| FDMBlackScholesModel(double, DiscountCurve, LocalVolatility, SpaceTimeDiscretization) |  | 0% | | n/a | 1 | 1 | 15 | 15 | 1 | 1 |
| FDMBlackScholesModel(double, DiscountCurve, DiscountCurve, LocalVolatility, SpaceTimeDiscretization) | | 0% | | n/a | 1 | 1 | 7 | 7 | 1 | 1 |
| getConstantVolatility() | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| FDMBlackScholesModel(double, DiscountCurve, DiscountCurve, double, SpaceTimeDiscretization) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| FDMBlackScholesModel(double, DiscountCurve, double, SpaceTimeDiscretization) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| getVolatility() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| FDMBlackScholesModel(double, double, LocalVolatility, SpaceTimeDiscretization) |  | 100% | | n/a | 0 | 1 | 0 | 23 | 0 | 1 |
| FDMBlackScholesModel(double, double, double, LocalVolatility, SpaceTimeDiscretization) | | 100% | | n/a | 0 | 1 | 0 | 21 | 0 | 1 |
| getDrift(double, double[]) | | 100% | | 100% | 0 | 2 | 0 | 8 | 0 | 1 |
| getFactorLoading(double, double[]) | | 100% | | n/a | 0 | 1 | 0 | 4 | 0 | 1 |
| FDMBlackScholesModel(double, double, double, double, SpaceTimeDiscretization) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| FDMBlackScholesModel(double, double, double, SpaceTimeDiscretization) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct, double, double[]) | | 100% | | n/a | 0 | 1 | 0 | 3 | 0 | 1 |
| getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct, double, double[]) | | 100% | | n/a | 0 | 1 | 0 | 3 | 0 | 1 |
| getInitialValue() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getRiskFreeCurve() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getDividendYieldCurve() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getSpaceTimeDiscretization() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |