MultiAssetBlackScholesModel

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total28 of 45093%6 of 3080%835776320
toString()100%n/a113311
getCorrelationMatrix()78992%4866%3711201
getCloneWithModifiedData(Map)56893%2466%2411101
getRiskFreeRate()30%n/a111111
getFactorLoadingMatrix()30%n/a111111
MultiAssetBlackScholesModel(RandomVariableFactory, double[], double, double[][])107100%4100%0301701
getVolatilityVector()47100%4100%030801
getFactorLoadingsFromVolatilityAnCorrelation(double[], double[][])41100%4100%030601
MultiAssetBlackScholesModel(double[], double, double[], double[][])10100%n/a010201
getNumeraire(MonteCarloProcess, double)10100%n/a010201
MultiAssetBlackScholesModel(RandomVariableFactory, double[], double, double[], double[][])9100%n/a010301
MultiAssetBlackScholesModel(double[], double, double[][])9100%n/a010201
getNumberOfFactors()6100%n/a010101
getFactorLoading(MonteCarloProcess, int, int, RandomVariable[])5100%n/a010101
getRandomVariableForConstant(double)5100%n/a010101
getNumberOfComponents()4100%n/a010101
getInitialState(MonteCarloProcess)3100%n/a010101
getDrift(MonteCarloProcess, int, RandomVariable[], RandomVariable[])3100%n/a010101
applyStateSpaceTransform(MonteCarloProcess, int, int, RandomVariable)3100%n/a010101
applyStateSpaceTransformInverse(MonteCarloProcess, int, int, RandomVariable)3100%n/a010101