| getShiftedSurface(double) |  | 0% | | 0% | 2 | 2 | 2 | 2 | 1 | 1 |
| getLocalVolatility(double, double, EquityForwardStructure, double, double) |  | 86% | | 50% | 3 | 5 | 3 | 21 | 0 | 1 |
| interpolateTotalVariance(double, double) | | 74% | | 75% | 1 | 3 | 1 | 10 | 0 | 1 |
| interpolateVolatility(double, double) | | 52% | | 25% | 2 | 3 | 3 | 5 | 0 | 1 |
| calibrate(EquityForwardStructure, List) | | 95% | | 83% | 1 | 4 | 2 | 29 | 0 | 1 |
| getVolatility(double, double, EquityForwardStructure) | | 82% | | 75% | 1 | 3 | 0 | 5 | 0 | 1 |
| getLocalVolatility(double, LocalDate, EquityForwardStructure, double, double) | | 82% | | 50% | 1 | 2 | 0 | 4 | 0 | 1 |
| getShift() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| SviVolatilitySurface(LocalDate, DayCountConvention, EquityForwardStructure, SviVolatilitySmile[], boolean, double) | | 100% | | 100% | 0 | 2 | 0 | 17 | 0 | 1 |
| calibrateSviSmile(double, List, List) | | 100% | | 100% | 0 | 2 | 0 | 13 | 0 | 1 |
| SviVolatilitySurface(DayCountConvention, boolean) | | 100% | | n/a | 0 | 1 | 0 | 8 | 0 | 1 |
| getVolatility(double, LocalDate, EquityForwardStructure) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| SviVolatilitySurface(LocalDate, DayCountConvention, EquityForwardStructure, SviVolatilitySmile[], boolean) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| setForwardStructure(EquityForwardStructure) | | 100% | | n/a | 0 | 1 | 0 | 3 | 0 | 1 |
| lambda$calibrate$1(VolatilityPoint) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getSmiles() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| lambda$new$0(SviVolatilitySmile) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| lambda$calibrate$0(LocalDate) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| static {...} | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |