LIBORMarketModelWithTenorRefinement

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total325 of 1,50478%27 of 10073%257555264425
getStateVariableForPeriod(TimeDiscretization, RandomVariable[], double, double)1640%80%55292911
getNumeraire(MonteCarloProcess, double)7411059%6857%48103001
getLIBORForStateVariable(TimeDiscretization, RandomVariable[], double, double)370%n/a114411
getWeightForTenorRefinement(double, double, double, double)1212791%2880%2622201
getDrift(MonteCarloProcess, int, RandomVariable[], RandomVariable[])1034597%62681%61725801
getForwardRate(MonteCarloProcess, double, double, double)71365%1150%121401
LIBORMarketModelWithTenorRefinement(TimeDiscretization[], Integer[], AnalyticModel, ForwardCurve, DiscountCurve, TermStructureCovarianceModel, CalibrationProduct[], Map)66791%2675%2522201
getIntegratedVariance(MonteCarloProcess, int, double, double)54890%1583%1421401
getRandomVariableForConstant(double)50%n/a111111
clone()40%n/a111111
getStateVariable(MonteCarloProcess, int, double, double)17999%8100%0513001
getLiborPeriodDiscretization(double)93100%6100%0401301
getFactorLoading(MonteCarloProcess, int, int, RandomVariable[])57100%2100%0201101
getLIBOR(MonteCarloProcess, int, double, double)54100%n/a010601
getCloneWithModifiedData(Map)33100%1150%120601
getInitialState(MonteCarloProcess)21100%2100%020401
getNumberOfComponents()7100%n/a010101
getNumberOfLibors()5100%n/a010101
getNumberOfFactors()4100%n/a010101
getAnalyticModel()3100%n/a010101
getDiscountCurve()3100%n/a010101
getForwardRateCurve()3100%n/a010101
getCovarianceModel()3100%n/a010101
applyStateSpaceTransform(MonteCarloProcess, int, int, RandomVariable)100%n/a010101
applyStateSpaceTransformInverse(MonteCarloProcess, int, int, RandomVariable)100%n/a010101