve+FittingMethod592 methodsQuantLib .FittedBondDiscountCurve+FittingMethod
      ForwardRateStructure065 methodsQuantLib.ForwardRateStructure
      ZeroYieldStructure005 methodsQuantLib.ZeroYieldStructure
      Seasonality602 methodsQuantLib.Seasonality
      CdsHelper074 methodsQuantLib.CdsHelper
      HazardRateStructure025 methodsQuantLib.HazardRateStructure
      JointStochasticProcess124 methodsQuantLib.JointStochasticProcess
      HestonExpansion542 methodsQuantLib.HestonExpansion
      YoYInflationCapFloorEngine094 methodsQuantLib.YoYInflationCapFloorEngine
      Calendar+Impl562 methodsQuantLib.Calendar+Impl
      LfmCovarianceParameterization682 methodsQuantLib.LfmCovarianceParameterization
      LmCorrelationModel652 methodsQuantLib.LmCorrelationModel
      LmVolatilityModel622 methodsQuantLib.LmVolatilityModel
      BlackAtmVolCurve104 methodsQuantLib.BlackAtmVolCurve
      CallableBondVolatilityStructure114 methodsQuantLib.CallableBondVolatilityStructure
      CatSimulation632 methodsQuantLib.CatSimulation
      EventPaymentOffset701 methodQuantLib.EventPaymentOffset
      NotionalRisk642 methodsQuantLib.NotionalRisk
      CorrelationTermStructure015 methodsQuantLib.CorrelationTermStructure
      LossDist552 methodsQuantLib.LossDist
      OneFactorCopula721 methodQuantLib.OneFactorCopula
      RandomDefaultModel612 methodsQuantLib.RandomDefaultModel
      RecoveryRateModel821 methodQuantLib.RecoveryRateModel
      RiskyBond572 methodsQuantLib.RiskyBond
      AdaptedPathPayoff801 methodQuantLib.AdaptedPathPayoff
      PathMultiAssetOption323 methodsQuantLib.PathMultiAssetOption
      FFTEngine264 methodsQuantLib.FFTEngine
      ExtendedEqualProbabilitiesBinomialTree<T >831 methodQuantLib .ExtendedEqualProbabilitiesBinomialTree <T>
      ExtendedEqualJumpsBinomialTree<T>841 methodQuantLib.ExtendedEqualJumpsBinomialTree <T>
      EnergyCommodity234 methodsQuantLib.EnergyCommodity
      YoYCapFloorTermPriceSurface244 methodsQuantLib.YoYCapFloorTermPriceSurface
      CashFlow751 methodQuantLib.CashFlow
      DiscretizedAsset672 methodsQuantLib.DiscretizedAsset
      Event662 methodsQuantLib.Event
      Index741 methodQuantLib.Index
      StochasticProcess731 methodQuantLib.StochasticProcess
      StochasticProcess1D512 methodsQuantLib.StochasticProcess1D
      TermStructure254 methodsQuantLib.TermStructure

      Statistics

      Stat   ctors
      Sum:228
      Average:2.62
      Minimum:1
      Maximum:5
      Standard deviation:1.26
      Variance:1.59

      1910
      CWE Rules  

      warning   Rule Violated:    Declaration of Catch for Generic Exception

      12 methods matched

      • Formatting: bold means added, underlined means code was changed, strike-bold means removed (since baseline)
      12 methodsFull Name
      volatilityImpl(Rate)__Globals.volatilityImpl(Rate)
      bucketAnalysis(std::vector<Real>& ,std::vector<Real>&,std::vector<Real>& ,Handle<QuantLib::SimpleQuote> ,conststd::vector<Handle<Quote>>&,Real ,QuantLib::SensitivityAnalysis)QuantLib.__Globals.bucketAnalysis (std::vector<Real>&,std::vector<Real>& ,std::vector<Real>&,Handle <QuantLib::SimpleQuote>,conststd::vector <Handle<Quote>>&,Real ,QuantLib::SensitivityAnalysis)
      isValid()QuantLib .RendistatoEquivalentSwapLengthQuote .isValid()
      isValid()QuantLib .RendistatoEquivalentSwapSpreadQuote .isValid()
      volatility(Rate,QuantLib::VolatilityType ,Real)QuantLib.SmileSection.volatility(Rate ,QuantLib::VolatilityType,Real)
      isValid()QuantLib.ForwardSwapQuote.isValid()
      strikeFromVegaRatio(Real,Option::Type ,Real)QuantLib.LinearTsrPricer .strikeFromVegaRatio(Real,Option::Type ,Real)
      strikeFromPrice(Real,Option::Type,Real)QuantLib.LinearTsrPricer.strikeFromPrice (Real,Option::Type,Real)
      volatilityImpl(Rate)QuantLib.Gaussian1dSmileSection .volatilityImpl(Rate)
      volatilityImpl(Rate)QuantLib.KahaleSmileSection .volatilityImpl(Rate)
      compute()QuantLib.KahaleSmileSection.compute()
      ~SavedSettings()QuantLib.SavedSettings.~SavedSettings()

      Statistics

      Stat
      Sum:
      Average:
      Minimum:
      Maximum:
      Standard deviation:
      Variance:

      030
      Dead Code  

      warning   Rule Violated:    Potentially dead Types

      609 types matched

      609 typesFull Name
      FdExtOUJumpVanillaEngineQuantLib.FdExtOUJumpVanillaEngine
      FdKlugeExtOUSpreadEngineQuantLib.FdKlugeExtOUSpreadEngine
      FdHestonDoubleBarrierEngineQuantLib.FdHestonDoubleBarrierEngine
      FdmExtOUJumpSolverQuantLib.FdmExtOUJumpSolver
      FdmKlugeExtOUOpQuantLib.FdmKlugeExtOUOp
      FdSimpleExtOUJumpSwingEngineQuantLib.FdSimpleExtOUJumpSwingEngine
      FdSimpleKlugeExtOUVPPEngineQuantLib.FdSimpleKlugeExtOUVPPEngine
      InterpolatingCPICapFloorEngineQuantLib.InterpolatingCPICapFloorEngine
      HestonSLVProcessQuantLib.HestonSLVProcess
      CPICapFloor+resultsQuantLib.CPICapFloor+results
      CPISwap+engineQuantLib.CPISwap+engine
      DividendBarrierOptionQuantLib.DividendBarrierOption
      FuturesQuantLib.Futures
      Concentrating1dMesherQuantLib.Concentrating1dMesher
      FdmMesherCompositeQuantLib.FdmMesherComposite
      FdmZeroInnerValueQuantLib.FdmZeroInnerValue
      FdmMesherIntegralQuantLib.FdmMesherIntegral
      TridiagonalOperator+TimeSetterQuantLib.TridiagonalOperator+TimeSetter
      BinomialTree<T>+BranchesQuantLib.BinomialTree<T>+Branches
      EqualProbabilitiesBinomialTree<T>QuantLib.EqualProbabilitiesBinomialTree <T>
      JarrowRuddQuantLib.JarrowRudd
      CoxRossRubinsteinQuantLib.CoxRossRubinstein
      AdditiveEQPBinomialTreeQuantLib.AdditiveEQPBinomialTree
      TrigeorgisQuantLib.Trigeorgis
      GFunctionFactoryQuantLib.GFunctionFactory
      AnalyticHaganPricerQuantLib.AnalyticHaganPricer
      CPIQuantLib.CPI
      DurationQuantLib.Duration
      BlackYoYInflationCouponPricerQuantLib.BlackYoYInflationCouponPricer
      UnitDisplacedBlackYoYInflationCouponPric erQuantLib .UnitDisplacedBlackYoYInflationCouponPri cer
      BachelierYoYInflationCouponPricerQuantLib .BachelierYoYInflationCouponPricer
      ReplicationQuantLib.Replication
      RedemptionQuantLib.Redemption
      AmortizingPaymentQuantLib.AmortizingPayment
      CustomRegionQuantLib.CustomRegion
      AustraliaRegionQuantLib.AustraliaRegion
      EURegionQuantLib.EURegion
      FranceRegionQuantLib.FranceRegion
      UKRegionQuantLib.UKRegion
      USRegionQuantLib.USRegion
      ZARegionQuantLib.ZARegion
      OvernightIndexedSwapIndexQuantLib.OvernightIndexedSwapIndex
      EoniaQuantLib.Eonia
      EuriborSWQuantLib.EuriborSW
      Euribor2WQuantLib.Euribor2W
      Euribor3WQuantLib.Euribor3W
      Euribor1MQuantLib.Euribor1M
      Euribor2MQuantLib.Euribor2M
      Euribor3MQuantLib.Euribor3M
      Euribor4MQuantLib.Euribor4M
      Euribor5MQuantLib.Euribor5M
      Euribor6MQuantLib.Euribor6M
      Euribor7MQuantLib.Euribor7M
      Euribor8MQuantLib.Euribor8M
      Euribor9MQuantLib.Euribor9M
      Euribor10MQuantLib.Euribor10M
      Euribor11MQuantLib.Euribor11M
      Euribor1YQuantLib.Euribor1Y
      Euribor365_SWQuantLib.Euribor365_SW
      Euribor365_2WQuantLib.Euribor365_2W
      Euribor365_3WQuantLib.Euribor365_3W
      Euribor365_1MQuantLib.Euribor365_1M
      Euribor365_2MQuantLib.Euribor365_2M
      Euribor365_3MQuantLib.Euribor365_3M
      Euribor365_4MQuantLib.Euribor365_4M
      Euribor365_5MQuantLib.Euribor365_5M
      Euribor365_6MQuantLib.Euribor365_6M
      Euribor365_7MQuantLib.Euribor365_7M
      Euribor365_8MQuantLib.Euribor365_8M
      Euribor365_9MQuantLib.Euribor365_9M
      Euribor365_10MQuantLib.Euribor365_10M
      Euribor365_11MQuantLib.Euribor365_11M
      Euribor365_1YQuantLib.Euribor365_1Y
      EURLiborONQuantLib.EURLiborON
      EURLiborSWQuantLib.EURLiborSW
      EURLibor2WQuantLib.EURLibor2W
      EURLibor1MQuantLib.EURLibor1M
      EURLibor2MQuantLib.EURLibor2M
      EURLibor3MQuantLib.EURLibor3M
      EURLibor4MQuantLib.EURLibor4M
      EURLibor5MQuantLib.EURLibor5M
      EURLibor6MQuantLib.EURLibor6M
      EURLibor7MQuantLib.EURLibor7M
      EURLibor8MQuantLib.EURLibor8M
      EURLibor9MQuantLib.EURLibor9M
      EURLibor10MQuantLib.EURLibor10M
      EURLibor11MQuantLib.EURLibor11M
      EURLibor1YQuantLib.EURLibor1Y
      FedFundsQuantLib.FedFunds
      DailyTenorLiborQuantLib.DailyTenorLibor
      ShiborQuantLib.Shibor
      SoniaQuantLib.Sonia
      ChfLiborSwapIsdaFixQuantLib.ChfLiborSwapIsdaFix
      EuriborSwapIsdaFixAQuantLib.EuriborSwapIsdaFixA
      EuriborSwapIsdaFixBQuantLib.EuriborSwapIsdaFixB
      EuriborSwapIfrFixQuantLib.EuriborSwapIfrFix
      EurLiborSwapIsdaFixAQuantLib.EurLiborSwapIsdaFixA
      EurLiborSwapIsdaFixBQuantLib.EurLiborSwapIsdaFixB
      EurLiborSwapIfrFixQuantLib.EurLiborSwapIfrFix
      GbpLiborSwapIsdaFixQuantLib.GbpLiborSwapIsdaFix

