finmath lib

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethodsMissedClasses
Total159,026 of 255,24037%12,424 of 17,32128%12,60317,46428,30444,8725,5098,5835801,132
net.finmath.finitedifference.assetderivativevaluation.products25,4200%2,7540%2,1842,1924,8644,8787817883839
net.finmath.finitedifference.assetderivativevaluation.boundaries9,8534674%7481%6536692,3032,4152592705357
net.finmath.montecarlo.automaticdifferentiation.backward.alternative8,1510%4900%7337331,2701,2704224222929
net.finmath.montecarlo7,7775,86843%75553941%7711,2001,2312,2603145536095
net.finmath.finitedifference.solvers.adi7,4972,08921%5487211%4425231,1511,4581612131418
net.finmath.functions7,2104,72039%59522527%4516541,0661,7521112321026
net.finmath.timeseries.models.parametric6,8880%1180%1791799939931201202121
net.finmath.montecarlo.interestrate.models6,7005,13343%39632845%3896241,0631,981157260816
net.finmath.montecarlo.interestrate.models.covariance5,6335,45049%39527541%4076639891,9491623281652
net.finmath.finitedifference.solvers5,4032,42630%57716121%4455479451,3981181771019
net.finmath.montecarlo.interestrate.products4,9946,05654%31929447%3665869132,0281602772552
net.finmath.marketdata.model.volatilities4,6122,03030%40210019%3784888151,1471562371426
net.finmath.montecarlo.assetderivativevaluation.products3,1942,00138%994832%1312006191,042721251733
net.finmath.finitedifference.assetderivativevaluation.models3,07792723%1212315%223271599794155199915
net.finmath.finitedifference.interestrate.products2,5310%2730%2522525235231151151010
net.finmath.marketdata.model.curves2,3752,10246%17611238%2283754348301252281227
net.finmath.marketdata.model.volatility.caplet2,2410%1830%144144382382494955
net.finmath.singleswaprate.data1,7811,89651%12111749%11522528960736100310
net.finmath.montecarlo.interestrate.products.components1,6541,15341%1094931%12217834158758991020
net.finmath.optimizer1,6473,48967%11624868%165358313930831761230
net.finmath.marketdata.model.volatility.caplet.tenorconversion1,5310%790%5353171171131322
net.finmath.finitedifference.utilities1,51631917%1503418%154172282348707958
net.finmath.marketdata2.calibration1,46838020%12513%107122260344405047
net.finmath.marketdata2.model.curves1,4391,41749%1157940%12923123951458131116
net.finmath.montecarlo.interestrate.products.indices1,37448526%922320%139166327426871071623
net.finmath.stochastic1,33836321%3925%1992561902561792303941
net.finmath.montecarlo.interestrate.simple1,2940%920%8686211211404055
net.finmath.marketdata2.products1,28925516%9315%10612024229556651013
net.finmath.finitedifference.grids1,19210%1025%93106221253425269
net.finmath.montecarlo.assetderivativevaluation1,15433922%806%100136172243579315
net.finmath.montecarlo.automaticdifferentiation.forwardsensitivities1,1402,84371%18929260%152316223773197506
net.finmath.montecarlo.assetderivativevaluation.models1,0972,31367%276570%11226619766893220112
net.finmath.montecarlo.automaticdifferentiation.backward1,0882,34468%9216063%1042621665543211727
net.finmath.finitedifference.interestrate.models1,0660%660%6464210210313122
net.finmath.montecarlo.automaticdifferentiation.forward1,0411,50259%9911954%1082281584093510328
net.finmath.finitedifference.interestrate.boundaries9860%960%8080206206313155
net.finmath.marketdata.calibration97483346%935135%83123157337265107
net.finmath.marketdata.products9541,31257%939149%1131751734374883513
net.finmath.fouriermethod.models8931,03553%66%671101663346398210
net.finmath.time8921,38560%945637%10422118648037136218
net.finmath.modelling.descriptor.xmlparser8006%771%465212214151102
net.finmath.singleswaprate.calibration7803,68682%6413868%911991237024195010
net.finmath.marketdata.model.curves.locallinearregression7470%310%3333116116171733
