SABRCubeParallelCalibration

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total42 of 14170%0 of 0n/a121618361216
setInitialCorrelationDecay(double)40%n/a112211
setInitialIborOisDecorrelation(double)40%n/a112211
setInitialDisplacement(double)40%n/a112211
setInitialBeta(double)40%n/a112211
setInitialRho(double)40%n/a112211
setInitialVolvol(double)40%n/a112211
getInitialCorrelationDecay()30%n/a111111
getInitialIborOisDecorrelation()30%n/a111111
getInitialDisplacement()30%n/a111111
getInitialBeta()30%n/a111111
getInitialRho()30%n/a111111
getInitialVolvol()30%n/a111111
buildCube(String, double[])31100%n/a010301
SABRCubeParallelCalibration(LocalDate, SwaptionDataLattice, SwaptionDataLattice, SwaptionDataLattice, VolatilityCubeModel, AnnuityMapping.AnnuityMappingType)29100%n/a010901
applyParameterBounds(double[])24100%n/a010401
initializeParameters()15100%n/a010201