net.finmath.marketdata.model.volatilities

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethodsMissedClasses
Total4,612 of 6,64230%402 of 50219%3784888151,1471562371426
OptionSurfaceDataInterpolated1,4740%1580%121121292292424211
DupireLocalVolatility7570%680%6464135135303011
SwaptionDataLattice63678855%603838%519289199144301
CapletVolatilitiesParametricDisplacedFourParameterAnalytic5430%140%131355556611
OptionSurfaceData22713336%21519%1826406961301
PiecewiseConstantVolatility1710%260%24243535111111
CapletVolatilitiesParametricFourParameterPicewiseConstant1640%60%9928286611
SwaptionATMMarketDataFromArray1510%80%131342429911
CapletVolatilities13220360%101458%111931684701
OptionSurfaceDataInterpolated.SmileInterpolator570%60%5512122211
AbstractVolatilitySurface5517175%42083%724124631201
SwaptionDataLattice.DataKey5010367%12840%11158251501
OptionData282749%n/a585155801
AbstractVolatilitySurfaceParametric2510480%5550%6115251601
LocalVolatility210%n/a44334411
DupireLocalVolatility.LocalVolatilityFormula210%n/a11441111
DupireLocalVolatility.NegativeLocalVarianceHandling210%n/a11441111
OptionSurfaceDataInterpolated.PreparedSurface180%n/a11771111
OptionSmileData177882%375%2102191801
SwaptionDataLattice.new DoubleUnaryOperator() {...}0%n/a22222211
SwaptionDataLattice.new DoubleUnaryOperator() {...}0%n/a22222211
SwaptionDataLattice.new DoubleUnaryOperator() {...}0%n/a22222211
ConstantLocalVolatility1970%3350%46271301
CapletVolatilitiesParametric35698%4100%11314511101
SwaptionDataLattice.QuotingConvention27100%n/a01050101
VolatilitySurface.QuotingConvention21100%n/a01040101