| computeFirstDerivative(double[], double[]) |  | 0% | | 0% | 6 | 6 | 24 | 24 | 1 | 1 |
| computeExplicitJumpContribution(double[], double) | | 0% | | 0% | 4 | 4 | 15 | 15 | 1 | 1 |
| interpolateLinearWithConstantExtrapolation(double[], double[], double) | | 0% | | 0% | 5 | 5 | 18 | 18 | 1 | 1 |
| midpointIntegrate(double[], double, double, double, double, double, double, int, int) | | 0% | | 0% | 3 | 3 | 15 | 15 | 1 | 1 |
| integrateJumpContributionAtNode(double[], double[], double, double, double, double, double, int) | | 0% | | 0% | 6 | 6 | 12 | 12 | 1 | 1 |
| FDMBatesADI2D(FDMBatesModel, FiniteDifferenceEquityProduct, SpaceTimeDiscretization, Exercise, int) | | 0% | | 0% | 5 | 5 | 14 | 14 | 1 | 1 |
| applyFullExplicitOperator(double[], double) | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
| FDMBatesADI2D(FDMBatesModel, FiniteDifferenceEquityProduct, SpaceTimeDiscretization, Exercise) | | 0% | | n/a | 1 | 1 | 2 | 2 | 1 | 1 |
| getModel() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |