AsianOption.LiftedFDMSabrModelDecorator

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total555 of 5550%42 of 420%313188881010
getBoundaryConditionsAtUpperBoundary(FiniteDifferenceEquityProduct, double, double[])2040%200%1111393911
getBoundaryConditionsAtLowerBoundary(FiniteDifferenceEquityProduct, double, double[])1170%120%77252511
getFactorLoading(double, double[])1120%40%334411
getDrift(double, double[])750%60%448811
getInitialValue()200%n/a114411
AsianOption.LiftedFDMSabrModelDecorator(FDMSabrModel, SpaceTimeDiscretization)90%n/a114411
getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization)70%n/a111111
getRiskFreeCurve()40%n/a111111
getDividendYieldCurve()40%n/a111111
getSpaceTimeDiscretization()30%n/a111111