evolve(int, int, int, LSQMPointUpdate) | | 88% | | 62% | 3 | 5 | 10 | 30 | 0 | 1 |
evolveTrinomialTreeSequence(int, int, int, int, TrinomialTreeNodeMetrics, TrinomialTreeSequenceMetrics) | | 92% | | 61% | 13 | 18 | 3 | 17 | 0 | 1 |
evolveTrinomialTree(int, int, int, TrinomialTreeNodeMetrics) | | 90% | | 66% | 2 | 4 | 3 | 14 | 0 | 1 |
SingleFactorStateEvolver(FundingLabel, double, double, R1ToR1, UnivariateSequenceGenerator) | | 90% | | 50% | 5 | 6 | 1 | 10 | 0 | 1 |
theta(int, int) | | 90% | | 50% | 1 | 2 | 1 | 4 | 0 | 1 |
shortRateIncrement(int, int, double, int) | | 87% | | 50% | 2 | 3 | 1 | 5 | 0 | 1 |
alpha(int, int) | | 87% | | 50% | 1 | 2 | 1 | 4 | 0 | 1 |
fundingLabel() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
sigma() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
a() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
ifrInitialTermStructure() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
rsg() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
evolveTrinomialTreeSequence(int, int, int) | | 94% | | 50% | 1 | 2 | 0 | 2 | 0 | 1 |