      Statistics

      Stat
      Sum:
      Average:
      Minimum:
      Maximum:
      Standard deviation:
      Variance:
      warning   Rule Violated:    Potentially dead Methods

      507 methods matched

      507 methodsMethodsCallingMedepthFull Name
      spawnFcts()035no method0350__Globals.spawnFcts()
      x_t(Real,Time)034no method0340QuantLib.HestonRNDCalculator.x_t(Real ,Time)
      performCalculations()036no method0360QuantLib.LocalVolRNDCalculator .performCalculations()
      probabilityInterpolation(Size,Real)038no method0380QuantLib.LocalVolRNDCalculator .probabilityInterpolation(Size,Real)
      rescalePDF(constQuantLib::Array& ,constQuantLib::Array&)0041 method0041QuantLib.LocalVolRNDCalculator .rescalePDF(constQuantLib::Array& ,constQuantLib::Array&)
      performCalculations()037no method0370QuantLib.HestonSLVMCModel .performCalculations()
      PascalTriangle()033no method0330QuantLib.PascalTriangle.PascalTriangle()
      ObservableSettings()029no method0290QuantLib.ObservableSettings .ObservableSettings()
      registerDeferredObservers(constint)028no method0280QuantLib.ObservableSettings .registerDeferredObservers(constint)
      unregisterDeferredObserver (QuantLib::Observer*)0031 method0031QuantLib.ObservableSettings .unregisterDeferredObserver (QuantLib::Observer*)
      registerObserver(QuantLib::Observer*)030no method0300QuantLib.Observable.registerObserver (QuantLib::Observer*)
      unregisterObserver(QuantLib::Observer*)032no method0320QuantLib.Observable.unregisterObserver (QuantLib::Observer*)
      performCalculations()031no method0310QuantLib.FdmExtOUJumpSolver .performCalculations()
      getLeverageFctSlice(Time,Time)046no method0460QuantLib.FdmHestonFwdOp .getLeverageFctSlice(Time,Time)
      setLowerBC(constint)045no method0450QuantLib.FdmSquareRootFwdOp.setLowerBC (constint)
      setUpperBC(constint)047no method0470QuantLib.FdmSquareRootFwdOp.setUpperBC (constint)
      getCoeff(Real&,Real&,Real&,Size)049no method0490QuantLib.FdmSquareRootFwdOp.getCoeff (Real&,Real&,Real&,Size)
      getCoeffPlain(Real&,Real&,Real&,Size)0061 method0061QuantLib.FdmSquareRootFwdOp .getCoeffPlain(Real&,Real&,Real&,Size)
      getCoeffPower(Real&,Real&,Real&,Size)0011 method0011QuantLib.FdmSquareRootFwdOp .getCoeffPower(Real&,Real&,Real&,Size)
      getCoeffLog(Real&,Real&,Real&,Size)0021 method0021QuantLib.FdmSquareRootFwdOp.getCoeffLog (Real&,Real&,Real&,Size)
      zeta(Size)0003 methods0002QuantLib.FdmSquareRootFwdOp.zeta(Size)
      changeState(Real,constQuantLib::Array& ,Time)048no method0480QuantLib.FdmVPPStartLimitStepCondition .changeState(Real,constQuantLib::Array& ,Time)
      evolveAtPMin(Real)044no method0440QuantLib.FdmVPPStepCondition .evolveAtPMin(Real)
      evolveAtPMax(Real)040no method0400QuantLib.FdmVPPStepCondition .evolveAtPMax(Real)
      setupExpired()039no method0390QuantLib.CPISwap.setupExpired()
      setupArguments(PricingEngine::arguments* )041no method0410QuantLib.DividendBarrierOption .setupArguments (PricingEngine::arguments*)
      integro(constQuantLib::Array&)043no method0430QuantLib.FdmBatesOp.integro (constQuantLib::Array&)
      getLeverageFctSlice(Time,Time)042no method0420QuantLib.FdmHestonEquityPart .getLeverageFctSlice(Time,Time)
      apply(constQuantLib::Array&)011no method0110QuantLib.ImplicitEulerScheme.apply (constQuantLib::Array&)
      performCalculations()010no method0100QuantLib.Fdm1DimSolver .performCalculations()
      performCalculations()009no method0090QuantLib.Fdm2dBlackScholesSolver .performCalculations()
      performCalculations()014no method0140QuantLib.Fdm2DimSolver .performCalculations()
      performCalculations()013no method0130QuantLib.FdmBatesSolver .performCalculations()
      performCalculations()012no method0120QuantLib.FdmBlackScholesSolver .performCalculations()
      performCalculations()008no method0080QuantLib.FdmG2Solver.performCalculations ()
      performCalculations()007no method0070QuantLib.FdmHestonHullWhiteSolver .performCalculations()
      performCalculations()024no method0240QuantLib.FdmHestonSolver .performCalculations()
      performCalculations()023no method0230QuantLib.FdmHullWhiteSolver .performCalculations()
      performCalculations()022no method0220QuantLib.FdmSimple2dBSSolver .performCalculations()
      discountImpl(Time)027no method0270QuantLib.FdmAffineModelTermStructure .discountImpl(Time)
      computeUpProb(Real,Real)026no method0260QuantLib.Joshi4.computeUpProb(Real,Real)
      GFunctionFactory()025no method0250QuantLib.GFunctionFactory .GFunctionFactory()
      initialize (constQuantLib::FloatingRateCoupon&)021no method0210QuantLib.HaganPricer.initialize (constQuantLib::FloatingRateCoupon&)
      functionF(constReal)017no method0170QuantLib .NumericHaganPricer+ConundrumIntegrand .functionF(constReal)
      firstDerivativeOfF(constReal)016no method0160QuantLib .NumericHaganPricer+ConundrumIntegrand .firstDerivativeOfF(constReal)
      strike()015no method0150QuantLib .NumericHaganPricer+ConundrumIntegrand .strike()
      annuity()020no method0200QuantLib .NumericHaganPricer+ConundrumIntegrand .annuity()
      fixingDate()019no method0190QuantLib .NumericHaganPricer+ConundrumIntegrand .fixingDate()
      setStrike(Real)018no method0180QuantLib .NumericHaganPricer+ConundrumIntegrand .setStrike(Real)
      optionletPrice(Option::Type,Real)050no method0500QuantLib.AnalyticHaganPricer .optionletPrice(Option::Type,Real)
      swapletPrice()084no method0840QuantLib.AnalyticHaganPricer .swapletPrice()
      checkPricerImpl(constint)083no method0830QuantLib.CPICoupon.checkPricerImpl (constint)
      optionletPriceImp(Option::Type,Real,Real ,Real)082no method0820QuantLib.BlackYoYInflationCouponPricer .optionletPriceImp(Option::Type,Real ,Real,Real)
      optionletPriceImp(Option::Type,Real,Real ,Real)087no method0870QuantLib .UnitDisplacedBlackYoYInflationCouponPri cer.optionletPriceImp(Option::Type,Real ,Real,Real)
      optionletPriceImp(Option::Type,Real,Real ,Real)086no method0860QuantLib .BachelierYoYInflationCouponPricer .optionletPriceImp(Option::Type,Real ,Real,Real)
      drift(Real,Real,Real,Real)085no method0850QuantLib.RangeAccrualPricerByBgm.drift (Real,Real,Real,Real)
      derDriftDerLambdaS(Real,Real,Real,Real)078no method0780QuantLib.RangeAccrualPricerByBgm .derDriftDerLambdaS(Real,Real,Real,Real)
      derDriftDerLambdaT(Real,Real,Real,Real)077no method0770QuantLib.RangeAccrualPricerByBgm .derDriftDerLambdaT(Real,Real,Real,Real)
      checkPricerImpl(constint)076no method0760QuantLib.YoYInflationCoupon .checkPricerImpl(constint)
      forecastFixing(constQuantLib::Date&)081no method0810QuantLib.BMAIndex.forecastFixing (constQuantLib::Date&)
      IndexManager()080no method0800QuantLib.IndexManager.IndexManager()
      forecastFixing(constQuantLib::Date&)079no method0790QuantLib.YoYInflationIndex .forecastFixing(constQuantLib::Date&)
      forecastFixing(constQuantLib::Date&)096no method0960QuantLib.SwapIndex.forecastFixing (constQuantLib::Date&)
      setupExpired()095no method0950QuantLib.AssetSwap.setupExpired()
      setupExpired()094no method0940QuantLib.Bond.setupExpired()
      setupArguments(PricingEngine::arguments* )099no method0990QuantLib.Bond.setupArguments (PricingEngine::arguments*)
      fetchResults (constPricingEngine::results*)098no method0980QuantLib.Bond.fetchResults (constPricingEngine::results*)
      addRedemptionsToCashflows (conststd::vector<Real>&)097no method0970QuantLib.Bond.addRedemptionsToCashflows (conststd::vector<Real>&)
      setSingleRedemption(Real,Real ,constQuantLib::Date&)090no method0900QuantLib.Bond.setSingleRedemption(Real ,Real,constQuantLib::Date&)
      calculateNotionalsFromCashflows()0051 method0051QuantLib.Bond .calculateNotionalsFromCashflows()
      performCalculations()089no method0890QuantLib.CompositeInstrument .performCalculations()
      setupExpired()088no method0880QuantLib.CreditDefaultSwap.setupExpired( )
      setupArguments(PricingEngine::arguments* )093no method0930QuantLib.DividendVanillaOption .setupArguments (PricingEngine::arguments*)
      performCalculations()092no method0920QuantLib.FixedRateBondForward .performCalculations()
      performCalculations()091no method0910QuantLib.Forward.performCalculations()
      performCalculations()075no method0750QuantLib.ForwardRateAgreement .performCalculations()
      setupExpired()059no method0590QuantLib.MultiAssetOption.setupExpired()
      setupExpired()058no method0580QuantLib.OneAssetOption.setupExpired()
      initialize(constQuantLib::Schedule&)057no method0570QuantLib.OvernightIndexedSwap.initialize (constQuantLib::Schedule&)
      setupExpired()062no method0620QuantLib.QuantoBarrierOption .setupExpired()
      setupExpired()061no method0610QuantLib.QuantoForwardVanillaOption .setupExpired()
      setupExpired()060no method0600QuantLib.QuantoVanillaOption .setupExpired()
      performCalculations()053no method0530QuantLib.Stock.performCalculations()
      setupExpired()052no method0520QuantLib.Swap.setupExpired()
      setupExpired()051no method0510QuantLib.VanillaSwap.setupExpired()
      setupExpired()056no method0560QuantLib.VarianceSwap.setupExpired()
      setupExpired()055no method0550QuantLib.YearOnYearInflationSwap .setupExpired()
      performCalculations()054no method0540QuantLib.RendistatoCalculator .performCalculations()
      Factorial()071no method0710QuantLib.Factorial.Factorial()
      PrimeNumbers()070no method0700QuantLib.PrimeNumbers.PrimeNumbers()
      integrate(constint)069no method0690QuantLib.FilonIntegral.integrate (constint)
      integrate(constint)074no method0740QuantLib.GaussLobattoIntegral.integrate (constint)
      adaptivGaussLobattoStep(constint)073no method0730QuantLib.GaussLobattoIntegral .adaptivGaussLobattoStep(constint)
      calculateAbsTolerance(constint)072no method0720QuantLib.GaussLobattoIntegral .calculateAbsTolerance(constint)
      setAbsoluteError(Real)065no method0650QuantLib.Integrator.setAbsoluteError (Real)
      setNumberOfEvaluations(Size)064no method0640QuantLib.Integrator .setNumberOfEvaluations(Size)
      increaseNumberOfEvaluations(Size)063no method0630QuantLib.Integrator .increaseNumberOfEvaluations(Size)
      integrate(constint)068no method0680QuantLib.GaussKronrodNonAdaptive .integrate(constint)
      integrate(constint)067no method0670QuantLib.GaussKronrodAdaptive.integrate (constint)
      integrateRecursively(constint)066no method0660QuantLib.GaussKronrodAdaptive .integrateRecursively(constint)

