net.finmath.montecarlo.interestrate.models.covariance

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethodsMissedClasses
Total5,633 of 11,08349%395 of 67041%4076639891,9491623281652
LIBORVolatilityModelFourParameterExponentialFormIntegrated.java70951842%25516%19257213161001
LIBORCovarianceModelStochasticHestonVolatility.java6010%360%4141115115232322
LIBORVolatilityModelMaturityDependentFourParameterExponentialForm.java50110917%1118%29327893232689
ExponentialDecayLocalVolatilityModel.java3550%260%26266969131311
LIBORVolatilityModelPiecewiseConstant.java33634950%312746%25435912851401
LIBORVolatilityModelFourParameterExponentialForm.java24517741%14630%111943774901
BlendedLocalVolatilityModel.java22717743%181035%1928427561401
LIBORCovarianceModelBH.java2250%60%111136368811
LIBORCorrelationModelThreeParameterExponentialDecay.java22023051%81260%91943795901
AbstractLIBORCovarianceModelParametric.java19872478%204066%19494416931906
LIBORCovarianceModelStochasticVolatility.java19433763%201237%20394010472302
LIBORCovarianceModelFromVolatilityAndCorrelation.java18720251%231132%2029388351201
ShortRateVolatilityModelPiecewiseConstant.java18325558%291939%2636339041201
DisplacedLocalVolatilityModel.java18214043%171139%1626366451201
LIBORVolatilityModelFromGivenMatrix.java18112540%15731%1222295641101
LIBORVolatilityModelTimeHomogenousPiecewiseConstant.java1770%160%171745459911
TermStructCovarianceModelFromLIBORCovarianceModel.java1500%140%101024243311
AbstractShortRateVolatilityModelParametric.java13332771%161852%1527278811003
LIBORCovarianceModelExponentialForm5Param.java13325265%16627%1324225741312
LIBORCorrelationModelExponentialDecay.java12017759%71161%719204831001
TermStructureCovarianceModelParametric.java7434982%111963%102217820703
HullWhiteLocalVolatilityModel.java695544%5550%91314246801
TermStructureTenorTimeScalingPicewiseConstant.java6213268%2675%395261501
LIBORVolatilityModelTwoParameterExponentialForm.java6112366%4660%61315394801
LIBORCovarianceModelExponentialForm7Param.java4427386%21688%31610412701
ShortRateVolatilityModelHoLee.java310%n/a44774411
TermStructCovarianceModelFromLIBORCovarianceModelParametric.java1524294%22090%3182471701
LIBORCorrelationModel.java1257%n/a24272401
LIBORVolatilityModel.java1571%n/a14171401
AbstractLIBORCovarianceModel.java11095%1787%1121260801
ShortRateVolatilityModelAsGiven.java31100%n/a04080401
AbstractShortRateVolatilityModel.java100%n/a02040201