net.finmath.montecarlo.assetderivativevaluation.products

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethodsMissedClasses
Total3,194 of 5,19538%99 of 14732%1312006191,042721251733
EuropeanOptionWithBoundary4250%160%121277774411
BlackScholesHedgedPortfolio3190%110%9966663311
LocalRiskMinimizingHedgePortfolio2890%60%6658583311
EuropeanOptionRhoLikelihood2520%40%5535353311
FiniteDifferenceDeltaHedgedPortfolio2360%60%5546462211
EuropeanOptionGammaLikelihood2250%40%5534343311
EuropeanOptionVegaLikelihood1730%40%5532323311
EuropeanOptionThetaPathwise1530%40%5527273311
EuropeanOptionGammaPathwise1480%20%4425253311
EuropeanOptionWithBoundary.ConstantBarrier1330%40%6622224411
EuropeanOptionRhoPathwise1080%40%5524243311
BermudanOption9238180%61571%1125168761401
BasketOption810%20%3318182211
EuropeanOption7917568%6225%920257151601
EuropeanOptionDeltaPathwiseForGeometricModel750%20%3317172211
BermudanDigitalOption5519878%6545%51010520401
ForwardAgreementWithFundingRequirement527659%n/a3516343501
DeltaHedgedPortfolioWithAAD5026784%41275%51510692701
FiniteDifferenceHedgedPortfolio500%n/a2213132211
ForwardAgreement486155%n/a3515303501
EuropeanOptionWithBoundary.BoundaryAdjustmentType330%n/a11661111
DigitalOption229280%n/a595285901
BlackScholesHedgedPortfolio.HedgeStrategy210%n/a11441111
FiniteDifferenceHedgedPortfolio.HedgeStrategy150%n/a11331111
DigitalOptionDeltaLikelihood1412089%4233%353250201
AbstractAssetMonteCarloProduct131248%1150%13260201
AsianOption129788%2100%484264701
EuropeanOptionVegaPathwise1112691%4100%153271301
EuropeanOptionDeltaLikelihood616596%n/a022280201
EuropeanOptionDeltaPathwise48195%3350%351180201
BlackScholesDeltaHedgedPortfolio120100%2100%030280201
BermudanOption.ExerciseMethod15100%n/a01030101
BermudanDigitalOption.ExerciseMethod15100%n/a01030101