      Statistics

      Stat   MethodsCallingMe   depth
      Sum:185138
      Average:0.360.27
      Minimum:00
      Maximum:63
      Standard deviation:0.840.55
      Variance:0.70.3
      warning   Rule Violated:    Potentially dead Fields

      918 fields matched

      918 fieldsFull Name
      density___Globals.density_
      cumulative___Globals.cumulative_
      x_QuantLib.FdmLocalVolFwdOp.x_
      x0Density_QuantLib.LocalVolRNDCalculator .x0Density_
      maxIter_QuantLib.LocalVolRNDCalculator.maxIter_
      localVol_QuantLib.HestonSLVFDMModel.localVol_
      hestonModel_QuantLib.HestonSLVFDMModel.hestonModel_
      localVol_QuantLib.HestonSLVMCModel.localVol_
      hestonModel_QuantLib.HestonSLVMCModel.hestonModel_
      endDate_QuantLib.HestonSLVMCModel.endDate_
      deferredObservers_QuantLib.ObservableSettings .deferredObservers_
      observables_QuantLib.Observer.observables_
      fuelPrices_QuantLib.DynProgVPPIntrinsicValueEngine .fuelPrices_
      fuelCostAddon_QuantLib.DynProgVPPIntrinsicValueEngine .fuelCostAddon_
      tGrid_QuantLib.FdExtOUJumpVanillaEngine.tGrid_
      xGrid_QuantLib.FdExtOUJumpVanillaEngine.xGrid_
      yGrid_QuantLib.FdExtOUJumpVanillaEngine.yGrid_
      schemeDesc_QuantLib.FdExtOUJumpVanillaEngine .schemeDesc_
      tGrid_QuantLib.FdKlugeExtOUSpreadEngine.tGrid_
      xGrid_QuantLib.FdKlugeExtOUSpreadEngine.xGrid_
      yGrid_QuantLib.FdKlugeExtOUSpreadEngine.yGrid_
      uGrid_QuantLib.FdKlugeExtOUSpreadEngine.uGrid_
      schemeDesc_QuantLib.FdKlugeExtOUSpreadEngine .schemeDesc_
      x_QuantLib.FdmBlackScholesFwdOp.x_
      dxMap_QuantLib.FdmBlackScholesFwdOp.dxMap_
      dxxMap_QuantLib.FdmBlackScholesFwdOp.dxxMap_
      strike_QuantLib.FdmBlackScholesFwdOp.strike_
      illegalLocalVolOverwrite_QuantLib.FdmBlackScholesFwdOp .illegalLocalVolOverwrite_
      localVolatility_QuantLib.FdmDupire1dOp.localVolatility_
      tGrid_QuantLib.FdHestonDoubleBarrierEngine .tGrid_
      xGrid_QuantLib.FdHestonDoubleBarrierEngine .xGrid_
      vGrid_QuantLib.FdHestonDoubleBarrierEngine .vGrid_
      dampingSteps_QuantLib.FdHestonDoubleBarrierEngine .dampingSteps_
      schemeDesc_QuantLib.FdHestonDoubleBarrierEngine .schemeDesc_
      bcSet_QuantLib.FdmExtendedOrnsteinUhlenbackOp .bcSet_
      x_QuantLib.FdmExtendedOrnsteinUhlenbackOp .x_
      bcSet_QuantLib.FdmExtOUJumpOp.bcSet_
      gaussLaguerreIntegration_QuantLib.FdmExtOUJumpOp .gaussLaguerreIntegration_
      x_QuantLib.FdmExtOUJumpOp.x_
      integroPart_QuantLib.FdmExtOUJumpOp.integroPart_
      process_QuantLib.FdmExtOUJumpSolver.process_
      solverDesc_QuantLib.FdmExtOUJumpSolver.solverDesc_
      schemeDesc_QuantLib.FdmExtOUJumpSolver.schemeDesc_
      type_QuantLib.FdmHestonFwdOp.type_
      kappa_QuantLib.FdmHestonFwdOp.kappa_
      theta_QuantLib.FdmHestonFwdOp.theta_
      sigma_QuantLib.FdmHestonFwdOp.sigma_
      rho_QuantLib.FdmHestonFwdOp.rho_
      v0_QuantLib.FdmHestonFwdOp.v0_
      varianceValues_QuantLib.FdmHestonFwdOp.varianceValues_
      L_QuantLib.FdmHestonFwdOp.L_
      x_QuantLib.FdmHestonFwdOp.x_
      bcSet_QuantLib.FdmKlugeExtOUOp.bcSet_
      corrMap_QuantLib.FdmKlugeExtOUOp.corrMap_
      volatilityValues_QuantLib.FdmZabrUnderlyingPart .volatilityValues_
      forwardValues_QuantLib.FdmZabrUnderlyingPart .forwardValues_
      volatilityValues_QuantLib.FdmZabrVolatilityPart .volatilityValues_
      forwardValues_QuantLib.FdmZabrVolatilityPart .forwardValues_
      volatilityValues_QuantLib.FdmZabrOp.volatilityValues_
      forwardValues_QuantLib.FdmZabrOp.forwardValues_
      tGrid_QuantLib.FdSimpleExtOUJumpSwingEngine .tGrid_
      xGrid_QuantLib.FdSimpleExtOUJumpSwingEngine .xGrid_
      yGrid_QuantLib.FdSimpleExtOUJumpSwingEngine .yGrid_
      schemeDesc_QuantLib.FdSimpleExtOUJumpSwingEngine .schemeDesc_
      tGrid_QuantLib.FdSimpleExtOUStorageEngine .tGrid_
      xGrid_QuantLib.FdSimpleExtOUStorageEngine .xGrid_
      schemeDesc_QuantLib.FdSimpleExtOUStorageEngine .schemeDesc_
      fuelCostAddon_QuantLib.FdSimpleKlugeExtOUVPPEngine .fuelCostAddon_
      tGrid_QuantLib.FdSimpleKlugeExtOUVPPEngine .tGrid_
      xGrid_QuantLib.FdSimpleKlugeExtOUVPPEngine .xGrid_
      yGrid_QuantLib.FdSimpleKlugeExtOUVPPEngine .yGrid_
      gGrid_QuantLib.FdSimpleKlugeExtOUVPPEngine .gGrid_
      schemeDesc_QuantLib.FdSimpleKlugeExtOUVPPEngine .schemeDesc_
      priceSurf_QuantLib.InterpolatingCPICapFloorEngine .priceSurf_
      zii_QuantLib.CPICapFloorTermPriceSurface .zii_
      fixDate_QuantLib.CPICapFloor.fixDate_
      payDate_QuantLib.CPICapFloor.payDate_
      infIndex_QuantLib.CPICapFloor.infIndex_
      cashFlow_QuantLib.DividendBarrierOption.cashFlow_
      A_QuantLib.BiCGstab.A_
      M_QuantLib.BiCGstab.M_
      L_QuantLib.SparseILUPreconditioner.L_
      U_QuantLib.SparseILUPreconditioner.U_
      delta_h_QuantLib.RichardsonExtrapolation .delta_h_
      x_QuantLib.Fdm2dBlackScholesOp.x_
      y_QuantLib.Fdm2dBlackScholesOp.y_
      corrMapTemplate_QuantLib.Fdm2dBlackScholesOp .corrMapTemplate_
      illegalLocalVolOverwrite_QuantLib.Fdm2dBlackScholesOp .illegalLocalVolOverwrite_
      x_QuantLib.FdmBatesOp.x_
      weights_QuantLib.FdmBatesOp.weights_
      delta_QuantLib.FdmBatesOp.delta_
      nu_QuantLib.FdmBatesOp.nu_
      m_QuantLib.FdmBatesOp.m_
      gaussHermiteIntegration_QuantLib.FdmBatesOp .gaussHermiteIntegration_
      bcSet_QuantLib.FdmBatesOp.bcSet_
      bcSet_QuantLib.FdmBatesOp+IntegroIntegrand .bcSet_
      x_QuantLib.FdmBlackScholesOp.x_
      dxMap_QuantLib.FdmBlackScholesOp.dxMap_
      dxxMap_QuantLib.FdmBlackScholesOp.dxxMap_
      strike_QuantLib.FdmBlackScholesOp.strike_

      Statistics

      Stat
      Sum:
      Average:
      Minimum:
      Maximum:
      Standard deviation:
      Variance:

      080
      Naming Conventions  

      warning   Rule Violated:    Instance fields should be prefixed with a 'm_'

      10 fields matched

      • Formatting: bold means added, underlined means code was changed, strike-bold means removed (since baseline)
      10 fieldsFull Name
      l0_QuantLib.FdmHestonGreensFct.l0_
      trafoType_QuantLib.FdmHestonGreensFct.trafoType_
      x_QuantLib.FdmLocalVolFwdOp.x_
      dxMap_QuantLib.FdmLocalVolFwdOp.dxMap_
      dxxMap_QuantLib.FdmLocalVolFwdOp.dxxMap_
      mapT_QuantLib.FdmLocalVolFwdOp.mapT_
      direction_QuantLib.FdmLocalVolFwdOp.direction_
      x0_QuantLib.HestonRNDCalculator.x0_
      integrationEps_QuantLib.HestonRNDCalculator .integrationEps_
      maxIntegrationIterations_QuantLib.HestonRNDCalculator .maxIntegrationIterations_

      Statistics

      Stat
      Sum:
      Average:
      Minimum:
      Maximum:
      Standard deviation:
      Variance:
      warning   Rule Violated:    Static fields should be prefixed with a 's_'

      10 fields matched

      • Formatting: bold means added, underlined means code was changed, strike-bold means removed (since baseline)
      10 fieldsFull Name
      PrimitivePolynomialDegree01__Globals.PrimitivePolynomialDegree01
      PrimitivePolynomialDegree02__Globals.PrimitivePolynomialDegree02
      PrimitivePolynomialDegree03__Globals.PrimitivePolynomialDegree03
      PrimitivePolynomialDegree04__Globals.PrimitivePolynomialDegree04
      PrimitivePolynomialDegree05__Globals.PrimitivePolynomialDegree05
      PrimitivePolynomialDegree06__Globals.PrimitivePolynomialDegree06
      PrimitivePolynomialDegree07__Globals.PrimitivePolynomialDegree07
      PrimitivePolynomialDegree08__Globals.PrimitivePolynomialDegree08
      PrimitivePolynomialDegree09__Globals.PrimitivePolynomialDegree09
      PrimitivePolynomialDegree10__Globals.PrimitivePolynomialDegree10

      Statistics

      Stat
      Sum:
      Average:
      Minimum:
      Maximum:
      Standard deviation:
      Variance:
      warning   Rule Violated:    Exception class name should be suffixed with 'Exception'

      2 types matched

      • Formatting: bold means added, underlined means code was changed, strike-bold means removed (since baseline)
      2 types# lines of code (LOC)Full Name
      Error00QuantLib.Error
      NotThrown10anonymous_namespace{interpolations.cpp} .NotThrown

      Statistics

      Stat   # lines of code (LOC)
      Sum:0
      Average:0
      Minimum:0
      Maximum:0
      Standard deviation:0
      Variance:0
      warning   Rule Violated:    Types name should begin with an Upper character

      10 types matched

      • Formatting: bold means added, underlined means code was changed, strike-bold means removed (since baseline)
      10 types# lines of code (LOC)Full Name
      yoyInflationLeg0028QuantLib.yoyInflationLeg
      quadratic0115QuantLib.quadratic
      earlier_than<QuantLib::DefaultEvent>031QuantLib.earlier_than <QuantLib::DefaultEvent>
      earlier_than<QuantLib::CashFlow>061QuantLib.earlier_than<QuantLib::CashFlow >
      sort_by_cost051QuantLib .anonymous_namespace{differentialevoluti on.cpp}.sort_by_cost
      null_checker<T>081QuantLib.detail.null_checker<T>
      ordinal_holder071QuantLib.detail.ordinal_holder
      power_of_two_holder<T>091QuantLib.detail.power_of_two_holder<T>
      percent_holder041QuantLib.detail.percent_holder
      sequence_holder<InputIterator>022QuantLib.detail.sequence_holder <InputIterator>

      Statistics

      Stat   # lines of code (LOC)
      Sum:52
      Average:5.2
      Minimum:1
      Maximum:28
      Standard deviation:8.66
      Variance:74.96
      warning   Rule Violated:    Avoid types with name too long

      38 types matched

      • Formatting: bold means added, underlined means code was changed, strike-bold means removed (since baseline)
      38 typesSimpleNameFull Name
      InterpolatedCPICapFloorTermPriceSurface <Interpolator2D>InterpolatedCPICapFloorTermPriceSurfaceQuantLib .InterpolatedCPICapFloorTermPriceSurface <Interpolator2D>
      UnitDisplacedBlackYoYInflationCouponPric erUnitDisplacedBlackYoYInflationCouponPricerQuantLib .UnitDisplacedBlackYoYInflationCouponPri cer
      ContinuousPartialFloatingLookbackOptionContinuousPartialFloatingLookbackOptionQuantLib .ContinuousPartialFloatingLookbackOption
      ContinuousPartialFixedLookbackOptionContinuousPartialFixedLookbackOptionQuantLib .ContinuousPartialFixedLookbackOption
      BivariateCumulativeNormalDistributionDr7 8BivariateCumulativeNormalDistributionDr78QuantLib .BivariateCumulativeNormalDistributionDr 78
      BivariateCumulativeNormalDistributionWe0 4DPBivariateCumulativeNormalDistributionWe04DPQuantLib .BivariateCumulativeNormalDistributionWe 04DP
      BivariateCumulativeStudentDistributionBivariateCumulativeStudentDistributionQuantLib .BivariateCumulativeStudentDistribution
      InverseNonCentralChiSquareDistributionInverseNonCentralChiSquareDistributionQuantLib .InverseNonCentralChiSquareDistribution
      CTSMMCapletMaxHomogeneityCalibrationCTSMMCapletMaxHomogeneityCalibrationQuantLib .CTSMMCapletMaxHomogeneityCalibration
      VolatilityInterpolationSpecifierabcdVolatilityInterpolationSpecifierabcdQuantLib .VolatilityInterpolationSpecifierabcd
      MarketModelPathwiseMultiDeflatedCapletMarketModelPathwiseMultiDeflatedCapletQuantLib .MarketModelPathwiseMultiDeflatedCaplet
      MarketModelPathwiseCoterminalSwaptionsDe flatedMarketModelPathwiseCoterminalSwaptionsDeflatedQuantLib .MarketModelPathwiseCoterminalSwaptionsD eflated
      MarketModelPathwiseCoterminalSwaptionsNu mericalDeflatedMarketModelPathwiseCoterminalSwaptionsNumericalDeflatedQuantLib .MarketModelPathwiseCoterminalSwaptionsN umericalDeflated
      AnalyticContinuousGeometricAveragePriceA sianEngineAnalyticContinuousGeometricAveragePriceAsianEngineQuantLib .AnalyticContinuousGeometricAveragePrice AsianEngine
      AnalyticDiscreteGeometricAveragePriceAsi anEngineAnalyticDiscreteGeometricAveragePriceAsianEngineQuantLib .AnalyticDiscreteGeometricAveragePriceAs ianEngine
      AnalyticDiscreteGeometricAverageStrikeAs ianEngineAnalyticDiscreteGeometricAverageStrikeAsianEngineQuantLib .AnalyticDiscreteGeometricAverageStrikeA sianEngine
      BaroneAdesiWhaleyApproximationEngineBaroneAdesiWhaleyApproximationEngineQuantLib .BaroneAdesiWhaleyApproximationEngine
      BjerksundStenslandApproximationEngineBjerksundStenslandApproximationEngineQuantLib .BjerksundStenslandApproximationEngine
      AnalyticContinuousFixedLookbackEngineAnalyticContinuousFixedLookbackEngineQuantLib .AnalyticContinuousFixedLookbackEngine
      AnalyticContinuousFloatingLookbackEngineAnalyticContinuousFloatingLookbackEngineQuantLib .AnalyticContinuousFloatingLookbackEngin e
      AnalyticContinuousPartialFixedLookbackEn gineAnalyticContinuousPartialFixedLookbackEngineQuantLib .AnalyticContinuousPartialFixedLookbackE ngine
      AnalyticContinuousPartialFloatingLookbac kEngineAnalyticContinuousPartialFloatingLookbackEngineQuantLib .AnalyticContinuousPartialFloatingLookba ckEngine
      YoYInflationUnitDisplacedBlackCapFloorEn gineYoYInflationUnitDisplacedBlackCapFloorEngineQuantLib .YoYInflationUnitDisplacedBlackCapFloorE ngine
      BlackDeltaPremiumAdjustedSolverClassBlackDeltaPremiumAdjustedSolverClassQuantLib .BlackDeltaPremiumAdjustedSolverClass
      BlackDeltaPremiumAdjustedMaxStrikeClassBlackDeltaPremiumAdjustedMaxStrikeClassQuantLib .BlackDeltaPremiumAdjustedMaxStrikeClass
      AnalyticHolderExtensibleOptionEngineAnalyticHolderExtensibleOptionEngineQuantLib .AnalyticHolderExtensibleOptionEngine
      AnalyticPartialTimeBarrierOptionEngineAnalyticPartialTimeBarrierOptionEngineQuantLib .AnalyticPartialTimeBarrierOptionEngine
      AnalyticWriterExtensibleOptionEngineAnalyticWriterExtensibleOptionEngineQuantLib .AnalyticWriterExtensibleOptionEngine
      ContinuousArithmeticAsianVecerEngineContinuousArithmeticAsianVecerEngineQuantLib .ContinuousArithmeticAsianVecerEngine
      ExtendedEqualProbabilitiesBinomialTree<T >ExtendedEqualProbabilitiesBinomialTreeQuantLib .ExtendedEqualProbabilitiesBinomialTree <T>
      ArithmeticAveragedOvernightIndexedCoupon PricerArithmeticAveragedOvernightIndexedCouponPricerQuantLib .ArithmeticAveragedOvernightIndexedCoupo nPricer
      AnalyticDoubleBarrierBinaryEngine_helperAnalyticDoubleBarrierBinaryEngine_helperQuantLib .AnalyticDoubleBarrierBinaryEngine_helpe r
      DiscretizedDermanKaniDoubleBarrierOptionDiscretizedDermanKaniDoubleBarrierOptionQuantLib .DiscretizedDermanKaniDoubleBarrierOptio n
      InterpolatedYoYCapFloorTermPriceSurface <Interpolator2D,Interpolator1D>InterpolatedYoYCapFloorTermPriceSurfaceQuantLib .InterpolatedYoYCapFloorTermPriceSurface <Interpolator2D,Interpolator1D>
      MarketModelSmmCapletAlphaCalibrationTestMarketModelSmmCapletAlphaCalibrationTestMarketModelSmmCapletAlphaCalibrationTest
      MarketModelSmmCapletHomoCalibrationTestMarketModelSmmCapletHomoCalibrationTestMarketModelSmmCapletHomoCalibrationTest
      PiecewiseZeroSpreadedTermStructureTestPiecewiseZeroSpreadedTermStructureTestPiecewiseZeroSpreadedTermStructureTest
      HestonHullWhiteCorrelationConstraintHestonHullWhiteCorrelationConstraintanonymous_namespace{hybridhestonhullwhit eprocess.cpp} .HestonHullWhiteCorrelationConstraint

      Statistics

      Stat   SimpleName
      Sum:-
      Average:-
      Minimum:-
      Maximum:-
      Standard deviation:-
      Variance:-
      warning   Rule Violated:    Avoid methods with name too long

