SwaptionGeneralizedAnalyticApproximation

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total416 of 98057%28 of 5650%20346314926
getLogSwapRateDerivative(TimeDiscretization, DiscountCurve, ForwardCurve)3630%200%1111535311
getValues(double, TimeDiscretization, LIBORMarketModel)3418284%41071%4863101
SwaptionGeneralizedAnalyticApproximation(double, TimeDiscretization, SwaptionGeneralizedAnalyticApproximation.StateSpace)80%n/a112211
getSwapRateDerivative(TimeDiscretization, AnalyticModel, DiscountCurve, ForwardCurve)634398%31785%31115101
getValue(double, TermStructureMonteCarloSimulationModel)51473%1150%121401
SwaptionGeneralizedAnalyticApproximation(double, double[], SwaptionGeneralizedAnalyticApproximation.ValueUnit, SwaptionGeneralizedAnalyticApproximation.StateSpace)25100%n/a010801