MonteCarloMultiAssetBlackScholesModel

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total580 of 5800%36 of 360%505099993232
MonteCarloMultiAssetBlackScholesModel(RandomVariableFactory, BrownianMotion, double[], double, double[][])1150%40%33181811
getCloneWithModifiedData(Map)1020%100%66161611
getCorrelations()960%120%77121211
getVolatilities()470%40%338811
getFactorLoadingsFromVolatilityAnCorrelation(double[], double[][])410%40%336611
getAssetValue(double, int)160%20%224411
MonteCarloMultiAssetBlackScholesModel(TimeDiscretization, int, int, double[], double, double[], double[][])150%n/a112211
getCloneWithModifiedSeed(int)140%n/a113311
MonteCarloMultiAssetBlackScholesModel(BrownianMotion, double[], double, double[], double[][])120%n/a112211
getNumeraire(int)110%n/a112211
MonteCarloMultiAssetBlackScholesModel(TimeDiscretization, int, double[], double, double[], double[][])100%n/a112211
getNumeraire(MonteCarloProcess, double)100%n/a112211
toString()100%n/a113311
getMonteCarloWeights(double)70%n/a111111
getAssetValue(int, int)60%n/a111111
getNumeraire(double)60%n/a111111
getFactorLoading(MonteCarloProcess, int, int, RandomVariable[])50%n/a111111
getRandomVariableForConstant(double)50%n/a111111
getTime(int)50%n/a111111
getTimeIndex(double)50%n/a111111
getMonteCarloWeights(int)50%n/a111111
getNumberOfComponents()40%n/a111111
getNumberOfPaths()40%n/a111111
getTimeDiscretization()40%n/a111111
getNumberOfFactors()40%n/a111111
getInitialState(MonteCarloProcess)30%n/a111111
getDrift(MonteCarloProcess, int, RandomVariable[], RandomVariable[])30%n/a111111
applyStateSpaceTransform(MonteCarloProcess, int, int, RandomVariable)30%n/a111111
applyStateSpaceTransformInverse(MonteCarloProcess, int, int, RandomVariable)30%n/a111111
getNumberOfAssets()30%n/a111111
getRiskFreeRate()30%n/a111111
getFactorLoadings()30%n/a111111