OptionSurfaceDataInterpolated

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total1,474 of 1,4740%158 of 1580%1211212922924242
checkSmilesConsistencyAndDuplicates(OptionSmileData[])1430%200%1111272711
convertFromSurfaceConvention(double, double, double, VolatilitySurface.QuotingConvention)1200%260%1414202011
prepareFromOptionQuotes(OptionData[], boolean)1150%100%66282811
flatten(OptionSmileData[])1130%80%55212111
getCloneForQuotingConvention(VolatilitySurface.QuotingConvention)1080%60%44202011
checkSmiles(OptionSmileData[])1070%200%1111222211
checkOptionQuotesConsistencyAndDuplicates(OptionData[])810%140%88161611
normalizeSmile(OptionSmileData, boolean)750%60%44171711
checkOptionQuotes(OptionData[])630%120%77141411
buildSmileInterpolators(OptionSmileData[])590%40%339911
OptionSurfaceDataInterpolated(OptionSurfaceDataInterpolated.PreparedSurface, DiscountCurve, DiscountCurve, RationalFunctionInterpolation.InterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod, RationalFunctionInterpolation.InterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod)570%n/a11121211
getInterpolatedValue(double, double)470%40%337711
checkSmilesSorted(OptionSmileData[])460%60%446611
prepareFromSmiles(OptionSmileData[], boolean)410%40%33111111
checkStrictlyIncreasing(double[], String)380%80%557711
checkOptionQuotesSorted(OptionData[])250%40%334411
getValue(AnalyticModel, double, double, VolatilitySurface.QuotingConvention)190%20%224411
static {...}170%n/a119911
ofUnsorted(OptionData[], DiscountCurve, DiscountCurve)130%n/a112211
ofUnsorted(OptionData[], DiscountCurve, DiscountCurve, RationalFunctionInterpolation.InterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod, RationalFunctionInterpolation.InterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod)130%n/a112211
ofUnsorted(OptionSmileData[], DiscountCurve, DiscountCurve)130%n/a112211
ofUnsorted(OptionSmileData[], DiscountCurve, DiscountCurve, RationalFunctionInterpolation.InterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod, RationalFunctionInterpolation.InterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod)130%n/a112211
checkFinite(double, String)130%40%333311
OptionSurfaceDataInterpolated(OptionData[], DiscountCurve, DiscountCurve)120%n/a113311
OptionSurfaceDataInterpolated(OptionData[], DiscountCurve, DiscountCurve, RationalFunctionInterpolation.InterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod, RationalFunctionInterpolation.InterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod)120%n/a113311
OptionSurfaceDataInterpolated(OptionSmileData[], DiscountCurve, DiscountCurve)120%n/a113311
OptionSurfaceDataInterpolated(OptionSmileData[], DiscountCurve, DiscountCurve, RationalFunctionInterpolation.InterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod, RationalFunctionInterpolation.InterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod)120%n/a113311
of(OptionData[], DiscountCurve, DiscountCurve, RationalFunctionInterpolation.InterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod, RationalFunctionInterpolation.InterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod)110%n/a111111
of(OptionSmileData[], DiscountCurve, DiscountCurve, RationalFunctionInterpolation.InterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod, RationalFunctionInterpolation.InterpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod)110%n/a111111
of(OptionData[], DiscountCurve, DiscountCurve)70%n/a111111
of(OptionSmileData[], DiscountCurve, DiscountCurve)70%n/a111111
getValue(double, double)70%n/a111111
getValue(double, double, VolatilitySurface.QuotingConvention)70%n/a111111
getSmiles()50%n/a111111
getNodeMaturities()50%n/a111111
getNodeStrikes()50%n/a111111
getNodeValues()50%n/a111111
getMaturities()50%n/a111111
getStrikeInterpolationMethod()30%n/a111111
getStrikeExtrapolationMethod()30%n/a111111
getMaturityInterpolationMethod()30%n/a111111
getMaturityExtrapolationMethod()30%n/a111111