DoubleBarrierOption

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total2,821 of 2,8210%320 of 3200%2452455355358383
createAuxiliaryActivatedModel(FiniteDifferenceEquityModel)1740%60%44272711
interpolateSurfaceToOriginalGrid2DAlongFirstState(double[][], SpaceTimeDiscretization, SpaceTimeDiscretization)1390%140%88242411
DoubleBarrierOption(String, double, double, double, double, CallOrPut, DoubleBarrierType, Exercise, MonitoringType, double[])1340%300%1616333311
createAuxiliaryPreHitModel2D(FiniteDifferenceEquityModel, DoubleBarrierOption.DoubleBarrierTrace2D, DoubleBarrierOption.DoubleBarrierTrace2D)1120%40%33181811
applyEvaluationTimeDiscreteCondition(double, double[], FiniteDifferenceEquityModel)1060%120%77262611
assembleDirectKnockInSurface2D(FiniteDifferenceEquityModel, FiniteDifferenceEquityModel, double[][], FiniteDifferenceEquityModel, double[][])940%80%55171711
getValuationSpaceTimeDiscretization(FiniteDifferenceEquityModel)930%120%77232311
extractActivatedBoundaryTrace2D(FiniteDifferenceEquityModel, double[][], double)890%60%44161611
applyEventCondition(double, double[], FiniteDifferenceEquityModel)820%120%77191911
assembleDirectKnockInSurface1D(FiniteDifferenceEquityModel, FiniteDifferenceEquityModel, double[][], FiniteDifferenceEquityModel, double[][])760%60%44131311
cellAveragedVanillaPayoff(double, double)720%100%66121211
priceInOptionDirectly1D(FiniteDifferenceEquityModel)670%n/a11121211
createAuxiliaryPreHitModel1D(FiniteDifferenceEquityModel, DoubleBarrierOption.DoubleBarrierTrace1D, DoubleBarrierOption.DoubleBarrierTrace1D)670%n/a11121211
priceInOptionDirectly2D(FiniteDifferenceEquityModel)600%n/a11111111
isDegenerateZeroCase()600%240%13131111
createActivatedVanillaProduct()540%60%447711
getValue(double, FiniteDifferenceEquityModel)530%60%44111111
getValues(FiniteDifferenceEquityModel)530%120%99131311
priceOutOptionDirectly(FiniteDifferenceEquityModel)530%60%44101011
getPricingMode(FiniteDifferenceEquityModel)500%160%99141411
extractActivatedBoundaryTrace1D(FiniteDifferenceEquityModel, double[][], double)480%20%22101011
interpolateSurfaceToOriginalGrid1D(double[][], double[], double[])470%40%338811
applyDiscreteInEvent2D(double, double[], double[], double[], ActivatedVectorEventState)460%60%448811
validateProductConfiguration(FiniteDifferenceEquityModel)440%120%77111111
buildZeroValueSurface(FiniteDifferenceEquityModel)400%40%338811
cellAveragedPayoffForDirectOutPricing(double, double)400%40%338811
priceInOptionDiscrete1D(FiniteDifferenceEquityModel)390%n/a119911
buildActivatedVectorsAtEventTimes(FiniteDifferenceEquityModel, FiniteDifferenceEquityProduct)390%40%338811
buildCellAveragedTerminalValues(SpaceTimeDiscretization)360%20%227711
applyDiscreteOutEvent2D(double[], double[], double[])360%60%446611
priceInOptionDiscrete2D(FiniteDifferenceEquityModel)340%n/a118811
validateBarriersInsideGrid(FiniteDifferenceEquityModel)330%40%336611
isDegenerateVanillaCase()320%120%771111
getTotalNumberOfSpacePoints(SpaceTimeDiscretization)320%40%337711
applyDiscreteInEvent1D(double, double[], double[], ActivatedVectorEventState)300%40%336611
isConstraintActive(double, double[])260%80%554411
getRightDualCellEdge(double[], int)250%20%223311
applyDiscreteOutEvent1D(double[], double[])240%40%335511
buildZeroTerminalValues(SpaceTimeDiscretization)230%20%225511
getColumn(double[][], int)220%20%224411
validateDiscreteMonitoringScope(FiniteDifferenceEquityModel)200%60%444411
pointwiseVanillaPayoff(double)180%20%223311
getLeftDualCellEdge(double[], int)180%20%223311
DoubleBarrierOption(double, double, double, double, double, DoubleBarrierType, MonitoringType, double[])170%n/a113311
getEventTimes()170%40%333311
mapCallOrPut(double)170%40%335511
DoubleBarrierOption(String, double, double, double, double, CallOrPut, DoubleBarrierType, MonitoringType, double[])160%n/a112211
DoubleBarrierOption(double, double, double, double, CallOrPut, DoubleBarrierType, MonitoringType, double[])160%n/a112211
DoubleBarrierOption(double, double, double, double, double, DoubleBarrierType)150%n/a113311
DoubleBarrierOption(String, double, double, double, double, CallOrPut, DoubleBarrierType)140%n/a112211
DoubleBarrierOption(double, double, double, double, CallOrPut, DoubleBarrierType)140%n/a112211
DoubleBarrierOption(String, double, double, double, double, double, DoubleBarrierType, Exercise, MonitoringType, double[])140%n/a113311
getCurrentActivatedVectorEventState()140%20%225511
isAliveInsideBand(double)140%40%331111
isKnockedIn(double)140%40%331111
getEffectiveModelForValuation(FiniteDifferenceEquityModel)140%20%224411
DoubleBarrierOption(String, double, double, double, double, CallOrPut, DoubleBarrierType, Exercise)130%n/a112211
DoubleBarrierOption(double, double, double, double, CallOrPut, DoubleBarrierType, Exercise, MonitoringType, double[])130%n/a112211
DoubleBarrierOption(String, double, double, double, double, double, DoubleBarrierType, Exercise)120%n/a113311
createVanillaOption()120%n/a111111
DoubleBarrierOption(double, double, double, double, CallOrPut, DoubleBarrierType, Exercise)110%n/a112211
getActivatedVectorEventStateStack()110%20%223311
supportsDirect2D(FiniteDifferenceEquityModel)100%40%331111
pointwisePayoffForDirectOutPricing(double)100%20%223311
getConstrainedValue(double, double[])100%20%223311
getMonitoringTimes()100%20%221111
createActivatedVectorEventState(FiniteDifferenceEquityModel, FiniteDifferenceEquityProduct)90%n/a112211
validateMonitoringSpecification()90%n/a112211
isOutOption()80%20%221111
isMonitoringTime(double)60%n/a111111
flatten(int, int, int)60%n/a111111
usesDiscreteMonitoring()40%n/a111111
getUnderlyingName()30%n/a111111
getMaturity()30%n/a111111
getStrike()30%n/a111111
getLowerBarrier()30%n/a111111
getUpperBarrier()30%n/a111111
getCallOrPut()30%n/a111111
getDoubleBarrierType()30%n/a111111
getExercise()30%n/a111111
getMonitoringType()30%n/a111111
lambda$priceInOptionDiscrete2D$0(double)20%n/a111111
lambda$priceInOptionDirectly2D$0(double)20%n/a111111