      146 methods matched

      146 methodsSimpleNameFull Name
      InterpolatedCPICapFloorTermPriceSurface <Interpolator2D>(Real,Rate ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention& ,constQuantLib::DayCounter&,constHandle <QuantLib::ZeroInflationIndex>& ,constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Rate>& ,conststd::vector<Rate>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::Matrix& ,constInterpolator2D&)InterpolatedCPICapFloorTermPriceSurface<Interpolator2D>QuantLib .InterpolatedCPICapFloorTermPriceSurface <Interpolator2D> .InterpolatedCPICapFloorTermPriceSurface <Interpolator2D>(Real,Rate ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention& ,constQuantLib::DayCounter&,constHandle <QuantLib::ZeroInflationIndex>& ,constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Rate>& ,conststd::vector<Rate>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::Matrix& ,constInterpolator2D&)
      incompleteGammaFunctionContinuedFraction Repr(Real,Real,Real,Integer)incompleteGammaFunctionContinuedFractionReprQuantLib.__Globals .incompleteGammaFunctionContinuedFractio nRepr(Real,Real,Real,Integer)
      modifiedBesselFunction_i_exponentiallyWe ighted(Real,Real)modifiedBesselFunction_i_exponentiallyWeightedQuantLib.__Globals .modifiedBesselFunction_i_exponentiallyW eighted(Real,Real)
      modifiedBesselFunction_k_exponentiallyWe ighted(Real,Real)modifiedBesselFunction_k_exponentiallyWeightedQuantLib.__Globals .modifiedBesselFunction_k_exponentiallyW eighted(Real,Real)
      modifiedBesselFunction_i_exponentiallyWe ighted(Real,conststd::complex<Real>&)modifiedBesselFunction_i_exponentiallyWeightedQuantLib.__Globals .modifiedBesselFunction_i_exponentiallyW eighted(Real,conststd::complex<Real>&)
      modifiedBesselFunction_k_exponentiallyWe ighted(Real,conststd::complex<Real>&)modifiedBesselFunction_k_exponentiallyWeightedQuantLib.__Globals .modifiedBesselFunction_k_exponentiallyW eighted(Real,conststd::complex<Real>&)
      triangularAnglesParametrizationUnconstra ined(constQuantLib::Array&,Size,Size)triangularAnglesParametrizationUnconstrainedQuantLib.__Globals .triangularAnglesParametrizationUnconstr ained(constQuantLib::Array&,Size,Size)
      lmmTriangularAnglesParametrizationUncons trained(constQuantLib::Array&,Size,Size)lmmTriangularAnglesParametrizationUnconstrainedQuantLib.__Globals .lmmTriangularAnglesParametrizationUncon strained(constQuantLib::Array&,Size,Size )
      triangularAnglesParametrizationRankThree (Real,Real,Real,Size)triangularAnglesParametrizationRankThreeQuantLib.__Globals .triangularAnglesParametrizationRankThre e(Real,Real,Real,Size)
      triangularAnglesParametrizationRankThree Vectorial(constQuantLib::Array&,Size)triangularAnglesParametrizationRankThreeVectorialQuantLib.__Globals .triangularAnglesParametrizationRankThre eVectorial(constQuantLib::Array&,Size)
      checkIncreasingTimesAndCalculateTaus (conststd::vector<Time>&,std::vector <Time>&)checkIncreasingTimesAndCalculateTausQuantLib.__Globals .checkIncreasingTimesAndCalculateTaus (conststd::vector<Time>&,std::vector <Time>&)
      blackFormulaImpliedStdDevApproximation (Option::Type,Real,Real,Real,Real,Real)blackFormulaImpliedStdDevApproximationQuantLib.__Globals .blackFormulaImpliedStdDevApproximation (Option::Type,Real,Real,Real,Real,Real)
      bachelierBlackFormulaStdDevDerivative (Real,Real,Real,Real)bachelierBlackFormulaStdDevDerivativeQuantLib.__Globals .bachelierBlackFormulaStdDevDerivative (Real,Real,Real,Real)
      UnitDisplacedBlackYoYInflationCouponPric er(constHandle <QuantLib::YoYOptionletVolatilitySurface >&)UnitDisplacedBlackYoYInflationCouponPricerQuantLib .UnitDisplacedBlackYoYInflationCouponPri cer .UnitDisplacedBlackYoYInflationCouponPri cer(constHandle <QuantLib::YoYOptionletVolatilitySurface >&)
      ~UnitDisplacedBlackYoYInflationCouponPri cer()~UnitDisplacedBlackYoYInflationCouponPricerQuantLib .UnitDisplacedBlackYoYInflationCouponPri cer .~UnitDisplacedBlackYoYInflationCouponPr icer()
      ForwardOptionArguments<ArgumentsType>()ForwardOptionArguments<ArgumentsType>QuantLib.ForwardOptionArguments <ArgumentsType>.ForwardOptionArguments <ArgumentsType>()
      ContinuousPartialFloatingLookbackOption (Real,Real,QuantLib::Date,constint)ContinuousPartialFloatingLookbackOptionQuantLib .ContinuousPartialFloatingLookbackOption .ContinuousPartialFloatingLookbackOption (Real,Real,QuantLib::Date,constint)
      ContinuousPartialFixedLookbackOption (QuantLib::Date,constint)ContinuousPartialFixedLookbackOptionQuantLib .ContinuousPartialFixedLookbackOption .ContinuousPartialFixedLookbackOption (QuantLib::Date,constint)
      withFloatingLegTerminationDateConvention (QuantLib::BusinessDayConvention)withFloatingLegTerminationDateConventionQuantLib.MakeCms .withFloatingLegTerminationDateConventio n(QuantLib::BusinessDayConvention)
      operatorQuantLib::OvernightIndexedSwap()operatorQuantLib::OvernightIndexedSwapQuantLib.MakeOIS .operatorQuantLib::OvernightIndexedSwap( )
      withFixedLegTerminationDateConvention (QuantLib::BusinessDayConvention)withFixedLegTerminationDateConventionQuantLib.MakeVanillaSwap .withFixedLegTerminationDateConvention (QuantLib::BusinessDayConvention)
      withFloatingLegTerminationDateConvention (QuantLib::BusinessDayConvention)withFloatingLegTerminationDateConventionQuantLib.MakeVanillaSwap .withFloatingLegTerminationDateConventio n(QuantLib::BusinessDayConvention)
      operatorQuantLib::YoYInflationCapFloor()operatorQuantLib::YoYInflationCapFloorQuantLib.MakeYoYInflationCapFloor .operatorQuantLib::YoYInflationCapFloor( )
      BivariateCumulativeNormalDistributionDr7 8(Real)BivariateCumulativeNormalDistributionDr78QuantLib .BivariateCumulativeNormalDistributionDr 78 .BivariateCumulativeNormalDistributionDr 78(Real)
      BivariateCumulativeNormalDistributionWe0 4DP(Real)BivariateCumulativeNormalDistributionWe04DPQuantLib .BivariateCumulativeNormalDistributionWe 04DP .BivariateCumulativeNormalDistributionWe 04DP(Real)
      BivariateCumulativeStudentDistribution (Natural,Real)BivariateCumulativeStudentDistributionQuantLib .BivariateCumulativeStudentDistribution .BivariateCumulativeStudentDistribution (Natural,Real)
      InverseNonCentralChiSquareDistribution (Real,Real,Size,Real)InverseNonCentralChiSquareDistributionQuantLib .InverseNonCentralChiSquareDistribution .InverseNonCentralChiSquareDistribution (Real,Real,Size,Real)
      CTSMMCapletMaxHomogeneityCalibration (constQuantLib::EvolutionDescription& ,constint)CTSMMCapletMaxHomogeneityCalibrationQuantLib .CTSMMCapletMaxHomogeneityCalibration .CTSMMCapletMaxHomogeneityCalibration (constQuantLib::EvolutionDescription& ,constint)
      timeDependentUnCalibratedSwaptionVols (Size)timeDependentUnCalibratedSwaptionVolsQuantLib.CTSMMCapletCalibration .timeDependentUnCalibratedSwaptionVols (Size)
      VolatilityInterpolationSpecifierabcd (Size,Size,conststd::vector <PiecewiseConstantAbcdVariance>& ,conststd::vector<Time>&,Real)VolatilityInterpolationSpecifierabcdQuantLib .VolatilityInterpolationSpecifierabcd .VolatilityInterpolationSpecifierabcd (Size,Size,conststd::vector <PiecewiseConstantAbcdVariance>& ,conststd::vector<Time>&,Real)
      ~VolatilityInterpolationSpecifierabcd()~VolatilityInterpolationSpecifierabcdQuantLib .VolatilityInterpolationSpecifierabcd .~VolatilityInterpolationSpecifierabcd()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.MultiProductComposite .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.SingleProductComposite .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.CallSpecifiedMultiProduct .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.MarketModelCashRebate .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.ExerciseAdapter .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.MultiStepCoinitialSwaps .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.MultiStepCoterminalSwaps .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.MultiStepCoterminalSwaptions .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.MultiStepForwards .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.MultiStepInverseFloater .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.MultiStepNothing .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.MultiStepOptionlets .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.MultiProductPathwiseWrapper .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.MultiStepPeriodCapletSwaptions .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.MultiStepRatchet .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.MultiStepSwap .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.MultiStepSwaption .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.MultiStepTarn .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.OneStepCoinitialSwaps .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.OneStepCoterminalSwaps .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.OneStepForwards .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.OneStepOptionlets .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib .CallSpecifiedPathwiseMultiProduct .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.MarketModelPathwiseMultiCaplet .maxNumberOfCashFlowsPerProductPerStep()
      MarketModelPathwiseMultiDeflatedCaplet (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Time>& ,conststd::vector<Rate>&)MarketModelPathwiseMultiDeflatedCapletQuantLib .MarketModelPathwiseMultiDeflatedCaplet .MarketModelPathwiseMultiDeflatedCaplet (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Time>& ,conststd::vector<Rate>&)
      MarketModelPathwiseMultiDeflatedCaplet (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Time>&,Rate)MarketModelPathwiseMultiDeflatedCapletQuantLib .MarketModelPathwiseMultiDeflatedCaplet .MarketModelPathwiseMultiDeflatedCaplet (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Time>&,Rate)
      ~MarketModelPathwiseMultiDeflatedCaplet( )~MarketModelPathwiseMultiDeflatedCapletQuantLib .MarketModelPathwiseMultiDeflatedCaplet .~MarketModelPathwiseMultiDeflatedCaplet ()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib .MarketModelPathwiseMultiDeflatedCaplet .maxNumberOfCashFlowsPerProductPerStep()
      ~MarketModelPathwiseMultiDeflatedCap()~MarketModelPathwiseMultiDeflatedCapQuantLib .MarketModelPathwiseMultiDeflatedCap .~MarketModelPathwiseMultiDeflatedCap()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib .MarketModelPathwiseMultiDeflatedCap .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.MarketModelPathwiseCashRebate .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib .MarketModelPathwiseInverseFloater .maxNumberOfCashFlowsPerProductPerStep()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib.MarketModelPathwiseSwap .maxNumberOfCashFlowsPerProductPerStep()
      MarketModelPathwiseCoterminalSwaptionsDe flated(conststd::vector<Time>& ,conststd::vector<Rate>&)MarketModelPathwiseCoterminalSwaptionsDeflatedQuantLib .MarketModelPathwiseCoterminalSwaptionsD eflated .MarketModelPathwiseCoterminalSwaptionsD eflated(conststd::vector<Time>& ,conststd::vector<Rate>&)
      ~MarketModelPathwiseCoterminalSwaptionsD eflated()~MarketModelPathwiseCoterminalSwaptionsDeflatedQuantLib .MarketModelPathwiseCoterminalSwaptionsD eflated .~MarketModelPathwiseCoterminalSwaptions Deflated()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib .MarketModelPathwiseCoterminalSwaptionsD eflated .maxNumberOfCashFlowsPerProductPerStep()
      MarketModelPathwiseCoterminalSwaptionsNu mericalDeflated(conststd::vector<Time>& ,conststd::vector<Rate>&,Real)MarketModelPathwiseCoterminalSwaptionsNumericalDeflatedQuantLib .MarketModelPathwiseCoterminalSwaptionsN umericalDeflated .MarketModelPathwiseCoterminalSwaptionsN umericalDeflated(conststd::vector<Time>& ,conststd::vector<Rate>&,Real)
      ~MarketModelPathwiseCoterminalSwaptionsN umericalDeflated()~MarketModelPathwiseCoterminalSwaptionsNumericalDeflatedQuantLib .MarketModelPathwiseCoterminalSwaptionsN umericalDeflated .~MarketModelPathwiseCoterminalSwaptions NumericalDeflated()
      maxNumberOfCashFlowsPerProductPerStep()maxNumberOfCashFlowsPerProductPerStepQuantLib .MarketModelPathwiseCoterminalSwaptionsN umericalDeflated .maxNumberOfCashFlowsPerProductPerStep()
      AnalyticContinuousGeometricAveragePriceA sianEngine(constint)AnalyticContinuousGeometricAveragePriceAsianEngineQuantLib .AnalyticContinuousGeometricAveragePrice AsianEngine .AnalyticContinuousGeometricAveragePrice AsianEngine(constint)
      AnalyticDiscreteGeometricAveragePriceAsi anEngine(constint)AnalyticDiscreteGeometricAveragePriceAsianEngineQuantLib .AnalyticDiscreteGeometricAveragePriceAs ianEngine .AnalyticDiscreteGeometricAveragePriceAs ianEngine(constint)
      AnalyticDiscreteGeometricAverageStrikeAs ianEngine(constint)AnalyticDiscreteGeometricAverageStrikeAsianEngineQuantLib .AnalyticDiscreteGeometricAverageStrikeA sianEngine .AnalyticDiscreteGeometricAverageStrikeA sianEngine(constint)
      BaroneAdesiWhaleyApproximationEngine (constint)BaroneAdesiWhaleyApproximationEngineQuantLib .BaroneAdesiWhaleyApproximationEngine .BaroneAdesiWhaleyApproximationEngine (constint)
      BjerksundStenslandApproximationEngine (constint)BjerksundStenslandApproximationEngineQuantLib .BjerksundStenslandApproximationEngine .BjerksundStenslandApproximationEngine (constint)
      MCAmericanEngine<RNG,S,RNG_Calibration> (constint)MCAmericanEngine<RNG,S,RNG_Calibration>QuantLib.MCAmericanEngine<RNG,S ,RNG_Calibration,>.MCAmericanEngine<RNG ,S,RNG_Calibration>(constint)
      MakeMCAmericanEngine<RNG,S ,RNG_Calibration>(constint)MakeMCAmericanEngine<RNG,S,RNG_Calibration>QuantLib.MakeMCAmericanEngine<RNG,S ,RNG_Calibration,>.MakeMCAmericanEngine <RNG,S,RNG_Calibration>(constint)
      MakeMCHullWhiteCapFloorEngine<RNG,S> (constint)MakeMCHullWhiteCapFloorEngine<RNG,S>QuantLib.MakeMCHullWhiteCapFloorEngine <RNG,S>.MakeMCHullWhiteCapFloorEngine <RNG,S>(constint)
      AnalyticContinuousFixedLookbackEngine (constint)AnalyticContinuousFixedLookbackEngineQuantLib .AnalyticContinuousFixedLookbackEngine .AnalyticContinuousFixedLookbackEngine (constint)
      AnalyticContinuousFloatingLookbackEngine (constint)AnalyticContinuousFloatingLookbackEngineQuantLib .AnalyticContinuousFloatingLookbackEngin e .AnalyticContinuousFloatingLookbackEngin e(constint)
      AnalyticContinuousPartialFixedLookbackEn gine(constint)AnalyticContinuousPartialFixedLookbackEngineQuantLib .AnalyticContinuousPartialFixedLookbackE ngine .AnalyticContinuousPartialFixedLookbackE ngine(constint)
      AnalyticContinuousPartialFloatingLookbac kEngine(constint)AnalyticContinuousPartialFloatingLookbackEngineQuantLib .AnalyticContinuousPartialFloatingLookba ckEngine .AnalyticContinuousPartialFloatingLookba ckEngine(constint)
      YoYInflationUnitDisplacedBlackCapFloorEn gine(constint)YoYInflationUnitDisplacedBlackCapFloorEngineQuantLib .YoYInflationUnitDisplacedBlackCapFloorE ngine .YoYInflationUnitDisplacedBlackCapFloorE ngine(constint)
      terminationDateBusinessDayConvention()terminationDateBusinessDayConventionQuantLib.Schedule .terminationDateBusinessDayConvention()
      BlackDeltaPremiumAdjustedSolverClass (Option::Type,DeltaVolQuote::DeltaType ,Real,DiscountFactor,DiscountFactor,Real ,Real)BlackDeltaPremiumAdjustedSolverClassQuantLib .BlackDeltaPremiumAdjustedSolverClass .BlackDeltaPremiumAdjustedSolverClass (Option::Type,DeltaVolQuote::DeltaType ,Real,DiscountFactor,DiscountFactor,Real ,Real)
      BlackDeltaPremiumAdjustedMaxStrikeClass (Option::Type,DeltaVolQuote::DeltaType ,Real,DiscountFactor,DiscountFactor,Real )BlackDeltaPremiumAdjustedMaxStrikeClassQuantLib .BlackDeltaPremiumAdjustedMaxStrikeClass .BlackDeltaPremiumAdjustedMaxStrikeClass (Option::Type,DeltaVolQuote::DeltaType ,Real,DiscountFactor,DiscountFactor,Real )
      AnalyticHolderExtensibleOptionEngine (constint)AnalyticHolderExtensibleOptionEngineQuantLib .AnalyticHolderExtensibleOptionEngine .AnalyticHolderExtensibleOptionEngine (constint)
      AnalyticPartialTimeBarrierOptionEngine (constint)AnalyticPartialTimeBarrierOptionEngineQuantLib .AnalyticPartialTimeBarrierOptionEngine .AnalyticPartialTimeBarrierOptionEngine (constint)
      AnalyticWriterExtensibleOptionEngine (constint)AnalyticWriterExtensibleOptionEngineQuantLib .AnalyticWriterExtensibleOptionEngine .AnalyticWriterExtensibleOptionEngine (constint)
      ContinuousArithmeticAsianVecerEngine (constint)ContinuousArithmeticAsianVecerEngineQuantLib .ContinuousArithmeticAsianVecerEngine .ContinuousArithmeticAsianVecerEngine (constint)
      ExtendedEqualProbabilitiesBinomialTree<T >(constint)ExtendedEqualProbabilitiesBinomialTree<T>QuantLib .ExtendedEqualProbabilitiesBinomialTree <T> .ExtendedEqualProbabilitiesBinomialTree <T>(constint)
      ~ExtendedEqualProbabilitiesBinomialTree <T>()~ExtendedEqualProbabilitiesBinomialTree<T>QuantLib .ExtendedEqualProbabilitiesBinomialTree <T> .~ExtendedEqualProbabilitiesBinomialTree <T>()
      ArithmeticAveragedOvernightIndexedCoupon Pricer(Real,Real,bool)ArithmeticAveragedOvernightIndexedCouponPricerQuantLib .ArithmeticAveragedOvernightIndexedCoupo nPricer .ArithmeticAveragedOvernightIndexedCoupo nPricer(Real,Real,bool)
      operatorQuantLib::ArithmeticAverageOIS()operatorQuantLib::ArithmeticAverageOISQuantLib.MakeArithmeticAverageOIS .operatorQuantLib::ArithmeticAverageOIS( )
      AnalyticDoubleBarrierBinaryEngine_helper (constint)AnalyticDoubleBarrierBinaryEngine_helperQuantLib .AnalyticDoubleBarrierBinaryEngine_helpe r .AnalyticDoubleBarrierBinaryEngine_helpe r(constint)
      DiscretizedDermanKaniDoubleBarrierOption (constDoubleBarrierOption::arguments& ,constQuantLib::StochasticProcess& ,constQuantLib::TimeGrid&)DiscretizedDermanKaniDoubleBarrierOptionQuantLib .DiscretizedDermanKaniDoubleBarrierOptio n .DiscretizedDermanKaniDoubleBarrierOptio n(constDoubleBarrierOption::arguments& ,constQuantLib::StochasticProcess& ,constQuantLib::TimeGrid&)
      InterpolatedYoYCapFloorTermPriceSurface <Interpolator2D,Interpolator1D>(Natural ,constQuantLib::Period&,constint)InterpolatedYoYCapFloorTermPriceSurface<Interpolator2D,Interpolator1D>QuantLib .InterpolatedYoYCapFloorTermPriceSurface <Interpolator2D,Interpolator1D> .InterpolatedYoYCapFloorTermPriceSurface <Interpolator2D,Interpolator1D>(Natural ,constQuantLib::Period&,constint)
      switchErrorFunctionOnCalibrationType()switchErrorFunctionOnCalibrationTypeanonymous_namespace{cmsmarketcalibration .cpp}.ObjectiveFunction .switchErrorFunctionOnCalibrationType()
      switchErrorsFunctionOnCalibrationType()switchErrorsFunctionOnCalibrationTypeanonymous_namespace{cmsmarketcalibration .cpp}.ObjectiveFunction .switchErrorsFunctionOnCalibrationType()
      testAnalyticContinuousGeometricAveragePr ice()testAnalyticContinuousGeometricAveragePriceAsianOptionTest .testAnalyticContinuousGeometricAverageP rice()

      Statistics

      Stat   SimpleName
      Sum:-
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      warning   Rule Violated:    Avoid fields with name too long

      13 fields matched

      • Formatting: bold means added, underlined means code was changed, strike-bold means removed (since baseline)
      13 fieldsFull Name
      timeDependentCalibratedSwaptionVols_QuantLib.CTSMMCapletCalibration .timeDependentCalibratedSwaptionVols_
      ExponentialCorrelationFlatVolatilityMarketModelTest+MarketModelType .ExponentialCorrelationFlatVolatility
      ExponentialCorrelationAbcdVolatilityMarketModelTest+MarketModelType .ExponentialCorrelationAbcdVolatility
      ExponentialCorrelationFlatVolatilityanonymous_namespace{marketmodel_cms.cpp} .MarketModelType .ExponentialCorrelationFlatVolatility
      ExponentialCorrelationAbcdVolatilityanonymous_namespace{marketmodel_cms.cpp} .MarketModelType .ExponentialCorrelationAbcdVolatility
      ExponentialCorrelationFlatVolatilityanonymous_namespace{marketmodel_smm.cpp} .MarketModelType .ExponentialCorrelationFlatVolatility
      ExponentialCorrelationAbcdVolatilityanonymous_namespace{marketmodel_smm.cpp} .MarketModelType .ExponentialCorrelationAbcdVolatility
      ExponentialCorrelationFlatVolatilityanonymous_namespace{marketmodel_smmcaple talphacalibration.cpp}.MarketModelType .ExponentialCorrelationFlatVolatility
      ExponentialCorrelationAbcdVolatilityanonymous_namespace{marketmodel_smmcaple talphacalibration.cpp}.MarketModelType .ExponentialCorrelationAbcdVolatility
      ExponentialCorrelationFlatVolatilityanonymous_namespace{marketmodel_smmcaple tcalibration.cpp}.MarketModelType .ExponentialCorrelationFlatVolatility
      ExponentialCorrelationAbcdVolatilityanonymous_namespace{marketmodel_smmcaple tcalibration.cpp}.MarketModelType .ExponentialCorrelationAbcdVolatility
      ExponentialCorrelationFlatVolatilityanonymous_namespace{marketmodel_smmcaple thomocalibration.cpp}.MarketModelType .ExponentialCorrelationFlatVolatility
      ExponentialCorrelationAbcdVolatilityanonymous_namespace{marketmodel_smmcaple thomocalibration.cpp}.MarketModelType .ExponentialCorrelationAbcdVolatility

      Statistics

      Stat
      Sum:
      Average:
      Minimum:
      Maximum:
      Standard deviation:
      Variance:
      warning   Rule Violated:    Avoid naming types and namespaces with the same identifier

      1 type matched

      • Formatting: bold means added, underlined means code was changed, strike-bold means removed (since baseline)
      1 typenamespacesFull Name
      NoArbSabrModel01 namespaceQuantLib.NoArbSabrModel

      Statistics

      Stat   namespaces
      Sum:1
      Average:1
      Minimum:1
      Maximum:1
      Standard deviation:0
      Variance:0

      Quality Gates

      ok   Code Query:    Quality Gates Evolution

      8 quality gates matched

      8 quality gatesEvolutionBaselineStatusStatusBaselineValueValueFull Name
      Blocker Issues43Pass4Pass0 issues0 issuesQuality Gate
      Critical Issues20Fail0Fail12 issues12 issuesQuality Gate
      New Blocker / Critical / High IssuesN/A7N/A3Pass0null0 issuesQuality Gate
      Critical Rules Violated12Fail2Fail3 rules3 rulesQuality Gate
      Percentage Debt04Pass6Pass10.12 %10.12 %Quality Gate
      New Debt since BaselineN/A6N/A5Pass7null0 man-daysQuality Gate
      Debt Rating per Namespace31Fail1Fail41 namespaces41 namespacesQuality Gate
      New Annual Interest since BaselineN/A5N/A7Pass5null0 man-daysQuality Gate

      Statistics

      Stat   Evolution   BaselineStatus   Status   BaselineValue   Value
      Sum:-----
      Average:-----
      Minimum:-----
      Maximum:-----
      Standard deviation:-----
      Variance:-----
      ok   Quality Gate Pass:    Percentage Code Coverage

