xlaHullWhiteModelGetGridpoints_	HullWhiteModelTests	"Return gridpoints for chosen process (0, 1, 2)"																						
gridsize	sd_spread	poly_order	times	t1_df_dom	t1_df_fgn	accrual_dom	accrual_fgn	fwd_libors_dom	fwd_libors_fgn	Cxstarxstar	Cystarystar	Czstarzstar	Cxstarystar	Cxstarzstar	Cystarzstar	y_larrow_mean	y_larrow_var	spot_fx	mu_data	C_data	which_process			
int	double	int	d_vector	double	double	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	double	d_matrix	d_matrix	int			
gridpoints in each time slice	number of standard deviations to scale grid	Order of polynomials used in interpolation	Non-zero times at each slice from T_1 to T_n	Discount factor at T1 for domestic currency	Discount factor at T1 for foreign currency	domestic accrual factor at each time slice from T_1 to T_n	foreign accrual factor at each time slice from T_1 to T_n	domestic forward libor at each time slice from T_1 to T_n	foreign forward libor at each time slice from T_1 to T_n	piecewise constant xstar variance	piecewise constant ystar variance	piecewise constant zstar variance	piecewise constant covariance	piecewise constant covariance	piecewise constant covariance 	mean of y_larrow process from T1 to Tn	variance of y_larrow process from T1 to Tn	Spot fx value	"8 ordered means as column vectors: mu_X, mu_Y,  mu_Zhat,  mu_Z, mu_R,  mu_Rhat, mu_y,  mu_z"	"23 ordered covariances as column vectors: C_XX,  C_ZZ, C_YY, C_zz, C_yy,  C_RR,  C_RhatRhat,  C_XR, C_YR, C_ZR, C_XRhat,  C_YRhat, C_ZRhat, C_ZhatRhat, C_Xy,  C_Ry, C_Rhaty, C_RhatR, C_Yz, C_Zz, C_XY,  C_XZ, C_YZ"	integer from 0 to 2 indicating process to query			
xlaHullWhiteModelGetJ0_	HullWhiteModelTests	"Return J0 for chosen process (0, 1, 2)"																						
gridsize	sd_spread	poly_order	times	t1_df_dom	t1_df_fgn	accrual_dom	accrual_fgn	fwd_libors_dom	fwd_libors_fgn	Cxstarxstar	Cystarystar	Czstarzstar	Cxstarystar	Cxstarzstar	Cystarzstar	y_larrow_mean	y_larrow_var	spot_fx	mu_data	C_data	which_process			
int	double	int	d_vector	double	double	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	double	d_matrix	d_matrix	int			
gridpoints in each time slice	number of standard deviations to scale grid	Order of polynomials used in interpolation	Non-zero times at each slice from T_1 to T_n	Discount factor at T1 for domestic currency	Discount factor at T1 for foreign currency	domestic accrual factor at each time slice from T_1 to T_n	foreign accrual factor at each time slice from T_1 to T_n	domestic forward libor at each time slice from T_1 to T_n	foreign forward libor at each time slice from T_1 to T_n	piecewise constant xstar variance	piecewise constant ystar variance	piecewise constant zstar variance	piecewise constant covariance	piecewise constant covariance	piecewise constant covariance 	mean of y_larrow process from T1 to Tn	variance of y_larrow process from T1 to Tn	Spot fx value	"8 ordered means as column vectors: mu_X, mu_Y,  mu_Zhat,  mu_Z, mu_R,  mu_Rhat, mu_y,  mu_z"	"23 ordered covariances as column vectors: C_XX,  C_ZZ, C_YY, C_zz, C_yy,  C_RR,  C_RhatRhat,  C_XR, C_YR, C_ZR, C_XRhat,  C_YRhat, C_ZRhat, C_ZhatRhat, C_Xy,  C_Ry, C_Rhaty, C_RhatR, C_Yz, C_Zz, C_XY,  C_XZ, C_YZ"	integer from 0 to 2 indicating process to query			
xlaHullWhiteModelDomFXSpread_	HullWhiteModelTests	Value DomFX spread at chosen slice index																						
gridsize	sd_spread	poly_order	times	t1_df_dom	t1_df_fgn	accrual_dom	accrual_fgn	fwd_libors_dom	fwd_libors_fgn	Cxstarxstar	Cystarystar	Czstarzstar	Cxstarystar	Cxstarzstar	Cystarzstar	y_larrow_mean	y_larrow_var	spot_fx	mu_data	C_data	slice_index	A	B	
int	double	int	d_vector	double	double	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	double	d_matrix	d_matrix	int	double	double	
gridpoints in each time slice	number of standard deviations to scale grid	Order of polynomials used in interpolation	Non-zero times at each slice from T_1 to T_n	Discount factor at T1 for domestic currency	Discount factor at T1 for foreign currency	domestic accrual factor at each time slice from T_1 to T_n	foreign accrual factor at each time slice from T_1 to T_n	domestic forward libor at each time slice from T_1 to T_n	foreign forward libor at each time slice from T_1 to T_n	piecewise constant xstar variance	piecewise constant ystar variance	piecewise constant zstar variance	piecewise constant covariance	piecewise constant covariance	piecewise constant covariance 	mean of y_larrow process from T1 to Tn	variance of y_larrow process from T1 to Tn	Spot fx value	"8 ordered means as column vectors: mu_X, mu_Y,  mu_Zhat,  mu_Z, mu_R,  mu_Rhat, mu_y,  mu_z"	"23 ordered covariances as column vectors: C_XX,  C_ZZ, C_YY, C_zz, C_yy,  C_RR,  C_RhatRhat,  C_XR, C_YR, C_ZR, C_XRhat,  C_YRhat, C_ZRhat, C_ZhatRhat, C_Xy,  C_Ry, C_Rhaty, C_RhatR, C_Yz, C_Zz, C_XY,  C_XZ, C_YZ"	Which time slice to calculate at	dom spread factor	fx spread factor 	
xlaHullWhiteModelFgnFXSpread_	HullWhiteModelTests	Value FgnFX spread at chosen slice index																						
gridsize	sd_spread	poly_order	times	t1_df_dom	t1_df_fgn	accrual_dom	accrual_fgn	fwd_libors_dom	fwd_libors_fgn	Cxstarxstar	Cystarystar	Czstarzstar	Cxstarystar	Cxstarzstar	Cystarzstar	y_larrow_mean	y_larrow_var	spot_fx	mu_data	C_data	slice_index	A	B	
int	double	int	d_vector	double	double	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	double	d_matrix	d_matrix	int	double	double	
gridpoints in each time slice	number of standard deviations to scale grid	Order of polynomials used in interpolation	Non-zero times at each slice from T_1 to T_n	Discount factor at T1 for domestic currency	Discount factor at T1 for foreign currency	domestic accrual factor at each time slice from T_1 to T_n	foreign accrual factor at each time slice from T_1 to T_n	domestic forward libor at each time slice from T_1 to T_n	foreign forward libor at each time slice from T_1 to T_n	piecewise constant xstar variance	piecewise constant ystar variance	piecewise constant zstar variance	piecewise constant covariance	piecewise constant covariance	piecewise constant covariance 	mean of y_larrow process from T1 to Tn	variance of y_larrow process from T1 to Tn	Spot fx value	"8 ordered means as column vectors: mu_X, mu_Y,  mu_Zhat,  mu_Z, mu_R,  mu_Rhat, mu_y,  mu_z"	"23 ordered covariances as column vectors: C_XX,  C_ZZ, C_YY, C_zz, C_yy,  C_RR,  C_RhatRhat,  C_XR, C_YR, C_ZR, C_XRhat,  C_YRhat, C_ZRhat, C_ZhatRhat, C_Xy,  C_Ry, C_Rhaty, C_RhatR, C_Yz, C_Zz, C_XY,  C_XZ, C_YZ"	Which time slice to calculate at	fgn spread factor	fx spread factor 	
xlaHullWhiteModelDomFgnSpread_	HullWhiteModelTests	Value DomFgn spread at chosen slice index																						
gridsize	sd_spread	poly_order	times	t1_df_dom	t1_df_fgn	accrual_dom	accrual_fgn	fwd_libors_dom	fwd_libors_fgn	Cxstarxstar	Cystarystar	Czstarzstar	Cxstarystar	Cxstarzstar	Cystarzstar	y_larrow_mean	y_larrow_var	spot_fx	mu_data	C_data	slice_index	A	B	
int	double	int	d_vector	double	double	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	double	d_matrix	d_matrix	int	double	double	
