net.finmath.montecarlo.interestrate.models

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethodsMissedClasses
Total6,700 of 11,83343%396 of 72445%3896241,0631,981157260816
LIBORMarketModelStandard1,7020%1180%9898303303393911
HullWhiteModelWithShiftExtension1,4600%680%6666224224323211
HullWhiteModelWithDirectSimulation1,4050%600%6060209209303011
HullWhiteModelWithConstantCoeff6410%220%38389999272711
LIBORMarketModelFromCovarianceModel6392,12776%6317373%59172108497125201
HullWhiteModel4561,74079%388268%391065937494601
LIBORMarketModelWithTenorRefinement3251,17978%277373%25755526442501
LIBORMarketModelStandard.Driftapproximation0%n/a11111111
LIBORMarketModelWithTenorRefinement.Driftapproximation0%n/a11111111
LIBORMarketModelStandard.Measure0%n/a11111111
HullWhiteModelWithShiftExtension.DriftFormula0%n/a11331111
LIBORMarketModelFromCovarianceModel.Driftapproximation100%n/a01010101
LIBORMarketModelFromCovarianceModel.InterpolationMethod100%n/a01010101
LIBORMarketModelFromCovarianceModel.Measure100%n/a01010101
LIBORMarketModelFromCovarianceModel.SimulationTimeInterpolationMethod100%n/a01010101
LIBORMarketModelFromCovarianceModel.StateSpace100%n/a01010101