| createAuxiliaryVanillaModel(FiniteDifferenceEquityModel) |  | 0% | | 0% | 4 | 4 | 27 | 27 | 1 | 1 |
| applyEvaluationTimeDiscreteCondition(double, double[], FiniteDifferenceEquityModel) | | 0% | | 0% | 15 | 15 | 34 | 34 | 1 | 1 |
| priceInOptionByParity(FiniteDifferenceEquityModel) | | 0% | | 0% | 7 | 7 | 31 | 31 | 1 | 1 |
| interpolateSurfaceToOriginalGrid2DAlongFirstState(double[][], SpaceTimeDiscretization, SpaceTimeDiscretization) | | 0% | | 0% | 8 | 8 | 25 | 25 | 1 | 1 |
| createAuxiliaryActivatedModel2D(FiniteDifferenceEquityModel) | | 0% | | 0% | 11 | 11 | 22 | 22 | 1 | 1 |
| DigitalBarrierOption(String, double, double, double, CallOrPut, BarrierType, DigitalPayoffType, double, Exercise, MonitoringType, double[]) | | 0% | | 0% | 14 | 14 | 30 | 30 | 1 | 1 |
| createAuxiliaryKnockInModel1D(FiniteDifferenceEquityModel) | | 0% | | 0% | 4 | 4 | 21 | 21 | 1 | 1 |
| assembleDirectKnockInSurface2D(FiniteDifferenceEquityModel, FiniteDifferenceEquityModel, double[][], FiniteDifferenceEquityModel, double[][]) | | 0% | | 0% | 8 | 8 | 21 | 21 | 1 | 1 |
| applyEventCondition(double, double[], FiniteDifferenceEquityModel) | | 0% | | 0% | 10 | 10 | 25 | 25 | 1 | 1 |
| priceInOptionDiscrete2D(FiniteDifferenceEquityModel) | | 0% | | 0% | 7 | 7 | 19 | 19 | 1 | 1 |
| priceInOptionDirectly2D(FiniteDifferenceEquityModel) | | 0% | | 0% | 5 | 5 | 27 | 27 | 1 | 1 |
| getValuationSpaceTimeDiscretization(FiniteDifferenceEquityModel) | | 0% | | 0% | 7 | 7 | 23 | 23 | 1 | 1 |
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| buildActivatedSpotGridAlignedAtBarrier(double[], double) | | 0% | | n/a | 1 | 1 | 11 | 11 | 1 | 1 |
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| cellAveragedAssetDigital(double, double) | | 0% | | 0% | 6 | 6 | 14 | 14 | 1 | 1 |
| priceInOptionDirectly1D(FiniteDifferenceEquityModel) | | 0% | | 0% | 4 | 4 | 14 | 14 | 1 | 1 |
| extractActivatedBarrierTrace2D(FiniteDifferenceEquityModel, double[][]) | | 0% | | 0% | 3 | 3 | 12 | 12 | 1 | 1 |
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| isDegenerateZeroCase() | | 0% | | 0% | 13 | 13 | 1 | 1 | 1 | 1 |
| getValues(FiniteDifferenceEquityModel) | | 0% | | 0% | 10 | 10 | 15 | 15 | 1 | 1 |
| createAuxiliaryPreHitModel2D(FiniteDifferenceEquityModel, BarrierPreHitSpecification) | | 0% | | n/a | 1 | 1 | 12 | 12 | 1 | 1 |
| cellAveragedCashDigital(double, double) | | 0% | | 0% | 6 | 6 | 12 | 12 | 1 | 1 |
| validateDiscreteMonitoringScope(FiniteDifferenceEquityModel) | | 0% | | 0% | 10 | 10 | 10 | 10 | 1 | 1 |
| getValue(double, FiniteDifferenceEquityModel) | | 0% | | 0% | 4 | 4 | 11 | 11 | 1 | 1 |
| validateBarrierIsInteriorGridNode(double, double, double, int) | | 0% | | 0% | 6 | 6 | 9 | 9 | 1 | 1 |
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| priceOutOptionDirectly(FiniteDifferenceEquityModel) | | 0% | | 0% | 4 | 4 | 11 | 11 | 1 | 1 |
| interpolateSurfaceToOriginalGrid1D(double[][], double[], double[]) | | 0% | | 0% | 3 | 3 | 8 | 8 | 1 | 1 |
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| getPricingMode(FiniteDifferenceEquityModel) | | 0% | | 0% | 9 | 9 | 14 | 14 | 1 | 1 |
| pointwiseImmediateExercisePayoff(double) | | 0% | | 0% | 7 | 7 | 9 | 9 | 1 | 1 |
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| isMonitoringTime(double) | | 0% | | 0% | 5 | 5 | 7 | 7 | 1 | 1 |