gridpoints in each time slice	number of standard deviations to scale grid	Order of polynomials used in interpolation	Non-zero times at each slice from T_1 to T_n	Discount factor at T1 for domestic currency	Discount factor at T1 for foreign currency	domestic accrual factor at each time slice from T_1 to T_n	foreign accrual factor at each time slice from T_1 to T_n	domestic forward libor at each time slice from T_1 to T_n	foreign forward libor at each time slice from T_1 to T_n	piecewise constant xstar variance	piecewise constant ystar variance	piecewise constant zstar variance	piecewise constant covariance	piecewise constant covariance	piecewise constant covariance 	mean of y_larrow process from T1 to Tn	variance of y_larrow process from T1 to Tn	Spot fx value	"8 ordered means as column vectors: mu_X, mu_Y,  mu_Zhat,  mu_Z, mu_R,  mu_Rhat, mu_y,  mu_z"	"23 ordered covariances as column vectors: C_XX,  C_ZZ, C_YY, C_zz, C_yy,  C_RR,  C_RhatRhat,  C_XR, C_YR, C_ZR, C_XRhat,  C_YRhat, C_ZRhat, C_ZhatRhat, C_Xy,  C_Ry, C_Rhaty, C_RhatR, C_Yz, C_Zz, C_XY,  C_XZ, C_YZ"	Which time slice to calculate at	dom spread factor	fgn spread factor 	
xlaHullWhiteModelGetOptionValue_	HullWhiteModelTests	"Return option value for chosen process (0, 1, 2)  strike price and slice index"																						
gridsize	sd_spread	poly_order	times	t1_df_dom	t1_df_fgn	accrual_dom	accrual_fgn	fwd_libors_dom	fwd_libors_fgn	Cxstarxstar	Cystarystar	Czstarzstar	Cxstarystar	Cxstarzstar	Cystarzstar	y_larrow_mean	y_larrow_var	spot_fx	mu_data	C_data	proc	slice_index	strike	
int	double	int	d_vector	double	double	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	double	d_matrix	d_matrix	int	int	double	
gridpoints in each time slice	number of standard deviations to scale grid	Order of polynomials used in interpolation	Non-zero times at each slice from T_1 to T_n	Discount factor at T1 for domestic currency	Discount factor at T1 for foreign currency	domestic accrual factor at each time slice from T_1 to T_n	foreign accrual factor at each time slice from T_1 to T_n	domestic forward libor at each time slice from T_1 to T_n	foreign forward libor at each time slice from T_1 to T_n	piecewise constant xstar variance	piecewise constant ystar variance	piecewise constant zstar variance	piecewise constant covariance	piecewise constant covariance	piecewise constant covariance 	mean of y_larrow process from T1 to Tn	variance of y_larrow process from T1 to Tn	Spot fx value	"8 ordered means as column vectors: mu_X, mu_Y,  mu_Zhat,  mu_Z, mu_R,  mu_Rhat, mu_y,  mu_z"	"23 ordered covariances as column vectors: C_XX,  C_ZZ, C_YY, C_zz, C_yy,  C_RR,  C_RhatRhat,  C_XR, C_YR, C_ZR, C_XRhat,  C_YRhat, C_ZRhat, C_ZhatRhat, C_Xy,  C_Ry, C_Rhaty, C_RhatR, C_Yz, C_Zz, C_XY,  C_XZ, C_YZ"	integer from 0 to 2 indicating process to query	Which time slice to calculate at	strike price	
xlaHullWhiteModelGetOptionValueInverse_	HullWhiteModelTests	"Return option value inverse for chosen process (0, 1, 2)  strike price and slice index"																						
gridsize	sd_spread	poly_order	times	t1_df_dom	t1_df_fgn	accrual_dom	accrual_fgn	fwd_libors_dom	fwd_libors_fgn	Cxstarxstar	Cystarystar	Czstarzstar	Cxstarystar	Cxstarzstar	Cystarzstar	y_larrow_mean	y_larrow_var	spot_fx	mu_data	C_data	proc	slice_index	value	
int	double	int	d_vector	double	double	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	double	d_matrix	d_matrix	int	int	double	
gridpoints in each time slice	number of standard deviations to scale grid	Order of polynomials used in interpolation	Non-zero times at each slice from T_1 to T_n	Discount factor at T1 for domestic currency	Discount factor at T1 for foreign currency	domestic accrual factor at each time slice from T_1 to T_n	foreign accrual factor at each time slice from T_1 to T_n	domestic forward libor at each time slice from T_1 to T_n	foreign forward libor at each time slice from T_1 to T_n	piecewise constant xstar variance	piecewise constant ystar variance	piecewise constant zstar variance	piecewise constant covariance	piecewise constant covariance	piecewise constant covariance 	mean of y_larrow process from T1 to Tn	variance of y_larrow process from T1 to Tn	Spot fx value	"8 ordered means as column vectors: mu_X, mu_Y,  mu_Zhat,  mu_Z, mu_R,  mu_Rhat, mu_y,  mu_z"	"23 ordered covariances as column vectors: C_XX,  C_ZZ, C_YY, C_zz, C_yy,  C_RR,  C_RhatRhat,  C_XR, C_YR, C_ZR, C_XRhat,  C_YRhat, C_ZRhat, C_ZhatRhat, C_Xy,  C_Ry, C_Rhaty, C_RhatR, C_Yz, C_Zz, C_XY,  C_XZ, C_YZ"	integer from 0 to 2 indicating process to query	Which time slice to calculate at	value to invert	
