FDMMultiAssetBlackScholesModel

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total602 of 6020%68 of 680%59591201202525
FDMMultiAssetBlackScholesModel(double[], DiscountCurve, DiscountCurve[], double[], double[][], SpaceTimeDiscretization)1480%280%1515363611
validateCorrelationMatrix(double[][], int)900%180%1010141411
getFactorLoading(double, double[])490%40%338811
getDrift(double, double[])450%20%228811
createFlatDiscountCurve(String, double)340%n/a114411
createFlatDividendCurves(double[])330%60%446611
deepCopyMatrix(double[][])220%20%224411
computeCholeskyFactor(double[][])210%n/a114411
createZeroDividendCurves(int)190%20%224411
getDividendYieldCurve()150%20%223311
getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization)150%n/a111111
validateStateVariables(double[])140%40%333311
getAnnualizedZeroRate(DiscountCurve, double)140%n/a113311
FDMMultiAssetBlackScholesModel(double[], double, double[], double[], double[][], SpaceTimeDiscretization)120%n/a114411
FDMMultiAssetBlackScholesModel(double[], DiscountCurve, double[], double[][], SpaceTimeDiscretization)110%n/a113311
toString()110%n/a112211
getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct, double, double[])100%n/a113311
getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct, double, double[])100%n/a113311
getDividendYieldCurves()50%n/a111111
getVolatilities()50%n/a111111
getInitialValue()50%n/a111111
getNumberOfAssets()40%n/a111111
getCorrelationMatrix()40%n/a111111
getRiskFreeCurve()30%n/a111111
getSpaceTimeDiscretization()30%n/a111111