| lambda$getForwardRateIDProvider$0(TimeDiscretization, double, TermStructureMonteCarloSimulationModel) |  | 0% | | 0% | 7 | 7 | 22 | 22 | 1 | 1 |
| getForwardProductBondValue(double, double, double, TermStructureMonteCarloSimulationModel) | | 0% | | 0% | 6 | 6 | 26 | 26 | 1 | 1 |
| getValue(double, TermStructureMonteCarloSimulationModel) |  | 89% | | 70% | 7 | 13 | 4 | 84 | 0 | 1 |
| lambda$getProcessStateParameterIDProvider$0(int, double, TermStructureMonteCarloSimulationModel) | | 73% | | 66% | 4 | 7 | 4 | 20 | 0 | 1 |
| getNextTenorTimeStrictlyAfter(double, double, double) | | 0% | | 0% | 2 | 2 | 5 | 5 | 1 | 1 |
| lambda$getRegressionTradeValueProvider$0(double, TermStructureMonteCarloSimulationModel, List, RandomVariable[], RandomVariable[]) | | 67% | | 40% | 4 | 6 | 3 | 14 | 0 | 1 |
| validateNoIntermediateHedgeCashflows(double, TermStructureMonteCarloSimulationModel) | | 83% | | 83% | 2 | 7 | 2 | 20 | 0 | 1 |
| ForwardSensitivityDeltaHedgedPortfolio(TermStructureMonteCarloProduct, List, TimeDiscretization, ForwardSensitivityDeltaHedgedPortfolio.BasisFunctionProvider, ForwardSensitivityDeltaHedgedPortfolio.BasisFunctionProvider, double, ForwardSensitivities.ReductionMethod) | | 0% | | n/a | 1 | 1 | 4 | 4 | 1 | 1 |
| ForwardSensitivityDeltaHedgedPortfolio(TermStructureMonteCarloProduct, List, TimeDiscretization, ForwardSensitivityDeltaHedgedPortfolio.BasisFunctionProvider, ForwardSensitivityDeltaHedgedPortfolio.BasisFunctionProvider, ForwardSensitivityDeltaHedgedPortfolio.ParameterIDProvider, ForwardSensitivityDeltaHedgedPortfolio.HedgeInstrumentValueProvider, ForwardSensitivityDeltaHedgedPortfolio.HedgeInstrumentTradeValueProvider, ForwardSensitivityDeltaHedgedPortfolio.HedgeInstrumentValueProvider, double, ForwardSensitivities.ReductionMethod, ForwardSensitivityDeltaHedgedPortfolio.HedgeRatioProvider) | | 93% | | 66% | 4 | 7 | 2 | 34 | 0 | 1 |
| ForwardSensitivityDeltaHedgedPortfolio(TermStructureMonteCarloProduct, TermStructureMonteCarloProduct[], TimeDiscretization, ForwardSensitivityDeltaHedgedPortfolio.BasisFunctionProvider, double, ForwardSensitivities.ReductionMethod) | | 0% | | n/a | 1 | 1 | 3 | 3 | 1 | 1 |
| lambda$getAnalyticBondValueProvider$0(double, double, TermStructureMonteCarloSimulationModel, List) | | 95% | | 91% | 1 | 7 | 1 | 25 | 0 | 1 |
| getForwardRateIDProvider(TimeDiscretization) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getProductToReplicate() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getHedgeInstruments() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getRebalancingTimes() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getRegularizationLambda() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getReductionMethod() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getLastOperationTimingTotal() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getLastOperationTimingValuation() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getLastOperationTimingHedgeRatios() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getLastOperationTimingHedgeRatioProject() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getLastOperationTimingHedgeRatioSolve() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getLastOperationTimingTradeValues() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getLastParameterIDsByName() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getLastHedgeRatioResults() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getFinalHedgeInstrumentValueProvider() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| lambda$getForwardRateIDProvider$1(int) | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| getAnalyticBondValue(double, double, double, TermStructureMonteCarloSimulationModel) | | 100% | | 100% | 0 | 3 | 0 | 7 | 0 | 1 |
