FDMSabrModel

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total587 of 5870%10 of 100%24241031031919
getCovariance(double, double[])1060%n/a115511
getFactorLoading(double, double[])840%40%33101011
FDMSabrModel(double, double, double, double, double, double, double, SpaceTimeDiscretization)800%n/a11181811
FDMSabrModel(double, double, double, double, double, double, SpaceTimeDiscretization)800%n/a11181811
getDrift(double, double[])720%60%44121211
FDMSabrModel(double, double, DiscountCurve, double, double, double, SpaceTimeDiscretization)620%n/a11161611
FDMSabrModel(double, double, DiscountCurve, DiscountCurve, double, double, double, SpaceTimeDiscretization)270%n/a11101011
getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization)190%n/a111111
getInitialValue()130%n/a111111
getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct, double, double[])100%n/a112211
getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct, double, double[])100%n/a112211
getRiskFreeCurve()30%n/a111111
getDividendYieldCurve()30%n/a111111
getInitialSpot()30%n/a111111
getInitialAlpha()30%n/a111111
getBeta()30%n/a111111
getNu()30%n/a111111
getRho()30%n/a111111
getSpaceTimeDiscretization()30%n/a111111