FDMVarianceGammaModel

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total154 of 33854%4 of 1060%152924631124
FDMVarianceGammaModel(double, DiscountCurve, DiscountCurve, VarianceGammaJumpComponent, SpaceTimeDiscretization)202656%4450%4541501
ofCGM(double, DiscountCurve, DiscountCurve, double, double, double, double, double, SpaceTimeDiscretization)160%n/a111111
ofCGM(double, double, double, double, double, double, double, double, SpaceTimeDiscretization)160%n/a111111
ofCGM(double, DiscountCurve, double, double, double, double, double, SpaceTimeDiscretization)150%n/a111111
ofCGM(double, double, double, double, double, double, double, SpaceTimeDiscretization)150%n/a111111
FDMVarianceGammaModel(double, DiscountCurve, double, double, double, double, double, SpaceTimeDiscretization)140%n/a113311
getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization)130%n/a111111
FDMVarianceGammaModel(double, double, double, VarianceGammaJumpComponent, SpaceTimeDiscretization)120%n/a114411
FDMVarianceGammaModel(double, double, double, double, double, double, double, SpaceTimeDiscretization)120%n/a112211
FDMVarianceGammaModel(double, DiscountCurve, VarianceGammaJumpComponent, SpaceTimeDiscretization)100%n/a113311
FDMVarianceGammaModel(double, double, VarianceGammaJumpComponent, SpaceTimeDiscretization)80%n/a112211
getVarianceGammaJumpComponent()30%n/a111111
getDrift(double, double[])45100%2100%020801
createFlatDiscountCurve(String, double)31100%n/a010301
FDMVarianceGammaModel(double, double, double, double, double, double, double, double, SpaceTimeDiscretization)16100%n/a010401
FDMVarianceGammaModel(double, DiscountCurve, DiscountCurve, double, double, double, double, double, SpaceTimeDiscretization)13100%n/a010301
getFactorLoading(double, double[])12100%n/a010101
getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct, double, double[])10100%n/a010201
getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct, double, double[])10100%n/a010201
getInitialValue()8100%n/a010101
getJumpComponent()4100%n/a010101
getRiskFreeCurve()3100%n/a010101
getDividendYieldCurve()3100%n/a010101
getSpaceTimeDiscretization()3100%n/a010101