VolatilityCubeFactory

ElementMissed InstructionsCov.Missed BranchesCov.MissedCxtyMissedLinesMissedMethods
Total156 of 23633%0 of 0n/a101225451012
buildSABRVolatilityCube(String, VolatilityCubeModel, int[], DataTable, DataTable, DataTable)480%n/a115511
buildSABRVolatilityCube(String, VolatilityCubeModel, int[])430%n/a114411
buildParallelSABRCube(String, double, double, SwaptionDataLattice, VolatilityCubeModel)320%n/a114411
setReplicationParameters(double, double, int)100%n/a114411
setCalibrationParameters(int, int)70%n/a113311
getReplicationNumberOfEvaluationPoints()40%n/a111111
getNumberOfThreads()30%n/a111111
getMaxIterations()30%n/a111111
getReplicationLowerBound()30%n/a111111
getReplicationUpperBound()30%n/a111111
VolatilityCubeFactory(LocalDate, SwaptionDataLattice, SwaptionDataLattice, SwaptionDataLattice, double, double, double, double, AnnuityMapping.AnnuityMappingType)49100%n/a0101701
buildShiftedSmileSABRCube(String, VolatilityCubeModel)31100%n/a010301