| getDeepInTheMoneyBoundaryValue(Swaption, double, double) |  | 0% | | 0% | 3 | 3 | 9 | 9 | 1 | 1 |
| SwaptionHullWhiteModelBoundary(FDMHullWhiteModel) | | 0% | | 0% | 4 | 4 | 7 | 7 | 1 | 1 |
| getBoundaryConditionsAtLowerBoundary(FiniteDifferenceInterestRateProduct, double, double[]) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
| getBoundaryConditionsAtUpperBoundary(FiniteDifferenceInterestRateProduct, double, double[]) | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 |
| getLowerBoundaryValue(Swaption, double, double) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| getUpperBoundaryValue(Swaption, double, double) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| validateStateVariables(double[]) | | 0% | | 0% | 3 | 3 | 3 | 3 | 1 | 1 |
| validateAndCastProduct(FiniteDifferenceInterestRateProduct) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |