HullWhiteModelWithDirectSimulation

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total1,405 of 1,4050%60 of 600%60602092093030
getV(double, double)2330%80%55252511
getDV(double, double)1930%80%55232311
getDrift(MonteCarloProcess, int, RandomVariable[], RandomVariable[])1640%60%44191911
getNumeraire(MonteCarloProcess, double)1480%160%99323211
getShortRateConditionalVariance(double, double)1350%60%44191911
getB(double, double)1030%60%44171711
getMRTime(double, double)830%60%44171711
getFactorLoading(MonteCarloProcess, int, int, RandomVariable[])710%20%22101011
getA(MonteCarloProcess, double, double)610%n/a118811
HullWhiteModelWithDirectSimulation(TimeDiscretization, AnalyticModel, ForwardCurve, DiscountCurve, ShortRateVolatilityModel, Map)370%n/a11111111
getInitialState(MonteCarloProcess)330%20%224411
getLIBOR(MonteCarloProcess, int, int)290%n/a111111
getZeroCouponBond(MonteCarloProcess, double, double)280%n/a115511
getForwardRate(MonteCarloProcess, double, double, double)180%n/a111111
getIntegratedBondSquaredVolatility(double, double)150%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