net.finmath.montecarlo.interestrate.products

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethodsMissedClasses
Total4,994 of 11,05054%319 of 61347%3665869132,0281602772552
BermudanSwaptionFromSwapSchedules6820%220%3030118118191911
SwaptionFromSwapSchedules4370%230%191978786611
ForwardSensitivityDeltaHedgedPortfolio4261,04371%487260%5510891319214801
SwaptionGeneralizedAnalyticApproximation41656457%282850%2034631492601
SwaptionSingleCurve3290%120%121262626611
CancelableSwap3130%80%8855554411
Portfolio2030%240%202038388811
ForwardRateVolatilitySurfaceCurvature1810%120%101038384411
SwapLegWithFundingProvider1640%100%7736362211
BermudanSwaption15935268%18830%2130279591701
SwaprateCovarianceAnalyticApproximation1570%80%7723233311
BermudanSwaptionFromSwapSchedules.new RegressionBasisFunctionsProvider() {...}1470%60%5526262211
BermudanSwaptionFromSwapSchedules.new RegressionBasisFunctionsProvider() {...}1380%40%4426262211
Caplet12210546%8220%5916410401
DigitalFloorlet1010%40%4422222211
MoneyMarketAccount950%60%7722224411
SwapAnnuity8117267%51575%720175831001
SimpleSwap7913062%2466%1116245491301
SwaptionSimple6413768%111150%7159311401
Swaption5834385%21487%1022137681401
DiscreteTenorRollOver5611467%5964%71412373701
SwaptionFactory510%60%4410101111
SwaptionAnalyticApproximationRebonato4944490%72578%8218751501
LIBORBond400%20%55884411
SwapLeg3120786%51777%5155450401
Swap314257%2100%265172501
SwaptionSingleCurveAnalyticApproximation2744694%62076%7186721501
CMSOption2730291%2466%263430301
Bond269979%2675%4127362801
SwaptionAnalyticApproximation2558195%83078%9245911501
SimpleZeroSwap2511982%3562%586332401
AbstractTermStructureMonteCarloProduct254463%2250%484152601
AbstractLIBORMonteCarloProduct250%20%44773311
SwaptionATM229781%4450%482170301
SimpleCappedFlooredFloatingRateBond2112285%3562%363320201
SimpleSwap.new IntToDoubleFunction() {...}180%n/a22222211
SwaptionFromSwapSchedules.new Function() {...}170%n/a22222211
BermudanSwaptionFromSwapSchedules.new Function() {...}170%n/a22222211
BermudanSwaptionFromSwapSchedules.6.new ToDoubleFunction() {...}150%n/a22222211
BermudanSwaptionFromSwapSchedules.SwaptionType150%n/a11331111
BermudanSwaptionFromSwapSchedules.5.new ToDoubleFunction() {...}150%n/a22222211
SwaptionFromSwapSchedules.SwaptionType150%n/a11331111
BermudanSwaptionFromSwapSchedules.new ToDoubleFunction() {...}150%n/a22222211
DigitalCaplet7986%n/a464224601
BermudanSwaptionFromSwapSchedules.new IntToDoubleFunction() {...}0%n/a22222211
BermudanSwaptionFromSwapSchedules.new IntToDoubleFunction() {...}0%n/a22222211
FlexiCap13397%1375%252291301
SwaptionWithComponents161100%4100%040230201
SwapWithComponents139100%4100%040220201
Caplet.ValueUnit45100%n/a01080101
SwaptionGeneralizedAnalyticApproximation.ValueUnit21100%n/a01040101
SwaptionGeneralizedAnalyticApproximation.StateSpace15100%n/a01030101