DoubleBarrierBinaryOption

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total1,603 of 1,6030%225 of 2250%1821823353356262
applyDiscreteEvent2D(double, double[], double[], double[])1160%230%1414242411
DoubleBarrierBinaryOption(String, double, double, double, double, DoubleBarrierType, Exercise, MonitoringType, double[])1130%240%1313282811
applyDiscreteEvent1D(double, double[], double[])990%210%1313212111
getValuationSpaceTimeDiscretization(FiniteDifferenceEquityModel)940%100%66262611
cellAveragedTerminalPayoff(double, double)840%70%66151511
applyEventCondition(double, double[], FiniteDifferenceEquityModel)740%100%66151511
getActivatedCashValueAt(double, FiniteDifferenceEquityModel)570%60%44131311
validateProductConfiguration(FiniteDifferenceEquityModel)570%100%66121211
getValue(double, FiniteDifferenceEquityModel)530%60%44111111
pointwiseTerminalPayoff(double)490%130%996611
getValues2DInternal(FiniteDifferenceEquityModel, SpaceTimeDiscretization)440%60%44101011
getValues(FiniteDifferenceEquityModel)430%60%44111111
applyEvaluationTimeDiscreteCondition(double, double[], FiniteDifferenceEquityModel)430%20%22101011
getValues1DInternal(FiniteDifferenceEquityModel, SpaceTimeDiscretization)390%40%338811
buildActivatedVectorsAtEventTimes(FiniteDifferenceEquityModel)380%20%228811
getConstrainedValue(double, double[])380%90%777711
buildZeroValueSurface(SpaceTimeDiscretization)360%40%337711
buildCellAveragedTerminalValues(SpaceTimeDiscretization)360%20%227711
getTotalNumberOfSpacePoints(SpaceTimeDiscretization)320%40%337711
getValues1D(FiniteDifferenceEquityModel, SpaceTimeDiscretization)250%40%335511
getValues2D(FiniteDifferenceEquityModel, SpaceTimeDiscretization)250%40%335511
getRightDualCellEdge(double[], int)250%20%223311
isConstraintActive(double, double[])210%60%444411
getLeftDualCellEdge(double[], int)180%20%223311
getEventTimes()170%40%333311
buildDiscreteTerminalValues1D(SpaceTimeDiscretization)170%20%224411
requiresActivatedEventState()160%60%441111
pointwiseExercisePayoff(double)160%40%335511
DoubleBarrierBinaryOption(String, double, double, double, double, DoubleBarrierType, MonitoringType, double[])150%n/a112211
DoubleBarrierBinaryOption(double, double, double, double, DoubleBarrierType, MonitoringType, double[])150%n/a112211
getSolverExerciseForValuation()150%40%333311
getCurrentActivatedVectorEventState()140%20%225511
isInsideBarrierBand(double)140%40%331111
getEffectiveModelForValuation(FiniteDifferenceEquityModel)140%20%224411
DoubleBarrierBinaryOption(String, double, double, double, double, DoubleBarrierType)130%n/a112211
DoubleBarrierBinaryOption(double, double, double, double, DoubleBarrierType)130%n/a112211
buildActivatedCashVectorAtEventTime(double, FiniteDifferenceEquityModel, int)130%n/a114411
DoubleBarrierBinaryOption(String, double, double, double, double, DoubleBarrierType, Exercise)120%n/a112211
DoubleBarrierBinaryOption(double, double, double, double, DoubleBarrierType, Exercise, MonitoringType, double[])120%n/a112211
getActivatedVectorEventStateStack()110%20%223311
DoubleBarrierBinaryOption(double, double, double, double, DoubleBarrierType, Exercise)100%n/a112211
getMonitoringTimes()100%20%221111
getDiscreteTerminalPayoff2D()90%20%223311
isBelowLowerBarrier(double)90%20%221111
isAboveUpperBarrier(double)90%20%221111
validateMonitoringSpecification()90%n/a112211
createActivatedVectorEventState(FiniteDifferenceEquityModel)80%n/a112211
isMonitoringTime(double)60%n/a111111
flatten(int, int, int)60%n/a111111
usesDiscreteMonitoring()40%n/a111111
lambda$getValues2DInternal$1(double, double, double)40%n/a111111
lambda$getValues2DInternal$0(double, double)40%n/a111111
getUnderlyingName()30%n/a111111
getMaturity()30%n/a111111
getCashPayoff()30%n/a111111
getLowerBarrier()30%n/a111111
getUpperBarrier()30%n/a111111
getDoubleBarrierType()30%n/a111111
getExercise()30%n/a111111
getMonitoringType()30%n/a111111
lambda$getDiscreteTerminalPayoff2D$0(double, double)30%n/a111111
lambda$getDiscreteTerminalPayoff2D$1(double, double)20%n/a111111