MertonModel

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total125 of 41269%0 of 4100%8262796824
getCloneWithModifiedData(Map)750%n/a119911
MertonModel(RandomVariable, DiscountCurve, RandomVariable, DiscountCurve, RandomVariable, RandomVariable, RandomVariable, RandomVariableFactory)330%n/a11121211
getRiskFreeRate()30%n/a111111
getVolatility()30%n/a111111
getJumpIntensity()30%n/a111111
getJumpSizeMean()30%n/a111111
getJumpSizeStdDev()30%n/a111111
getNumberOfFactors()20%n/a111111
getDrift(MonteCarloProcess, int, RandomVariable[], RandomVariable[])56100%2100%020901
MertonModel(double, DiscountCurve, double, DiscountCurve, double, double, double, RandomVariableFactory)43100%n/a0101201
MertonModel(RandomVariable, RandomVariable, RandomVariable, RandomVariable, RandomVariable, RandomVariable, RandomVariable, RandomVariableFactory)33100%n/a0101201
getFactorLoading(MonteCarloProcess, int, int, RandomVariable[])26100%n/a010501
MertonModel(double, double, double, double, double, double, double, RandomVariableFactory)25100%n/a010801
MertonModel(MertonModelDescriptor)22100%n/a010801
getNumeraire(MonteCarloProcess, double)18100%2100%020301
MertonModel(double, DiscountCurve, double, DiscountCurve, double, double, double)13100%n/a010201
MertonModel(double, double, double, double, double, double, double)13100%n/a010201
MertonModel(double, double, double, double, double, double)10100%n/a010201
getInitialState(MonteCarloProcess)9100%n/a010101
static {...}6100%n/a010101
getRandomVariableForConstant(double)5100%n/a010101
applyStateSpaceTransform(MonteCarloProcess, int, int, RandomVariable)3100%n/a010101
applyStateSpaceTransformInverse(MonteCarloProcess, int, int, RandomVariable)3100%n/a010101
getNumberOfComponents()2100%n/a010101