| LIBORVolatilityModelFourParameterExponentialFormIntegrated.java |   | 42% |   | 16% | 19 | 25 | 72 | 131 | 6 | 10 | 0 | 1 |
| LIBORCovarianceModelStochasticHestonVolatility.java |  | 0% |  | 0% | 41 | 41 | 115 | 115 | 23 | 23 | 2 | 2 |
| LIBORVolatilityModelMaturityDependentFourParameterExponentialForm.java |   | 17% |   | 8% | 29 | 32 | 78 | 93 | 23 | 26 | 8 | 9 |
| ExponentialDecayLocalVolatilityModel.java |  | 0% |  | 0% | 26 | 26 | 69 | 69 | 13 | 13 | 1 | 1 |
| LIBORVolatilityModelPiecewiseConstant.java |   | 50% |   | 46% | 25 | 43 | 59 | 128 | 5 | 14 | 0 | 1 |
| LIBORVolatilityModelFourParameterExponentialForm.java |   | 41% |   | 30% | 11 | 19 | 43 | 77 | 4 | 9 | 0 | 1 |
| BlendedLocalVolatilityModel.java |   | 43% |   | 35% | 19 | 28 | 42 | 75 | 6 | 14 | 0 | 1 |
| LIBORCovarianceModelBH.java |  | 0% |  | 0% | 11 | 11 | 36 | 36 | 8 | 8 | 1 | 1 |
| LIBORCorrelationModelThreeParameterExponentialDecay.java |   | 51% |   | 60% | 9 | 19 | 43 | 79 | 5 | 9 | 0 | 1 |
| AbstractLIBORCovarianceModelParametric.java |   | 78% |   | 66% | 19 | 49 | 44 | 169 | 3 | 19 | 0 | 6 |
| LIBORCovarianceModelStochasticVolatility.java |   | 63% |   | 37% | 20 | 39 | 40 | 104 | 7 | 23 | 0 | 2 |
| LIBORCovarianceModelFromVolatilityAndCorrelation.java |   | 51% |   | 32% | 20 | 29 | 38 | 83 | 5 | 12 | 0 | 1 |
| ShortRateVolatilityModelPiecewiseConstant.java |   | 58% |   | 39% | 26 | 36 | 33 | 90 | 4 | 12 | 0 | 1 |
| DisplacedLocalVolatilityModel.java |   | 43% |   | 39% | 16 | 26 | 36 | 64 | 5 | 12 | 0 | 1 |
| LIBORVolatilityModelFromGivenMatrix.java |   | 40% |   | 31% | 12 | 22 | 29 | 56 | 4 | 11 | 0 | 1 |
| LIBORVolatilityModelTimeHomogenousPiecewiseConstant.java |  | 0% |  | 0% | 17 | 17 | 45 | 45 | 9 | 9 | 1 | 1 |
| TermStructCovarianceModelFromLIBORCovarianceModel.java |  | 0% |  | 0% | 10 | 10 | 24 | 24 | 3 | 3 | 1 | 1 |
| AbstractShortRateVolatilityModelParametric.java |   | 71% |   | 52% | 15 | 27 | 27 | 88 | 1 | 10 | 0 | 3 |
| LIBORCovarianceModelExponentialForm5Param.java |   | 65% |   | 27% | 13 | 24 | 22 | 57 | 4 | 13 | 1 | 2 |
| LIBORCorrelationModelExponentialDecay.java |   | 59% |   | 61% | 7 | 19 | 20 | 48 | 3 | 10 | 0 | 1 |
| TermStructureCovarianceModelParametric.java |   | 82% |   | 63% | 10 | 22 | 17 | 82 | 0 | 7 | 0 | 3 |
| HullWhiteLocalVolatilityModel.java |   | 44% |   | 50% | 9 | 13 | 14 | 24 | 6 | 8 | 0 | 1 |
| TermStructureTenorTimeScalingPicewiseConstant.java |   | 68% |   | 75% | 3 | 9 | 5 | 26 | 1 | 5 | 0 | 1 |
| LIBORVolatilityModelTwoParameterExponentialForm.java |   | 66% |   | 60% | 6 | 13 | 15 | 39 | 4 | 8 | 0 | 1 |
| LIBORCovarianceModelExponentialForm7Param.java |   | 86% |   | 88% | 3 | 16 | 10 | 41 | 2 | 7 | 0 | 1 |
| ShortRateVolatilityModelHoLee.java |  | 0% | | n/a | 4 | 4 | 7 | 7 | 4 | 4 | 1 | 1 |
| TermStructCovarianceModelFromLIBORCovarianceModelParametric.java |   | 94% |   | 90% | 3 | 18 | 2 | 47 | 1 | 7 | 0 | 1 |
| LIBORCorrelationModel.java |  | 57% | | n/a | 2 | 4 | 2 | 7 | 2 | 4 | 0 | 1 |
| LIBORVolatilityModel.java |  | 71% | | n/a | 1 | 4 | 1 | 7 | 1 | 4 | 0 | 1 |
| AbstractLIBORCovarianceModel.java |  | 95% |   | 87% | 1 | 12 | 1 | 26 | 0 | 8 | 0 | 1 |
| ShortRateVolatilityModelAsGiven.java |  | 100% | | n/a | 0 | 4 | 0 | 8 | 0 | 4 | 0 | 1 |
| AbstractShortRateVolatilityModel.java | | 100% | | n/a | 0 | 2 | 0 | 4 | 0 | 2 | 0 | 1 |