net.finmath.finitedifference.assetderivativevaluation.boundaries

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethodsMissedClasses
Total9,853 of 10,3204%748 of 7621%6536692,3032,4152592705357
DigitalBasketOptionMultiAssetBlackScholesModelBoundary8560%1000%6969181181171711
BasketOptionMultiAssetBlackScholesModelBoundary6870%660%4848130130151511
BestOfOptionMultiAssetBlackScholesModelBoundary4800%480%3939100100151511
WorstOfOptionMultiAssetBlackScholesModelBoundary4650%460%38389494151511
DigitalOptionSabrModelBoundary2540%240%181864646611
DigitalOptionHestonModelBoundary2540%240%181864646611
DigitalOptionBlackScholesModelBoundary2300%240%181856566611
DigitalOptionBachelierModelBoundary2300%240%181856566611
DigitalOptionCevModelBoundary2300%240%181856566611
DigitalBarrierOptionHestonModelBoundary2090%200%151547475511
DigitalBarrierOptionSabrModelBoundary2090%200%151547475511
DigitalBarrierOptionCevModelBoundary1930%160%131343435511
DigitalBarrierOptionBlackScholesModelBoundary1930%160%131343435511
DigitalBarrierOptionBachelierModelBoundary1930%160%131343435511
BarrierOptionCevModelBoundary1780%80%7750503311
BarrierOptionBlackScholesModelBoundary1780%80%7750503311
BarrierOptionHestonModelBoundary1740%180%131340404411
BarrierOptionSabrModelBoundary1740%180%131340404411
AmericanOptionSabrModelBoundary1570%60%6637373311
AmericanOptionHestonModelBoundary1570%60%6637373311
BermudanOptionSabrModelBoundary1570%60%6637373311
BermudanOptionHestonModelBoundary1570%60%6637373311
BarrierOptionBachelierModelBoundary1560%80%7744443311
BermudanOptionBlackScholesModelBoundary1480%40%5535353311
AmericanOptionBlackScholesModelBoundary1480%40%5535353311
DoubleBarrierOptionBlackScholesModelBoundary1480%40%5542423311
EuropeanOptionCevModelBoundary1480%40%5535353311
AmericanOptionCevModelBoundary1480%40%5535353311
DoubleBarrierOptionCevModelBoundary1480%40%5542423311
BermudanOptionCevModelBoundary1480%40%5535353311
EuropeanOptionMertonModelBoundary1440%40%5534343311
DoubleBarrierBinaryOptionSabrModelBoundary1350%140%161635356611
DoubleBarrierBinaryOptionHestonModelBoundary1350%140%161635356611
DoubleBarrierBinaryOptionBachelierModelBoundary1270%140%161633336611
DoubleBarrierBinaryOptionBlackScholesModelBoundary1270%140%161633336611
DoubleBarrierOptionSabrModelBoundary1270%70%8831314411
DoubleBarrierBinaryOptionCevModelBoundary1270%140%161633336611
DoubleBarrierOptionHestonModelBoundary1270%70%8831314411
BermudanOptionBachelierModelBoundary1260%40%5530303311
EuropeanOptionBachelierModelBoundary1260%40%5530303311
DoubleBarrierOptionBachelierModelBoundary1260%40%5536363311
AmericanOptionBachelierModelBoundary1260%40%5530303311
EuropeanOptionSabrModelBoundary1200%60%7728284411
EuropeanOptionBatesModelBoundary1200%60%7728284411
TouchOptionHestonModelBoundary1060%60%7728284411
BlackScholesActiveBoundaryProvider1060%40%5521213311
TouchOptionSabrModelBoundary1060%60%7728284411
TouchOptionCevModelBoundary980%60%7724244411
TouchOptionBachelierModelBoundary980%60%7724244411
TouchOptionBlackScholesModelBoundary980%60%7724244411
CevActiveBoundaryProvider850%40%5518183311
BachelierActiveBoundaryProvider850%40%5518183311
ActiveBoundaryProviderFactory410%60%44881111
FDBoundaryFactory285767%2250%348231201
EuropeanOptionHestonModelBoundary11898%2466%270280401
EuropeanOptionBlackScholesModelBoundary148100%4100%050350301
EuropeanOptionVarianceGammaModelBoundary144100%4100%050340301