net.finmath.montecarlo.assetderivativevaluation.products

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethodsMissedClasses
Total3,194 of 5,19538%99 of 14732%1312006191,042721251733
EuropeanOptionWithBoundary.java5910%200%19191051059933
BlackScholesHedgedPortfolio.java3400%110%101070704422
LocalRiskMinimizingHedgePortfolio.java2890%60%6658583311
EuropeanOptionRhoLikelihood.java2520%40%5535353311
FiniteDifferenceDeltaHedgedPortfolio.java2360%60%5546462211
EuropeanOptionGammaLikelihood.java2250%40%5534343311
EuropeanOptionVegaLikelihood.java1730%40%5532323311
EuropeanOptionThetaPathwise.java1530%40%5527273311
EuropeanOptionGammaPathwise.java1480%20%4425253311
EuropeanOptionRhoPathwise.java1080%40%5524243311
BermudanOption.java9239681%61571%1126169061502
BasketOption.java810%20%3318182211
EuropeanOption.java7917568%6225%920257151601
EuropeanOptionDeltaPathwiseForGeometricModel.java750%20%3317172211
FiniteDifferenceHedgedPortfolio.java650%n/a3316163322
BermudanDigitalOption.java5521379%6545%51110550502
ForwardAgreementWithFundingRequirement.java527659%n/a3516343501
DeltaHedgedPortfolioWithAAD.java5026784%41275%51510692701
ForwardAgreement.java486155%n/a3515303501
DigitalOption.java229280%n/a595285901
DigitalOptionDeltaLikelihood.java1412089%4233%353250201
AbstractAssetMonteCarloProduct.java131248%1150%13260201
AsianOption.java129788%2100%484264701
EuropeanOptionVegaPathwise.java1112691%4100%153271301
EuropeanOptionDeltaLikelihood.java616596%n/a022280201
EuropeanOptionDeltaPathwise.java8195%3350%351180201
BlackScholesDeltaHedgedPortfolio.java120100%2100%030280201