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| cellAveragedPureDigital(double, double) | | 0% | | 0% | 4 | 4 | 6 | 6 | 1 | 1 |
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| createActivatedVanillaDigitalOption() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| DigitalBarrierOption(String, double, double, double, CallOrPut, BarrierType, DigitalPayoffType, double, MonitoringType, double[]) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| getEventTimes() | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| mapCallOrPut(double) | | 0% | | 0% | 3 | 3 | 5 | 5 | 1 | 1 |
| DigitalBarrierOption(String, double, double, double, double, BarrierType, DigitalPayoffType, double) | | 0% | | n/a | 1 | 1 | 3 | 3 | 1 | 1 |
| DigitalBarrierOption(double, double, double, double, BarrierType, DigitalPayoffType, double) | | 0% | | n/a | 1 | 1 | 3 | 3 | 1 | 1 |
| DigitalBarrierOption(String, double, double, double, CallOrPut, BarrierType, DigitalPayoffType, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| DigitalBarrierOption(double, double, double, CallOrPut, BarrierType, DigitalPayoffType, double) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| DigitalBarrierOption(double, double, double, double, BarrierType, DigitalPayoffType, double, Exercise, MonitoringType, double[]) | | 0% | | n/a | 1 | 1 | 3 | 3 | 1 | 1 |
| DigitalBarrierOption(String, double, double, double, CallOrPut, BarrierType, DigitalPayoffType, double, Exercise) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| DigitalBarrierOption(double, double, double, CallOrPut, BarrierType, DigitalPayoffType, double, Exercise, MonitoringType, double[]) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| getCurrentDiscreteKnockInEventState() | | 0% | | 0% | 2 | 2 | 2 | 2 | 1 | 1 |
| getEffectiveModelForValuation(FiniteDifferenceEquityModel) | | 0% | | 0% | 2 | 2 | 5 | 5 | 1 | 1 |
| getEffectiveModelForTwoDimensionalKnockIn(FiniteDifferenceEquityModel) | | 0% | | 0% | 2 | 2 | 5 | 5 | 1 | 1 |
| DigitalBarrierOption(double, double, double, double, BarrierType, DigitalPayoffType, double, Exercise) | | 0% | | n/a | 1 | 1 | 3 | 3 | 1 | 1 |
| DigitalBarrierOption(double, double, double, CallOrPut, BarrierType, DigitalPayoffType, double, Exercise) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| getPricingModeForCellAveraging() | | 0% | | 0% | 3 | 3 | 5 | 5 | 1 | 1 |
| isOutOption() | | 0% | | 0% | 3 | 3 | 1 | 1 | 1 | 1 |
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| supportsDirect2DKnockIn(FiniteDifferenceEquityModel) | | 0% | | 0% | 3 | 3 | 1 | 1 | 1 | 1 |
| supportsDirect2DDiscreteMonitoring(FiniteDifferenceEquityModel) | | 0% | | 0% | 3 | 3 | 1 | 1 | 1 | 1 |
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| getCallOrPut() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getBarrierType() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getDigitalPayoffType() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getCashPayoff() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getExercise() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getMonitoringType() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
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| getInactiveValueAtMaturity() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |