net.finmath.finitedifference.assetderivativevaluation.products

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethodsMissedClasses
Total25,420 of 25,4900%2,754 of 2,7560%2,1842,1924,8644,8787817883839
DigitalBarrierOption3,9010%5150%36436475675610010011
BarrierOption3,0600%3730%278278588588888811
DoubleBarrierOption2,8210%3200%245245535535838311
FloatingStrikeSwingOption2,4720%2700%181181424424464611
TouchOption2,2590%2630%211211447447757511
SwingOption1,6460%1720%121121287287353511
DoubleBarrierBinaryOption1,6030%2250%182182335335626211
ShoutOption1,2220%1040%8989208208373711
AsianOption8060%500%5151157157262611
DigitalOption6320%800%6767134134262611
AsianOption.LiftedFDMSabrModelDecorator5550%420%31318888101011
AsianOption.LiftedFDMHestonModelDecorator5490%420%31318888101011
AsianOption.LiftedFDMCevModelDecorator4480%340%27277979101011
AsianOption.LiftedFDMBachelierModelDecorator4480%340%27277979101011
AsianOption.LiftedFDMBlackScholesModelDecorator4480%340%27277979101011
DigitalBasketOption3450%460%42426767181811
BasketOption2850%360%34346060161611
BermudanOption2430%160%25255555171711
AmericanOption2260%120%23235353171711
DoubleBarrierOption.DoubleBarrierTrace2D1920%200%131335353311
WorstOfOption1810%160%23234545151511
BestOfOption1810%160%23234545151511
EuropeanOption1567030%1016%15233953101701
DoubleBarrierOption.DoubleBarrierPreHitHestonModel1520%0%7739395511
DoubleBarrierOption.DoubleBarrierPreHitSabrModel1390%0%7737375511
DoubleBarrierOption.DoubleBarrierPreHitModel1D1170%0%12122525101011
TouchOption.DiscountedCashAtExpiryActiveBoundaryProvider590%0%6617174411
DoubleBarrierOption.DoubleBarrierTrace1D440%0%4412122211
DigitalBarrierOption.PricingMode390%n/a11771111
BarrierOption.PricingMode390%n/a11771111
DoubleBarrierOption.PricingMode330%n/a11661111
FloatingStrikeSwingOption.Event0%0%55883311
ExerciseType0%n/a11441111
TouchOption.PricingMode0%n/a11441111
DigitalBasketOption.BasketDigitalType0%n/a11441111
TouchOption.ImmediateCashActiveBoundaryProvider0%n/a33553311
DigitalBarrierOption.DiscreteKnockInEventState0%n/a11331111
FiniteDifferenceEquityEventProduct0%n/a22222211
FiniteDifferenceEquityProduct0%n/a11111111