      Scalar Result: N/A %

      ok   Quality Gate Pass:    Percentage Coverage on New Code

      Scalar Result: N/A %

      ok   Quality Gate Pass:    Percentage Coverage on Refactored Code

      Scalar Result: N/A %

      ok   Quality Gate Pass:    Blocker Issues

      No issue matched

      ok   Quality Gate Fail:    Critical Issues

      12 issues matched

      12 issuesSeverityDebtAnnual InterestFull Name
      Critical issue on: anonymous_namespace{rangeaccrual.cpp} .CommonVars03Critical001d 2h032h 0minRule violated: Avoid types too big
      Critical issue on: MarketModelTest.testPathwiseVegas()04Critical056h 0min042h 0minRule violated: Avoid methods with too many local variables
      Critical issue on: MarketModelTest .testPathwiseMarketVegas()05Critical036h 0min052h 0minRule violated: Avoid methods with too many local variables
      Critical issue on: AssetSwapTest .testSpecializedBondVsGenericBondUsingAs w()00Critical016h 0min002h 0minRule violated: Avoid methods with too many local variables
      Critical issue on: AssetSwapTest.testMASWWithGenericBond()01Critical026h 0min012h 0minRule violated: Avoid methods with too many local variables
      Critical issue on: QuantLib .AnalyticGJRGARCHEngine.calculate()02Critical046h 0min022h 0minRule violated: Avoid methods with too many local variables
      Critical issue on: AssetSwapTest .testSpecializedBondVsGenericBond()09Critical106h 0min092h 0minRule violated: Avoid methods with too many local variables
      Critical issue on: __Globals.main(int,char**)10Critical116h 0min102h 0minRule violated: Avoid methods with too many local variables
      Critical issue on: VPPTest.testVPPPricing()11Critical096h 0min112h 0minRule violated: Avoid methods with too many local variables
      Critical issue on: __Globals.InverseFloater(Real)06Critical076h 0min062h 0minRule violated: Avoid methods with too many local variables
      Critical issue on: AssetSwapTest.testGenericBondImplied()07Critical086h 0min072h 0minRule violated: Avoid methods with too many local variables
      Critical issue on: __Globals.Bermudan()08Critical066h 0min082h 0minRule violated: Avoid methods with too many local variables

      Statistics

      Stat   Severity   Debt   Annual Interest
      Sum:-9d 4h3d 0h
      Average:-6h 20min2h 0min
      Minimum:-6h 0min2h 0min
      Maximum:-1d 2h2h 0min
      Standard deviation:-1h 6min0min 0s
      Variance:-550d0min 0s
      ok   Quality Gate Pass:    New Blocker / Critical / High Issues

      No issue matched

      ok   Quality Gate Fail:    Critical Rules Violated

      3 rules matched

      3 rulesissuesFull Name
      Avoid types too big220 issuesRule
      Avoid methods too big, too complex0311 issuesRule
      Avoid methods with too many parameters1181 issuesRule

      Statistics

      Stat   issues
      Sum:512
      Average:170.67
      Minimum:20
      Maximum:311
      Standard deviation:119.02
      Variance:14 167
      ok   Quality Gate Pass:    Percentage Debt

      Scalar Result: 10.12 %

      ok   Quality Gate Pass:    New Debt since Baseline

      Scalar Result: 0 man-days

      ok   Quality Gate Fail:    Debt Rating per Namespace

      41 namespaces matched

      41 namespacesdebtRatingdebtRatiodevTimeInManDaydebtInManDayissuesFull Name
      13D3424.51026d 1h031d 4h0125 issues
      QuantLib.MINPACK14D3127.42016d 3h021d 6h0210 issuesQuantLib.MINPACK
      QuantLib .anonymous_namespace{bivariatestudenttdi stribution.cpp}11D3624.27161d 4h233h 2min212 issuesQuantLib .anonymous_namespace{bivariatestudenttdi stribution.cpp}
      QuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp}12D0643.23092d 0h097h 13min094 issuesQuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp}
      QuantLib .anonymous_namespace{hestonblackvolsurfa ce.cpp}00E00231.484025min381h 0min331 issueQuantLib .anonymous_namespace{hestonblackvolsurfa ce.cpp}
      QuantLib.anonymous_namespace{stulzengine .cpp}01E0174.56364h 10min213h 6min084 issuesQuantLib.anonymous_namespace{stulzengine .cpp}
      QuantLib .anonymous_namespace{bjerksundstenslande ngine.cpp}15D2033.07373h 1min401h 0min341 issueQuantLib .anonymous_namespace{bjerksundstenslande ngine.cpp}
      QuantLib .anonymous_namespace{integralhestonvaria nceoptionengine.cpp}18D0842.64082d 1h077h 25min037 issuesQuantLib .anonymous_namespace{integralhestonvaria nceoptionengine.cpp}
      19D3028.6400298d0085d00800 issues
      anonymous_namespace{americanoption.cpp}16D1635.61306h 2min282h 9min401 issueanonymous_namespace{americanoption.cpp}
      anonymous_namespace{capflooredcoupon .cpp}17D2829.03267h 3min312h 2min162 issuesanonymous_namespace{capflooredcoupon .cpp}
      anonymous_namespace{cdo.cpp}03E0257.87391h 43min391h 0min351 issueanonymous_namespace{cdo.cpp}
      anonymous_namespace{cliquetoption.cpp}02E0355.28325h 36min223h 6min103 issuesanonymous_namespace{cliquetoption.cpp}
      anonymous_namespace{compoundoption.cpp}05D1336.41382h 52min371h 2min321 issueanonymous_namespace{compoundoption.cpp}
      anonymous_namespace{convertiblebonds .cpp}04D3723.41344h 53min351h 8min361 issueanonymous_namespace{convertiblebonds .cpp}
      anonymous_namespace{defaultprobabilitycu rves.cpp}09D1535.84221d 1h193h 24min074 issuesanonymous_namespace{defaultprobabilitycu rves.cpp}
      anonymous_namespace{dividendoption.cpp}08D2529.55286h 46min322h 0min371 issueanonymous_namespace{dividendoption.cpp}
      anonymous_namespace{doublebarrieroption .cpp}07D3822.76354h 36min361h 2min391 issueanonymous_namespace{doublebarrieroption .cpp}
      anonymous_namespace{europeanoption.cpp}10D3325.37241d 0h302h 7min282 issuesanonymous_namespace{europeanoption.cpp}
      anonymous_namespace{extendedtrees.cpp}06D1435.88315h 54min292h 7min302 issuesanonymous_namespace{extendedtrees.cpp}
      anonymous_namespace{forwardoption.cpp}20D0742.89277h 3min253h 1min113 issuesanonymous_namespace{forwardoption.cpp}
      anonymous_namespace{hestonslvmodel.cpp}34D2132.88053d 4h041d 1h056 issuesanonymous_namespace{hestonslvmodel.cpp}
      anonymous_namespace{inflationvolatility .cpp}35D2629.46151d 4h173h 41min292 issuesanonymous_namespace{inflationvolatility .cpp}
      anonymous_namespace{margrabeoption.cpp}33D3922.42335h 19min341h 11min381 issueanonymous_namespace{margrabeoption.cpp}
      anonymous_namespace{piecewiseyieldcurve .cpp}31D2429.71063d 1h067h 26min046 issuesanonymous_namespace{piecewiseyieldcurve .cpp}
      anonymous_namespace{swaptionvolatilityma trix.cpp}32D4021.17296h 20min331h 20min272 issuesanonymous_namespace{swaptionvolatilityma trix.cpp}
      39D3524.37043d 6h087h 24min232 issues
      40D3227.07201d 3h243h 2min312 issues
      38D1037.85141d 4h134h 51min123 issues
      36D1934.54111d 6h124h 52min262 issues
      37D1835.09251d 0h262h 52min252 issues
      24D2729.14101d 7h154h 31min242 issues
      25D2928.78181d 3h203h 13min143 issues
      23D1137.15072d 4h057h 45min152 issues
      21D2232.71121d 5h144h 34min133 issues
      22D2330.14231d 0h272h 41min222 issues
      29D0543.24131d 4h105h 36min192 issues
      30D0939.54034d 6h011d 7h065 issues
      28D0447.88191d 3h115h 22min202 issues
      26D1236.88171d 3h164h 24min172 issues
      27D1735.18211d 2h183h 35min182 issues

      Statistics

      Stat   debtRating   debtRatio   devTimeInManDay   debtInManDay   issues
      Sum:-1 615365d107d929
      Average:-39.398d 7h2d 4h22.66
      Minimum:-21.1725min1h 0min1
      Maximum:-231.48298d85d800
      Standard deviation:-32.145d13d 0h122.97
      Variance:-1 030overflow4 940 458d15 122
      ok   Quality Gate Pass:    New Annual Interest since Baseline

