HullWhiteModelWithShiftExtension

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total1,460 of 1,4600%68 of 680%66662242243232
getV(double, double)2330%80%55252511
getDV(double, double)1930%80%55232311
getNumeraire(MonteCarloProcess, double)1480%160%99323211
getShortRateConditionalVariance(double, double)1350%60%44191911
getB(double, double)1030%60%44171711
getMRTime(double, double)830%60%44171711
getIntegratedDriftAdjustment(MonteCarloProcess, int)780%40%33101011
getFactorLoading(MonteCarloProcess, int, int, RandomVariable[])730%20%22111111
getShortRate(MonteCarloProcess, int)610%40%33111111
getA(MonteCarloProcess, double, double)610%n/a118811
getZeroCouponBond(MonteCarloProcess, double, double)570%20%229911
HullWhiteModelWithShiftExtension(TimeDiscretization, AnalyticModel, ForwardCurve, DiscountCurve, ShortRateVolatilityModel, Map)540%40%33141411
getDrift(MonteCarloProcess, int, RandomVariable[], RandomVariable[])530%20%228811
getLIBOR(MonteCarloProcess, int, int)290%n/a111111
getForwardRate(MonteCarloProcess, double, double, double)180%n/a111111
getIntegratedBondSquaredVolatility(double, double)150%n/a111111
getInitialState(MonteCarloProcess)110%n/a112211
getReferenceDate()80%n/a111111
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