HullWhiteModelWithConstantCoeff

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total641 of 6410%22 of 220%383899992727
getNumeraire(MonteCarloProcess, double)1480%160%99323211
getDrift(MonteCarloProcess, int, RandomVariable[], RandomVariable[])1370%40%33151511
getA(MonteCarloProcess, double, double)610%n/a118811
getFactorLoading(MonteCarloProcess, int, int, RandomVariable[])470%n/a115511
HullWhiteModelWithConstantCoeff(TimeDiscretization, AnalyticModel, ForwardCurve, DiscountCurve, double, double, Map)400%n/a11121211
getInitialState(MonteCarloProcess)330%20%224411
getLIBOR(MonteCarloProcess, int, int)290%n/a111111
getShortRateConditionalVariance(double, double)230%n/a111111
getZeroCouponBond(MonteCarloProcess, double, double)220%n/a112211
getForwardRate(MonteCarloProcess, double, double, double)180%n/a111111
getIntegratedBondSquaredVolatility(double, double)150%n/a111111
getB(double, double)140%n/a111111
getShortRate(MonteCarloProcess, int)70%n/a112211
getRandomVariableForConstant(double)50%n/a111111
getLiborPeriod(int)50%n/a111111
getLiborPeriodIndex(double)50%n/a111111
getNumberOfLibors()40%n/a111111
getCloneWithModifiedData(Map)40%n/a111111
getModelParameters()40%n/a111111
getLiborPeriodDiscretization()30%n/a111111
getAnalyticModel()30%n/a111111
getDiscountCurve()30%n/a111111
getForwardRateCurve()30%n/a111111
getNumberOfComponents()20%n/a111111
getNumberOfFactors()20%n/a111111
applyStateSpaceTransform(MonteCarloProcess, int, int, RandomVariable)20%n/a111111
applyStateSpaceTransformInverse(MonteCarloProcess, int, int, RandomVariable)20%n/a111111