| blackScholesDoubleBarrierOptionValue(double, double, double, double, double, double, boolean, double, double, BarrierOptions.DoubleBarrierType, int) |  | 0% |  | 0% | 12 | 12 | 64 | 64 | 1 | 1 |
| blackScholesSoftBarrierOptionValue(double, double, double, double, double, double, boolean, double, double, BarrierOptions.BarrierType) |  | 0% |  | 0% | 17 | 17 | 55 | 55 | 1 | 1 |
| blackScholesBinaryBarrierOptionValue(double, double, double, double, double, double, boolean, double, BarrierOptions.BarrierType, BarrierOptions.BinaryPayoffType, double) |  | 0% |  | 0% | 34 | 34 | 77 | 77 | 1 | 1 |
| blackScholesBinaryBarrierStatusAtExpiryValue(double, double, double, double, double, double, BarrierOptions.BarrierType, BarrierOptions.BinaryBarrierEventType, BarrierOptions.BinaryPayoffType, double) |  | 0% |  | 0% | 24 | 24 | 35 | 35 | 1 | 1 |
| doubleBarrierBinaryExpiryValue(double, double, double, double, double, double, double, double, BarrierOptions.DoubleBarrierType, int, double) |  | 0% |  | 0% | 4 | 4 | 23 | 23 | 1 | 1 |
| doubleBarrierBinaryKikoKokiValue(double, double, double, double, double, double, double, double, BarrierOptions.DoubleBarrierType, int, double) |  | 0% |  | 0% | 4 | 4 | 25 | 25 | 1 | 1 |
| blackScholesBinaryBarrierAtHitValue(double, double, double, double, double, double, BarrierOptions.BarrierType, BarrierOptions.BinaryPayoffType, double) |  | 0% |  | 0% | 12 | 12 | 24 | 24 | 1 | 1 |
| vanillaBinaryValue(double, double, double, double, double, double, boolean, BarrierOptions.BinaryPayoffType, double) |  | 0% |  | 0% | 9 | 9 | 14 | 14 | 1 | 1 |
| blackScholesDoubleBarrierCashBinaryValue(double, double, double, double, double, double, double, double, BarrierOptions.DoubleBarrierType, int, double) |  | 0% |  | 0% | 16 | 16 | 25 | 25 | 1 | 1 |
| vanillaBlackScholesValue(double, double, double, double, double, double, boolean) |  | 0% |  | 0% | 4 | 4 | 8 | 8 | 1 | 1 |
| blackScholesBarrierStatusBinaryValue(double, double, double, double, double, double, BarrierOptions.BarrierType, BarrierOptions.BinaryBarrierEventType, BarrierOptions.BinaryPayoffType, double) |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| validatePositive(double, String) |  | 0% |  | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| validateNonNegative(double, String) |  | 0% |  | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| blackScholesOneTouchValue(double, double, double, double, double, double, BarrierOptions.BarrierType, BarrierOptions.BinaryPayoffType, double) |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| blackScholesBarrierOptionValue(double, double, double, double, double, double, boolean, double, double, BarrierOptions.BarrierType) |   | 98% |   | 96% | 1 | 18 | 1 | 52 | 0 | 1 |
| getEta(BarrierOptions.BarrierType) |   | 58% |   | 66% | 1 | 3 | 1 | 4 | 0 | 1 |
| n(double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |