WorstOfOptionMultiAssetBlackScholesModelBoundary

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total465 of 4650%46 of 460%383894941515
getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct, double, double[])720%40%33181811
getBlackScholesCallValue(double, double, int, double)680%60%44131311
getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct, double, double[])630%40%33161611
WorstOfOptionMultiAssetBlackScholesModelBoundary(FDMMultiAssetBlackScholesModel)570%100%66111111
getBlackScholesPutValue(double, double, int, double)480%60%44101011
isAtUpperBoundary(int, double)230%20%222211
isAtLowerBoundary(int, double)200%20%222211
getDividendYieldRate(int, double)180%n/a113311
getReducedOneDimensionalValue(CallOrPut, double, double, int, double)170%20%223311
getRiskFreeRate(double)160%n/a113311
getDeterministicLowerFaceValue(CallOrPut, double, double)140%n/a111111
getDividendDiscountFactor(int, double)140%20%223311
validateStateVariables(double[])120%40%333311
getRiskFreeDiscountFactor(double)120%20%223311
validateAndCastProduct(FiniteDifferenceEquityProduct)110%20%223311