SwaptionATMMarketDataFromArray

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total151 of 1510%8 of 80%1313424299
getVolatility(double, double)310%40%337711
getVolatility(double, double, double, double)310%40%337711
SwaptionATMMarketDataFromArray(double[], double[], double, double[][])270%n/a118811
SwaptionATMMarketDataFromArray(ForwardCurve, DiscountCurve, double[], double[], double, double[][])270%n/a118811
SwaptionATMMarketDataFromArray(ForwardCurve, DiscountCurve, TimeDiscretization, TimeDiscretization, double, double[][])210%n/a118811
getValue(double, double, double, double)50%n/a111111
getOptionMaturities()30%n/a111111
getTenor()30%n/a111111
getSwapPeriodLength()30%n/a111111