xlaHullWhiteModelGetSpot_	HullWhiteModelTests	"Return spot values on grid for chosen process (0, 1, 2)"																						
gridsize	sd_spread	poly_order	times	t1_df_dom	t1_df_fgn	accrual_dom	accrual_fgn	fwd_libors_dom	fwd_libors_fgn	Cxstarxstar	Cystarystar	Czstarzstar	Cxstarystar	Cxstarzstar	Cystarzstar	y_larrow_mean	y_larrow_var	spot_fx	mu_data	C_data	which_process			
int	double	int	d_vector	double	double	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	double	d_matrix	d_matrix	int			
gridpoints in each time slice	number of standard deviations to scale grid	Order of polynomials used in interpolation	Non-zero times at each slice from T_1 to T_n	Discount factor at T1 for domestic currency	Discount factor at T1 for foreign currency	domestic accrual factor at each time slice from T_1 to T_n	foreign accrual factor at each time slice from T_1 to T_n	domestic forward libor at each time slice from T_1 to T_n	foreign forward libor at each time slice from T_1 to T_n	piecewise constant xstar variance	piecewise constant ystar variance	piecewise constant zstar variance	piecewise constant covariance	piecewise constant covariance	piecewise constant covariance 	mean of y_larrow process from T1 to Tn	variance of y_larrow process from T1 to Tn	Spot fx value	"8 ordered means as column vectors: mu_X, mu_Y,  mu_Zhat,  mu_Z, mu_R,  mu_Rhat, mu_y,  mu_z"	"23 ordered covariances as column vectors: C_XX,  C_ZZ, C_YY, C_zz, C_yy,  C_RR,  C_RhatRhat,  C_XR, C_YR, C_ZR, C_XRhat,  C_YRhat, C_ZRhat, C_ZhatRhat, C_Xy,  C_Ry, C_Rhaty, C_RhatR, C_Yz, C_Zz, C_XY,  C_XZ, C_YZ"	integer from 0 to 2 indicating process to query			
xlaADHullWhiteModelDomFXSpread_	HullWhiteModelTests	Value DomFX spread at chosen slice index																						
gridsize	sd_spread	poly_order	times	t1_df_dom	t1_df_fgn	accrual_dom	accrual_fgn	fwd_libors_dom	fwd_libors_fgn	Cxstarxstar	Cystarystar	Czstarzstar	Cxstarystar	Cxstarzstar	Cystarzstar	y_larrow_mean	y_larrow_var	spot_fx	mu_data	C_data	slice_indices	A	B	
int	double	int	d_vector	double	double	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	double	d_matrix	d_matrix	d_vector	double	double	
gridpoints in each time slice	number of standard deviations to scale grid	Order of polynomials used in interpolation	Non-zero times at each slice from T_1 to T_n	Discount factor at T1 for domestic currency	Discount factor at T1 for foreign currency	domestic accrual factor at each time slice from T_1 to T_n	foreign accrual factor at each time slice from T_1 to T_n	domestic forward libor at each time slice from T_1 to T_n	foreign forward libor at each time slice from T_1 to T_n	piecewise constant xstar variance	piecewise constant ystar variance	piecewise constant zstar variance	piecewise constant covariance	piecewise constant covariance	piecewise constant covariance 	mean of y_larrow process from T1 to Tn	variance of y_larrow process from T1 to Tn	Spot fx value	"8 ordered means as column vectors: mu_X, mu_Y,  mu_Zhat,  mu_Z, mu_R,  mu_Rhat, mu_y,  mu_z"	"23 ordered covariances as column vectors: C_XX,  C_ZZ, C_YY, C_zz, C_yy,  C_RR,  C_RhatRhat,  C_XR, C_YR, C_ZR, C_XRhat,  C_YRhat, C_ZRhat, C_ZhatRhat, C_Xy,  C_Ry, C_Rhaty, C_RhatR, C_Yz, C_Zz, C_XY,  C_XZ, C_YZ"	Which time slice to calculate at	dom spread factor	fx spread factor 	
xlaADHullWhiteModelFgnFXSpread_	HullWhiteModelTests	Value FgnFX spread at chosen slice index																						
