FDMHestonModel

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total323 of 59045%3 of 862%122257107918
getCovariance(double, double[])1060%n/a115511
FDMHestonModel(double, double, double, double, double, double, double, SpaceTimeDiscretization)830%n/a11191911
FDMHestonModel(double, double, DiscountCurve, double, double, double, double, SpaceTimeDiscretization)650%n/a11171711
FDMHestonModel(double, double, DiscountCurve, DiscountCurve, double, double, double, double, SpaceTimeDiscretization)300%n/a11111111
getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization)210%n/a111111
getFactorLoading(double, double[])47695%2250%2301001
getKappa()30%n/a111111
getThetaV()30%n/a111111
getSigma()30%n/a111111
getRho()30%n/a111111
getDrift(double, double[])26697%1375%1301101
FDMHestonModel(double, double, double, double, double, double, double, double, SpaceTimeDiscretization)83100%n/a0101901
getInitialValue()13100%n/a010101
getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct, double, double[])10100%n/a010301
getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct, double, double[])10100%n/a010301
getRiskFreeCurve()3100%n/a010101
getDividendYieldCurve()3100%n/a010101
getSpaceTimeDiscretization()3100%n/a010101