HestonModel

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total205 of 60065%10 of 2661%2241321301428
getCloneWithModifiedData(Map)870%n/a11101011
toString()260%n/a111111
getFactorLoading(MonteCarloProcess, int, int, RandomVariable[])255167%4450%3541601
getDrift(MonteCarloProcess, int, RandomVariable[], RandomVariable[])187380%3350%2431701
applyStateSpaceTransform(MonteCarloProcess, int, int, RandomVariable)61062%1375%131501
applyStateSpaceTransformInverse(MonteCarloProcess, int, int, RandomVariable)61062%1375%131501
getRandomVariableForConstant(double)50%n/a111111
getInitialValue()30%n/a111111
getRiskFreeRate()30%n/a111111
getVolatility()30%n/a111111
getDiscountCurveForForwardRate()30%n/a111111
getDiscountCurveForDiscountRate()30%n/a111111
getTheta()30%n/a111111
getKappa()30%n/a111111
getXi()30%n/a111111
getRho()30%n/a111111
getScheme()30%n/a111111
getNumberOfFactors()20%n/a111111
HestonModel(RandomVariable, DiscountCurve, RandomVariable, DiscountCurve, RandomVariable, RandomVariable, RandomVariable, RandomVariable, HestonModel.Scheme, RandomVariableFactory)52100%n/a0101601
HestonModel(RandomVariable, RandomVariable, RandomVariable, RandomVariable, RandomVariable, RandomVariable, RandomVariable, RandomVariable, HestonModel.Scheme, RandomVariableFactory)52100%n/a0101601
HestonModel(HestonModelDescriptor, HestonModel.Scheme, RandomVariableFactory)39100%n/a0101001
HestonModel(double, double, double, double, double, double, double, double, HestonModel.Scheme, RandomVariableFactory)29100%n/a0101001
getInitialState(MonteCarloProcess)22100%1150%120401
getNumeraire(MonteCarloProcess, double)19100%2100%020301
HestonModel(double, double, double, double, double, double, double, double, HestonModel.Scheme)15100%n/a010201
HestonModel(double, double, double, double, double, double, double, HestonModel.Scheme)15100%n/a010201
static {...}6100%n/a010101
getNumberOfComponents()2100%n/a010101