      Scalar Result: 0 man-days

      Object Oriented Design


      ok   Validated Rule:    Base class should not use derivatives

      No type matched

      warning   Rule Violated:    Class shouldn't be too deep in inheritance tree

      351 types matched

      351 typesbaseClassesDepth of inheritanceDebtSeverityFull Name
      ExtendedCoxIngersollRoss0019 types008600121min033MediumQuantLib.ExtendedCoxIngersollRoss
      HullWhite0009 types007600021min032MediumQuantLib.HullWhite
      GeneralizedHullWhite0028 types036500218min031MediumQuantLib.GeneralizedHullWhite
      CappedFlooredIborCoupon0117 types006601115min036MediumQuantLib.CappedFlooredIborCoupon
      CappedFlooredCmsCoupon0107 types010601015min035MediumQuantLib.CappedFlooredCmsCoupon
      CappedFlooredYoYInflationCoupon0097 types009600915min034MediumQuantLib.CappedFlooredYoYInflationCoupon
      DigitalCmsCoupon0147 types002601415min027MediumQuantLib.DigitalCmsCoupon
      DigitalIborCoupon0137 types001601315min026MediumQuantLib.DigitalIborCoupon
      CoxIngersollRoss0127 types035501215min025MediumQuantLib.CoxIngersollRoss
      Vasicek0057 types038500515min030MediumQuantLib.Vasicek
      G20047 types097400415min029MediumQuantLib.G2
      SwaptionVolCube20037 types000600315min028MediumQuantLib.SwaptionVolCube2
      SabrVolSurface0087 types005600815min037MediumQuantLib.SabrVolSurface
      CappedFlooredCmsSpreadCoupon0077 types004600715min046MediumQuantLib.CappedFlooredCmsSpreadCoupon
      DigitalCmsSpreadCoupon0067 types003600615min045MediumQuantLib.DigitalCmsSpreadCoupon
      AverageBMACoupon0386 types037503812min044MediumQuantLib.AverageBMACoupon
      CappedFlooredCoupon0376 types034503712min049MediumQuantLib.CappedFlooredCoupon
      CmsCoupon0406 types031504012min048MediumQuantLib.CmsCoupon
      NumericHaganPricer0396 types092403912min047MediumQuantLib.NumericHaganPricer
      AnalyticHaganPricer0346 types093403412min040MediumQuantLib.AnalyticHaganPricer
      CPICoupon0336 types030503312min039MediumQuantLib.CPICoupon
      DigitalCoupon0366 types033503612min038MediumQuantLib.DigitalCoupon
      IborCoupon0356 types032503512min043MediumQuantLib.IborCoupon
      OvernightIndexedCoupon0416 types045504112min042MediumQuantLib.OvernightIndexedCoupon
      RangeAccrualFloatersCoupon0476 types044504712min041MediumQuantLib.RangeAccrualFloatersCoupon
      YoYInflationCoupon0466 types047504612min008MediumQuantLib.YoYInflationCoupon
      Eonia0496 types046504912min007MediumQuantLib.Eonia
      EuriborSW0486 types043504812min006MediumQuantLib.EuriborSW
      Euribor2W0436 types040504312min011MediumQuantLib.Euribor2W
      Euribor3W0426 types039504212min010MediumQuantLib.Euribor3W
      Euribor1M0456 types042504512min009MediumQuantLib.Euribor1M
      Euribor2M0446 types041504412min002MediumQuantLib.Euribor2M
      Euribor3M0326 types029503212min001MediumQuantLib.Euribor3M
      Euribor4M0206 types019502012min000MediumQuantLib.Euribor4M
      Euribor5M0196 types016501912min005MediumQuantLib.Euribor5M
      Euribor6M0226 types017502212min004MediumQuantLib.Euribor6M
      Euribor7M0216 types018502112min003MediumQuantLib.Euribor7M
      Euribor8M0166 types015501612min012MediumQuantLib.Euribor8M
      Euribor9M0156 types011501512min021MediumQuantLib.Euribor9M
      Euribor10M0186 types014501812min020MediumQuantLib.Euribor10M
      Euribor11M0176 types013501712min019MediumQuantLib.Euribor11M
      Euribor1Y0236 types012502312min024MediumQuantLib.Euribor1Y
      Euribor365_SW0296 types026502912min023MediumQuantLib.Euribor365_SW
      Euribor365_2W0286 types025502812min022MediumQuantLib.Euribor365_2W
      Euribor365_3W0316 types028503112min015MediumQuantLib.Euribor365_3W
      Euribor365_1M0306 types027503012min014MediumQuantLib.Euribor365_1M
      Euribor365_2M0256 types024502512min013MediumQuantLib.Euribor365_2M
      Euribor365_3M0246 types021502412min018MediumQuantLib.Euribor365_3M
      Euribor365_4M0276 types020502712min017MediumQuantLib.Euribor365_4M
      Euribor365_5M0266 types023502612min016MediumQuantLib.Euribor365_5M
      Euribor365_6M0766 types022507612min083MediumQuantLib.Euribor365_6M
      Euribor365_7M0756 types048507512min082MediumQuantLib.Euribor365_7M
      Euribor365_8M0786 types072507812min081MediumQuantLib.Euribor365_8M
      Euribor365_9M0776 types071507712min086MediumQuantLib.Euribor365_9M
      Euribor365_10M0746 types073507412min085MediumQuantLib.Euribor365_10M
      Euribor365_11M0716 types075507112min084MediumQuantLib.Euribor365_11M
      Euribor365_1Y0706 types074507012min077MediumQuantLib.Euribor365_1Y
      EURLiborON0736 types067507312min076MediumQuantLib.EURLiborON
      EURLiborSW0726 types066507212min075MediumQuantLib.EURLiborSW
      EURLibor2W0796 types068507912min080MediumQuantLib.EURLibor2W
      EURLibor1M0866 types070508612min079MediumQuantLib.EURLibor1M
      EURLibor2M0856 types069508512min078MediumQuantLib.EURLibor2M
      EURLibor3M0886 types081508812min087MediumQuantLib.EURLibor3M
      EURLibor4M0876 types082508712min096MediumQuantLib.EURLibor4M
      EURLibor5M0846 types077508412min095MediumQuantLib.EURLibor5M
      EURLibor6M0816 types076508112min094MediumQuantLib.EURLibor6M
      EURLibor7M0806 types078508012min099MediumQuantLib.EURLibor7M
      EURLibor8M0836 types080508312min098MediumQuantLib.EURLibor8M
      EURLibor9M0826 types079508212min097MediumQuantLib.EURLibor9M
      EURLibor10M0696 types054506912min090MediumQuantLib.EURLibor10M
      EURLibor11M0566 types053505612min089MediumQuantLib.EURLibor11M
      EURLibor1Y0556 types056505512min088MediumQuantLib.EURLibor1Y
      FedFunds0586 types055505812min093MediumQuantLib.FedFunds
      Sonia0576 types050505712min092MediumQuantLib.Sonia
      OneFactorAffineModel0546 types095405412min091MediumQuantLib.OneFactorAffineModel
      BlackKarasinski0516 types094405112min058MediumQuantLib.BlackKarasinski
      GridModelLocalVolSurface0506 types096405012min057MediumQuantLib.GridModelLocalVolSurface
      BlackVarianceCurve0536 types049505312min056MediumQuantLib.BlackVarianceCurve
      BlackVarianceSurface0526 types052505212min061MediumQuantLib.BlackVarianceSurface
      SwaptionVolatilityCube0596 types051505912min060MediumQuantLib.SwaptionVolatilityCube
      SwaptionVolatilityMatrix0666 types057506612min059MediumQuantLib.SwaptionVolatilityMatrix
      EquityFXVolSurface0656 types063506512min052MediumQuantLib.EquityFXVolSurface
      ExtendedBlackVarianceCurve0686 types062506812min051MediumQuantLib.ExtendedBlackVarianceCurve
      ExtendedBlackVarianceSurface0676 types065506712min050MediumQuantLib.ExtendedBlackVarianceSurface
      InterestRateVolSurface0646 types064506412min055MediumQuantLib.InterestRateVolSurface
      CmsSpreadCoupon0616 types059506112min054MediumQuantLib.CmsSpreadCoupon
      StrippedCappedFlooredCoupon0606 types058506012min053MediumQuantLib.StrippedCappedFlooredCoupon
      SubPeriodsCoupon0636 types061506312min062MediumQuantLib.SubPeriodsCoupon
      DumasParametricVolSurface0626 types060506212min071Mediumanonymous_namespace{riskneutraldensityca lculator.cpp}.DumasParametricVolSurface
      InterpolatedCPICapFloorTermPriceSurface <Interpolator2D>0965 types09840969min070MediumQuantLib .InterpolatedCPICapFloorTermPriceSurface <Interpolator2D>
      HaganPricer0955 types09930959min069MediumQuantLib.HaganPricer
      FloatingRateCoupon0975 types09140979min074MediumQuantLib.FloatingRateCoupon
      InflationCoupon0995 types08540999min073MediumQuantLib.InflationCoupon
      OvernightIndex0985 types08340989min072MediumQuantLib.OvernightIndex
      OvernightIndexedSwapIndex0945 types08440949min065MediumQuantLib.OvernightIndexedSwapIndex
      Euribor0905 types08840909min064MediumQuantLib.Euribor
      Euribor3650895 types08640899min063MediumQuantLib.Euribor365
      EURLibor0915 types08740919min068MediumQuantLib.EURLibor
      DailyTenorEURLibor0935 types09040939min067MediumQuantLib.DailyTenorEURLibor
      Libor0925 types08940929min066MediumQuantLib.Libor

      Statistics

      Stat   baseClasses   Depth of inheritance   Debt   Severity
      Sum:1 5401 3625d 1h-
      Average:4.393.887min-
      Minimum:323min 0s-
      Maximum:9621min-
      Standard deviation:1.311.163min 56s-
      Variance:1.721.351d 7h-
      warning   Rule Violated:    Constructor should not call a virtual methods

      9 methods matched

      • Formatting: bold means added, underlined means code was changed, strike-bold means removed (since baseline)
      9 methodsvirtualMethodsCalledDerivedTypesDebtSeverityFull Name
      CPICashFlow(Real,constint)23 methods4no type218min2HighQuantLib.CPICashFlow.CPICashFlow(Real ,constint)
      GaussianQuadrature(Size ,constQuantLib::GaussianOrthogonalPolyno mial&)14 methods19 types124min3HighQuantLib.GaussianQuadrature .GaussianQuadrature(Size ,constQuantLib::GaussianOrthogonalPolyno mial&)
      MarketModelPathwiseMultiDeflatedCap (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Time>&,Rate ,conststd::vector<std::pair<Size,Size>>& )31 method3no type36min0HighQuantLib .MarketModelPathwiseMultiDeflatedCap .MarketModelPathwiseMultiDeflatedCap (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Time>&,Rate ,conststd::vector<std::pair<Size,Size>>& )
      ParametricExerciseAdapter (constQuantLib::MarketModelParametricExe rcise&,conststd::vector<std::vector<Real >>&)51 method5no type56min1HighQuantLib.ParametricExerciseAdapter .ParametricExerciseAdapter (constQuantLib::MarketModelParametricExe rcise&,conststd::vector<std::vector<Real >>&)
      SmileSection(constQuantLib::Date& ,constQuantLib::DayCounter& ,constQuantLib::Date& ,constQuantLib::VolatilityType,constRate )41 method012 types46min4HighQuantLib.SmileSection.SmileSection (constQuantLib::Date& ,constQuantLib::DayCounter& ,constQuantLib::Date& ,constQuantLib::VolatilityType,constRate )
      MultiplicativePriceSeasonality (constQuantLib::Date& ,constQuantLib::Frequency ,conststd::vector<Rate>)71 method21 type76min7HighQuantLib.MultiplicativePriceSeasonality .MultiplicativePriceSeasonality (constQuantLib::Date& ,constQuantLib::Frequency ,conststd::vector<Rate>)
      SmileSectionUtils (constQuantLib::SmileSection& ,conststd::vector<Real>&,constReal ,constbool)05 methods7no type030min8HighQuantLib.SmileSectionUtils .SmileSectionUtils (constQuantLib::SmileSection& ,conststd::vector<Real>&,constReal ,constbool)
      ValueEstimate(conststd::vector<NodeData >&,constQuantLib::ParametricExercise& ,Size)61 method6no type66min5HighQuantLib .anonymous_namespace{parametricexercise .cpp}.ValueEstimate.ValueEstimate (conststd::vector<NodeData>& ,constQuantLib::ParametricExercise&,Size )
      ReplicationError(Option::Type,Time,Real ,Real,Volatility,Rate)81 method8no type86min6HighReplicationError.ReplicationError (Option::Type,Time,Real,Real,Volatility ,Rate)

      Statistics

      Stat   virtualMethodsCalled   DerivedTypes   Debt   Severity
      Sum:18221h 48min-
      Average:22.4412min-
      Minimum:106min-
      Maximum:51230min-
      Standard deviation:1.494.378min-
      Variance:2.2219.1410d 0h-
      warning   Rule Violated:    Don't assign static fields from instance methods

      14 fields matched

      • Formatting: bold means added, underlined means code was changed, strike-bold means removed (since baseline)
      14 fieldsassignedByDebtSeverityFull Name
      PI071 method045min04MediumQuantLib.__Globals.PI
      one051 method055min05MediumQuantLib.ErrorFunction.one
      pp0061 method065min06MediumQuantLib.ErrorFunction.pp0
      pa0041 method035min03MediumQuantLib.ErrorFunction.pa0
      ra0031 method005min00MediumQuantLib.ErrorFunction.ra0
      rb0081 method015min01MediumQuantLib.ErrorFunction.rb0
      a3_121 method025min02MediumQuantLib.MoroInverseCumulativeNormal.a3_
      c0_131 method115min11MediumQuantLib.MoroInverseCumulativeNormal.c0_
      KK002 methods125min12MediumQuantLib.KnuthUniformRng.KK
      LL022 methods135min13MediumQuantLib.KnuthUniformRng.LL
      TT111 method105min10MediumQuantLib.KnuthUniformRng.TT
      maxRandom091 method075min07MediumQuantLib.LecuyerUniformRng.maxRandom
      N012 methods085min08MediumQuantLib.MersenneTwisterUniformRng.N
      bits_101 method095min09MediumQuantLib.SobolRsg.bits_

      Statistics

      Stat   assignedBy   Debt   Severity
      Sum:171h 10min-
      Average:1.215min-
      Minimum:15min-