gridsize	sd_spread	poly_order	times	t1_df_dom	t1_df_fgn	accrual_dom	accrual_fgn	fwd_libors_dom	fwd_libors_fgn	Cxstarxstar	Cystarystar	Czstarzstar	Cxstarystar	Cxstarzstar	Cystarzstar	y_larrow_mean	y_larrow_var	spot_fx	mu_data	C_data	slice_indices	A	B	
int	double	int	d_vector	double	double	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	double	d_matrix	d_matrix	d_vector	double	double	
gridpoints in each time slice	number of standard deviations to scale grid	Order of polynomials used in interpolation	Non-zero times at each slice from T_1 to T_n	Discount factor at T1 for domestic currency	Discount factor at T1 for foreign currency	domestic accrual factor at each time slice from T_1 to T_n	foreign accrual factor at each time slice from T_1 to T_n	domestic forward libor at each time slice from T_1 to T_n	foreign forward libor at each time slice from T_1 to T_n	piecewise constant xstar variance	piecewise constant ystar variance	piecewise constant zstar variance	piecewise constant covariance	piecewise constant covariance	piecewise constant covariance 	mean of y_larrow process from T1 to Tn	variance of y_larrow process from T1 to Tn	Spot fx value	"8 ordered means as column vectors: mu_X, mu_Y,  mu_Zhat,  mu_Z, mu_R,  mu_Rhat, mu_y,  mu_z"	"23 ordered covariances as column vectors: C_XX,  C_ZZ, C_YY, C_zz, C_yy,  C_RR,  C_RhatRhat,  C_XR, C_YR, C_ZR, C_XRhat,  C_YRhat, C_ZRhat, C_ZhatRhat, C_Xy,  C_Ry, C_Rhaty, C_RhatR, C_Yz, C_Zz, C_XY,  C_XZ, C_YZ"	Which time slice to calculate at	fgn spread factor	fx spread factor 	
xlaADHullWhiteModelDomFgnSpread_	HullWhiteModelTests	Value DomFgn spread at chosen slice index																						
gridsize	sd_spread	poly_order	times	t1_df_dom	t1_df_fgn	accrual_dom	accrual_fgn	fwd_libors_dom	fwd_libors_fgn	Cxstarxstar	Cystarystar	Czstarzstar	Cxstarystar	Cxstarzstar	Cystarzstar	y_larrow_mean	y_larrow_var	spot_fx	mu_data	C_data	slice_indices	A	B	
int	double	int	d_vector	double	double	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	double	d_matrix	d_matrix	d_vector	double	double	
gridpoints in each time slice	number of standard deviations to scale grid	Order of polynomials used in interpolation	Non-zero times at each slice from T_1 to T_n	Discount factor at T1 for domestic currency	Discount factor at T1 for foreign currency	domestic accrual factor at each time slice from T_1 to T_n	foreign accrual factor at each time slice from T_1 to T_n	domestic forward libor at each time slice from T_1 to T_n	foreign forward libor at each time slice from T_1 to T_n	piecewise constant xstar variance	piecewise constant ystar variance	piecewise constant zstar variance	piecewise constant covariance	piecewise constant covariance	piecewise constant covariance 	mean of y_larrow process from T1 to Tn	variance of y_larrow process from T1 to Tn	Spot fx value	"8 ordered means as column vectors: mu_X, mu_Y,  mu_Zhat,  mu_Z, mu_R,  mu_Rhat, mu_y,  mu_z"	"23 ordered covariances as column vectors: C_XX,  C_ZZ, C_YY, C_zz, C_yy,  C_RR,  C_RhatRhat,  C_XR, C_YR, C_ZR, C_XRhat,  C_YRhat, C_ZRhat, C_ZhatRhat, C_Xy,  C_Ry, C_Rhaty, C_RhatR, C_Yz, C_Zz, C_XY,  C_XZ, C_YZ"	Which time slice to calculate at	dom spread factor	fgn spread factor 	
xlaADGeneralHullWhiteModelDomFXSpread_	HullWhiteModelTests	Value DomFX spread at chosen slice index																						
gridsize	sd_spread	poly_order	times	t1_df_dom	t1_df_fgn	accrual_dom	accrual_fgn	fwd_libors_dom	fwd_libors_fgn	Cxstarxstar	Cystarystar	Czstarzstar	Cxstarystar	Cxstarzstar	Cystarzstar	y_larrow_mean	y_larrow_var	spot_fx	mu_data	C_data	slice_indices	A	B	
int	double	int	d_vector	double	double	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	double	d_matrix	d_matrix	d_vector	double	double	
