FDMHullWhiteModel

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total1,018 of 1,0180%62 of 620%59591991992828
getDV(double, double)2090%80%55363611
getForwardRate(String, double, double, double, double[])950%80%55181811
getShortRateConditionalVariance(double, double)930%40%33181811
getB(double, double)750%40%33161611
getMRTime(double, double)730%40%33161611
getA(double, double)550%20%22101011
FDMHullWhiteModel(AnalyticModel, DiscountCurve, ShortRateVolatilityModel, SpaceTimeDiscretization)520%100%66161611
getDiscountBond(double, double, double[])510%40%33101011
getVolatilityIntervalIndex(double)460%100%66141411
getInitialInstantaneousForwardRate(double)370%n/a115511
getShortRateVarianceContribution(double, double, double, double, double)370%20%225511
getInitialDiscountForwardRate(double, double)260%n/a114411
getBContribution(double, double, double, double)250%20%223311
getDrift(double, double[])210%n/a114411
getFactorLoading(double, double[])160%n/a112211
getIntegratedBondSquaredVolatility(double, double)140%n/a112211
validateStateVariables(double[])120%40%333311
getCloneWithModifiedSpaceTimeDiscretization(SpaceTimeDiscretization)110%n/a111111
getMeanReversion(double)110%n/a112211
getVolatility(double)110%n/a112211
getBoundaryConditionsAtLowerBoundary(FiniteDifferenceInterestRateProduct, double, double[])100%n/a113311
getBoundaryConditionsAtUpperBoundary(FiniteDifferenceInterestRateProduct, double, double[])100%n/a113311
getDeterministicShortRateShift(double)90%n/a111111
getInitialValue()70%n/a111111
getAnalyticModel()30%n/a111111
getDiscountCurve()30%n/a111111
getVolatilityModel()30%n/a111111
getSpaceTimeDiscretization()30%n/a111111