DupireLocalVolatility

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total757 of 7570%68 of 680%64641351353030
getLocalVarianceFromImpliedVolatilities(double, double)1460%40%33191911
getLocalVarianceFromOptionPrices(double, double)880%20%22131311
DupireLocalVolatility(OptionSurfaceDataInterpolated, DupireLocalVolatility.LocalVolatilityFormula, double, double, double, DupireLocalVolatility.NegativeLocalVarianceHandling)860%180%1010191911
getSecondStrikeDerivative(OptionSurfaceDataInterpolated, double, double, VolatilitySurface.QuotingConvention, double)560%20%229911
getFirstTimeDerivative(OptionSurfaceDataInterpolated, double, double, VolatilitySurface.QuotingConvention, double)480%20%226611
getFirstStrikeDerivative(OptionSurfaceDataInterpolated, double, double, VolatilitySurface.QuotingConvention, double)450%20%227711
handleLocalVariance(double, double, double)450%100%669911
getValue(double, double)380%60%448811
createFormulaSurface(OptionSurfaceDataInterpolated, DupireLocalVolatility.LocalVolatilityFormula)330%80%559911
resolveFormula(OptionSurfaceDataInterpolated, DupireLocalVolatility.LocalVolatilityFormula)220%60%447711
getDividendYieldRate(double)200%n/a114411
makeTimeSafe(double)160%40%333311
makeStrikeSafe(double)160%40%333311
getLocalVolatilityFromOptionPrices(double, double)100%n/a111111
getLocalVolatilityFromImpliedVolatilities(double, double)100%n/a111111
getStrikeEpsilon()100%n/a111111
DupireLocalVolatility(OptionSurfaceDataInterpolated)90%n/a112211
DupireLocalVolatility(OptionSurfaceDataInterpolated, DupireLocalVolatility.LocalVolatilityFormula)90%n/a112211
getRiskFreeRate(double)80%n/a111111
getSpot()60%n/a111111
getForward(double)60%n/a111111
getDiscountFactor(double)60%n/a111111
getQuoteSurface()30%n/a111111
getFormulaSurface()30%n/a111111
getRequestedFormula()30%n/a111111
getEffectiveFormula()30%n/a111111
getTimeEpsilon()30%n/a111111
getStrikeEpsilonFactor()30%n/a111111
getVarianceFloor()30%n/a111111
getNegativeLocalVarianceHandling()30%n/a111111