| getCloneWithModifiedData(Map) |  | 0% | | n/a | 1 | 1 | 8 | 8 | 1 | 1 |
| VarianceGammaModel(RandomVariable, RandomVariable, RandomVariable, RandomVariable, RandomVariable, RandomVariable, RandomVariableFactory) | | 0% | | n/a | 1 | 1 | 11 | 11 | 1 | 1 |
| VarianceGammaModel(RandomVariable, DiscountCurve, DiscountCurve, RandomVariable, RandomVariable, RandomVariable, RandomVariableFactory) | | 0% | | n/a | 1 | 1 | 11 | 11 | 1 | 1 |
| toString() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getDiscountCurveForForwardRate() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getRiskFreeRate() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getDiscountCurveForDiscountRate() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getDiscountRate() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getSigma() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getTheta() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getNu() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getNumberOfFactors() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getDrift(MonteCarloProcess, int, RandomVariable[], RandomVariable[]) |  | 100% | | 100% | 0 | 2 | 0 | 7 | 0 | 1 |
| VarianceGammaModel(double, double, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 11 | 0 | 1 |
| VarianceGammaModel(double, DiscountCurve, DiscountCurve, double, double, double, RandomVariableFactory) | | 100% | | n/a | 0 | 1 | 0 | 11 | 0 | 1 |
| getNumeraire(MonteCarloProcess, double) | | 100% | | 100% | 0 | 2 | 0 | 3 | 0 | 1 |
| VarianceGammaModel(VarianceGammaModelDescriptor) | | 100% | | n/a | 0 | 1 | 0 | 7 | 0 | 1 |
| VarianceGammaModel(double, DiscountCurve, DiscountCurve, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| getFactorLoading(MonteCarloProcess, int, int, RandomVariable[]) | | 100% | | n/a | 0 | 1 | 0 | 3 | 0 | 1 |
| VarianceGammaModel(double, double, double, double, double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| getInitialState(MonteCarloProcess) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getRandomVariableForConstant(double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| applyStateSpaceTransform(MonteCarloProcess, int, int, RandomVariable) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| applyStateSpaceTransformInverse(MonteCarloProcess, int, int, RandomVariable) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getNumberOfComponents() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |