BermudanSwaptionFromSwapSchedules

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total682 of 6820%22 of 220%30301181181919
getValues(double, TermStructureMonteCarloSimulationModel)2130%100%66363611
getBasisFunctions(double, LIBORModelMonteCarloSimulationModel)1420%60%44252511
getProcessTimeDiscretization(LocalDateTime)670%20%229911
getExerciseProbabilitiesFromTimes(LocalDateTime, RandomVariable)580%20%229911
BermudanSwaptionFromSwapSchedules(LocalDateTime, BermudanSwaptionFromSwapSchedules.SwaptionType, LocalDate[], LocalDate, double[], double[], Schedule[], Schedule[], MonteCarloConditionalExpectationRegressionFactory, RegressionBasisFunctionsProvider)400%20%22131311
getValueUnderlyingNumeraireRelative(TermStructureMonteCarloSimulationModel, Schedule, boolean, double, double)350%n/a116611
BermudanSwaptionFromSwapSchedules(LocalDateTime, BermudanSwaptionFromSwapSchedules.SwaptionType, LocalDate[], LocalDate, double, double, Schedule[], Schedule[])290%n/a114411
toString()200%n/a111111
BermudanSwaptionFromSwapSchedules(LocalDateTime, BermudanSwaptionFromSwapSchedules.SwaptionType, LocalDate[], LocalDate, double[], double[], Schedule[], Schedule[], RegressionBasisFunctionsProvider)150%n/a112211
BermudanSwaptionFromSwapSchedules(LocalDateTime, BermudanSwaptionFromSwapSchedules.SwaptionType, LocalDate[], LocalDate, double[], double[], Schedule[], Schedule[])120%n/a112211
getConditionalExpectationEstimator(double, TermStructureMonteCarloSimulationModel)120%n/a112211
getValue(double, TermStructureMonteCarloSimulationModel)80%n/a111111
getBasisFunctions(double, MonteCarloSimulationModel)80%n/a112211
getBasisFunctionsProviderWithSwapRates()50%n/a111111
getBasisFunctionsProviderWithForwardRates()50%n/a111111
static {...}40%n/a111111
getExerciseDates()30%n/a111111
getSwaptionType()30%n/a111111
getSwapEndDate()30%n/a111111