SimpleLIBORMarketModel

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total706 of 7060%50 of 500%49491301302424
getLMMTerminasureDriftEuler(int, int, RandomVariable[])1370%120%77212111
getLMMTerminasureDriftLineIntegral(int, int, RandomVariable[], RandomVariable[])1170%80%55222211
getNumeraire(int)1110%120%77191911
getDrift(int, int, RandomVariable[], RandomVariable[])850%100%66151511
SimpleLIBORMarketModel(TimeDiscretization, TimeDiscretization, int, double[], LIBORVolatilityModel)360%n/a116611
getDrift(int, RandomVariable[], RandomVariable[])360%40%337711
SimpleLIBORMarketModel(TimeDiscretization, TimeDiscretization, int, double[], LIBORVolatilityModel, LIBORCorrelationModel)300%n/a117711
SimpleLIBORMarketModel(TimeDiscretization, double[], LIBORCovarianceModel, BrownianMotion)270%20%228811
getInitialValue()250%20%224411
SimpleLIBORMarketModel(TimeDiscretization, TimeDiscretization, int, double[], LIBORCovarianceModel)240%n/a117711
getCloneWithModifiedSeed(int)210%n/a114411
getInitialValue(int)90%n/a111111
getFactorLoading(int, int, int, RandomVariable[])90%n/a111111
getCloneWithModifiedData(Map)50%n/a111111
getRandomVariableForConstant(double)50%n/a111111
setDriftAproximationMethod(SimpleLIBORMarketModel.Driftapproximation)40%n/a112211
setMeasure(SimpleLIBORMarketModel.Measure)40%n/a112211
setCovarianceModel(LIBORCovarianceModel)40%n/a112211
getModelParameters()40%n/a111111
getDriftAproximationMethod()30%n/a111111
getMeasure()30%n/a111111
getCovarianceModel()30%n/a111111
getModel()20%n/a111111
getProcess()20%n/a111111