gridpoints in each time slice	number of standard deviations to scale grid	Order of polynomials used in interpolation	Non-zero times at each slice from T_1 to T_n	Discount factor at T1 for domestic currency	Discount factor at T1 for foreign currency	domestic accrual factor at each time slice from T_1 to T_n	foreign accrual factor at each time slice from T_1 to T_n	domestic forward libor at each time slice from T_1 to T_n	foreign forward libor at each time slice from T_1 to T_n	piecewise constant xstar variance	piecewise constant ystar variance	piecewise constant zstar variance	piecewise constant covariance	piecewise constant covariance	piecewise constant covariance 	mean of y_larrow process from T1 to Tn	variance of y_larrow process from T1 to Tn	Spot fx value	"8 ordered means as column vectors: mu_X, mu_Y,  mu_Zhat,  mu_Z, mu_R,  mu_Rhat, mu_y,  mu_z"	"23 ordered covariances as column vectors: C_XX,  C_ZZ, C_YY, C_zz, C_yy,  C_RR,  C_RhatRhat,  C_XR, C_YR, C_ZR, C_XRhat,  C_YRhat, C_ZRhat, C_ZhatRhat, C_Xy,  C_Ry, C_Rhaty, C_RhatR, C_Yz, C_Zz, C_XY,  C_XZ, C_YZ"	Which time slice to calculate at	dom spread factor	fx spread factor 	
xlaADGeneralHullWhiteModelFgnFXSpread_	HullWhiteModelTests	Value FgnFX spread at chosen slice index																						
gridsize	sd_spread	poly_order	times	t1_df_dom	t1_df_fgn	accrual_dom	accrual_fgn	fwd_libors_dom	fwd_libors_fgn	Cxstarxstar	Cystarystar	Czstarzstar	Cxstarystar	Cxstarzstar	Cystarzstar	y_larrow_mean	y_larrow_var	spot_fx	mu_data	C_data	slice_indices	A	B	
int	double	int	d_vector	double	double	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	double	d_matrix	d_matrix	d_vector	double	double	
gridpoints in each time slice	number of standard deviations to scale grid	Order of polynomials used in interpolation	Non-zero times at each slice from T_1 to T_n	Discount factor at T1 for domestic currency	Discount factor at T1 for foreign currency	domestic accrual factor at each time slice from T_1 to T_n	foreign accrual factor at each time slice from T_1 to T_n	domestic forward libor at each time slice from T_1 to T_n	foreign forward libor at each time slice from T_1 to T_n	piecewise constant xstar variance	piecewise constant ystar variance	piecewise constant zstar variance	piecewise constant covariance	piecewise constant covariance	piecewise constant covariance 	mean of y_larrow process from T1 to Tn	variance of y_larrow process from T1 to Tn	Spot fx value	"8 ordered means as column vectors: mu_X, mu_Y,  mu_Zhat,  mu_Z, mu_R,  mu_Rhat, mu_y,  mu_z"	"23 ordered covariances as column vectors: C_XX,  C_ZZ, C_YY, C_zz, C_yy,  C_RR,  C_RhatRhat,  C_XR, C_YR, C_ZR, C_XRhat,  C_YRhat, C_ZRhat, C_ZhatRhat, C_Xy,  C_Ry, C_Rhaty, C_RhatR, C_Yz, C_Zz, C_XY,  C_XZ, C_YZ"	Which time slice to calculate at	fgn spread factor	fx spread factor 	
xlaADGeneralHullWhiteModelDomFgnSpread_	HullWhiteModelTests	Value DomFgn spread at chosen slice index																						
gridsize	sd_spread	poly_order	times	t1_df_dom	t1_df_fgn	accrual_dom	accrual_fgn	fwd_libors_dom	fwd_libors_fgn	Cxstarxstar	Cystarystar	Czstarzstar	Cxstarystar	Cxstarzstar	Cystarzstar	y_larrow_mean	y_larrow_var	spot_fx	mu_data	C_data	slice_indices	A	B	
int	double	int	d_vector	double	double	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	double	d_matrix	d_matrix	d_vector	double	double	
