TouchOption

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total2,259 of 2,2590%263 of 2630%2112114474477575
interpolateSurfaceToOriginalGrid2DAlongFirstState(double[][], SpaceTimeDiscretization, SpaceTimeDiscretization)1430%140%88252511
createAuxiliaryKnockInModel1D(FiniteDifferenceEquityModel)1160%60%44212111
assembleDirectOneTouchSurface2D(FiniteDifferenceEquityModel, FiniteDifferenceEquityModel, double[][])1100%140%88202011
TouchOption(String, double, double, BarrierType, double, TouchSettlementTiming, Exercise, MonitoringType, double[])1060%220%1212282811
createPreHitSpecification2D(FiniteDifferenceEquityModel, ActivatedBarrierTrace2D)930%40%33171711
cellAveragedNoTouchPayoff(double, double)780%130%88141411
getValuationSpaceTimeDiscretization(FiniteDifferenceEquityModel)750%60%44191911
buildActivatedSurfaceOnOriginalGrid2D(FiniteDifferenceEquityModel)690%60%44121211
priceInOptionDirectly2D(FiniteDifferenceEquityModel)630%60%44151511
createAnalyticalActivatedBarrierTrace2D(FiniteDifferenceEquityModel)600%40%33111111
createAuxiliaryPreHitModel2D(FiniteDifferenceEquityModel, BarrierPreHitSpecification)590%n/a11121211
applyEventCondition(double, double[], FiniteDifferenceEquityModel)570%100%66131311
priceInOptionDirectly1D(FiniteDifferenceEquityModel)550%40%33121211
validateBarrierIsInteriorGridNode(double, double, double, int)530%100%669911
interpolateSurfaceToOriginalGrid1D(double[][], double[], double[])470%40%338811
validateContinuousMonitoringScope(FiniteDifferenceEquityModel, int)460%140%88101011
getValues(FiniteDifferenceEquityModel)450%80%66111111
getValue(double, FiniteDifferenceEquityModel)400%20%229911
getDiscountedCashValueForTau(FiniteDifferenceEquityModel, double)390%40%33101011
buildZeroValueSurface(FiniteDifferenceEquityModel)380%40%338811
isConstraintActive(double, double[])380%110%777711
validateProductConfiguration(FiniteDifferenceEquityModel)370%80%55111111
buildCellAveragedTerminalValues(SpaceTimeDiscretization)360%20%227711
getTouchedValueAtEventTime(double, FiniteDifferenceEquityModel)360%40%336611
validateBarrierInsideGrid(FiniteDifferenceEquityModel)330%40%336611
getTotalNumberOfSpacePoints(SpaceTimeDiscretization)320%40%337711
buildDiscreteMonitoringTerminalValues(SpaceTimeDiscretization)310%40%336611
priceOutOptionDirectly(FiniteDifferenceEquityModel)310%20%227711
createActiveBoundaryProvider(FiniteDifferenceEquityModel)290%30%334411
isBarrierBreached(double)290%70%554411
isAliveAtExerciseOrMaturityForOutOption(double)260%70%554411
oneTouchAtExpiry(String, double, double, BarrierType, double)250%40%333311
oneTouchAtHit(String, double, double, BarrierType, double)250%40%333311
noTouchAtExpiry(String, double, double, BarrierType, double)250%40%333311
getRightDualCellEdge(double[], int)250%20%223311
createActivationPolicy()240%30%334411
buildConstantTerminalValues(SpaceTimeDiscretization, double)230%20%225511
getActivatedValueForTau(FiniteDifferenceEquityModel, double)220%30%334411
getColumn(double[][], int)220%20%224411
validateDiscreteMonitoringScope(int)180%40%335511
getLeftDualCellEdge(double[], int)180%20%223311
priceDiscreteMonitored1D(FiniteDifferenceEquityModel)170%n/a114411
getPricingMode(FiniteDifferenceEquityModel)160%40%336611
getEffectiveModelForValuation(FiniteDifferenceEquityModel)140%20%224411
TouchOption(String, double, double, BarrierType, double, TouchSettlementTiming)130%n/a112211
TouchOption(String, double, double, BarrierType, double)130%n/a112211
TouchOption(double, double, BarrierType, double, TouchSettlementTiming)130%n/a112211
TouchOption(double, double, BarrierType, double)130%n/a112211
TouchOption(String, double, double, BarrierType, double, TouchSettlementTiming, Exercise)120%n/a112211
TouchOption(double, double, BarrierType, double, TouchSettlementTiming, Exercise, MonitoringType, double[])120%n/a112211
TouchOption(double, double, BarrierType, double, TouchSettlementTiming, Exercise)120%n/a112211
isOutOption()120%40%331111
getEventTimes()110%20%223311
TouchOption(String, double, double, BarrierType, double, Exercise)100%n/a112211
supportsDirect2D(FiniteDifferenceEquityModel)100%40%331111
getConstrainedValue(double, double[])100%20%223311
getMonitoringTimes()100%20%221111
pointwiseNoTouchTerminalPayoff(double)90%20%221111
validateMonitoringSpecification()90%n/a112211
oneTouchAtExpiry(double, double, BarrierType, double)70%n/a111111
oneTouchAtHit(double, double, BarrierType, double)70%n/a111111
noTouchAtExpiry(double, double, BarrierType, double)70%n/a111111
buildActiveTerminalValues(SpaceTimeDiscretization)60%n/a111111
flatten(int, int, int)60%n/a111111
usesDiscreteMonitoring()40%n/a111111
getUnderlyingName()30%n/a111111
getMaturity()30%n/a111111
getBarrierValue()30%n/a111111
getBarrierType()30%n/a111111
getPayoffAmount()30%n/a111111
getSettlementTiming()30%n/a111111
getExercise()30%n/a111111
getMonitoringType()30%n/a111111
lambda$priceInOptionDirectly2D$0(double)30%n/a111111
getInactiveValueAtMaturity()20%n/a111111