| getHedgeInstrumentProductValues(double, TermStructureMonteCarloSimulationModel) | | 100% | | 100% | 0 | 2 | 0 | 4 | 0 | 1 |
| lambda$getProductValueProvider$0(double, TermStructureMonteCarloSimulationModel, List) | | 100% | | 100% | 0 | 2 | 0 | 4 | 0 | 1 |
| lambda$getAnalyticBondTradeValueProvider$0(ForwardSensitivityDeltaHedgedPortfolio.HedgeInstrumentValueProvider, double, TermStructureMonteCarloSimulationModel, List, RandomVariable[], RandomVariable[]) | | 100% | | 100% | 0 | 2 | 0 | 4 | 0 | 1 |
| ForwardSensitivityDeltaHedgedPortfolio(TermStructureMonteCarloProduct, List, TimeDiscretization, ForwardSensitivityDeltaHedgedPortfolio.BasisFunctionProvider, ForwardSensitivityDeltaHedgedPortfolio.BasisFunctionProvider, ForwardSensitivityDeltaHedgedPortfolio.ParameterIDProvider, ForwardSensitivityDeltaHedgedPortfolio.HedgeInstrumentValueProvider, ForwardSensitivityDeltaHedgedPortfolio.HedgeInstrumentTradeValueProvider, ForwardSensitivityDeltaHedgedPortfolio.HedgeInstrumentValueProvider, double, ForwardSensitivities.ReductionMethod) | | 100% | | n/a | 0 | 1 | 0 | 3 | 0 | 1 |
| validatePaymentTime(String, double, double) | | 100% | | 100% | 0 | 2 | 0 | 3 | 0 | 1 |
| ForwardSensitivityDeltaHedgedPortfolio(TermStructureMonteCarloProduct, List, TimeDiscretization, ForwardSensitivityDeltaHedgedPortfolio.BasisFunctionProvider, ForwardSensitivityDeltaHedgedPortfolio.BasisFunctionProvider, ForwardSensitivityDeltaHedgedPortfolio.ParameterIDProvider, ForwardSensitivityDeltaHedgedPortfolio.HedgeInstrumentValueProvider, ForwardSensitivityDeltaHedgedPortfolio.HedgeInstrumentTradeValueProvider, double, ForwardSensitivities.ReductionMethod) | | 100% | | n/a | 0 | 1 | 0 | 3 | 0 | 1 |
| ForwardSensitivityDeltaHedgedPortfolio(TermStructureMonteCarloProduct, List, TimeDiscretization, ForwardSensitivityDeltaHedgedPortfolio.BasisFunctionProvider, ForwardSensitivityDeltaHedgedPortfolio.BasisFunctionProvider, ForwardSensitivityDeltaHedgedPortfolio.ParameterIDProvider, ForwardSensitivityDeltaHedgedPortfolio.HedgeInstrumentTradeValueProvider, double, ForwardSensitivities.ReductionMethod) | | 100% | | n/a | 0 | 1 | 0 | 3 | 0 | 1 |
| ForwardSensitivityDeltaHedgedPortfolio(TermStructureMonteCarloProduct, List, TimeDiscretization, ForwardSensitivityDeltaHedgedPortfolio.BasisFunctionProvider, double, ForwardSensitivities.ReductionMethod) | | 100% | | n/a | 0 | 1 | 0 | 4 | 0 | 1 |
| lambda$getValue$0(RandomVariable) | | 100% | | 100% | 0 | 2 | 0 | 1 | 0 | 1 |
| getAnalyticBondTradeValueProvider(double) | | 100% | | n/a | 0 | 1 | 0 | 2 | 0 | 1 |
| getLastHedgeInstrumentPositions() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getAnalyticBondValueProvider(double) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getProcessStateParameterIDProvider() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getProcessStateParameterIDProvider(int) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getLastRebalancingTimes() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getLastNumerairePosition() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| lambda$getProcessStateParameterIDProvider$1(int) | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getDefaultHedgeRatioProvider() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getProductValueProvider() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| getRegressionTradeValueProvider() | | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |