net.finmath.montecarlo.interestrate.models.covariance

Element	Missed Instructions	Cov.	Missed Branches	Cov.	Missed	Cxty	Missed	Lines	Missed	Methods	Missed	Classes
Total	5,633 of 11,083	49%	395 of 670	41%	407	663	989	1,949	162	328	16	52
LIBORVolatilityModelFourParameterExponentialFormIntegrated		42%		16%	19	25	72	131	6	10	0	1
LIBORCovarianceModelStochasticHestonVolatility		0%		0%	29	29	104	104	11	11	1	1
LIBORVolatilityModelMaturityDependentFourParameterExponentialForm		20%		8%	13	16	70	85	7	10	0	1
ExponentialDecayLocalVolatilityModel		0%		0%	26	26	69	69	13	13	1	1
LIBORVolatilityModelPiecewiseConstant		50%		46%	25	43	59	128	5	14	0	1
LIBORVolatilityModelFourParameterExponentialForm		41%		30%	11	19	43	77	4	9	0	1
BlendedLocalVolatilityModel		43%		35%	19	28	42	75	6	14	0	1
LIBORCovarianceModelBH		0%		0%	11	11	36	36	8	8	1	1
LIBORCorrelationModelThreeParameterExponentialDecay		51%		60%	9	19	43	79	5	9	0	1
LIBORCovarianceModelFromVolatilityAndCorrelation		51%		32%	20	29	38	83	5	12	0	1
ShortRateVolatilityModelPiecewiseConstant		58%		39%	26	36	33	90	4	12	0	1
DisplacedLocalVolatilityModel		43%		39%	16	26	36	64	5	12	0	1
LIBORVolatilityModelFromGivenMatrix		40%		31%	12	22	29	56	4	11	0	1
LIBORVolatilityModelTimeHomogenousPiecewiseConstant		0%		0%	17	17	45	45	9	9	1	1
LIBORCovarianceModelStochasticVolatility		61%		37%	15	27	35	93	2	11	0	1
AbstractLIBORCovarianceModelParametric		70%		61%	15	29	35	114	3	8	0	1
TermStructCovarianceModelFromLIBORCovarianceModel		0%		0%	10	10	24	24	3	3	1	1
LIBORCovarianceModelExponentialForm5Param		67%		27%	11	22	21	56	2	11	0	1
LIBORCorrelationModelExponentialDecay		59%		61%	7	19	20	48	3	10	0	1
AbstractShortRateVolatilityModelParametric		61%		46%	13	19	20	63	1	6	0	1
LIBORCovarianceModelStochasticHestonVolatility.new ProcessModel() {...}		0%		n/a	12	12	12	12	12	12	1	1
HullWhiteLocalVolatilityModel		44%		50%	9	13	14	24	6	8	0	1
TermStructureTenorTimeScalingPicewiseConstant		68%		75%	3	9	5	26	1	5	0	1
LIBORVolatilityModelTwoParameterExponentialForm		66%		60%	6	13	15	39	4	8	0	1
TermStructureCovarianceModelParametric		75%		54%	9	14	10	47	0	3	0	1
LIBORCovarianceModelExponentialForm7Param		86%		88%	3	16	10	41	2	7	0	1
ShortRateVolatilityModelHoLee		0%		n/a	4	4	7	7	4	4	1	1
TermStructureCovarianceModelParametric.new Optimizer.ObjectiveFunction() {...}		86%		87%	1	6	7	33	0	2	0	1
LIBORCovarianceModelStochasticVolatility.new ProcessModel() {...}		75%		n/a	5	12	5	12	5	12	0	1
AbstractShortRateVolatilityModelParametric.new Optimizer.ObjectiveFunction() {...}		86%		75%	2	6	5	23	0	2	0	1
AbstractLIBORCovarianceModelParametric.new StochasticOptimizer.ObjectiveFunction() {...}		85%		83%	1	5	5	23	0	2	0	1
TermStructCovarianceModelFromLIBORCovarianceModelParametric		94%		90%	3	18	2	47	1	7	0	1
AbstractLIBORCovarianceModelParametric.new Optimizer.ObjectiveFunction() {...}		90%		87%	1	6	4	22	0	2	0	1
LIBORVolatilityModelMaturityDependentFourParameterExponentialForm.new ToDoubleFunction() {...}		0%		n/a	2	2	2	2	2	2	1	1
LIBORVolatilityModelMaturityDependentFourParameterExponentialForm.new ToDoubleFunction() {...}		0%		n/a	2	2	2	2	2	2	1	1
LIBORVolatilityModelMaturityDependentFourParameterExponentialForm.new ToDoubleFunction() {...}		0%		n/a	2	2	2	2	2	2	1	1
LIBORVolatilityModelMaturityDependentFourParameterExponentialForm.new ToDoubleFunction() {...}		0%		n/a	2	2	2	2	2	2	1	1
LIBORVolatilityModelMaturityDependentFourParameterExponentialForm.new ToDoubleFunction() {...}		0%		n/a	2	2	2	2	2	2	1	1
LIBORVolatilityModelMaturityDependentFourParameterExponentialForm.new ToDoubleFunction() {...}		0%		n/a	2	2	2	2	2	2	1	1
LIBORVolatilityModelMaturityDependentFourParameterExponentialForm.new ToDoubleFunction() {...}		0%		n/a	2	2	2	2	2	2	1	1
LIBORVolatilityModelMaturityDependentFourParameterExponentialForm.new ToDoubleFunction() {...}		0%		n/a	2	2	2	2	2	2	1	1
LIBORCovarianceModelExponentialForm5Param.new ToDoubleFunction() {...}		0%		n/a	2	2	2	2	2	2	1	1
LIBORCorrelationModel		57%		n/a	2	4	2	7	2	4	0	1
LIBORVolatilityModel		71%		n/a	1	4	1	7	1	4	0	1
AbstractLIBORCovarianceModel		95%		87%	1	12	1	26	0	8	0	1
AbstractShortRateVolatilityModelParametric.1.new Callable() {...}		93%		n/a	0	2	2	4	0	2	0	1
AbstractLIBORCovarianceModelParametric.FutureTaskWithPriority		88%		50%	2	5	0	5	0	3	0	1
TermStructureCovarianceModelParametric.1.new Callable() {...}		100%		n/a	0	2	0	4	0	2	0	1
AbstractLIBORCovarianceModelParametric.1.new Callable() {...}		100%		n/a	0	2	0	4	0	2	0	1
AbstractLIBORCovarianceModelParametric.2.new Callable() {...}		100%		n/a	0	2	0	4	0	2	0	1
ShortRateVolatilityModelAsGiven		100%		n/a	0	4	0	8	0	4	0	1
AbstractShortRateVolatilityModel		100%		n/a	0	2	0	4	0	2	0	1