gridpoints in each time slice	number of standard deviations to scale grid	Order of polynomials used in interpolation	Non-zero times at each slice from T_1 to T_n	Discount factor at T1 for domestic currency	Discount factor at T1 for foreign currency	domestic accrual factor at each time slice from T_1 to T_n	foreign accrual factor at each time slice from T_1 to T_n	domestic forward libor at each time slice from T_1 to T_n	foreign forward libor at each time slice from T_1 to T_n	piecewise constant xstar variance	piecewise constant ystar variance	piecewise constant zstar variance	piecewise constant covariance	piecewise constant covariance	piecewise constant covariance 	mean of y_larrow process from T1 to Tn	variance of y_larrow process from T1 to Tn	Spot fx value	"8 ordered means as column vectors: mu_X, mu_Y,  mu_Zhat,  mu_Z, mu_R,  mu_Rhat, mu_y,  mu_z"	"23 ordered covariances as column vectors: C_XX,  C_ZZ, C_YY, C_zz, C_yy,  C_RR,  C_RhatRhat,  C_XR, C_YR, C_ZR, C_XRhat,  C_YRhat, C_ZRhat, C_ZhatRhat, C_Xy,  C_Ry, C_Rhaty, C_RhatR, C_Yz, C_Zz, C_XY,  C_XZ, C_YZ"	Which time slice to calculate at	dom spread factor	fgn spread factor 	
xlaADGeneralHullWhiteModelGetJ0_	HullWhiteModelTests	"Return J0 for chosen process (0, 1, 2)"																						
gridsize	sd_spread	poly_order	times	t1_df_dom	t1_df_fgn	accrual_dom	accrual_fgn	fwd_libors_dom	fwd_libors_fgn	Cxstarxstar	Cystarystar	Czstarzstar	Cxstarystar	Cxstarzstar	Cystarzstar	y_larrow_mean	y_larrow_var	spot_fx	mu_data	C_data	which_process			
int	double	int	d_vector	double	double	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	double	d_matrix	d_matrix	int			
gridpoints in each time slice	number of standard deviations to scale grid	Order of polynomials used in interpolation	Non-zero times at each slice from T_1 to T_n	Discount factor at T1 for domestic currency	Discount factor at T1 for foreign currency	domestic accrual factor at each time slice from T_1 to T_n	foreign accrual factor at each time slice from T_1 to T_n	domestic forward libor at each time slice from T_1 to T_n	foreign forward libor at each time slice from T_1 to T_n	piecewise constant xstar variance	piecewise constant ystar variance	piecewise constant zstar variance	piecewise constant covariance	piecewise constant covariance	piecewise constant covariance 	mean of y_larrow process from T1 to Tn	variance of y_larrow process from T1 to Tn	Spot fx value	"8 ordered means as column vectors: mu_X, mu_Y,  mu_Zhat,  mu_Z, mu_R,  mu_Rhat, mu_y,  mu_z"	"23 ordered covariances as column vectors: C_XX,  C_ZZ, C_YY, C_zz, C_yy,  C_RR,  C_RhatRhat,  C_XR, C_YR, C_ZR, C_XRhat,  C_YRhat, C_ZRhat, C_ZhatRhat, C_Xy,  C_Ry, C_Rhaty, C_RhatR, C_Yz, C_Zz, C_XY,  C_XZ, C_YZ"	integer from 0 to 2 indicating process to query			
xlaHullWhiteModelDomFXxyslice_	HullWhiteModelTests	"Value DomFX spread at chosen slice index, xy data at fixed z"																						
gridsize	k	polyorder	times	t1_df_dom	t1_df_fgn	accrual_dom	accrual_fgn	fwd_libors_dom	fwd_libors_fgn	Cxstarxstar	Cystarystar	Czstarzstar	Cxstarystar	Cxstarzstar	Cystarzstar	y_larrow_mean	y_larrow_var	spot_fx	mu_data	C_data	slice_index	v_index	A	B
int	double	int	d_vector	double	double	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	double	d_matrix	d_matrix	int	int	double	double
gridpoints in each time slice	number of standard deviations to scale grid	Order of polynomials used in interpolation	Non-zero times at each slice from T_1 to T_n	Discount factor at T1 for domestic currency	Discount factor at T1 for foreign currency	domestic accrual factor at each time slice from T_1 to T_n	foreign accrual factor at each time slice from T_1 to T_n	domestic forward libor at each time slice from T_1 to T_n	foreign forward libor at each time slice from T_1 to T_n	piecewise constant xstar variance	piecewise constant ystar variance	piecewise constant zstar variance	piecewise constant covariance	piecewise constant covariance	piecewise constant covariance 	mean of y_larrow process from T1 to Tn	variance of y_larrow process from T1 to Tn	Spot fx value	"8 ordered means as column vectors: mu_X, mu_Y,  mu_Zhat,  mu_Z, mu_R,  mu_Rhat, mu_y,  mu_z"	"23 ordered covariances as column vectors: C_XX,  C_ZZ, C_YY, C_zz, C_yy,  C_RR,  C_RhatRhat,  C_XR, C_YR, C_ZR, C_XRhat,  C_YRhat, C_ZRhat, C_ZhatRhat, C_Xy,  C_Ry, C_Rhaty, C_RhatR, C_Yz, C_Zz, C_XY,  C_XZ, C_YZ"	Which time slice to calculate at	"After valuing at slice_index, this parameter indicates which slice to return the value at"	dom spread factor	fx spread factor 
xlaHullWhiteModelValueOneArrowDebreu_	HullWhiteModelTests	"Value a payoff of 1 at a single x,y,z to retrieve arrow debreu price at that x,y,z"																						
gridsize	sd_spread	poly_order	times	t1_df_dom	t1_df_fgn	accrual_dom	accrual_fgn	fwd_libors_dom	fwd_libors_fgn	Cxstarxstar	Cystarystar	Czstarzstar	Cxstarystar	Cxstarzstar	Cystarzstar	y_larrow_mean	y_larrow_var	spot_fx	mu_data	C_data	slice	x 	y	z
int	double	int	d_vector	double	double	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	double	d_matrix	d_matrix	int	int	int	int
gridpoints in each time slice	number of standard deviations to scale grid	Order of polynomials used in interpolation	Non-zero times at each slice from T_1 to T_n	Discount factor at T1 for domestic currency	Discount factor at T1 for foreign currency	domestic accrual factor at each time slice from T_1 to T_n	foreign accrual factor at each time slice from T_1 to T_n	domestic forward libor at each time slice from T_1 to T_n	foreign forward libor at each time slice from T_1 to T_n	piecewise constant xstar variance	piecewise constant ystar variance	piecewise constant zstar variance	piecewise constant covariance	piecewise constant covariance	piecewise constant covariance 	mean of y_larrow process from T1 to Tn	variance of y_larrow process from T1 to Tn	Spot fx value	"8 ordered means as column vectors: mu_X, mu_Y,  mu_Zhat,  mu_Z, mu_R,  mu_Rhat, mu_y,  mu_z"	"23 ordered covariances as column vectors: C_XX,  C_ZZ, C_YY, C_zz, C_yy,  C_RR,  C_RhatRhat,  C_XR, C_YR, C_ZR, C_XRhat,  C_YRhat, C_ZRhat, C_ZhatRhat, C_Xy,  C_Ry, C_Rhaty, C_RhatR, C_Yz, C_Zz, C_XY,  C_XZ, C_YZ"	Which time slice to calculate at	x point where value = 1	y point where value = 1	z point where value = 1
xlaADHullWhiteModelGetArrowDebreu_	HullWhiteModelTests	Retrieve Arrow debreu prices multiplied by domestic factors at chosen time slice																						
gridsize	sd_spread	poly_order	times	t1_df_dom	t1_df_fgn	accrual_dom	accrual_fgn	fwd_libors_dom	fwd_libors_fgn	Cxstarxstar	Cystarystar	Czstarzstar	Cxstarystar	Cxstarzstar	Cystarzstar	y_larrow_mean	y_larrow_var	spot_fx	mu_data	C_data	slice_index			
int	double	int	d_vector	double	double	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	d_vector	double	d_matrix	d_matrix	int			
gridpoints in each time slice	number of standard deviations to scale grid	Order of polynomials used in interpolation	Non-zero times at each slice from T_1 to T_n	Discount factor at T1 for domestic currency	Discount factor at T1 for foreign currency	domestic accrual factor at each time slice from T_1 to T_n	foreign accrual factor at each time slice from T_1 to T_n	domestic forward libor at each time slice from T_1 to T_n	foreign forward libor at each time slice from T_1 to T_n	piecewise constant xstar variance	piecewise constant ystar variance	piecewise constant zstar variance	piecewise constant covariance	piecewise constant covariance	piecewise constant covariance 	mean of y_larrow process from T1 to Tn	variance of y_larrow process from T1 to Tn	Spot fx value	"8 ordered means as column vectors: mu_X, mu_Y,  mu_Zhat,  mu_Z, mu_R,  mu_Rhat, mu_y,  mu_z"	"23 ordered covariances as column vectors: C_XX,  C_ZZ, C_YY, C_zz, C_yy,  C_RR,  C_RhatRhat,  C_XR, C_YR, C_ZR, C_XRhat,  C_YRhat, C_ZRhat, C_ZhatRhat, C_Xy,  C_Ry, C_Rhaty, C_RhatR, C_Yz, C_Zz, C_XY,  C_XZ, C_YZ"	Which time slice to calculate at			
