net.finmath.finitedifference.assetderivativevaluation.models

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethodsMissedClasses
Total3,077 of 4,00423%121 of 14415%223271599794155199915
FDMMultiAssetBlackScholesModel6020%680%5959120120252511
FDMSabrModel5870%100%2424103103191911
FDMCevModel3990%60%18188181151511
FDMHestonModel32326745%3562%12225710791801
FDMMertonModel2970%40%23235959212111
FDMBachelierModel2010%40%18184141161611
FDMBatesModel1980%80%15153939111111
FDMVarianceGammaModel15418454%4660%15292463112401
FDMBlackScholesModel12731571%2250%8213110171901
MertonJumpComponent820%40%8817176611
VarianceGammaJumpComponent4812171%6857%101511334801
AbstractStateIndependentJumpComponent263859%2250%6117204901
BatesJumpComponent170%n/a22442211
FiniteDifferenceEquityModel820%n/a12121201
JumpComponent80%n/a44444411