net.finmath.montecarlo.templatemethoddesign6460%460%4242113113191922
net.finmath.marketdata.model.cds62666251%424451%526980183192503
net.finmath.marketdata.model.bond61821%5521%697392129343723
net.finmath.finitedifference.assetderivativevaluation.products.internal6030%880%6262125125181844
net.finmath.time.daycount60148344%1104127%931271452482648716
net.finmath.fouriermethod.calibration.models60056348%512532%516772146132913
net.finmath.equities.models5032,64884%489265%5515058459148017
net.finmath.singleswaprate.model.volatilities4821,18371%80%3810090325338708
net.finmath.montecarlo.interestrate48022331%13%68103101158589236
net.finmath.swing4410%240%32329696202011
net.finmath.interpolation4111,87081%278676%20815427512205
net.finmath.montecarlo.hybridassetinterestrate40534946%56%417168147325527
net.finmath.montecarlo.interestrate.models.funding37831%18%16239213791513
net.finmath.marketdata.model34132248%6224%40685712972701
net.finmath.optimizer.parameter3390%320%232352527722
net.finmath.modelling.productfactory33528646%35%2950791441633313
net.finmath.montecarlo.process32470268%4466%367656175184316
net.finmath.montecarlo.conditionalexpectation28044661%2866%264852130172758
net.finmath.tree.assetderivativevaluation.products27667671%313351%387162192173927
net.finmath.modelling27322%3419%50576075303646
net.finmath.equities.pricer2681,33983%307471%29794926972525
net.finmath.modelling.descriptor26237758%50%4098761993794313
net.finmath.marketdata2.model.volatilities2470%240%25255050131322
net.finmath.marketdata2.interpolation23830055%53%1428339751304
net.finmath.climate.models.dice22967474%41%324026123273401
net.finmath.parser22889379%8181%21714920792112
net.finmath.marketdata2.model21946%39%24404488142601
net.finmath.montecarlo.hybridassetinterestrate.products29258%44%183243114112315
net.finmath.rootfinder66376%2758%246250171113737
net.finmath.time.businessdaycalendar4,96996%3310676%37116542431141110
net.finmath.randomnumbers22353%55%23424697183238
net.finmath.montecarlo.templatemethoddesign.assetderivativevaluation0%n/a18183535181811
net.finmath.finitedifference4%0%171837396712
net.finmath.timeseries0%0%25253131232377
net.finmath.montecarlo.products0%0%131333337722
net.finmath.fouriermethod.calibration52274%76%13403814292738
net.finmath.integration48574%73%204530125133027
net.finmath.singleswaprate45373%2870%122728934712
net.finmath.equities.marketdata41872%2554%24582010383505
net.finmath.singleswaprate.products1,16688%3579%12771721535507
net.finmath.climate.models.dice.submodels76483%70%2677431942372114
net.finmath.modelling.products39%n/a8122745812810
net.finmath.singleswaprate.annuitymapping1,72193%4783%15662323573717
net.finmath.marketdata.model.volatility.caplet.smile0%0%7716162211
net.finmath.modelling.modelfactory79286%73%2268312191555019
net.finmath.tree.assetderivativevaluation.models71285%55%234624141112703
net.finmath.fouriermethod.products.smile29373%60%822247761703
net.finmath.stochastic.operators0%0%121225256622
net.finmath.fouriermethod.products27078%41%1132238762604
net.finmath.singleswaprate.model59%16%91672631001
net.finmath.tree77%50%920114051413
net.finmath.montecarlo.model7%0%45783412
net.finmath.singleswaprate.model.curves50%50%464103501
net.finmath.util.config84%71%4123280501
net.finmath.montecarlo.automaticdifferentiation62%n/a41051341013
net.finmath.exception0%n/a44884411
net.finmath.concurrency50%n/a46484601
net.finmath.finitedifference.boundaries86%50%2111141903
net.finmath.util96%100%2142382903
net.finmath.information92%50%262180401
net.finmath.tree.assetderivativevaluation100%n/a01002801001
net.finmath.equities.products100%100%01101801003
net.finmath.util.config.nodes100%n/a060120603