net.finmath.finitedifference.assetderivativevaluation.boundaries

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethodsMissedClasses
Total9,853 of 10,3204%748 of 7621%6536692,3032,4152592705357
DigitalBasketOptionMultiAssetBlackScholesModelBoundary.java8560%1000%6969181181171711
BasketOptionMultiAssetBlackScholesModelBoundary.java6870%660%4848130130151511
BestOfOptionMultiAssetBlackScholesModelBoundary.java4800%480%3939100100151511
WorstOfOptionMultiAssetBlackScholesModelBoundary.java4650%460%38389494151511
DigitalOptionSabrModelBoundary.java2540%240%181864646611
DigitalOptionHestonModelBoundary.java2540%240%181864646611
DigitalOptionBachelierModelBoundary.java2300%240%181856566611
DigitalOptionCevModelBoundary.java2300%240%181856566611
DigitalOptionBlackScholesModelBoundary.java2300%240%181856566611
DigitalBarrierOptionHestonModelBoundary.java2090%200%151547475511
DigitalBarrierOptionSabrModelBoundary.java2090%200%151547475511
DigitalBarrierOptionBlackScholesModelBoundary.java1930%160%131343435511
DigitalBarrierOptionCevModelBoundary.java1930%160%131343435511
DigitalBarrierOptionBachelierModelBoundary.java1930%160%131343435511
BarrierOptionCevModelBoundary.java1780%80%7750503311
BarrierOptionBlackScholesModelBoundary.java1780%80%7750503311
BarrierOptionHestonModelBoundary.java1740%180%131340404411
BarrierOptionSabrModelBoundary.java1740%180%131340404411
BermudanOptionHestonModelBoundary.java1570%60%6637373311
AmericanOptionHestonModelBoundary.java1570%60%6637373311
AmericanOptionSabrModelBoundary.java1570%60%6637373311
BermudanOptionSabrModelBoundary.java1570%60%6637373311
BarrierOptionBachelierModelBoundary.java1560%80%7744443311
EuropeanOptionCevModelBoundary.java1480%40%5535353311
DoubleBarrierOptionBlackScholesModelBoundary.java1480%40%5542423311
DoubleBarrierOptionCevModelBoundary.java1480%40%5542423311
BermudanOptionCevModelBoundary.java1480%40%5535353311
AmericanOptionBlackScholesModelBoundary.java1480%40%5535353311
BermudanOptionBlackScholesModelBoundary.java1480%40%5535353311
AmericanOptionCevModelBoundary.java1480%40%5535353311
EuropeanOptionMertonModelBoundary.java1440%40%5534343311
DoubleBarrierBinaryOptionHestonModelBoundary.java1350%140%161635356611
DoubleBarrierBinaryOptionSabrModelBoundary.java1350%140%161635356611
DoubleBarrierBinaryOptionBachelierModelBoundary.java1270%140%161633336611
DoubleBarrierBinaryOptionCevModelBoundary.java1270%140%161633336611
DoubleBarrierOptionSabrModelBoundary.java1270%70%8831314411
DoubleBarrierOptionHestonModelBoundary.java1270%70%8831314411
DoubleBarrierBinaryOptionBlackScholesModelBoundary.java1270%140%161633336611
EuropeanOptionBachelierModelBoundary.java1260%40%5530303311
DoubleBarrierOptionBachelierModelBoundary.java1260%40%5536363311
AmericanOptionBachelierModelBoundary.java1260%40%5530303311
BermudanOptionBachelierModelBoundary.java1260%40%5530303311
EuropeanOptionBatesModelBoundary.java1200%60%7728284411
EuropeanOptionSabrModelBoundary.java1200%60%7728284411
TouchOptionSabrModelBoundary.java1060%60%7728284411
BlackScholesActiveBoundaryProvider.java1060%40%5521213311
TouchOptionHestonModelBoundary.java1060%60%7728284411
TouchOptionCevModelBoundary.java980%60%7724244411
TouchOptionBachelierModelBoundary.java980%60%7724244411
TouchOptionBlackScholesModelBoundary.java980%60%7724244411
BachelierActiveBoundaryProvider.java850%40%5518183311
CevActiveBoundaryProvider.java850%40%5518183311
ActiveBoundaryProviderFactory.java410%60%44881111
FDBoundaryFactory.java285767%2250%348231201
EuropeanOptionHestonModelBoundary.java11898%2466%270280401
EuropeanOptionBlackScholesModelBoundary.java148100%4100%050350301
EuropeanOptionVarianceGammaModelBoundary.java144100%4100%050340301