FDMThetaMethod1DTwoState

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total1,189 of 1,1890%114 of 1140%75752202201717
getValues(double, DoubleUnaryOperator)3130%330%1818535311
fillDownInInactiveStep(double[], int, double[], double[], double[], double[], double, double, double, double)1310%100%66171711
solveVanillaStepAmerican(double[], double[], double, double, double, double, double, DoubleUnaryOperator)1280%60%44303011
fillUpInInactiveStep(double[], int, double[], double[], double[], double[], double, double, double, double)1250%100%66171711
solveVanillaStep(double[], double[], double, double, double, double, double)1210%60%44292911
FDMThetaMethod1DTwoState(FiniteDifferenceEquityModel, FiniteDifferenceOneDimensionalKnockInProduct, SpaceTimeDiscretization, Exercise, TwoStateActiveBoundaryProvider, TwoStateActivationPolicy)630%120%77202011
getDiscountedNoHitValue(double)440%40%339911
applyBermudanExerciseProjection(double[], double[], DoubleUnaryOperator, double, double)440%60%448811
buildActiveObstacleVector(double[], DoubleUnaryOperator, double, double)400%60%448811
getValue(double, double, DoubleUnaryOperator)370%20%227711
isAlreadyHitRegion(double, BarrierType, double)280%70%554411
sliceGrid(double[], int, int)250%20%224411
getValues(double, double[])240%20%224411
findBarrierIndex(double[], double)240%40%334411
findGridIndex(double[], double)240%40%334411
FDMThetaMethod1DTwoState(FiniteDifferenceEquityModel, FiniteDifferenceOneDimensionalKnockInProduct, SpaceTimeDiscretization, Exercise, TwoStateActiveBoundaryProvider)110%n/a112211
lambda$getValues$0(double[], double[], double)70%n/a111111