| OptionSurfaceDataInterpolated.java |  | 0% | | 0% | 127 | 127 | 311 | 311 | 45 | 45 | 3 | 3 |
| DupireLocalVolatility.java | | 0% | | 0% | 66 | 66 | 143 | 143 | 32 | 32 | 3 | 3 |
| SwaptionDataLattice.java |  | 56% | | 38% | 68 | 114 | 100 | 232 | 21 | 55 | 3 | 6 |
| CapletVolatilitiesParametricDisplacedFourParameterAnalytic.java | | 0% | | 0% | 13 | 13 | 55 | 55 | 6 | 6 | 1 | 1 |
| OptionSurfaceData.java | | 36% | | 19% | 18 | 26 | 40 | 69 | 6 | 13 | 0 | 1 |
| PiecewiseConstantVolatility.java | | 0% | | 0% | 24 | 24 | 35 | 35 | 11 | 11 | 1 | 1 |
| CapletVolatilitiesParametricFourParameterPicewiseConstant.java | | 0% | | 0% | 9 | 9 | 28 | 28 | 6 | 6 | 1 | 1 |
| SwaptionATMMarketDataFromArray.java | | 0% | | 0% | 13 | 13 | 42 | 42 | 9 | 9 | 1 | 1 |
| CapletVolatilities.java | | 60% | | 58% | 11 | 19 | 31 | 68 | 4 | 7 | 0 | 1 |
| AbstractVolatilitySurface.java | | 75% | | 83% | 7 | 24 | 12 | 46 | 3 | 12 | 0 | 1 |
| OptionData.java | | 49% | | n/a | 5 | 8 | 5 | 15 | 5 | 8 | 0 | 1 |
| AbstractVolatilitySurfaceParametric.java | | 80% | | 50% | 6 | 11 | 5 | 25 | 1 | 6 | 0 | 1 |
| LocalVolatility.java | | 0% | | n/a | 4 | 4 | 3 | 3 | 4 | 4 | 1 | 1 |
| OptionSmileData.java | | 82% | | 75% | 2 | 10 | 2 | 19 | 1 | 8 | 0 | 1 |
| ConstantLocalVolatility.java | | 70% | | 50% | 4 | 6 | 2 | 7 | 1 | 3 | 0 | 1 |
| CapletVolatilitiesParametric.java | | 98% | | 100% | 1 | 13 | 1 | 45 | 1 | 11 | 0 | 1 |
| VolatilitySurface.java | | 100% | | n/a | 0 | 1 | 0 | 4 | 0 | 1 | 0 | 1 |